Prudential > Prudential Global Total Return Fund, Inc.
PGIM Global Total Return Fund
$2.99B
Avg Monthly Net Assets
$2.84B
Total Assets
$123.82M
Total Liabilities
$2.72B
Net Assets
PGIM Global Total Return Fund is a Mutual Fund in Prudential Global Total Return Fund, Inc.
from Prudential,
based in New Jersey,
United States of America.
The fund has six share classes
and monthly net assets of $2.99B.
On September 27th, 2024 it reported 1,312 holdings, the largest
being (PIPA070) PGIM Core Government Money Market Fund (2.9%), HELLENIC REPUBLIC (2.1%) and UNITED KINGDOM GILT (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000012110 | GTRAX | |
| Class C | C000012112 | PCTRX | |
| Class R2 | C000196748 | PGTOX | |
| Class R4 | C000196749 | PGTSX | |
| Class R6 | C000109121 | PGTQX | |
| Class Z | C000012113 | PZTRX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund | Long | Short-term investment vehicle | US | $78M | 78M | 2.87 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.06 | |
| 20 Times Square Trust 2018-20TS (20 TSQ GroundCo LLC) | Long | ABS-mortgage backed security | US | $750K | – | 0.03 |
| 20 Times Square Trust 2018-20TS (20 TSQ GroundCo LLC) | Long | ABS-mortgage backed security | US | $730K | – | 0.03 |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $234K | – | 0.01 | |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $192K | – | 0.01 | |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-31K | – | -0.00 | |
| 3MO ESTR (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-689.44 | – | -0.00 | |
| ABN AMRO Bank NV | Long | Debt | NL | $6M | – | 0.22 |
| ABN AMRO Bank NV | Long | Debt | NL | $495K | – | 0.02 |
| ADCB Finance Cayman Ltd | Long | Debt | KY | $1M | – | 0.05 |
| ADCB Finance Cayman Ltd | Long | Debt | KY | $186K | – | 0.01 |
| Adif Alta Velocidad | Long | Debt | ES | $5M | – | 0.20 |
| Aflac Inc | Long | Debt | US | $5M | – | 0.17 |
| Aflac Inc | Long | Debt | US | $638K | – | 0.02 |
| Aflac Inc | Long | Debt | US | $589K | – | 0.02 |
| Aflac Inc | Long | Debt | US | $532K | – | 0.02 |
| African Export-Import Bank/The | Long | Debt | $260K | – | 0.01 | |
| Agence Francaise de Developpement EPIC (AGENCE FRANCAISE DEVELOP) | Long | Debt | FR | $3M | – | 0.09 |
| Agence France Locale | Long | Debt | FR | $2M | – | 0.09 |
| Agricultural Development Bank of China (AGRICUL DEV BANK CHINA) | Long | Debt | CN | $8M | – | 0.30 |
| Aircraft Finance Co Ltd | Long | Debt | KY | $895K | – | 0.03 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $1M | – | 0.05 |
| Altria Group Inc | Long | Debt | US | $3M | – | 0.11 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $1M | – | 0.05 |
| American Medical Systems Europe BV (AMERICAN MEDICAL SYST EU) | Long | Debt | NL | $6M | – | 0.22 |
| Ameriquest Mort Sec Inc Ass Bk Pas Thr Certs Ser 2002 2 (Ameriquest Mortgage Securities) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| AMN Healthcare Inc | Long | Debt | US | $1M | – | 0.05 |
| Anchorage Capital Europe CLO 2021-4 DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.16 |
| Andorra International Bond (ANDORRA INTERNATIONAL BD) | Long | Debt | AD | $714K | – | 0.03 |
| Andorra International Bond (ANDORRA INTERNATIONAL BD) | Long | Debt | AD | $374K | – | 0.01 |
| Ares European CLO VI DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.32 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $1M | – | 0.05 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $519K | – | 0.02 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $65K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $56K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $1K | – | 0.00 |
| Armada Euro CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $996K | – | 0.04 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $2M | – | 0.07 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $713K | – | 0.03 |
| Ashland Inc | Long | Debt | US | $1M | – | 0.05 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $6M | – | 0.21 |
| Asian Infrastructure Investment Bank/The | Long | Debt | $2M | – | 0.07 | |
| Asset-Backed Pass Through Certificates 2002-3 (Ameriquest Mortgage Securities) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $7M | – | 0.27 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.12 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $100K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $79K | – | 0.00 |
| Autonomous Community of Catalonia (GENERALITAT DE CATALUNYA) | Long | Debt | ES | $4M | – | 0.14 |
| Autonomous Community of Catalonia (GENERALITAT DE CATALUNYA) | Long | Debt | ES | $3M | – | 0.10 |
| Autonomous Community of Catalonia (GENERALITAT DE CATALUNYA) | Long | Debt | ES | $1M | – | 0.04 |
| Autonomous Community of Catalonia (GENERALITAT DE CATALUNYA) | Long | Debt | ES | $680K | – | 0.03 |
| Autonomous Region of the Azores (REGIAO AUTONOMA ACORES) | Long | Debt | PT | $399K | – | 0.01 |
| Autonomous Region of the Azores (REGIAO AUTONOMA ACORES) | Long | Debt | PT | $395K | – | 0.01 |
| Autonomous Region of the Azores (REGIAO AUTONOMA ACORES) | Long | Debt | PT | $292K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $513K | – | 0.02 |
| Bangko Sentral ng Pilipinas International Bond (BANGKO PILIPINAS BOND) | Long | Debt | PH | $4M | – | 0.14 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $5M | – | 0.18 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $5M | – | 0.18 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $770K | – | 0.03 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $437K | – | 0.02 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $319K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $17M | – | 0.64 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $702K | – | 0.03 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $1M | – | 0.05 |
| BARCLAYS BANK PLC | Long | Debt | GB | $2M | – | 0.09 |
| BARCLAYS BANK PLC | Long | Debt | GB | $2M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $651K | – | 0.02 |
| Barrick PD Australia Finance Pty Ltd (BARRICK PD AU FIN PTY LT) | Long | Debt | AU | $52K | – | 0.00 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Bausch Health Americas Inc | Long | Debt | US | $291K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $3M | – | 0.10 |
| Bausch Health Cos Inc | Long | Debt | CA | $1M | – | 0.05 |
| Bausch Health Cos Inc | Long | Debt | CA | $1M | – | 0.04 |
| Bausch Health Cos Inc | Long | Debt | CA | $289K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $210K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $210K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $88K | – | 0.00 |
| Bayview Financing Trust 2023-1F | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $872K | – | 0.03 |
| Bayview Opportunity Master Fund VII Trust 2024-CAR1F (BOF URSA FUNDING) | Long | ABS-other | US | $1M | – | 0.06 |
| BBG IG DUR-HDG (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-equity | US | $-31K | – | -0.00 | |
| Beazer Homes USA Inc | Long | Debt | US | $2M | – | 0.06 |
| Beazer Homes USA Inc | Long | Debt | US | $1M | – | 0.05 |
| Becton Dickinson & Co | Long | Debt | US | $5M | – | 0.17 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Bellis Acquisition Co PLC | Long | Debt | GB | $3M | – | 0.11 |
| Bellis Finco PLC | Long | Debt | GB | $8M | – | 0.29 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Berkshire Hathaway Inc | Long | Debt | US | $14M | – | 0.53 |
| Berkshire Hathaway Inc | Long | Debt | US | $2M | – | 0.06 |
| Berkshire Hathaway Inc | Long | Debt | US | $598K | – | 0.02 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $10M | – | 0.35 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $2M | – | 0.08 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $2M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $14M | – | 0.53 |
| BNP Paribas SA | Long | Debt | FR | $234K | – | 0.01 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.40 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.13 |
| Boeing Co/The | Long | Debt | US | $381K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $2M | – | 0.06 |
| Bombardier Inc | Long | Debt | CA | $427K | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $286K | – | 0.01 |
| Bonos de la Tesoreria de la Republica en pesos (BONOS TESORERIA PESOS) | Long | Debt | CL | $495K | – | 0.02 |
| Bosphorus CLO VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $22M | – | 0.79 |
| BP Capital Markets PLC | Long | Debt | GB | $3M | – | 0.11 |
| BP CURRENCY (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $-642K | – | -0.02 | |
| BPCE SA | Long | Debt | FR | $2M | – | 0.07 |
| Bpifrance SACA | Long | Debt | FR | $4M | – | 0.15 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $17M | – | 0.61 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $517K | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $3M | – | 0.10 |
| Brixmor Operating Partnership LP | Long | Debt | US | $2M | – | 0.06 |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $98K | – | 0.00 | |
| BRL/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| BRL/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| BRL/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-118K | – | -0.00 | |
| Broadcom Inc | Long | Debt | US | $6M | – | 0.22 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $2M | – | 0.08 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $2M | – | 0.08 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $2M | – | 0.06 |
| Bulgaria Government International Bond | Long | Debt | BG | $8M | – | 0.31 |
| Bulgarian Energy Holding EAD (BULGARIAN ENERGY HLD) | Long | Debt | BG | $13M | – | 0.47 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $488K | – | 0.02 |
| Caisse Francaise de Financement Local | Long | Debt | FR | $21M | – | 0.79 |
| Caledonia Generating LLC | Long | Debt | US | $8M | – | 0.31 |
| Calpine Corp | Long | Debt | US | $5M | – | 0.18 |
| Calpine Corp | Long | Debt | US | $3M | – | 0.10 |
| Canadian Government Bond | Long | Debt | CA | $516K | – | 0.02 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $13M | – | 0.49 |
| Capital Four CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $25M | – | 0.92 |
| Carlyle C17 CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.35 |
| Carlyle Euro CLO 2017-2 DAC (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.38 |
| Carlyle Euro CLO 2019-1 DAC (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | IE | $21M | – | 0.76 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $3M | – | 0.10 |
| Carrier Global Corp | Long | Debt | US | $4M | – | 0.16 |
| Carrier Global Corp | Long | Debt | US | $3M | – | 0.13 |
| Cassa Del Trentino SPA | Long | Debt | IT | $661K | – | 0.02 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $4M | – | 0.16 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $2M | – | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $615K | – | 0.02 |
| CD&R DOCK BIDCO LTD (CD&R Dock Bidco Limited) | Long | Debt | US | $483K | – | 0.02 |
| CD&R FIREFLY BIDCO LTD (CD&R Firefly Bidco Limited) | Long | Loan | GB | $3M | – | 0.10 |
| CDS ARAB REPUBLIC OF EGYPT (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $1M | – | 0.04 | |
| CDS ARAB REPUBLIC OF EGYPT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-398K | – | -0.01 | |
| CDS CATALONIA AUTONOMOUS COMMUNITY OF (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $54K | – | 0.00 | |
| CDS CDX.EM.39.V1 (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $3M | – | 0.10 | |
| CDS CDX.EM.39.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-3M | – | -0.10 | |
| CDS CDX.EM.41.V1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $3M | – | 0.10 | |
| CDS CHINA DEVELOPMENT BANK (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-110K | – | -0.00 | |
| CDS COMISION FEDERAL DE ELECTRICIDAD CFE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-210K | – | -0.01 | |
| CDS COMMONWEALTH OF AUSTRALIA (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $150K | – | 0.01 | |
| CDS CONFEDERATION OF SWITZERLAND (BARCLAYS BANK PLC) | Derivative-credit | GB | $-34K | – | -0.00 | |
| CDS DP WORLD PLC (BARCLAYS BANK PLC) | Derivative-credit | GB | $5K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $57K | – | 0.00 | |
| CDS EMIRATE OF DUBAI (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS FEDERAL REPUBLIC OF NIGERIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-371K | – | -0.01 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-128K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-214K | – | -0.01 | |
| CDS GAZPROM PAO (HSBC BANK PLC) | Derivative-credit | GB | $2M | – | 0.08 | |
| CDS GAZPROM PAO (HSBC BANK PLC) | Derivative-credit | GB | $854K | – | 0.03 | |
| CDS GAZPROM PAO (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $821K | – | 0.03 | |
| CDS GAZPROM PAO (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $335K | – | 0.01 | |
| CDS GAZPROM PAO (BARCLAYS BANK PLC) | Derivative-credit | GB | $303K | – | 0.01 | |
| CDS GAZPROM PAO (HSBC BANK PLC) | Derivative-credit | GB | $238K | – | 0.01 | |
| CDS GAZPROM PAO (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $143K | – | 0.01 | |
| CDS GAZPROM PAO (HSBC BANK PLC) | Derivative-credit | GB | $-2M | – | -0.07 | |
| CDS GOVERNMENT OF JAPAN (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $474K | – | 0.02 | |
| CDS GOVERNMENT OF MALAYSIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $80K | – | 0.00 | |
| CDS GREECE HELLENIC REPUBLIC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $115K | – | 0.00 | |
| CDS ILLINOIS STATE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-24K | – | -0.00 | |
| CDS INDUSTRIAL & COM BK (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-114K | – | -0.00 | |
| CDS ISRAEL ELECTRIC CORP LTD (BARCLAYS BANK PLC) | Derivative-credit | GB | $3K | – | 0.00 | |
| CDS KINGDOM OF BAHRAIN (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-62K | – | -0.00 | |
| CDS KINGDOM OF MOROCCO (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $13K | – | 0.00 | |
| CDS KINGDOM OF MOROCCO (BNP PARIBAS) | Derivative-credit | FR | $-62K | – | -0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $101K | – | 0.00 | |
| CDS KINGDOM OF SPAIN (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $91K | – | 0.00 | |
| CDS KINGDOM OF SPAIN (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $69K | – | 0.00 | |
| CDS KINGDOM OF SPAIN (BARCLAYS BANK PLC) | Derivative-credit | GB | $15K | – | 0.00 | |
| CDS PEOPLES REPBLIC OF CHINA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $232K | – | 0.01 | |
| CDS PEOPLES REPUBLIC OF CHINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $156K | – | 0.01 | |
| CDS PETROLEOS MEXICANOS (BARCLAYS BANK PLC) | Derivative-credit | GB | $687K | – | 0.03 | |
| CDS PETROLEOS MEXICANOS (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $392K | – | 0.01 | |
| CDS PETROLEOS MEXICANOS (BARCLAYS BANK PLC) | Derivative-credit | GB | $202K | – | 0.01 | |
| CDS PETROLEOS MEXICANOS (BARCLAYS BANK PLC) | Derivative-credit | GB | $152K | – | 0.01 | |
| CDS PETROLEOS MEXICANOS (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-2K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1M | – | -0.04 | |
| CDS REPUBLIC OF CHILE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $121K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-252K | – | -0.01 | |
| CDS REPUBLIC OF CYPRUS (BARCLAYS BANK PLC) | Derivative-credit | GB | $19K | – | 0.00 | |
| CDS REPUBLIC OF DOMINICAN (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-54K | – | -0.00 | |
| CDS REPUBLIC OF ESTONIA (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $134K | – | 0.00 | |
| CDS REPUBLIC OF ESTONIA (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $53K | – | 0.00 | |
| CDS REPUBLIC OF ESTONIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-118K | – | -0.00 | |
| CDS REPUBLIC OF FINLAND (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $8K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $98K | – | 0.00 | |
| CDS REPUBLIC OF IRELAND (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $71K | – | 0.00 | |
| CDS REPUBLIC OF IRELAND (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $43K | – | 0.00 | |
| CDS REPUBLIC OF ITALY (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $62K | – | 0.00 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $13K | – | 0.00 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-162K | – | -0.01 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-546K | – | -0.02 | |
| CDS REPUBLIC OF KAZAKHSTAN (BARCLAYS BANK PLC) | Derivative-credit | GB | $-10K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $15K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $11K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-63K | – | -0.00 | |
| CDS REPUBLIC OF PERU (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $36K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $50K | – | 0.00 | |
| CDS REPUBLIC OF SERBIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $301K | – | 0.01 | |
| CDS REPUBLIC OF SERBIA (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $45K | – | 0.00 | |
| CDS REPUBLIC OF SERBIA (BNP PARIBAS) | Derivative-credit | FR | $8K | – | 0.00 | |
| CDS REPUBLIC OF SERBIA (BNP PARIBAS) | Derivative-credit | FR | $-41K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-5K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-260K | – | -0.01 | |
| CDS REPUBLIC OF SOUTH AFRICA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-359K | – | -0.01 | |
| CDS REPUBLIC OF TURKEY (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-610K | – | -0.02 | |
| CDS REUPUBLIC OF FRANCE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-125K | – | -0.00 | |
| CDS STATE OF ILLINOIS (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $6K | – | 0.00 | |
| CDS STATE OF QATAR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $76K | – | 0.00 | |
| CDS STATE OF QATAR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $56K | – | 0.00 | |
| CDS SULTANATE OF OMAN (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $10K | – | 0.00 | |
| CDS UBS GROUP AG (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $38K | – | 0.00 | |
| CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (BARCLAYS BANK PLC) | Derivative-credit | GB | $167K | – | 0.01 | |
| CDS UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $28K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $41K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-27K | – | -0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $5K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $2K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $2K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-2K | – | -0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-5K | – | -0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $7M | – | 0.27 |
| Cellnex Finance Co SA | Long | Debt | ES | $11M | – | 0.41 |
| Cenovus Energy Inc | Long | Debt | CA | $1M | – | 0.04 |
| Cenovus Energy Inc | Long | Debt | CA | $694K | – | 0.03 |
| Central Garden & Pet Co | Long | Debt | US | $599K | – | 0.02 |
| CF 2020-P1 Mortgage Trust (Cantor Commercial Real Estate) | Long | ABS-mortgage backed security | US | $9M | – | 0.33 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $450K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $17K | – | 0.00 |
| CHASE BANK USA NA (CHASE MANHAT BANK USA NA) | Long | Debt | US | $4M | – | 0.15 |
| Chase Funding Trust Series 2003-4 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $339K | – | 0.01 |
| Chesapeake Energy Corp | Long | Equity-common | US | $3M | 37K | 0.10 |
| Chesapeake Energy Corp | Long | Debt | US | $647K | – | 0.02 |
| Chesapeake Energy Corp | Long | Debt | US | $597K | – | 0.02 |
| CHF/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $177K | – | 0.01 | |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $2M | – | 0.07 |
| China Development Bank | Long | Debt | CN | $4M | – | 0.14 |
| China Development Bank | Long | Debt | CN | $2M | – | 0.08 |
| China Government Bond | Long | Debt | CN | $12M | – | 0.44 |
| China Government Bond | Long | Debt | CN | $10M | – | 0.37 |
| China Government Bond | Long | Debt | CN | $9M | – | 0.32 |
| China Government Bond | Long | Debt | CN | $8M | – | 0.30 |
| China Government Bond | Long | Debt | CN | $6M | – | 0.24 |
| China Government Bond | Long | Debt | CN | $4M | – | 0.14 |
| China Government Bond | Long | Debt | CN | $3M | – | 0.10 |
| China Government Bond | Long | Debt | CN | $2M | – | 0.09 |
| China Government Bond | Long | Debt | CN | $561K | – | 0.02 |
| China Government Bond | Long | Debt | CN | $286K | – | 0.01 |
| CIFC European Funding CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.60 |
| CIFC European Funding CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.42 |
| CIM Trust 2024-R1 | Long | ABS-mortgage backed security | US | $967K | – | 0.04 |
| CitiFinancial Credit Co | Long | Debt | US | $667K | – | 0.02 |
| Citigroup Capital XIII | Long | Equity-preferred | US | $117K | 4K | 0.00 |
| Citigroup Commercial Mortgage Trust 2014-GC21 | Long | ABS-mortgage backed security | US | $233.75 | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $303K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2017-P8 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Citigroup Global Markets Holdings Inc/United States | Long | Debt | US | $756K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $18M | – | 0.67 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.21 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $763K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $513K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $10K | – | 0.00 |
| City of Toronto Canada | Long | Debt | CA | $2M | – | 0.07 |
| Civitas Resources Inc | Long | Debt | US | $2M | – | 0.06 |
| CLP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-37K | – | -0.00 | |
| CNH/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| CNY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-69K | – | -0.00 | |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $563K | – | 0.02 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $198K | – | 0.01 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $83K | – | 0.00 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $3K | – | 0.00 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $51M | – | 1.89 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $4M | – | 0.16 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $3M | – | 0.13 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.06 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.04 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $2M | – | 0.08 |
| Comerica Inc | Long | Debt | US | $3M | – | 0.10 |
| Comision Federal de Electricidad | Long | Debt | MX | $9M | – | 0.35 |
| COMM 2014-UBS4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $500 | – | 0.00 |
| Commonbond Student Loan Trust 2020-A-GS | Long | ABS-other | US | $1M | – | 0.05 |
| Commonwealth of Puerto Rico (PUERTO RICO CMWLTH) | Long | Debt | US | $3M | – | 0.12 |
| Commonwealth of Puerto Rico (PUERTO RICO CMWLTH) | Long | Debt | US | $1M | – | 0.04 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| Connecticut Avenue Securities Trust 2024-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $2M | – | 0.07 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $247K | – | 0.01 |
| Credit Agricole Assurances SA (CREDIT AGRICOLE ASSRNCES) | Long | Debt | FR | $2M | – | 0.08 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.08 |
| Credit Agricole SA | Long | Debt | FR | $240K | – | 0.01 |
| CREDIT SUISSE AG/LONDON | Long | Debt | CH | $13M | – | 0.48 |
| CSAIL 2018-CX11 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| CSMC 2020-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CSWAP CNY VS USD (STANDARD CHARTERED BANK) | Derivative-foreign exchange | GB | $-177K | – | -0.01 | |
| CSWAP PEN VS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-foreign exchange | GB | $656K | – | 0.02 | |
| Cyprus Government International Bond (REPUBLIC OF CYPRUS) | Long | Debt | CY | $11M | – | 0.39 |
| Cyprus Government International Bond (REPUBLIC OF CYPRUS) | Long | Debt | CY | $6M | – | 0.22 |
| Cyprus Government International Bond (REPUBLIC OF CYPRUS) | Long | Debt | CY | $3M | – | 0.10 |
| Cyprus Government International Bond (REPUBLIC OF CYPRUS) | Long | Debt | CY | $2M | – | 0.06 |
| Czech Republic Government Bond | Long | Debt | CZ | $4M | – | 0.16 |
| Dana Inc | Long | Debt | US | $3M | – | 0.10 |
| Dana Inc | Long | Debt | US | $2M | – | 0.07 |
| Danske Bank A/S | Long | Debt | DK | $4M | – | 0.16 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.04 |
| DaVita Inc | Long | Debt | US | $1M | – | 0.04 |
| DaVita Inc | Long | Debt | US | $973K | – | 0.04 |
| DBS Group Holdings Ltd | Long | Debt | SG | $1M | – | 0.05 |
| Denmark Government Bond (KINGDOM OF DENMARK) | Long | Debt | DK | $2M | – | 0.06 |
| Denmark Government Bond (KINGDOM OF DENMARK) | Long | Debt | DK | $571K | – | 0.02 |
| Denmark Government Bond (KINGDOM OF DENMARK) | Long | Debt | DK | $505K | – | 0.02 |
| Denmark Government Bond (KINGDOM OF DENMARK) | Long | Debt | DK | $402K | – | 0.01 |
| Denmark Government Bond (KINGDOM OF DENMARK) | Long | Debt | DK | $327K | – | 0.01 |
| Deutsche Bahn Finance GMBH (DEUTSCHE BAHN FIN GMBH) | Long | Debt | DE | $550K | – | 0.02 |
| DEUTSCHE BANK AG | Long | Debt | DE | $7M | – | 0.27 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $4M | – | 0.13 |
| Diamond Sports Group LLC | Long | Loan | US | $136K | – | 0.01 |
| Diamond Sports Group LLC | Long | Loan | US | $100K | – | 0.00 |
| DIAMOND SPORTS GROUP LLC | Long | Loan | US | $855K | – | 0.03 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $75K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $928.42 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.38 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.24 | – | 0.00 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | $8M | – | 0.30 | |
| DIGICEL INTL FIN LTD | Long | Equity-common | US | $67K | 6K | 0.00 |
| DIGICEL INTL FIN LTD Common Equity | Long | Equity-common | US | $148K | 59K | 0.01 |
| Digicel Midco Ltd / Difl US II LLC (DIG MIDCO/DIFL US II LLC) | Long | Debt | LC | $1M | – | 0.04 |
| DISH DBS Corp | Long | Debt | US | $3M | – | 0.12 |
| DISH DBS Corp | Long | Debt | US | $241K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $220K | – | 0.01 |
| DISH Network Corp | Long | Debt | US | $1M | – | 0.05 |
| Diversified Healthcare Trust | Long | Debt | US | $166K | – | 0.01 |
| DKK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| DLLTD PIK-TERM B 1L USD (Digicel International Finance Ltd) | Long | Loan | LC | $428K | – | 0.02 |
| Dow Chemical Co/The | Long | Debt | US | $120K | – | 0.00 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $4M | – | 0.16 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $2M | – | 0.08 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $942K | – | 0.03 |
| Eagle RE 2021-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | US | $905K | – | 0.03 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $4M | – | 0.13 |
| Eagle RE 2023-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $704K | – | 0.03 |
| EG Finco Ltd (EG Group Limited) | Long | Loan | GB | $17M | – | 0.62 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $4M | – | 0.15 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $723K | – | 0.03 |
| Eleven Madison Trust 2015-11MD Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $13M | – | 0.49 |
| EMIRATES NBD BANK PJSC | Long | Debt | AE | $985K | – | 0.04 |
| EMIRATES NBD BANK PJSC | Long | Debt | AE | $335K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $8M | – | 0.29 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.25 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.18 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.07 |
| EquiFirst Mortgage Loan Trust 2004-1 | Long | ABS-mortgage backed security | US | $353K | – | 0.01 |
| Equinor ASA | Long | Debt | NO | $2M | – | 0.08 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $12M | – | 0.44 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $1M | – | 0.05 |
| EUR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $310K | – | 0.01 | |
| EUR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $42K | – | 0.00 | |
| EUR/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| EURO ESTR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-848.89 | – | -0.00 | |
| EURO FX CURR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $411K | – | 0.02 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-1M | – | -0.04 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-4M | – | -0.15 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $167K | – | 0.01 | |
| EURO-OAT (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $1M | – | 0.05 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $297K | – | 0.01 | |
| European Investment Bank | Long | Debt | $867K | – | 0.03 | |
| European Investment Bank | Long | Debt | $608K | – | 0.02 | |
| Eutelsat SA | Long | Debt | FR | $5M | – | 0.17 |
| Export-Import Bank of China/The (EXPORT-IMPORT BANK CHINA) | Long | Debt | CN | $577K | – | 0.02 |
| EXPORT-IMPORT BANK OF INDIA/LONDON (EX-IM BK INDIA/L) | Long | Debt | IN | $7M | – | 0.26 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $614K | – | 0.02 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $2K | – | 0.00 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $429K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $20M | – | 0.74 |
| FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred | Long | Equity-preferred | US | $633K | 633K | 0.02 |
| Ferrellgas Partners LP | Long | Equity-common | US | $569K | 3K | 0.02 |
| Ferrovie dello Stato Italiane SpA | Long | Debt | IT | $765K | – | 0.03 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $6M | – | 0.21 |
| Finance Department Government of Sharjah (FIN DEPT GOVT SHARJAH) | Long | Debt | AE | $4M | – | 0.14 |
| First Abu Dhabi Bank PJSC | Long | Debt | AE | $8M | – | 0.28 |
| First Abu Dhabi Bank PJSC | Long | Debt | AE | $1M | – | 0.05 |
| FIRST ABU DHABI BANK PJSC | Long | Debt | AE | $302K | – | 0.01 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $360K | – | 0.01 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $285K | – | 0.01 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $1M | – | 0.05 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $3M | – | 0.13 |
| Ford Motor Credit Co LLC | Long | Debt | US | $324K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $197K | – | 0.01 |
| Fortive Corp (FORTIVE CORPORATION) | Long | Debt | US | $7M | – | 0.24 |
| Fortive Corp (FORTIVE CORPORATION) | Long | Debt | US | $4M | – | 0.16 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $644K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $568K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $662K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $671K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $431K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2020-HQA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $669K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $905K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $838K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8M | – | 0.31 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $719K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $2M | – | 0.09 |
| Freeport Terminal Malta PLC | Long | Debt | MT | $3M | – | 0.12 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $40K | – | 0.00 |
| Gazprom PJSC Via Gaz Capital SA (GAZPROM (GAZ CAPITAL SA)) | Long | Debt | LU | $3M | – | 0.12 |
| Gazprom PJSC Via Gaz Capital SA (GAZPROM (GAZ CAPITAL SA)) | Long | Debt | LU | $2M | – | 0.09 |
| Gazprom PJSC via Gaz Finance PLC (GAZPROM PJSC (GA) | Long | Debt | GB | $4M | – | 0.15 |
| Gazprom PJSC via Gaz Finance PLC (GAZPROM PJSC (GAZ FN)) | Long | Debt | GB | $860K | – | 0.03 |
| GBP/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| GBP/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $-190K | – | -0.01 | |
| GCAT 2021-1 Asset-Backed Notes | Long | ABS-mortgage backed security | US | $9M | – | 0.34 |
| General Mills Inc | Long | Debt | US | $9M | – | 0.33 |
| Gestion Securite de Stocks Securite SA (SAGESS) | Long | Debt | FR | $1M | – | 0.04 |
| GN Bondco LLC | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $11M | – | 0.39 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8M | – | 0.31 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.21 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.13 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $667K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $133K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $66K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $40K | – | 0.00 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issu) | Long | ABS-other | US | $300K | – | 0.01 |
| Greystone Commercial Capital Trust Series 2021-2 (GREYSTONE COML CAP TRUST) | Long | Debt | US | $16M | – | 0.60 |
| Greystone Commercial Capital Trust Series 2021-3 (GCC Home Equity Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.63 |
| GS Mortgage Securities Trust 2014-GC20 | Long | ABS-mortgage backed security | US | $70.59 | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC22 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-mortgage backed security | US | $832.62 | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $564.83 | – | 0.00 |
| Hayfin Emerald CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $20M | – | 0.74 |
| HCA Inc | Long | Debt | US | $2M | – | 0.09 |
| HCA Inc | Long | Debt | US | $2M | – | 0.08 |
| Hellenic Republic Government Bond | Long | Debt | GR | $56M | – | 2.07 |
| Hellenic Republic Government Bond | Long | Debt | GR | $6M | – | 0.21 |
| Hellenic Republic Government Bond | Long | Debt | GR | $708K | – | 0.03 |
| Hellenic Republic Government Bond | Long | Debt | GR | $330K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $304K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $252K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $212K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $209K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $205K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $165K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $137K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $136K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $115K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $114K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $109K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $104K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $69K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $57K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $47K | – | 0.00 |
| Hellenic Republic Government Bond | Long | Debt | GR | $30K | – | 0.00 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $12M | – | 0.44 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $6M | – | 0.24 |
| Henley CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.20 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $1M | – | 0.04 |
| HKT Capital No 3 Ltd | Long | Debt | VG | $9M | – | 0.34 |
| HM Treasury UK Sovereign Sukuk PLC (HM TREASURY UK SUKUK) | Long | Debt | GB | $596K | – | 0.02 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $378K | – | 0.01 |
| Home RE 2021-2 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $4M | – | 0.16 |
| Honeywell International Inc | Long | Debt | US | $5M | – | 0.20 |
| Honeywell International Inc | Long | Debt | US | $3M | – | 0.10 |
| HONG KONG GOVERNMENT INTERNATIONAL BOND | Long | Debt | HK | $3M | – | 0.12 |
| Housing & Urban Development Corp Ltd AID Bond (HOUSING AND URBAN DEV CO) | Long | Debt | IN | $700K | – | 0.03 |
| HSBC BANK PLC | Long | Debt | GB | $5M | – | 0.19 |
| HSBC BANK PLC | Long | Debt | GB | $5M | – | 0.18 |
| HSBC Holdings PLC | Long | Debt | GB | $4M | – | 0.14 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $139K | – | 0.01 |
| HUF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| Hungary Government Bond | Long | Debt | HU | $2M | – | 0.07 |
| Hungary Government International Bond | Long | Debt | HU | $4M | – | 0.14 |
| Hungary Government International Bond | Long | Debt | HU | $1M | – | 0.04 |
| Hunt Cos Inc | Long | Debt | US | $5M | – | 0.20 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $2M | – | 0.06 |
| Hydro-Quebec | Long | Debt | CA | $355K | – | 0.01 |
| IBOXXEMERMKTBND F (CBOE FUTURES EXCHANGE, LLC) | Derivative-equity | US | $6K | – | 0.00 | |
| ILS/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-66K | – | -0.00 | |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $15M | – | 0.56 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $10M | – | 0.38 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $9M | – | 0.33 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $8M | – | 0.30 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $3M | – | 0.10 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $32K | – | 0.00 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $4M | – | 0.15 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $2M | – | 0.06 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $241K | – | 0.01 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $67K | – | 0.00 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $4K | – | 0.00 | |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | $2M | – | 0.08 | |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | $1M | – | 0.05 | |
| International Game Technology PLC | Long | Debt | GB | $4M | – | 0.14 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.05 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.05 |
| Invesco Euro CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $31M | – | 1.14 |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-587K | – | -0.02 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-759K | – | -0.03 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.05 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.07 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $67K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-430K | – | -0.02 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.05 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $18K | – | 0.00 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-14K | – | -0.00 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-55K | – | -0.00 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-257K | – | -0.01 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-493K | – | -0.02 | |
| IRS CLP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-76K | – | -0.00 | |
| IRS CLP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-136K | – | -0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.07 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $922K | – | 0.03 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $467K | – | 0.02 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $446K | – | 0.02 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $398K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $378K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $273K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $267K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $260K | – | 0.01 | |
| IRS CNY (STANDARD CHARTERED BANK) | Derivative-interest rate | GB | $241K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $222K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $207K | – | 0.01 | |
| IRS CNY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $186K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $139K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $108K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $97K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $89K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $87K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $76K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $67K | – | 0.00 | |
| IRS CNY (STANDARD CHARTERED BANK) | Derivative-interest rate | GB | $38K | – | 0.00 | |
| IRS CNY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $34K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $28K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $27K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $23K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $16K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $16K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $16K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| IRS CNY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS CNY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-262K | – | -0.01 | |
| IRS DKK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| IRS DKK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-15K | – | -0.00 | |
| IRS DKK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-43K | – | -0.00 | |
| IRS DKK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-55K | – | -0.00 | |
| IRS DKK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-103K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5M | – | 0.18 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.08 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.07 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $886K | – | 0.03 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $630K | – | 0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-34K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-72K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-254K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-309K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-312K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-488K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-534K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-561K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-634K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-643K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-737K | – | -0.03 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-978K | – | -0.04 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.07 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.07 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.08 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3M | – | -0.10 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5M | – | -0.18 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5M | – | -0.20 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-6M | – | -0.21 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10M | – | -0.35 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6M | – | 0.23 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5M | – | 0.20 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4M | – | 0.16 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4M | – | 0.13 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.06 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $261K | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $186K | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-721K | – | -0.03 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.04 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.05 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.07 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.07 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.08 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3M | – | -0.10 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7M | – | -0.25 | |
| IRS HUF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-268K | – | -0.01 | |
| IRS ILS (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.04 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.07 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.05 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.04 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $564K | – | 0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $248K | – | 0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $167K | – | 0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $128K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $76K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $25K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $24K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $13K | – | 0.00 | |
| IRS JPY (HSBC BANK USA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $12K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $9K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-12K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-17K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-18K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-31K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-33K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-34K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-40K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-42K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-46K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-48K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-49K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-55K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-77K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-90K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-101K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-120K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-138K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-214K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-219K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-247K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-254K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-275K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-335K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-347K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-360K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-372K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-374K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-387K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-394K | – | -0.01 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-503K | – | -0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-522K | – | -0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-530K | – | -0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-550K | – | -0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-615K | – | -0.02 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-949K | – | -0.03 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.04 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.04 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.05 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.07 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.08 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3M | – | -0.10 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3M | – | -0.11 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $346K | – | 0.01 | |
| IRS KRW (GOLDMAN SACHS & CO. LLC) | Derivative-interest rate | US | $231K | – | 0.01 | |
| IRS KRW (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $104K | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $88K | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| IRS KRW (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS KRW (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-24K | – | -0.00 | |
| IRS KRW (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-36K | – | -0.00 | |
| IRS KRW (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-44K | – | -0.00 | |
| IRS KRW (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-56K | – | -0.00 | |
| IRS KRW (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-167K | – | -0.01 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-258K | – | -0.01 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-368K | – | -0.01 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-420K | – | -0.02 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-560K | – | -0.02 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-705K | – | -0.03 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $144K | – | 0.01 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $108K | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $64K | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $10K | – | 0.00 | |
| IRS MYR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $2K | – | 0.00 | |
| IRS MYR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS MYR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-33K | – | -0.00 | |
| IRS MYR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $-71K | – | -0.00 | |
| IRS MYR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-93K | – | -0.00 | |
| IRS MYR (HSBC BANK PLC) | Derivative-interest rate | GB | $-182K | – | -0.01 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-270K | – | -0.01 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-428K | – | -0.02 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-161K | – | -0.01 | |
| IRS PLN (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-456K | – | -0.02 | |
| IRS SAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $138K | – | 0.01 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-331K | – | -0.01 | |
| IRS SGD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.04 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $260K | – | 0.01 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $176K | – | 0.01 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $99K | – | 0.00 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $15K | – | 0.00 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-145K | – | -0.01 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-222K | – | -0.01 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-320K | – | -0.01 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-387K | – | -0.01 | |
| IRS TWD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $302K | – | 0.01 | |
| IRS TWD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $225K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11M | – | 0.41 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6M | – | 0.22 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $689K | – | 0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $553K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $240K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $173K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $129K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-244K | – | -0.01 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-248K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-249K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-261K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-393K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-416K | – | -0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-467K | – | -0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-596K | – | -0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-846K | – | -0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-11M | – | -0.41 | |
| IRS ZAR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $647K | – | 0.02 | |
| IRS ZAR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $347K | – | 0.01 | |
| IRS ZAR (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-299K | – | -0.01 | |
| IRS ZAR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-567K | – | -0.02 | |
| Israel Electric Corp Ltd | Long | Debt | IL | $9M | – | 0.33 |
| Israel Electric Corp Ltd | Long | Debt | IL | $6M | – | 0.22 |
| Israel Electric Corp Ltd | Long | Debt | IL | $1M | – | 0.05 |
| Israel Electric Corp Ltd | Long | Debt | IL | $503K | – | 0.02 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $5M | – | 0.18 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $1M | – | 0.05 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $1M | – | 0.04 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $551K | – | 0.02 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $284K | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.08 |
| JAPAN YEN CURR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-foreign exchange | US | $4M | – | 0.16 | |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.05 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $8M | – | 0.28 |
| Jersey International Bond (STATES OF JERSEY) | Long | Debt | JE | $868K | – | 0.03 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $23M | – | 0.86 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.31 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $2M | – | 0.08 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $598K | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $596K | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $590K | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $520K | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $385K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $2K | – | 0.00 |
| JPMORGAN CHASE FINANCIAL CO LLC | Long | Debt | US | $5M | – | 0.20 |
| JPMORGAN CHASE FINANCIAL CO LLC | Long | Debt | US | $2M | – | 0.07 |
| JPY/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-228K | – | -0.01 | |
| JPY/MXN FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-585K | – | -0.02 | |
| JPY/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $3M | – | 0.10 | |
| JPY/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-153K | – | -0.01 | |
| KB Home | Long | Debt | US | $2M | – | 0.06 |
| Kimco Realty OP LLC | Long | Debt | US | $3M | – | 0.13 |
| Korea Development Bank/The | Long | Debt | KR | $7M | – | 0.24 |
| Korea Development Bank/The | Long | Debt | KR | $916K | – | 0.03 |
| KOREA DEVELOPMENT BANK/THE | Long | Debt | KR | $834K | – | 0.03 |
| KOREA DEVELOPMENT BANK/THE | Long | Debt | KR | $696K | – | 0.03 |
| Korea Expressway Corp | Long | Debt | KR | $7M | – | 0.25 |
| Korea Expressway Corp | Long | Debt | KR | $5M | – | 0.19 |
| Kraft Heinz Foods Co | Long | Debt | US | $13K | – | 0.00 |
| Kuntarahoitus Oyj | Long | Debt | FI | $1M | – | 0.04 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $1M | – | 0.05 |
| Lamb Weston Holdings Inc (LAMB WESTON HLD) | Long | Debt | US | $68K | – | 0.00 |
| Landsvirkjun | Long | Debt | IS | $5M | – | 0.20 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A | Long | ABS-other | US | $608K | – | 0.02 |
| Laurel Road Prime Student Loan Trust 2018-C | Long | ABS-other | US | $568K | – | 0.02 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $379K | – | 0.01 |
| Legacy LifePoint Health LLC | Long | Debt | US | $73K | – | 0.00 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| Level 3 Financing Inc | Long | Debt | US | $5M | – | 0.20 |
| Level 3 Financing Inc | Long | Debt | US | $4M | – | 0.15 |
| Level 3 Financing Inc | Long | Debt | US | $927K | – | 0.03 |
| Level 3 Financing Inc | Long | Debt | US | $286K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $141K | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $193K | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $193K | – | 0.01 |
| LHOME Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Liberty Mutual Group Inc | Long | Debt | US | $67K | – | 0.00 |
| LifePoint Health Inc | Long | Debt | US | $3M | – | 0.10 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $84K | – | 0.00 |
| Lloyds Bank PLC | Long | Debt | GB | $2M | – | 0.07 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.08 |
| LSF11 Boson Investments Sarl Compartment 2 (European Residential Loan Secu) | Long | ABS-other | LU | $358K | – | 0.01 |
| LUMEN TEC 06/01/28 (Lumen Technologies, Inc.) | Long | Loan | US | $90K | – | 0.00 |
| Magyar Export-Import Bank Zrt | Long | Debt | HU | $4M | – | 0.15 |
| Malta Government Bond | Long | Debt | MT | $2M | – | 0.08 |
| Malta Government Bond | Long | Debt | MT | $769K | – | 0.03 |
| Mariner Finance Issuance Trust 2020-A | Long | ABS-other | US | $265K | – | 0.01 |
| Mastr Asset Backed Securities Trust 2004-WMC2 | Long | ABS-mortgage backed security | US | $666K | – | 0.02 |
| Medline Borrower LP | Long | Debt | US | $4M | – | 0.15 |
| Medline Borrower LP | Long | Debt | US | $218K | – | 0.01 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $2M | – | 0.06 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $407K | – | 0.02 |
| Medtronic Inc | Long | Debt | US | $13M | – | 0.46 |
| MEG Energy Corp | Long | Debt | CA | $132K | – | 0.00 |
| Methanex Corp | Long | Debt | CA | $1M | – | 0.05 |
| MetLife Inc | Long | Debt | US | $4M | – | 0.14 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $3M | – | 0.10 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $366K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $9M | – | 0.34 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.16 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.15 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.06 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $988K | – | 0.04 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $757K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $327K | – | 0.01 |
| MFB Magyar Fejlesztesi Bank Zrt (HUNGARIAN DEVELOPMENT BA) | Long | Debt | HU | $4M | – | 0.14 |
| Midocean Credit CLO IX | Long | ABS-collateralized bond/debt obligation | KY | $931K | – | 0.03 |
| Midocean Credit Clo VIII | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Montenegro Government International Bond (REPUBLIC OF MONTENEGRO) | Long | Debt | ME | $806K | – | 0.03 |
| MORGAN GUARANTY TRUST CO OF NEW YORK | Long | Debt | US | $1M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.53 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.37 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.23 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.21 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $263K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $139K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $103K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Morgan Stanley Capital I Trust 2020-HR8 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Morgan Stanley Dean Witter Capital I Inc Trust 2002-AM3 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Morgan Stanley Finance LLC (MORGAN STANLEY FIN LLC) | Long | Debt | US | $281K | – | 0.01 |
| MORGAN STANLEY FINANCE LLC (MORGAN STANLEY FIN LLC) | Long | Debt | US | $695K | – | 0.03 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.21 |
| Mountain View Clo XIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.55 |
| MPLX LP | Long | Debt | US | $500K | – | 0.02 |
| MVM Energetika Zrt | Long | Debt | HU | $4M | – | 0.15 |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-132K | – | -0.00 | |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $2M | – | 0.08 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $729K | – | 0.03 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $210K | – | 0.01 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| New Zealand Government Bond | Long | Debt | NZ | $4M | – | 0.15 |
| NewDay Funding | Long | ABS-other | GB | $3M | – | 0.12 |
| NOMURA INTERNATIONAL FUNDING PTE LTD | Long | Debt | SG | $1M | – | 0.05 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $2M | – | 0.07 |
| NRG Energy Inc | Long | Debt | US | $720K | – | 0.03 |
| NTPC Ltd | Long | Debt | IN | $12M | – | 0.43 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $668K | – | 0.02 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $550K | – | 0.02 | |
| OAK Hill European Credit Partners VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $832K | – | 0.03 |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $332K | – | 0.01 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $713K | – | 0.03 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $637K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $38K | – | 0.00 |
| OCI NV | Long | Debt | NL | $3M | – | 0.12 |
| ONE 2021-PARK Mortgage Trust (ONE Park Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| ONE-DAY BANK DEP (B3 S.A. - BRASIL, BOLSA, BALCAO) | Derivative-interest rate | BR | $444K | – | 0.02 | |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $1M | – | 0.05 |
| OneMain Finance Corp | Long | Debt | US | $1M | – | 0.05 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $4M | – | 0.14 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $1M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $6M | – | 0.22 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.06 |
| Ontario Electricity Financial Corp | Long | Debt | CA | $6M | – | 0.21 |
| Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR) | Long | Debt | CA | $1M | – | 0.05 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $2M | – | 0.06 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $752K | – | 0.03 |
| OZLM XX Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| P3 Group Sarl | Long | Debt | LU | $2M | – | 0.07 |
| Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC | Long | Debt | US | $2M | – | 0.07 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $682K | – | 0.03 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $15M | – | 0.56 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $300K | – | 0.01 |
| PEN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $2M | – | 0.07 |
| Peru Enhanced Pass-Through Finance Ltd (PERU ENHANCED PASS-THRU) | Long | Debt | KY | $311K | – | 0.01 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $2M | – | 0.06 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $7M | – | 0.25 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $4M | – | 0.14 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $10M | – | 0.37 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $1M | – | 0.04 |
| Petrobras Global Finance BV | Long | Debt | NL | $11M | – | 0.42 |
| Petrobras Global Finance BV | Long | Debt | NL | $9M | – | 0.33 |
| Petrobras Global Finance BV | Long | Debt | NL | $3M | – | 0.09 |
| Petroleos Mexicanos | Long | Debt | MX | $21M | – | 0.77 |
| Petroleos Mexicanos | Long | Debt | MX | $6M | – | 0.24 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.14 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.13 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $822K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $763K | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $171K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $85K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $44K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $19K | – | 0.00 |
| PGIM AAA CLO ETF | Long | Equity-common | US | $7M | 144K | 0.27 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $50M | 51M | 1.86 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $11M | – | 0.40 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $5M | – | 0.19 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $5M | – | 0.19 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $4M | – | 0.15 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $1M | – | 0.04 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $849K | – | 0.03 |
| Plaquemines Port Harbor & Terminal District (PLAQUEMINES LA PORT HARBOR & T) | Long | Debt | US | $5M | – | 0.18 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| PMT Credit Risk Transfer Trust 2024-1R | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| PMT Credit Risk Transfer Trust 2024-2R | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Post Holdings Inc | Long | Debt | US | $406K | – | 0.01 |
| Power Finance Corp Ltd | Long | Debt | IN | $6M | – | 0.21 |
| Power Sector Assets & Liabilities Management Corp | Long | Debt | PH | $5M | – | 0.18 |
| Procter & Gamble Co/The | Long | Debt | US | $584K | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $4M | – | 0.13 |
| Prologis Yen Finance LLC | Long | Debt | US | $9M | – | 0.34 |
| Prologis Yen Finance LLC | Long | Debt | US | $5M | – | 0.17 |
| Prologis Yen Finance LLC | Long | Debt | US | $2M | – | 0.06 |
| Prologis Yen Finance LLC | Long | Debt | US | $1M | – | 0.04 |
| Providus CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.30 |
| Province of Alberta Canada | Long | Debt | CA | $2M | – | 0.08 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $2M | – | 0.06 |
| Province of Manitoba Canada (MANITOBA (PROVINCE OF)) | Long | Debt | CA | $2M | – | 0.07 |
| Province of Nova Scotia Canada (NOVA SCOTIA PROVINCE) | Long | Debt | CA | $2M | – | 0.07 |
| Province of Saskatchewan Canada | Long | Debt | CA | $2M | – | 0.08 |
| QNB Finance Ltd | Long | Debt | KY | $162K | – | 0.01 |
| QNB FINANCE LTD | Long | Debt | KY | $6M | – | 0.21 |
| QNB FINANCE LTD | Long | Debt | KY | $3M | – | 0.10 |
| QNB FINANCE LTD | Long | Debt | KY | $184K | – | 0.01 |
| QNB FINANCE LTD | Long | Debt | KY | $141K | – | 0.01 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $5M | – | 0.19 |
| Rathlin Residential 2021-1 DAC | Long | ABS-other | IE | $705K | – | 0.03 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| RCKT Mortgage Trust 2024-CES5 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $754K | – | 0.03 |
| Real Estate Asset Liquidity Trust | Long | ABS-mortgage backed security | CA | $1M | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $5M | – | 0.19 |
| Realty Income Corp | Long | Debt | US | $437K | – | 0.02 |
| Regiao Autonoma Madeira | Long | Debt | PT | $837K | – | 0.03 |
| Regie Autonome des Transports Parisiens EPIC | Long | Debt | FR | $953K | – | 0.04 |
| Region of Lazio Italy | Long | Debt | IT | $6M | – | 0.22 |
| Region of Umbria Italy | Long | Debt | IT | $828K | – | 0.03 |
| Repubic of Italy Government International Bond Coupon Strip (REP OF ITALY CPN STRIP) | Long | Debt | IT | $5M | – | 0.17 |
| Republic of Austria Government International Bond | Long | Debt | AT | $2M | – | 0.07 |
| Republic of Austria Government International Bond (REPUBLIC OF AUSTRIA INTL) | Long | Debt | AT | $200K | – | 0.01 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $21M | – | 0.78 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $9M | – | 0.32 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $8M | – | 0.30 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $3M | – | 0.12 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $3M | – | 0.11 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $2M | – | 0.09 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $2M | – | 0.06 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $1K | – | 0.00 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $1M | – | 0.05 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $264K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $258K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $246K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $244K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $244K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $241K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $239K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $235K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $233K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $231K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $228K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $225K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $200K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $197K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $740K | – | 0.03 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.09 |
| Rogers Communications Inc | Long | Debt | CA | $484K | – | 0.02 |
| Romania Government Bond | Long | Debt | RO | $120K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $120K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $118K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $116K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $113K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $112K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $111K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $111K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $111K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $109K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $108K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $108K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $107K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $106K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $104K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $103K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $102K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $102K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $97K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $96K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $93K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $91K | – | 0.00 |
| Romania Government Bond | Long | Debt | RO | $87K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $4M | – | 0.15 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.12 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.10 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.07 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.07 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.04 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.04 |
| Romanian Government International Bond | Long | Debt | RO | $930K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $925K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $723K | – | 0.03 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $683K | – | 0.03 |
| Santander Bank Auto Credit-Linked Notes Series 2022-A | Long | ABS-other | US | $479K | – | 0.02 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $818K | – | 0.03 |
| Santander Bank NA - SBCLN (Santander Bank Auto Credit-Lin) | Long | ABS-other | US | $1M | – | 0.05 |
| Santander Consumer Auto Receivables Trust 2021-A | Long | ABS-other | US | $814K | – | 0.03 |
| Santander Consumer Auto Receivables Trust 2021-A | Long | ABS-other | US | $291K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $519K | – | 0.02 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $14M | – | 0.50 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $16M | – | 0.60 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $7M | – | 0.27 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $6M | – | 0.21 |
| SFIL SA | Long | Debt | FR | $4M | – | 0.16 |
| Shackleton 2014-V-R CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.24 |
| Shackleton 2014-V-R CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| Slovakia Government Bond | Long | Debt | SK | $2M | – | 0.06 |
| Slovenia Government Bond (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $90K | – | 0.00 |
| Slovenia Government International Bond (REPUBLIC OF SLOVENIA) | Long | Debt | SI | $3M | – | 0.12 |
| SNCF Reseau | Long | Debt | FR | $5M | – | 0.18 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.16 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.15 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.05 |
| Societe Generale SA | Long | Debt | FR | $849K | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $141K | – | 0.01 |
| SOCIETE GENERALE SA | Long | Debt | FR | $2M | – | 0.06 |
| Sofi RR Funding III Trust 2020-1 | Long | ABS-other | US | $2M | – | 0.08 |
| Southaven Combined Cycle Generation LLC (SOUTHAVEN CMBD CYCLE GEN) | Long | Debt | US | $10K | – | 0.00 |
| Southwestern Energy Co | Long | Debt | US | $2M | – | 0.07 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $7M | – | 0.25 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $6M | – | 0.24 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $4M | – | 0.16 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $2M | – | 0.07 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $3M | – | 0.12 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $2M | – | 0.07 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $629K | – | 0.02 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $604K | – | 0.02 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $582K | – | 0.02 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $413K | – | 0.02 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $256K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $174K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $159K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $156K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $151K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $146K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $141K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $136K | – | 0.01 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $131K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $129K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $126K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $124K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $120K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $119K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $118K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $113K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $98K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $94K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $93K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $89K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $88K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $80K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $79K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $74K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $69K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $65K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $61K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $61K | – | 0.00 |
| Spain Government Bond Coupon Strip (BON Y OBLIG ESTADO STRIP) | Long | Debt | ES | $61K | – | 0.00 |
| Spain Government Bond Principal Strip (BON Y OBLI EST PRINCIPAL) | Long | Debt | ES | $992K | – | 0.04 |
| Spain Government International Bond (KINGDOM OF SPAIN) | Long | Debt | ES | $21M | – | 0.78 |
| Sprint Capital Corp | Long | Debt | US | $2M | – | 0.09 |
| Sprint LLC | Long | Debt | US | $302K | – | 0.01 |
| Sri Lanka Government AID Bond (AID-SRI LANKA) | Long | Debt | LK | $249K | – | 0.01 |
| State of Israel | Long | Debt | IL | $2M | – | 0.06 |
| State of North Rhine-Westphalia Germany (LAND NORDRHEIN-WESTFALEN) | Long | Debt | DE | $24K | – | 0.00 |
| SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD (SUN HUNG KAI PROP (CAP)) | Long | Debt | KY | $2M | – | 0.07 |
| SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD (SUN HUNG KAI PROP (CAP)) | Long | Debt | KY | $692K | – | 0.03 |
| SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD (SUN HUNG KAI PROP (CAP)) | Long | Debt | KY | $552K | – | 0.02 |
| Suzano Austria GmbH | Long | Debt | AT | $202K | – | 0.01 |
| Svensk Exportkredit AB (SWEDISH EXPORT CREDIT) | Long | Debt | SE | $2M | – | 0.07 |
| Svensk Exportkredit AB (SWEDISH EXPORT CREDIT) | Long | Debt | SE | $1M | – | 0.04 |
| Svensk Exportkredit AB (SWEDISH EXPORT CREDIT) | Long | Debt | SE | $60K | – | 0.00 |
| Svensk Exportkredit AB (SWEDISH EXPORT CREDIT) | Long | Debt | SE | $57K | – | 0.00 |
| Sweden Government Bond (SWEDISH GOVERNMENT) | Long | Debt | SE | $1M | – | 0.04 |
| SWOP CDS CDX.NA.IG.42.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $2M | – | 0.07 | |
| SWOP CDS CDX.NA.IG.42.V1 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $114K | – | 0.00 | |
| SWOP CDS CDX.NA.IG.42.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $33K | – | 0.00 | |
| SWOP CDS CDX.NA.IG.42.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $-69K | – | -0.00 | |
| SWOP CDS CDX.NA.IG.42.V1 (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-71K | – | -0.00 | |
| SWOP CDS CDX.NA.IG.42.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $-5M | – | -0.18 | |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $2M | – | 0.07 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $2M | – | 0.06 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $699K | – | 0.03 |
| Taurus 2021-4 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $7M | – | 0.24 |
| Taurus 2021-4 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $6M | – | 0.22 |
| Taylor Morrison Communities Inc | Long | Debt | US | $3M | – | 0.10 |
| Taylor Morrison Communities Inc | Long | Debt | US | $171K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $2M | – | 0.06 |
| Tenet Healthcare Corp | Long | Debt | US | $634K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $447K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $265K | – | 0.01 |
| Tenneco Inc | Long | Debt | US | $2M | – | 0.08 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.08 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $2M | – | 0.08 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $2M | – | 0.09 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $2M | – | 0.09 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $460K | – | 0.02 |
| THREE MONTH ESTR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-689.44 | – | -0.00 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-911K | – | -0.03 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $152K | – | 0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $122K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-30K | – | -0.00 | |
| Time Warner Cable Enterprises LLC (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $2M | – | 0.09 |
| Tote Shipholdings LLC (TOTE SHIPHOLDINGS INC) | Long | Debt | US | $68K | – | 0.00 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $731K | – | 0.03 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $563K | – | 0.02 |
| TRS BBG TSY (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $739K | – | 0.03 | |
| TRS BBG TSY (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $104K | – | 0.00 | |
| TRS TREASURY BOND (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $1M | – | 0.04 | |
| TRS U5AX INDEX (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $414K | – | 0.02 | |
| Truist Financial Corp | Long | Debt | US | $3M | – | 0.12 |
| Truist Financial Corp | Long | Debt | US | $3M | – | 0.09 |
| Truist Financial Corp | Long | Debt | US | $805K | – | 0.03 |
| Tunisian Republic | Long | Debt | TN | $452K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $12M | – | 0.45 |
| UBS Group AG | Long | Debt | CH | $6M | – | 0.22 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $864K | – | 0.03 |
| UniCredit SpA | Long | Debt | IT | $8M | – | 0.29 |
| United Airlines Inc | Long | Debt | US | $4M | – | 0.13 |
| United Airlines Inc | Long | Debt | US | $898K | – | 0.03 |
| United Group BV | Long | Debt | NL | $7M | – | 0.26 |
| United Group BV | Long | Debt | NL | $6M | – | 0.20 |
| United Group BV | Long | Debt | NL | $211K | – | 0.01 |
| United Group BV | Long | Debt | NL | $106K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $53M | – | 1.97 |
| United Kingdom Gilt | Long | Debt | GB | $6M | – | 0.20 |
| United Kingdom Gilt | Long | Debt | GB | $391K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $230K | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $136K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $130K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $127K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $123K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $123K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $118K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $113K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $108K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $106K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $85K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $82K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $80K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $76K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $74K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $69K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $65K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $64K | – | 0.00 |
| United Kingdom Gilt | Long | Debt | GB | $60K | – | 0.00 |
| United Rentals North America Inc | Long | Debt | US | $3M | – | 0.11 |
| United Rentals North America Inc | Long | Debt | US | $353K | – | 0.01 |
| United Rentals North America Inc | Long | Debt | US | $221K | – | 0.01 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $9M | – | 0.32 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $984K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $962K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $941K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $879K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $878K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $777K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $757K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $686K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $680K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $668K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $659K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $628K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $620K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $604K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $600K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $566K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $529K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $514K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $408K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $319K | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $101K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $50K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $497K | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $389K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $282K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $65K | – | 0.00 |
| Univision Communications Inc | Long | Debt | US | $3M | – | 0.12 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $581K | – | 0.02 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $677K | – | 0.02 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-631K | – | -0.02 | |
| US Bancorp | Long | Debt | US | $16M | – | 0.60 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $609K | – | 0.02 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.09 | |
| USD/AUD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-948K | – | -0.03 | |
| USD/BRL FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $75K | – | 0.00 | |
| USD/CAD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-191K | – | -0.01 | |
| USD/CNH FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $68K | – | 0.00 | |
| USD/CNH FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/CNH FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-65K | – | -0.00 | |
| USD/CNH FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-106K | – | -0.00 | |
| USD/CNH FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-154K | – | -0.01 | |
| USD/CZK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/EUR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $459K | – | 0.02 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-277K | – | -0.01 | |
| USD/IDR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $88K | – | 0.00 | |
| USD/JPY FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-55K | – | -0.00 | |
| USD/JPY FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-99K | – | -0.00 | |
| USD/KRW FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $82K | – | 0.00 | |
| USD/MYR FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $247K | – | 0.01 | |
| USD/NOK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| USD/NZD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/PEN FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| USD/PEN FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| USD/PLN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/SEK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $59K | – | 0.00 | |
| USD/SGD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $56K | – | 0.00 | |
| USD/SGD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| USD/THB FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $219K | – | 0.01 | |
| Vector Group Ltd | Long | Debt | US | $5M | – | 0.17 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $904K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $561K | – | 0.02 |
| Viatris Inc | Long | Debt | US | $3M | – | 0.12 |
| Viatris Inc | Long | Debt | US | $2M | – | 0.08 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $4M | – | 0.14 |
| Vietnam Government International Bond (SOCIALIST REP OF VIETNAM) | Long | Debt | VN | $35M | – | 1.29 |
| Vistra Corp | Long | Debt | US | $10M | – | 0.36 |
| Vistra Corp | Long | Debt | US | $3M | – | 0.10 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $3M | – | 0.13 |
| Volkswagen Bank GmbH | Long | Debt | DE | $12M | – | 0.46 |
| Voya CLO 2013-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.13 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.08 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.26 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $7M | – | 0.25 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $932K | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | Long | ABS-mortgage backed security | US | $387K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Welltower OP LLC | Long | Debt | US | $4M | – | 0.16 |
| WPC Eurobond BV | Long | Debt | NL | $9M | – | 0.34 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $855K | – | 0.03 |
| XPO Inc | Long | Debt | US | $759K | – | 0.03 |
| Zais CLO 3 Ltd (ZAIS CLO 3, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.31 |
| Zais Clo 7 Ltd (Zais Clo 7 llc) | Long | ABS-collateralized bond/debt obligation | KY | $136K | – | 0.01 |
| ZEGONA HOLDCO LTD (Zegona Holdco Limited) | Long | Loan | GB | $3M | – | 0.09 |
Address
Prudential Global Total Return Fund, Inc.
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Websites
Directors
Keith F. Hartstein
Ellen S. Alberding
Laurie Simon Hodrick
Linda W. Bynoe
Kevin J. Bannon
Grace C. Torres
Brian K. Reid
Scott E. Benjamin
Stuart S. Parker
Barry H. Evans
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Prudential Mutual Fund Services LLC
Pricing Services
Intercontinental Exchange, Inc.
S&P Global Market Intelligence
Bloomberg Finance L.P.
Refinitiv US Holdings Inc.
Custodians
Skandinaviska Enskilda Banken AB, Stockholm
Cititrust S.A., Bogota
The Bank of New York Mellon
TMX GROUP LIMITED
Citibank N.A., Brazilian Branch
The Hongkong and Shanghai Banking Corporation Limited
Deutsche Bank AG (Indonesia)
The Bank of New York Mellon (Ireland)
HSBC Saudi Arabia Limited
Federal Reserve Bank of New York
Citibank N.A., Sucursal De Lima
Citibank Europe plc, Romania Branch
The Bank of New York Mellon (United Kingdom)
Landsbankinn hf.
PJSC ROSBANK
Citibank Europe PLC (Czech Republic)
The Depository Trust Company
Banco Bilbao Vizcaya Argentaria SA, Madrid
Citibank Europe plc. Hungarian Branch Office
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
HSBC Bank (Taiwan) Limited
Citibanamex, Mexico City
Deutsche Bank AG (South Korea)
The Hongkong and Shanghai Banking Corporation Limited, Bangkok Branch
HSBC NOMINEES (NEW ZEALAND) LIMITED
Bank Hapoalim B.M.
Stanbic IBTC Bank Plc.
The Bank of New York Mellon SA/NV (Belgium)
Standard Chartered Bank, Philippines Branch
Standard Chartered Bank (Johannesburg, ZA Branch)
Skandinaviska Enskilda Banken AB, Copenhagen Branch
CIBC Mellon Trust Company (Canada)
Citibank Argentina
HSBC Bank Middle East Limited - Dubai Branch
Banque Nationale de Belgique SA/NV
MUFG Bank, Ltd.
Deutsche Bank, Istanbul
Credit Suisse (Switzerland) Ltd.
Euroclear Bank SA/NV (Belgium)
HSBC Bank Australia Limited
Bank Polska Kasa Opieki S.A.
Skandinaviska Enskilda Banken AB, Oslo Branch
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Standard Chartered Bank Malaysia Berhad
The Bank of New York Mellon, SA/NV (Italy)
Euroclear France
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
CitiGroup Global Markets Inc.
MORGAN STANLEY & CO. LLC
BNP Paribas Securities Corp.
GOLDMAN SACHS & CO. LLC
BOFA SECURITIES, INC.
J.P. Morgan Securities LLC