Russell Investment Funds > RUSSELL INVESTMENT FUNDS
Strategic Bond Fund
$856.85M
Avg Monthly Net Assets
$960.59M
Total Assets
$93.47M
Total Liabilities
$867.12M
Net Assets
Strategic Bond Fund is an Underlying fund in RUSSELL INVESTMENT FUNDS
from Russell Investment Funds,
based in Washington,
United States of America.
The fund has one share class
and monthly net assets of $856.85M.
On August 23rd, 2024 it reported 1,508 holdings, the largest
being Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund (13.9%), United States Treasury (4.0%) and United States Treasury (3.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Strategic Bond Fund | C000018549 | RIFDX |
Holdings
From latest NPORT-P, filed August 23rd, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 2023-MIC Trust/THE (THE 2023-MIC Trust) | Long | ABS-mortgage backed security | US | $172K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $150K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $148K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $129K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $73K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $49K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $49K | – | 0.01 |
| Acwa Power Management And Investments One Ltd (ACWA POWER MGMT INVST) | Long | Debt | AE | $240K | – | 0.03 |
| Aegon Ltd | Long | Debt | BM | $2M | – | 0.18 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $129K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $117K | – | 0.01 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $712K | – | 0.08 |
| Africa Finance Corp | Long | Debt | XX | $775K | – | 0.09 |
| Africa Finance Corp | Long | Debt | XX | $380K | – | 0.04 |
| African Export-Import Bank/The | Long | Debt | XX | $187K | – | 0.02 |
| Agence Francaise de Developpement EPIC (AGENCE FRANCAISE DEVELOP) | Long | Debt | FR | $1M | – | 0.14 |
| Air Canada 2013-1 Class A Pass Through Trust (AIR CANADA 2013-1A PTT) | Long | Debt | CA | $29K | – | 0.00 |
| Aircastle Ltd | Long | Debt | BM | $911K | – | 0.11 |
| Alabama Power Co | Long | Debt | US | $83K | – | 0.01 |
| Alaska Airlines 2020-1 Class A Pass Through Trust (ALASKA AIRLINES 2020 TR) | Long | Debt | US | $71K | – | 0.01 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $158K | – | 0.02 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $94K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $90K | – | 0.01 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $186K | – | 0.02 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $2M | – | 0.18 |
| Allied World Assurance Co Holdings Ltd | Long | Debt | BM | $848K | – | 0.10 |
| Ally Financial Inc | Long | Debt | US | $818K | – | 0.09 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $138K | – | 0.02 |
| Alterra Mountain Company 2024 Term Loan B4 | Long | Loan | US | $65K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $602K | – | 0.07 |
| Altria Group Inc | Long | Debt | US | $89K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $65K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $50K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $39K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $30K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $10K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $88K | – | 0.01 |
| Amazon.com Inc | Long | Debt | US | $44K | – | 0.01 |
| Amcor Finance USA Inc | Long | Debt | US | $699K | – | 0.08 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $10K | – | 0.00 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $43K | – | 0.00 |
| American Airlines 2017-1 Class AA Pass Through Trust (AMER AIRLINE 17-1 AA PTT) | Long | Debt | US | $500K | – | 0.06 |
| American Airlines 2017-1 Class B Pass Through Trust (AMER AIRLINE 17-1B PTT) | Long | Debt | US | $116K | – | 0.01 |
| American Airlines Inc | Long | Debt | US | $73K | – | 0.01 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $106K | – | 0.01 |
| American Express Co | Long | Debt | US | $859K | – | 0.10 |
| American Express Co | Long | Debt | US | $10K | – | 0.00 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $2M | – | 0.18 |
| AMERICAN MUNI PWR-OHIO INC OH REVENUE (American Municipal Power Inc) | Long | Debt | US | $91K | – | 0.01 |
| American Tower Trust #1 (AMERICAN TOWER TRUST I) | Long | Debt | US | $2M | – | 0.27 |
| American Tower Trust #1 (American Tower Trust I) | Long | Debt | US | $849K | – | 0.10 |
| American Transmission Systems Inc | Long | Debt | US | $42K | – | 0.00 |
| Americo Life Inc | Long | Debt | US | $56K | – | 0.01 |
| Ameriprise Financial Inc | Long | Debt | US | $150K | – | 0.02 |
| AmFam Holdings Inc | Long | Debt | US | $76K | – | 0.01 |
| AmFam Holdings Inc | Long | Debt | US | $48K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $138K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $88K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $59K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $34K | – | 0.00 |
| AMMC CLO 23 Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.02 |
| Analog Devices Inc | Long | Debt | US | $88K | – | 0.01 |
| Andorra International Bond (ANDORRA INTERNATIONAL BD) | Long | Debt | AD | $3M | – | 0.37 |
| Anglo American Capital PLC | Long | Debt | GB | $200K | – | 0.02 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $238K | – | 0.03 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $172K | – | 0.02 |
| Aon North America Inc | Long | Debt | US | $279K | – | 0.03 |
| Aon North America Inc | Long | Debt | US | $108K | – | 0.01 |
| Apache Corp | Long | Debt | US | $44K | – | 0.01 |
| Apache Corp | Long | Debt | US | $33K | – | 0.00 |
| Apidos CLO XXVI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Apollo Global Management Inc | Long | Debt | US | $79K | – | 0.01 |
| Arbor Realty Commercial Real Estate Notes 2021-FL3 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.03 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.35 |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd (Arbor Realty Collateralized Loan Obligation Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.30 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $20K | – | 0.00 |
| Asplundh Tree Expert LLC 2021 Term Loan B | Long | Loan | US | $169K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $463K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $385K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $196K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $138K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $32K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $32K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $22K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $20K | – | 0.00 |
| Athene Holding Ltd | Long | Debt | US | $939K | – | 0.11 |
| Athene Holding Ltd | Long | Debt | US | $140K | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $511K | – | 0.06 |
| Aviation Capital Group LLC | Long | Debt | US | $140K | – | 0.02 |
| Avnet Inc | Long | Debt | US | $1M | – | 0.17 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $201K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $222K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $210K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $287K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $279K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $245K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $237K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $196K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $151K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $71K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $53K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $40K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $29K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $28K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $20K | – | 0.00 |
| Bank of Nova Scotia/The | Long | Debt | CA | $942K | – | 0.11 |
| Bank of Nova Scotia/The | Long | Debt | CA | $646K | – | 0.07 |
| Bank of Nova Scotia/The | Long | Debt | CA | $210K | – | 0.02 |
| Barclays Mortgage Trust 2022-RPL1 (Barclays Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $599K | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.16 |
| Barclays PLC | Long | Debt | GB | $285K | – | 0.03 |
| Barings BDC Inc | Long | Debt | US | $536K | – | 0.06 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $99K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $722K | – | 0.08 |
| BAT Capital Corp | Long | Debt | US | $138K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $125K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $71K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $67K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $36K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $25K | – | 0.00 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $784K | – | 0.09 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $225K | – | 0.03 |
| Bath & Body Works Inc | Long | Debt | US | $292K | – | 0.03 |
| Bayer Corp/NJ | Long | Debt | US | $1M | – | 0.14 |
| Bayer US Finance II LLC | Long | Debt | US | $993K | – | 0.11 |
| BDS 2022-FL11 LLC (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.44 |
| Becton Dickinson & Co | Long | Debt | US | $7K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| Bellemeade Re 2023-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $1M | – | 0.17 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $186K | – | 0.02 |
| Berry Global Inc | Long | Debt | US | $769K | – | 0.09 |
| Berry Global Inc | Long | Debt | US | $377K | – | 0.04 |
| Berry Petroleum Co LLC | Long | Debt | US | $276K | – | 0.03 |
| BlackRock Funding Inc | Long | Debt | US | $89K | – | 0.01 |
| Blackstone Holdings Finance Co LLC | Long | Debt | US | $53K | – | 0.01 |
| Blue Owl Capital Corp | Long | Debt | US | $892K | – | 0.10 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $144K | – | 0.02 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $60K | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $824K | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $694K | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $363K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $266K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $212K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $117K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $133K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $85K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $83K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $57K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $37K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $28K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $23K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $19K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $13K | – | 0.00 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $46K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $72K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $185K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $289K | – | 0.03 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $419K | – | 0.05 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $144K | – | 0.02 |
| BRAVO Residential Funding Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $143K | – | 0.02 |
| BRAVO Residential Funding Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $93K | – | 0.01 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $221K | – | 0.03 |
| Brighthouse Financial Inc | Long | Debt | US | $395K | – | 0.05 |
| Bristol Park CLO LTD (Bristol Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $367K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $158K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $39K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $30K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $27K | – | 0.00 |
| British Airways 2019-1 Class A Pass Through Trust (BRITISH AIR 19-1 A PTT) | Long | Debt | US | $63K | – | 0.01 |
| British Telecommunications PLC | Long | Debt | GB | $49K | – | 0.01 |
| Broadcom Corp / Broadcom Cayman Finance Ltd (BROADCOM CRP / CAYMN FI) | Long | Debt | XX | $606K | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $150K | – | 0.02 |
| Brookfield Finance LLC / Brookfield Finance Inc (BROOKFLD FIN LLC/FIN INC) | Long | Debt | US | $569K | – | 0.07 |
| Brunswick Corp/DE | Long | Debt | US | $167K | – | 0.02 |
| Buckeye Partners LP | Long | Debt | US | $605K | – | 0.07 |
| Buckeye Partners LP | Long | Debt | US | $112K | – | 0.01 |
| Bunge Ltd Finance Corp | Long | Debt | US | $956.58 | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $52K | – | 0.01 |
| BX Commercial Mortgage Trust 2021-CIP (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.35 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $6M | – | 0.65 |
| Caesars Entertainment Inc 2024 Term Loan B1 | Long | Loan | US | $150K | – | 0.02 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $11K | – | 0.00 |
| Calpine Corp | Long | Debt | US | $171K | – | 0.02 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $982K | – | 0.11 |
| CAMB Commercial Mortgage Trust 2021-CX2 | Long | ABS-mortgage backed security | US | $3M | – | 0.31 |
| Cameron LNG LLC | Long | Debt | US | $24K | – | 0.00 |
| Campbell Soup Co | Long | Debt | US | $2M | – | 0.19 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $43K | – | 0.01 | |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $656K | – | 0.08 |
| Canadian Pacific Railway Co | Long | Debt | CA | $666K | – | 0.08 |
| Canadian Pacific Railway Co | Long | Debt | CA | $33K | – | 0.00 |
| Cardinal Health Inc | Long | Debt | US | $241K | – | 0.03 |
| Cardinal Health Inc | Long | Debt | US | $169K | – | 0.02 |
| Carlisle Cos Inc | Long | Debt | US | $879K | – | 0.10 |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $160K | – | 0.02 |
| CarMax Auto Owner Trust 2024-1 | Long | ABS-other | US | $50K | – | 0.01 |
| Carrier Global Corp | Long | Debt | US | $146K | – | 0.02 |
| Carrier Global Corp | Long | Debt | US | $29K | – | 0.00 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $1M | – | 0.16 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $205K | – | 0.02 |
| Cencora Inc | Long | Debt | US | $177K | – | 0.02 |
| Cencosud SA | Long | Debt | CL | $2M | – | 0.18 |
| Centene Corp | Long | Debt | US | $57K | – | 0.01 |
| Centene Corp | Long | Debt | US | $57K | – | 0.01 |
| Centene Corp | Long | Debt | US | $36K | – | 0.00 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $113K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $78K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $10K | – | 0.00 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $40K | – | 0.00 |
| CF Industries Inc | Long | Debt | US | $1M | – | 0.15 |
| Charles Schwab Corp/The | Long | Debt | US | $237K | – | 0.03 |
| Charles Schwab Corp/The | Long | Debt | US | $120K | – | 0.01 |
| Charles Schwab Corp/The | Long | Debt | US | $92K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.13 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $584K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $420K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $179K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $67K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $27K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $19K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $19K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $18K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $18K | – | 0.00 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $865K | – | 0.10 |
| Cheniere Energy Partners LP | Long | Debt | US | $51K | – | 0.01 |
| Chesapeake Energy Corp | Long | Debt | US | $267K | – | 0.03 |
| Chesapeake Energy Corp | Long | Debt | US | $230K | – | 0.03 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $733K | – | 0.08 |
| Chord Energy Corp | Long | Debt | US | $80K | – | 0.01 |
| CI Financial Corp | Long | Debt | CA | $1M | – | 0.12 |
| CI Financial Corp | Long | Debt | CA | $297K | – | 0.03 |
| Cigna Group/The | Long | Debt | US | $136K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $44K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $38K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $30K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $28K | – | 0.00 |
| Cimarex Energy Co | Long | Debt | US | $118K | – | 0.01 |
| Citibank NA | Long | Debt | US | $254K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2013-375P | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $189K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $113K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $50K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $45K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $29K | – | 0.00 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $179K | – | 0.02 |
| Citizens Financial Group Inc | Long | Debt | US | $999K | – | 0.12 |
| Citizens Financial Group Inc | Long | Debt | US | $198K | – | 0.02 |
| CNO Financial Group, Inc. (Conseco Financial Corp) | Long | ABS-other | US | $466K | – | 0.05 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $102K | – | 0.01 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $30K | – | 0.00 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $251K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $133K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $129K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $168K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $69K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $63K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $21K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $18K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $14K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $8K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $8K | – | 0.00 |
| Comerica Bank | Long | Debt | US | $249K | – | 0.03 |
| Comerica Inc | Long | Debt | US | $602K | – | 0.07 |
| Comerica Inc | Long | Debt | US | $207K | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $165K | – | 0.02 |
| CommonSpirit Health | Long | Debt | US | $245K | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $46K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $35K | – | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $130K | – | 0.01 |
| Conagra Brands Inc | Long | Debt | US | $855K | – | 0.10 |
| Concentrix Corp | Long | Debt | US | $2M | – | 0.18 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $149K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $2M | – | 0.19 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $63K | – | 0.01 |
| Consumers Energy Co | Long | Debt | US | $10K | – | 0.00 |
| Continental Resources Inc/OK | Long | Debt | US | $130K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $48K | – | 0.01 |
| Continental Resources Inc/OK | Long | Debt | US | $48K | – | 0.01 |
| CORE 2019-CORE Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Corebridge Financial Inc | Long | Debt | US | $1M | – | 0.12 |
| Coterra Energy Inc | Long | Debt | US | $105K | – | 0.01 |
| CPPIB Capital Inc | Long | Debt | CA | $946K | – | 0.11 |
| Crane NXT Co | Long | Debt | US | $115K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $2M | – | 0.18 |
| Credit Agricole SA | Long | Debt | FR | $609K | – | 0.07 |
| Credit Agricole SA | Long | Debt | FR | $252K | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $251K | – | 0.03 |
| Crown Cork & Seal Co Inc | Long | Debt | US | $321K | – | 0.04 |
| CRSO TR 2023 BRND | Long | ABS-mortgage backed security | US | $166K | – | 0.02 |
| CSL Finance PLC | Long | Debt | GB | $66K | – | 0.01 |
| CSL Finance PLC | Long | Debt | GB | $39K | – | 0.00 |
| CSL Finance PLC | Long | Debt | GB | $29K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $170K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $168K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $100K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $96K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $64K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $32K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $30K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2007-4 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $1M | – | 0.15 |
| DAE Funding LLC | Long | Debt | US | $219K | – | 0.03 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $189K | – | 0.02 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $188K | – | 0.02 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $148K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $1M | – | 0.16 |
| Danske Bank A/S | Long | Debt | DK | $280K | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $267K | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $231K | – | 0.03 |
| Danske Bank A/S | Long | Debt | DK | $184K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $136K | – | 0.02 |
| Darden Restaurants Inc | Long | Debt | US | $2M | – | 0.18 |
| Darden Restaurants Inc | Long | Debt | US | $145K | – | 0.02 |
| DBGS 2019-1735 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $713K | – | 0.08 |
| DCP Midstream Operating LP | Long | Debt | US | $378K | – | 0.04 |
| DCP Midstream Operating LP | Long | Debt | US | $218K | – | 0.03 |
| DCP Midstream Operating LP | Long | Debt | US | $69K | – | 0.01 |
| DCP Midstream Operating LP | Long | Debt | US | $53K | – | 0.01 |
| Delhaize America LLC | Long | Debt | US | $182K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $66K | – | 0.01 |
| Delta Air Lines Inc | Long | Debt | US | $51K | – | 0.01 |
| Delta Air Lines Inc | Long | Debt | US | $28K | – | 0.00 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $982K | – | 0.11 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $123K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.16 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $260K | – | 0.03 |
| Deutsche Mortgage Securities Inc Re-REMIC Trust Certificates Series 2007-WM1 (Deutsche Mortgage Securities, Inc.) | Long | ABS-mortgage backed security | US | $180K | – | 0.02 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $58K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $153K | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $85K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $84K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $70K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $67K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $19K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $150K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $80K | – | 0.01 |
| Dick's Sporting Goods Inc | Long | Debt | US | $901K | – | 0.10 |
| DISH DBS Corp | Long | Debt | US | $76K | – | 0.01 |
| Diversified Healthcare Trust | Long | Debt | US | $141K | – | 0.02 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $746K | – | 0.09 |
| DLLAA 2023-1 LLC (DLLAA LLC) | Long | ABS-other | US | $2M | – | 0.20 |
| DNB Bank ASA | Long | Debt | NO | $1M | – | 0.12 |
| Dominion Energy Inc | Long | Debt | US | $72K | – | 0.01 |
| DPL Inc | Long | Debt | US | $336K | – | 0.04 |
| Dresdner Funding Trust I (DRESDNER FNDG TRUST I) | Long | Debt | US | $571K | – | 0.07 |
| Duke Energy Carolinas LLC | Long | Debt | US | $196K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $29K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $576K | – | 0.07 |
| Duke Energy Corp | Long | Debt | US | $279K | – | 0.03 |
| Duke Energy Florida LLC | Long | Debt | US | $166K | – | 0.02 |
| Duke Energy Indiana LLC | Long | Debt | US | $66K | – | 0.01 |
| Duke Energy Indiana LLC | Long | Debt | US | $54K | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $30K | – | 0.00 |
| Duke Energy Progress LLC | Long | Debt | US | $119K | – | 0.01 |
| Eagle RE 2021-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $2M | – | 0.24 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $2M | – | 0.20 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $679K | – | 0.08 |
| Ecopetrol SA | Long | Debt | CO | $147K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $57K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $49K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $41K | – | 0.00 |
| Edison International | Long | Debt | US | $466K | – | 0.05 |
| Edison International | Long | Debt | US | $380K | – | 0.04 |
| Edison International | Long | Debt | US | $105K | – | 0.01 |
| El Paso Natural Gas Co LLC | Long | Debt | US | $311K | – | 0.04 |
| Element Fleet Management Corp | Long | Debt | CA | $1M | – | 0.17 |
| Element Fleet Management Corp | Long | Debt | CA | $211K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $111K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $8K | – | 0.00 |
| Eli Lilly & Co | Long | Debt | US | $115K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $78K | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $46K | – | 0.01 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $3M | – | 0.29 |
| Emera US Finance LP | Long | Debt | US | $1M | – | 0.15 |
| EMF-UK 2008-1 PLC (EMF- UK PLC) | Long | ABS-mortgage backed security | GB | $517K | – | 0.06 |
| Enbridge Energy Partners LP | Long | Debt | US | $551K | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $607K | – | 0.07 |
| Enbridge Inc | Long | Debt | CA | $554K | – | 0.06 |
| Enbridge Inc | Long | Debt | CA | $424K | – | 0.05 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $40K | – | 0.00 |
| Enel Finance America LLC | Long | Debt | US | $818K | – | 0.09 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $633K | – | 0.07 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $145K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $795K | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $644K | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $448K | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $305K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $175K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $129K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $112K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $87K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $69K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $40K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $30K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $21K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $10K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $9K | – | 0.00 |
| Eni USA Inc | Long | Debt | US | $1M | – | 0.16 |
| Enterprise Products Operating LLC | Long | Debt | US | $1M | – | 0.12 |
| Enterprise Products Operating LLC | Long | Debt | US | $189K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $99K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $54K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $44K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $40K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $24K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $20K | – | 0.00 |
| EOG Resources Inc | Long | Debt | US | $49K | – | 0.01 |
| EPR Properties | Long | Debt | US | $697K | – | 0.08 |
| EQM Midstream Partners LP | Long | Debt | US | $284K | – | 0.03 |
| EQM Midstream Partners LP | Long | Debt | US | $41K | – | 0.00 |
| EQT Corp | Long | Debt | US | $895K | – | 0.10 |
| EQT Corp | Long | Debt | US | $26K | – | 0.00 |
| EQT Corp | Long | Debt | US | $10K | – | 0.00 |
| Equifax Inc | Long | Debt | US | $57K | – | 0.01 |
| Equinix Inc | Long | Debt | US | $2M | – | 0.18 |
| EquipmentShare.com Inc | Long | Debt | US | $290K | – | 0.03 |
| Esab Corp | Long | Debt | US | $60K | – | 0.01 |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-34K | – | -0.00 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-198K | – | -0.02 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-12K | – | -0.00 | |
| EURO-OAT FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $71K | – | 0.01 | |
| EURO-SCHATZ FUT SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-7K | – | -0.00 | |
| Eurosail 2006-2bl PLC (Eurosail Plc) | Long | ABS-mortgage backed security | GB | $561K | – | 0.06 |
| Eurosail-UK 2007-6nc PLC (Eurosail Plc) | Long | ABS-mortgage backed security | GB | $525K | – | 0.06 |
| Evergy Kansas Central Inc | Long | Debt | US | $82K | – | 0.01 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $1M | – | 0.13 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $33K | – | 0.00 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $8K | – | 0.00 |
| F&G Annuities & Life Inc | Long | Debt | US | $834K | – | 0.10 |
| FactSet Research Systems Inc | Long | Debt | US | $2M | – | 0.18 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $186K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.53 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $821K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $499K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $493K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $448K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $368K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $327K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $240K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $238K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $194K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $750.76 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $382.94 | – | 0.00 |
| Fannie Mae REMIC Trust 2004-W5 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ferguson Finance PLC | Long | Debt | GB | $2M | – | 0.18 |
| Fifth Third Bank NA | Long | Debt | US | $871K | – | 0.10 |
| FIGRE Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| FirstEnergy Corp | Long | Debt | US | $43K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $675K | – | 0.08 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $100K | – | 0.01 |
| Florida Gas Transmission Co LLC | Long | Debt | US | $260K | – | 0.03 |
| Florida Power & Light Co | Long | Debt | US | $27K | – | 0.00 |
| Fluor Corp | Long | Debt | US | $374K | – | 0.04 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $99K | – | 0.01 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $32K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.12 |
| Ford Motor Credit Co LLC | Long | Debt | US | $264K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $188K | – | 0.02 |
| Fortis Inc/Canada | Long | Debt | CA | $1M | – | 0.16 |
| Foundry JV Holdco LLC | Long | Debt | US | $306K | – | 0.04 |
| Fox Corp | Long | Debt | US | $959K | – | 0.11 |
| Fox Corp | Long | Debt | US | $115K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $240K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $168K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.63 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $685K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $620K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac Reference REMIC | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freeport Indonesia PT | Long | Debt | ID | $421K | – | 0.05 |
| Freeport Minerals Corp | Long | Debt | US | $60K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $128K | – | 0.01 |
| Fresenius Medical Care US Finance III Inc (FRESENIUS MED CARE III) | Long | Debt | US | $1M | – | 0.12 |
| Fresnillo PLC | Long | Debt | GB | $191K | – | 0.02 |
| Frontier Florida LLC | Long | Debt | US | $257K | – | 0.03 |
| FS Commercial Mortgage Trust 2023-4SZN (FS Commerical Mortgage Trust 2023-4SZN) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| FS KKR Capital Corp | Long | Debt | US | $876K | – | 0.10 |
| FS KKR Capital Corp | Long | Debt | US | $168K | – | 0.02 |
| FS KKR Capital Corp | Long | Debt | US | $64K | – | 0.01 |
| Full House Resorts Inc | Long | Debt | US | $29K | – | 0.00 |
| Galaxy XXVI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Garda World Security Corporation 2022 Term Loan B | Long | Loan | CA | $69K | – | 0.01 |
| Gartner Inc | Long | Debt | US | $811K | – | 0.09 |
| GE Capital European Funding Unlimited Co (GE CAPITAL EURO FUNDING) | Long | Debt | IE | $53K | – | 0.01 |
| General Dynamics Corp | Long | Debt | US | $97K | – | 0.01 |
| General Dynamics Corp | Long | Debt | US | $25K | – | 0.00 |
| General Motors Co | Long | Debt | US | $80K | – | 0.01 |
| General Motors Co | Long | Debt | US | $40K | – | 0.00 |
| General Motors Co | Long | Debt | US | $21K | – | 0.00 |
| Genting New York LLC / GENNY Capital Inc (GENTING NY LLC/GENNY CAP) | Long | Debt | US | $382K | – | 0.04 |
| Genworth Holdings Inc | Long | Debt | US | $278K | – | 0.03 |
| Georgia Power Co | Long | Debt | US | $219K | – | 0.03 |
| GFL Environmental Inc 2023 First Lien Term Loan | Long | Loan | CA | $8K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $30K | – | 0.00 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15M | – | 1.74 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14M | – | 1.60 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 1.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.62 |
| Glencore Funding LLC | Long | Debt | US | $86K | – | 0.01 |
| Global Atlantic Fin Co | Long | Debt | US | $90K | – | 0.01 |
| Global Atlantic Fin Co | Long | Debt | US | $89K | – | 0.01 |
| Global Auto Holdings Ltd/AAG FH UK Ltd (GLOBAL AUTO HO/AAG FH UK) | Long | Debt | GB | $268K | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $2M | – | 0.18 |
| Goldman Sachs BDC Inc | Long | Debt | US | $821K | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.19 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $435K | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $143K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $52K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $48K | – | 0.01 |
| Golub Capital BDC Inc | Long | Debt | US | $907K | – | 0.10 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $127K | – | 0.01 |
| Gray Oak Pipeline LLC | Long | Debt | US | $2M | – | 0.18 |
| Greenpoint Manufactured Housing | Long | ABS-other | US | $434K | – | 0.05 |
| Greystone CRE Notes 2024-HC3 (Greystone Commercial Real Estate Notes) | Long | ABS-collateralized bond/debt obligation | KY | $110K | – | 0.01 |
| Grifols Worldwide Operations USA Inc 2019 USD Term Loan B | Long | Loan | US | $164K | – | 0.02 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $117K | – | 0.01 |
| Harbor Park CLO 18-1 Ltd (Harbor Park CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.01 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $1M | – | 0.12 |
| Hasbro Inc | Long | Debt | US | $1M | – | 0.16 |
| HB Fuller Co (H.B. FULLER CO) | Long | Debt | US | $100K | – | 0.01 |
| HCA Inc | Long | Debt | US | $145K | – | 0.02 |
| HCA Inc | Long | Debt | US | $119K | – | 0.01 |
| HCA Inc | Long | Debt | US | $79K | – | 0.01 |
| HCA Inc | Long | Debt | US | $46K | – | 0.01 |
| HCA Inc | Long | Debt | US | $10K | – | 0.00 |
| HEICO Corp | Long | Debt | US | $50K | – | 0.01 |
| Hellenic Republic Government Bond | Long | Debt | GR | $1M | – | 0.16 |
| Hercules Capital Inc | Long | Debt | US | $895K | – | 0.10 |
| Hexcel Corp | Long | Debt | US | $1M | – | 0.17 |
| HGI CRE CLO 2021-FL2 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| Highlands Holdings Bond Issuer Ltd / Highlands Holdings Bond Co-Issuer Inc (HIGHLAND HOLDINGS BOND) | Long | Debt | XX | $503K | – | 0.06 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $257K | – | 0.03 |
| Hillenbrand Inc | Long | Debt | US | $327K | – | 0.04 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $60K | – | 0.01 |
| Hilton Grand Vacations Trust 2023-1 | Long | ABS-other | US | $76K | – | 0.01 |
| Historic TW Inc | Long | Debt | US | $176K | – | 0.02 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $189K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $145K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $39K | – | 0.00 |
| Honeywell International Inc | Long | Debt | US | $136K | – | 0.02 |
| Howmet Aerospace Inc | Long | Debt | US | $949K | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $904K | – | 0.10 |
| HSBC Holdings PLC | Long | Debt | GB | $732K | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $412K | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $211K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $211K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $196K | – | 0.02 |
| Hudbay Minerals Inc | Long | Debt | CA | $245K | – | 0.03 |
| Hudson Pacific Properties LP | Long | Debt | US | $166K | – | 0.02 |
| Hudson Pacific Properties LP | Long | Debt | US | $152K | – | 0.02 |
| Hudson Pacific Properties LP | Long | Debt | US | $136K | – | 0.02 |
| Hudson Pacific Properties LP | Long | Debt | US | $120K | – | 0.01 |
| Humana Inc | Long | Debt | US | $102K | – | 0.01 |
| Humana Inc | Long | Debt | US | $17K | – | 0.00 |
| Humana Inc | Long | Debt | US | $17K | – | 0.00 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $1M | – | 0.17 |
| Huntington National Bank/The | Long | Debt | US | $1M | – | 0.14 |
| Hyundai Capital America | Long | Debt | US | $139K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $109K | – | 0.01 |
| ILFC E-Capital Trust I | Long | Structured note | US | $163K | – | 0.02 |
| ILFC E-Capital Trust II | Long | Structured note | US | $290K | – | 0.03 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $1M | – | 0.16 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $196K | – | 0.02 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $285K | – | 0.03 |
| Infraestructura Energetica Nova SAPI de CV | Long | Debt | MX | $831K | – | 0.10 |
| Ingersoll Rand Inc | Long | Debt | US | $92K | – | 0.01 |
| InRetail Consumer | Long | Debt | PE | $499K | – | 0.06 |
| Intel Corp | Long | Debt | US | $49K | – | 0.01 |
| Intel Corp | Long | Debt | US | $44K | – | 0.01 |
| Intel Corp | Long | Debt | US | $28K | – | 0.00 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | XX | $1M | – | 0.14 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $29K | – | 0.00 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $9K | – | 0.00 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $869K | – | 0.10 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $677K | – | 0.08 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $101K | – | 0.01 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.12 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $374K | – | 0.04 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $95K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $46K | – | 0.01 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $740K | – | 0.09 |
| Ivory Coast Government International Bond | Long | Debt | CI | $194K | – | 0.02 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $84K | – | 0.01 |
| J.G. Wentworth XXXIX LLC | Long | ABS-other | US | $37K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2022-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| J.P. Morgan Mortgage Trust 2022-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| Jabil Inc | Long | Debt | US | $70K | – | 0.01 |
| Jackson National Life Global Funding (JACKSON NATL LIFE GLOBAL) | Long | Debt | US | $1M | – | 0.13 |
| Jacobs Engineering Group Inc | Long | Debt | US | $802K | – | 0.09 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $164K | – | 0.02 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.29 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.13 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $663K | – | 0.08 |
| JDE Peet's NV | Long | Debt | NL | $2M | – | 0.18 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $970K | – | 0.11 |
| JetBlue 2019-1 Class AA Pass Through Trust | Long | Debt | US | $2M | – | 0.18 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $1M | – | 0.15 |
| John Deere Owner Trust 2024-B | Long | ABS-other | US | $2M | – | 0.17 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $301K | – | 0.03 |
| JP Morgan Mortgage Trust 2018-3 | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| JP Morgan Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| JP Morgan Mortgage Trust 2021-12 | Long | ABS-mortgage backed security | US | $612K | – | 0.07 |
| JP Morgan Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $3M | – | 0.34 |
| JP Morgan Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| JP Morgan Mortgage Trust 2022-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| JP Morgan Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.26 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $2M | – | 0.18 |
| JP Morgan Mortgage Trust 2024-HE1 | Long | ABS-mortgage backed security | US | $926K | – | 0.11 |
| JP Morgan Mortgage Trust 2024-HE2 | Long | ABS-mortgage backed security | US | $867K | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $410K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $327K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $153K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $114K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $66K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $64K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $52K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $38K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $25K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $21K | – | 0.00 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $40K | – | 0.00 | |
| Kaiser Foundation Hospitals | Long | Debt | US | $58K | – | 0.01 |
| Kaiser Foundation Hospitals | Long | Debt | US | $25K | – | 0.00 |
| Kaiser Foundation Hospitals | Long | Debt | US | $21K | – | 0.00 |
| Kaiser Foundation Hospitals | Long | Debt | US | $13K | – | 0.00 |
| KBC Group NV | Long | Debt | BE | $538K | – | 0.06 |
| Kenvue Inc | Long | Debt | US | $38K | – | 0.00 |
| Kenvue Inc | Long | Debt | US | $28K | – | 0.00 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $211K | – | 0.02 |
| KeyCorp | Long | Debt | US | $854K | – | 0.10 |
| KeyCorp | Long | Equity-preferred | US | $86K | 4K | 0.01 |
| Kimco Realty OP LLC | Long | Debt | US | $144K | – | 0.02 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $55K | – | 0.01 |
| KKR Group Finance Co II LLC (KKR GROUP FIN CO II) | Long | Debt | US | $10K | – | 0.00 |
| KLA Corp | Long | Debt | US | $78K | – | 0.01 |
| KLA Corp | Long | Debt | US | $19K | – | 0.00 |
| Kohl's Corp (KOHL'S CORPORATION) | Long | Debt | US | $504K | – | 0.06 |
| Kookmin Bank | Long | Debt | KR | $713K | – | 0.08 |
| Kraft Heinz Foods Co | Long | Debt | US | $176K | – | 0.02 |
| Kubota Credit Owner Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.20 |
| Kubota Credit Owner Trust 2024-2 | Long | ABS-other | US | $659K | – | 0.08 |
| Kyndryl Holdings Inc | Long | Debt | US | $176K | – | 0.02 |
| Kyndryl Holdings Inc | Long | Debt | US | $53K | – | 0.01 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $143K | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $140K | – | 0.02 |
| Lam Research Corp | Long | Debt | US | $76K | – | 0.01 |
| Lamar Funding Ltd | Long | Debt | KY | $196K | – | 0.02 |
| Las Vegas Sands Corp | Long | Debt | US | $2M | – | 0.19 |
| Las Vegas Sands Corp | Long | Debt | US | $524K | – | 0.06 |
| Las Vegas Sands Corp | Long | Debt | US | $80K | – | 0.01 |
| LCM XXIII Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $264K | – | 0.03 |
| Lear Corp | Long | Debt | US | $165K | – | 0.02 |
| Lennar Corp | Long | Debt | US | $10K | – | 0.00 |
| Lennox International Inc | Long | Debt | US | $81K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $45K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $812K | – | 0.09 |
| Lloyds Banking Group PLC | Long | Debt | GB | $233K | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $200K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $159K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $273K | – | 0.03 |
| Lockheed Martin Corp | Long | Debt | US | $47K | – | 0.01 |
| Lockheed Martin Corp | Long | Debt | US | $40K | – | 0.00 |
| Lockheed Martin Corp | Long | Debt | US | $9K | – | 0.00 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $190K | – | 0.02 | |
| LONG GILT FUTURE SEP24 (ICE Futures Europe) | Derivative-interest rate | GB | $-38K | – | -0.00 | |
| Lowe's Cos Inc | Long | Debt | US | $63K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $34K | – | 0.00 |
| LPL Holdings Inc | Long | Debt | US | $263K | – | 0.03 |
| LPL Holdings Inc | Long | Debt | US | $131K | – | 0.02 |
| LPL Holdings Inc | Long | Debt | US | $95K | – | 0.01 |
| Lunar 2021-1 Structured Aircraft Portfolio Notes (SOLRR Aircraft 2021-1 Limited) | Long | ABS-other | IE | $174K | – | 0.02 |
| Macquarie Bank Ltd | Long | Debt | AU | $260K | – | 0.03 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $135K | – | 0.02 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $103K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $93K | – | 0.01 |
| Madison Park Funding XVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.23 |
| Madison Park Funding XXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Magnetite Xxix Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Main Street Capital Corp | Long | Debt | US | $324K | – | 0.04 |
| Manufacturers & Traders Trust Co (MANUF & TRADERS TRUST CO) | Long | Debt | US | $1M | – | 0.15 |
| Manulife Financial Corp | Long | Debt | CA | $2M | – | 0.18 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $58K | – | 0.01 |
| Massachusetts Mutual Life Insurance Co (MASS MUTUAL LIFE INS CO) | Long | Debt | US | $34K | – | 0.00 |
| Mastercard Inc | Long | Debt | US | $24K | – | 0.00 |
| Mattel Inc | Long | Debt | US | $1M | – | 0.17 |
| McDonald's Corp | Long | Debt | US | $680K | – | 0.08 |
| McDonald's Corp | Long | Debt | US | $111K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $34K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $25K | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $162K | – | 0.02 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $214K | – | 0.02 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $198K | – | 0.02 |
| Merck & Co Inc | Long | Debt | US | $27K | – | 0.00 |
| Mercury General Corp | Long | Debt | US | $1M | – | 0.17 |
| Meritage Homes Corp | Long | Debt | US | $531K | – | 0.06 |
| Methanex Corp | Long | Debt | CA | $335K | – | 0.04 |
| Methanex Corp | Long | Debt | CA | $130K | – | 0.02 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $8M | – | 0.97 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $5M | – | 0.57 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $374K | – | 0.04 |
| Mexico Government International Bond (United Mexican States) | Long | Debt | MX | $796K | – | 0.09 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $195K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $195K | – | 0.02 |
| Mexico Government International Bonds | Long | Debt | MX | $149K | – | 0.02 |
| MF1 2022-FL9 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.46 |
| MF1 2023-FL12 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.56 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.22 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $4M | – | 0.48 |
| Micron Technology Inc | Long | Debt | US | $58K | – | 0.01 |
| MidAmerican Energy Co | Long | Debt | US | $47K | – | 0.01 |
| MidAmerican Energy Co | Long | Debt | US | $40K | – | 0.00 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $66K | – | 0.01 |
| MISC Capital Two Labuan Ltd | Long | Debt | MY | $756K | – | 0.09 |
| MMAF Equipment Finance LLC 2024-A | Long | ABS-other | US | $1M | – | 0.13 |
| Molson Coors Beverage Co | Long | Debt | US | $627K | – | 0.07 |
| Mondelez International Inc | Long | Debt | US | $24K | – | 0.00 |
| Monongahela Power Co | Long | Debt | US | $564K | – | 0.07 |
| Monongahela Power Co | Long | Debt | US | $356K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $892K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $148K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $134K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $123K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $96K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $89K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $85K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $75K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $73K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $68K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $65K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $20K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $10K | – | 0.00 |
| Morgan Stanley Bank NA | Long | Debt | US | $252K | – | 0.03 |
| Morgan Stanley Direct Lending Fund | Long | Debt | US | $1M | – | 0.12 |
| MPLX LP | Long | Debt | US | $41K | – | 0.00 |
| MPLX LP | Long | Debt | US | $17K | – | 0.00 |
| MPLX LP | Long | Debt | US | $10K | – | 0.00 |
| MSSG Trust 2017-237P (Morgan Stanley Mortgage Capital Holdings LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| MSSG Trust 2017-237P (Morgan Stanley Mortgage Capital Holdings LLC) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| MSSG Trust 2017-237P (Morgan Stanley Mortgage Capital Holdings LLC) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Murphy Oil Corp (MURPHY OIL CORPORATION) | Long | Debt | US | $150K | – | 0.02 |
| Murphy Oil Corp | Long | Debt | US | $145K | – | 0.02 |
| MVW 2021-1W LLC (MVW Owner Trust) | Long | ABS-other | US | $59K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $935K | – | 0.11 |
| NatWest Group PLC | Long | Debt | GB | $202K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $198K | – | 0.02 |
| Navient Corp | Long | Debt | US | $360K | – | 0.04 |
| NBCUniversal Media LLC | Long | Debt | US | $6K | – | 0.00 |
| NBK Tier 1 Financing 2 Ltd | Long | Debt | AE | $753K | – | 0.09 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $247K | – | 0.03 |
| Neuberger Berman Loan Advisers CLO 30 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $310K | – | 0.04 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $76K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $75K | – | 0.01 |
| New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS) | Long | Debt | US | $1M | – | 0.12 |
| New Zealand Government Bonds | Long | Debt | NZ | $3M | – | 0.37 |
| Newell Brands Inc | Long | Debt | US | $214K | – | 0.02 |
| Newell Brands Inc | Long | Debt | US | $168K | – | 0.02 |
| Newell Brands Inc | Long | Debt | US | $158K | – | 0.02 |
| Newgate Funding PLC | Long | ABS-mortgage backed security | GB | $2M | – | 0.21 |
| Nexstar Broadcasting Inc 2019 Term Loan B4 | Long | Loan | US | $211K | – | 0.02 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $902K | – | 0.10 |
| NGPL PipeCo LLC | Long | Debt | US | $638K | – | 0.07 |
| Nippon Life Insurance Co | Long | Debt | JP | $208K | – | 0.02 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $103K | – | 0.01 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $37K | – | 0.00 |
| Nissan Motor Co Ltd | Long | Debt | JP | $194K | – | 0.02 |
| Nokia Oyj | Long | Debt | FI | $1M | – | 0.17 |
| Nordstrom Inc | Long | Debt | US | $350K | – | 0.04 |
| Nordstrom Inc | Long | Debt | US | $294K | – | 0.03 |
| Nordstrom Inc | Long | Debt | US | $182K | – | 0.02 |
| Nordstrom Inc | Long | Debt | US | $151K | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $143K | – | 0.02 |
| Northrop Grumman Corp | Long | Debt | US | $76K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $47K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $28K | – | 0.00 |
| Northwest Pipeline LLC | Long | Debt | US | $253K | – | 0.03 |
| Northwest Pipeline LLC | Long | Debt | US | $58K | – | 0.01 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $110K | – | 0.01 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $54K | – | 0.01 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $2M | – | 0.18 |
| NRG Energy Inc | Long | Debt | US | $2M | – | 0.24 |
| NRG Energy Inc 2024 Term Loan | Long | Loan | US | $169K | – | 0.02 |
| NTT Finance Corp | Long | Debt | JP | $477K | – | 0.06 |
| Nuveen LLC | Long | Debt | US | $110K | – | 0.01 |
| Nuveen LLC | Long | Debt | US | $90K | – | 0.01 |
| Oaktown Re III Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | US | $280K | – | 0.03 |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $1M | – | 0.17 |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $338K | – | 0.04 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $280K | – | 0.03 |
| Oaktree Specialty Lending Corp | Long | Debt | US | $1M | – | 0.16 |
| OBX 2023-NQM7 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $178K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $1M | – | 0.14 |
| Occidental Petroleum Corp | Long | Debt | US | $225K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $182K | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $104K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $67K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $60K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $31K | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $15K | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $5K | – | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $172K | – | 0.02 |
| Octagon Investment Partners 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.13 |
| Ohio Edison Co | Long | Debt | US | $89K | – | 0.01 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $754K | – | 0.09 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $290K | – | 0.03 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $206K | – | 0.02 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $113K | – | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $53K | – | 0.01 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $37K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $309K | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $192K | – | 0.02 |
| OneSky Class A Loan Trust 2021-1 | Long | Debt | US | $2M | – | 0.25 |
| Open Text Corp | Long | Debt | CA | $335K | – | 0.04 |
| Option One Mortgage Loan Trust 2007-FXD1 | Long | ABS-mortgage backed security | US | $237K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $590K | – | 0.07 |
| Oracle Corp | Long | Debt | US | $331K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $56K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $53K | – | 0.01 |
| OZLM Funding II Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $886K | – | 0.10 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $215K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $129K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $104K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $104K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $66K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $57K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $41K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $27K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $14K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $13K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $316K | – | 0.04 |
| Parkmore Point RMBS 2022-1 PLC (Parkmore Point Plc) | Long | ABS-mortgage backed security | GB | $2M | – | 0.24 |
| Parsley Energy LLC / Parsley Finance Corp (PARSLEY ENERGY LLC/FINAN) | Long | Debt | US | $10K | – | 0.00 |
| PayPal Holdings Inc | Long | Debt | US | $20K | – | 0.00 |
| PayPal Holdings Inc | Long | Debt | US | $18K | – | 0.00 |
| PepsiCo Inc | Long | Debt | US | $317K | – | 0.04 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $129K | – | 0.01 |
| Perrigo Finance Unlimited Co (PERRIGO FINANCE UNLIMITD) | Long | Debt | IE | $197K | – | 0.02 |
| Peru Government International Bonds | Long | Debt | PE | $60K | – | 0.01 |
| Petrobras Global Finance BV | Long | Debt | NL | $142K | – | 0.02 |
| Petrobras Global Finance BV | Long | Debt | NL | $32K | – | 0.00 |
| Petroleos del Peru SA | Long | Debt | PE | $127K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.31 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.25 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.17 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.16 |
| Petroleos Mexicanos | Long | Debt | MX | $249K | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $219K | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $135K | – | 0.02 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $28K | – | 0.00 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $1M | – | 0.16 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $120K | – | 0.01 |
| PFS Financing Corp (PFS Financing Corp.) | Long | ABS-other | US | $100K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $119K | – | 0.01 |
| PG&E Wildfire Recovery Funding LLC | Long | Debt | US | $29K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $713K | – | 0.08 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $218K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $106K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $59K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $39K | – | 0.00 |
| Phoenix Guarantor Inc 2024 Term Loan | Long | Loan | US | $117K | – | 0.01 |
| Piedmont Operating Partnership LP | Long | Debt | US | $737K | – | 0.09 |
| Plains All American Pipeline LP | Long | Debt | US | $249K | – | 0.03 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $879K | – | 0.10 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $11K | – | 0.00 |
| PM General Purchaser LLC | Long | Debt | US | $143K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $166K | – | 0.02 |
| PORT AUTH OF NEW YORK & NEW JERSEY NY (Port Authority of New York & New Jersey) | Long | Debt | US | $105K | – | 0.01 |
| PRA Health Sciences Inc | Long | Debt | US | $186K | – | 0.02 |
| PRKCM 2024-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $160K | – | 0.02 |
| Prologis Euro Finance LLC | Long | Debt | US | $139K | – | 0.02 |
| Prospect Capital Corp | Long | Debt | US | $2M | – | 0.19 |
| Prosus NV | Long | Debt | NL | $614K | – | 0.07 |
| Provincia de Buenos Aires/Government Bonds | Long | Debt | AR | $192K | – | 0.02 |
| Provincia de Cordoba | Long | Debt | AR | $196K | – | 0.02 |
| Provincia de Cordoba | Long | Debt | AR | $92K | – | 0.01 |
| PRPM 2020-6 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $303K | – | 0.03 |
| PRPM 2021-3 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $513K | – | 0.06 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $550K | – | 0.06 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $474K | – | 0.05 |
| Prpm 2024-1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.32 |
| Prudential Financial Inc | Long | Debt | US | $967K | – | 0.11 |
| Puma International Financing SA | Long | Debt | LU | $222K | – | 0.03 |
| PURCHASED AUD / SOLD USD (Citibank NA) | Derivative-foreign exchange | AU | $9K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | AU | $8K | – | 0.00 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | BR | $-52K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-254K | – | -0.03 | |
| PURCHASED CAD / SOLD USD (Citibank NA) | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| PURCHASED CHF / SOLD EUR (Citibank NA) | Derivative-foreign exchange | CH | $2K | – | 0.00 | |
| PURCHASED CNY / SOLD USD (Citibank NA) | Derivative-foreign exchange | CN | $7K | – | 0.00 | |
| PURCHASED CNY / SOLD USD (Citibank NA) | Derivative-foreign exchange | CN | $5K | – | 0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $3K | – | 0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-676.83 | – | -0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-25K | – | -0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-32K | – | -0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-42K | – | -0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-51K | – | -0.01 | |
| PURCHASED EUR / SOLD CHF (Citibank NA) | Derivative-foreign exchange | XX | $-13K | – | -0.00 | |
| PURCHASED EUR / SOLD GBP (Citibank NA) | Derivative-foreign exchange | XX | $-34K | – | -0.00 | |
| PURCHASED EUR / SOLD JPY (Citibank NA) | Derivative-foreign exchange | XX | $53K | – | 0.01 | |
| PURCHASED EUR / SOLD JPY (Citibank NA) | Derivative-foreign exchange | XX | $52K | – | 0.01 | |
| PURCHASED EUR / SOLD JPY (Citibank NA) | Derivative-foreign exchange | XX | $42K | – | 0.00 | |
| PURCHASED EUR / SOLD JPY (Citibank NA) | Derivative-foreign exchange | XX | $114.02 | – | 0.00 | |
| PURCHASED EUR / SOLD NOK (Citibank NA) | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $711.03 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $49.27 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | XX | $-29.22 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-222.89 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-30K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | XX | $-53K | – | -0.01 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $696.14 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $-18K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Bank of New York Mellon) | Derivative-foreign exchange | GB | $-68K | – | -0.01 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-1K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-8K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-10K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ID | $-11K | – | -0.00 | |
| PURCHASED JPY / SOLD EUR (Citibank NA) | Derivative-foreign exchange | JP | $-42K | – | -0.00 | |
| PURCHASED JPY / SOLD EUR (Citibank NA) | Derivative-foreign exchange | JP | $-194K | – | -0.02 | |
| PURCHASED JPY / SOLD USD (Citibank NA) | Derivative-foreign exchange | JP | $-1K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | JP | $-55K | – | -0.01 | |
| PURCHASED KRW / SOLD USD (Citibank NA) | Derivative-foreign exchange | KR | $-94K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $18K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $9K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $827.55 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-10K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-19K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-29K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-36K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-52K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-54K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-56K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-58K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (Citibank NA) | Derivative-foreign exchange | MX | $-125K | – | -0.01 | |
| PURCHASED NOK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | NO | $30K | – | 0.00 | |
| PURCHASED NOK / SOLD EUR (Citibank NA) | Derivative-foreign exchange | NO | $2K | – | 0.00 | |
| PURCHASED NOK / SOLD USD (Citibank NA) | Derivative-foreign exchange | NO | $23.16 | – | 0.00 | |
| PURCHASED NOK / SOLD USD (State Street Bank & Trust Co.) | Derivative-foreign exchange | NO | $-337.7 | – | -0.00 | |
| PURCHASED NOK / SOLD USD (HSBC Bank USA NA) | Derivative-foreign exchange | NO | $-38K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (Royal Bank of Canada) | Derivative-foreign exchange | NZ | $-28K | – | -0.00 | |
| PURCHASED TRY / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | TR | $92K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $35K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Citibank NA) | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $-483.23 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Citibank NA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Royal Bank of Canada) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD CHF (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $55K | – | 0.01 | |
| PURCHASED USD / SOLD CHF (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $5.83 | – | 0.00 | |
| PURCHASED USD / SOLD CLP (Citibank NA) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD CLP (Citibank NA) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD CLP (Citibank NA) | Derivative-foreign exchange | US | $843.48 | – | 0.00 | |
| PURCHASED USD / SOLD CNY (Citibank NA) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $296K | – | 0.03 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $396K | – | 0.05 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $615.66 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $55K | – | 0.01 | |
| PURCHASED USD / SOLD GBP (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $64.78 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Citibank NA) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD IDR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-29.72 | – | -0.00 | |
| PURCHASED USD / SOLD IDR (Citibank NA) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $213K | – | 0.02 | |
| PURCHASED USD / SOLD JPY (Bank of America NA) | Derivative-foreign exchange | US | $90K | – | 0.01 | |
| PURCHASED USD / SOLD JPY (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Citibank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $904.81 | – | 0.00 | |
| PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $151.26 | – | 0.00 | |
| PURCHASED USD / SOLD KRW (Citibank NA) | Derivative-foreign exchange | US | $53K | – | 0.01 | |
| PURCHASED USD / SOLD KRW (Citibank NA) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $2M | – | 0.25 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $147K | – | 0.02 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $52K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD NOK (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (UBS AG) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (Citibank NA) | Derivative-foreign exchange | US | $-34K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (HSBC Bank USA NA) | Derivative-foreign exchange | US | $29K | – | 0.00 | |
| PURCHASED USD / SOLD SEK (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-15.07 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $805.29 | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-110K | – | -0.01 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-114K | – | -0.01 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $22K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $16K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $14K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $13K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $12K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $9K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $6K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $4K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $1K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| QUALCOMM Inc | Long | Debt | US | $43K | – | 0.00 |
| QVC Inc | Long | Debt | US | $112K | – | 0.01 |
| Radian Group Inc | Long | Debt | US | $662K | – | 0.08 |
| Radnor RE 2021-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $601K | – | 0.07 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $8K | – | 0.00 |
| Radnor RE 2023-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $1M | – | 0.15 |
| Range Resources Corp | Long | Debt | US | $139K | – | 0.02 |
| RCKT Mortgage Trust 2023-CES2 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $836K | – | 0.10 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| RCKT Mortgage Trust 2024-CES2 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Regal Rexnord Corp | Long | Debt | US | $461K | – | 0.05 |
| Reliance Industries Ltd | Long | Debt | IN | $600K | – | 0.07 |
| Reliance Standard Life Global Funding II (RELIANCE STAND LIFE II) | Long | Debt | US | $281K | – | 0.03 |
| Renesas Electronics Corp | Long | Debt | JP | $845K | – | 0.10 |
| Renew 2023-1 (Renew Financial) | Long | ABS-other | US | $262K | – | 0.03 |
| Renew 2024-1 (Renew Financial) | Long | ABS-other | US | $334K | – | 0.04 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $2M | – | 0.20 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $546K | – | 0.06 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $229K | – | 0.03 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $39K | – | 0.00 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $364K | – | 0.04 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $250K | – | 0.03 |
| Reynolds American Inc | Long | Debt | US | $65K | – | 0.01 |
| RMAC Securities No 1 PLC (RMAC Securities PLC) | Long | ABS-mortgage backed security | GB | $722K | – | 0.08 |
| RMAC Securities No 1 PLC (RMAC Securities PLC) | Long | ABS-mortgage backed security | GB | $400K | – | 0.05 |
| RMAC Securities No 1 PLC (RMAC Securities PLC) | Long | ABS-mortgage backed security | GB | $337K | – | 0.04 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $93K | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $474K | – | 0.05 |
| Rockies Express Pipeline LLC | Long | Debt | US | $247K | – | 0.03 |
| Rockies Express Pipeline LLC | Long | Debt | US | $160K | – | 0.02 |
| Rogers Communications Inc | Long | Debt | CA | $247K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.21 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.16 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.16 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.15 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.14 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.14 |
| Romanian Government International Bond | Long | Debt | RO | $864K | – | 0.10 |
| Romanian Government International Bond | Long | Debt | RO | $812K | – | 0.09 |
| Romanian Government International Bond | Long | Debt | RO | $739K | – | 0.09 |
| Romanian Government International Bond | Long | Debt | RO | $548K | – | 0.06 |
| Romanian Government International Bond | Long | Debt | RO | $432K | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $373K | – | 0.04 |
| Romanian Government International Bond | Long | Debt | RO | $150K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $75K | – | 0.01 |
| Royal Bank of Canada | Long | Debt | CA | $60K | – | 0.01 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $242K | – | 0.03 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $230K | – | 0.03 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $81K | – | 0.01 |
| RPM International Inc | Long | Debt | US | $872K | – | 0.10 |
| RTX Corp | Long | Debt | US | $474K | – | 0.05 |
| RTX Corp | Long | Debt | US | $112K | – | 0.01 |
| RTX Corp | Long | Debt | US | $95K | – | 0.01 |
| RWE Finance US LLC | Long | Debt | US | $330K | – | 0.04 |
| S&P Global Inc | Long | Debt | US | $7K | – | 0.00 |
| Sabra Health Care LP | Long | Debt | US | $1M | – | 0.17 |
| Safeway Inc | Long | Debt | US | $213K | – | 0.02 |
| Saluda Grade Alternative Mortgage Trust 2023-FIG4 | Long | ABS-other | US | $852K | – | 0.10 |
| Saluda Grade Alternative Mortgage Trust 2024-FIG5 | Long | ABS-mortgage backed security | US | $3M | – | 0.31 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $75K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $57K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $198K | – | 0.02 |
| Santander Holdings USA Inc | Long | Debt | US | $856K | – | 0.10 |
| Santander Holdings USA Inc | Long | Debt | US | $629K | – | 0.07 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $690K | – | 0.08 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $680K | – | 0.08 |
| Sasol Financing USA LLC | Long | Debt | US | $254K | – | 0.03 |
| Saudi Arabian Oil Co | Long | Debt | SA | $892K | – | 0.10 |
| SCE Recovery Funding LLC | Long | Debt | US | $73K | – | 0.01 |
| SCE Trust VIII | Long | Equity-preferred | US | $127K | 5K | 0.01 |
| Seagate HDD Cayman | Long | Debt | KY | $371K | – | 0.04 |
| Seagate HDD Cayman | Long | Debt | KY | $203K | – | 0.02 |
| Seagate HDD Cayman | Long | Debt | KY | $201K | – | 0.02 |
| Sealed Air Corp | Long | Debt | US | $359K | – | 0.04 |
| Sempra | Long | Debt | US | $877K | – | 0.10 |
| Sequoia Mortgage Trust 2015-1 | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Sequoia Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Service Properties Trust | Long | Debt | US | $225K | – | 0.03 |
| Service Properties Trust | Long | Debt | US | $171K | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $136K | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $136K | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $124K | – | 0.01 |
| Service Properties Trust | Long | Debt | US | $116K | – | 0.01 |
| Shell International Finance BV | Long | Debt | NL | $51K | – | 0.01 |
| SilverBow Resources Inc | Long | Debt | US | $421K | – | 0.05 |
| Sixth Street Specialty Lending Inc | Long | Debt | US | $1M | – | 0.17 |
| SK Hynix Inc | Long | Debt | KR | $1M | – | 0.17 |
| Skyworks Solutions Inc | Long | Debt | US | $2M | – | 0.19 |
| Smithfield Foods Inc | Long | Debt | US | $731K | – | 0.08 |
| Smurfit Kappa Treasury Funding DAC | Long | Debt | IE | $131K | – | 0.02 |
| Smurfit Kappa Treasury ULC | Long | Debt | IE | $209K | – | 0.02 |
| Societe Generale SA | Long | Debt | FR | $861K | – | 0.10 |
| Societe Generale SA | Long | Debt | FR | $634K | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $161K | – | 0.02 |
| Sodexo Inc | Long | Debt | US | $1M | – | 0.17 |
| SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST (Social Professional Loan Program LLC) | Long | ABS-other | US | $42K | – | 0.00 |
| Solventum Corp | Long | Debt | US | $187K | – | 0.02 |
| Solventum Corp | Long | Debt | US | $128K | – | 0.01 |
| Solventum Corp | Long | Debt | US | $96K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $847K | – | 0.10 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $108K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $92K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $85K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $71K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $62K | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $197K | – | 0.02 |
| Southern Co/The | Long | Debt | US | $423K | – | 0.05 |
| Southern Co/The | Long | Debt | US | $215K | – | 0.02 |
| Southern Copper Corp | Long | Debt | US | $56K | – | 0.01 |
| Southwestern Energy Co | Long | Debt | US | $74K | – | 0.01 |
| Southwestern Energy Co | Long | Debt | US | $10K | – | 0.00 |
| Sprint LLC | Long | Debt | US | $748K | – | 0.09 |
| St Marys Cement Inc Canada | Long | Debt | CA | $353K | – | 0.04 |
| Standard Chartered PLC | Long | Debt | GB | $1M | – | 0.16 |
| Standard Chartered PLC | Long | Debt | GB | $196K | – | 0.02 |
| Standard Chartered PLC | Long | Debt | GB | $181K | – | 0.02 |
| Starbucks Corp | Long | Debt | US | $152K | – | 0.02 |
| Starwood Property Trust Inc | Long | Debt | US | $108K | – | 0.01 |
| State Street Corp | Long | Debt | US | $91K | – | 0.01 |
| Steelcase Inc | Long | Debt | US | $344K | – | 0.04 |
| Suncor Energy Inc | Long | Debt | CA | $840K | – | 0.10 |
| SURA Asset Management SA | Long | Debt | CO | $688K | – | 0.08 |
| Suzano Austria GmbH | Long | Debt | AT | $1M | – | 0.15 |
| SWAPIRS-BRL-Fixed 10.03%-HSBCLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-68K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 10.1975%-GSLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-71K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 10.705%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-93K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 10.73%-BNPLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-67K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 11.1125%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-50K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 11.16%-BNPLDN_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| SWAPIRS-BRL-Fixed 11.2375%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-47K | – | -0.01 | |
| SWAPIRS-BRL-Fixed 9.805%-BCSANT_B-04/01/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-188K | – | -0.02 | |
| SWAPIRS-CAD-Fixed 3.416%-CBNALDN_B-26/03/54 (LCH Limited) | Derivative-interest rate | GB | $-19K | – | -0.00 | |
| SWAPIRS-CAD-Fixed 3.498%-CBNALDN_B-26/03/34 (LCH Limited) | Derivative-interest rate | GB | $-16K | – | -0.00 | |
| SWAPIRS-CZK-Fixed 3.6775%-CITILDN_B-19/06/2029 (LCH Limited) | Derivative-interest rate | GB | $-16K | – | -0.00 | |
| SWAPIRS-CZK-Fixed 3.925%-BNPLDN_B-19/06/2029 (LCH Limited) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| SWAPIRS-CZK-Fixed 3.945%-BNPLDN_B-19/06/2029 (LCH Limited) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| SWAPIRS-HUF-Fixed 6.46%-BNPLDN_B-19/06/2034 (LCH Limited) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| SWAPIRS-HUF-Fixed 6.46%-CITILDN_B-19/06/2034 (LCH Limited) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| SWAPIRS-JPY-Fixed 0.28645%-CBNALDN_B-18/03/26 (LCH Limited) | Derivative-interest rate | GB | $41K | – | 0.00 | |
| SWAPIRS-MXN-Fixed 9.6577%-MLLDN_B-15/09/2027 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPIRS-NOK-Fixed 3.7798%-BNPLDN_B-09/02/29 (LCH Limited) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| SWAPIRS-NOK-Fixed 4.286%-JPMLDN_B-19/10/28 (LCH Limited) | Derivative-interest rate | GB | $15K | – | 0.00 | |
| SWAPIRS-NOK-Fixed 4.286%-JPMLDN_B-19/10/28 (LCH Limited) | Derivative-interest rate | GB | $14K | – | 0.00 | |
| SWAPIRS-NZD-Fixed 5.0497%-MSDWLDN_B-06/06/26 (LCH Limited) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| SWAPIRS-NZD-Fixed 5.221%-JPMLDN_B-19/10/25 (LCH Limited) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| SWAPIRS-NZD-Fixed 5.221%-JPMLDN_B-19/10/25 (LCH Limited) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| SWAPIRS-NZD-Fixed 5.32%-UBSLDN_B-19/10/25 (LCH Limited) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| SWAPIRS-SEK-Fixed 2.6292%-MSDWLDN_B-08/02/34 (LCH Limited) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| SWAPIRS-SEK-Fixed 3.57%-BNPLDN_B-19/10/28 (LCH Limited) | Derivative-interest rate | GB | $-107K | – | -0.01 | |
| SWAPIRS-USD-Fixed 4.6673%-BCAPLDN_B-07/06/26 (LCH Limited) | Derivative-interest rate | GB | $21K | – | 0.00 | |
| SWAPIRS-USD-Fixed 4.884%-MSDWLDN_B-19/04/26 (LCH Limited) | Derivative-interest rate | GB | $38K | – | 0.00 | |
| Synchrony Bank | Long | Debt | US | $900K | – | 0.10 |
| Synovus Bank/Columbus GA (SYNOVUS BANK GA) | Long | Debt | US | $2M | – | 0.18 |
| T-Mobile USA Inc | Long | Debt | US | $895K | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $699K | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $215K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $72K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $61K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $54K | – | 0.01 |
| Tapestry Inc | Long | Debt | US | $319K | – | 0.04 |
| Tapestry Inc | Long | Debt | US | $51K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $117K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $191K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $135K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $133K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $30K | – | 0.00 |
| Taurus 2021-1 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $624K | – | 0.07 |
| TD SYNNEX Corp | Long | Debt | US | $348K | – | 0.04 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $124K | – | 0.01 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $83K | – | 0.01 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $55K | – | 0.01 |
| Teck Resources Ltd (TECK RESOURCES LIMITED) | Long | Debt | CA | $20K | – | 0.00 |
| Telefonica Emisiones SA (Telefonica Emisiones SAU) | Long | Debt | ES | $132K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $327K | – | 0.04 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $694K | – | 0.08 |
| Tesco PLC | Long | Debt | GB | $624K | – | 0.07 |
| Texas Eastern Transmission LP | Long | Debt | US | $806K | – | 0.09 |
| Texas Instruments Inc | Long | Debt | US | $64K | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $52K | – | 0.01 |
| TEXAS NATURAL GAS SECURITIZTN FIN CORP REVENUE (Texas Natural Gas Securitization Finance Corp) | Long | Debt | US | $291K | – | 0.03 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $897K | – | 0.10 |
| Time Warner Cable Enterprises LLC (TIME WARNER CABLE ENTRMN) | Long | Debt | US | $110K | – | 0.01 |
| Time Warner Cable LLC | Long | Debt | US | $555K | – | 0.06 |
| Time Warner Cable LLC | Long | Debt | US | $182K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $85K | – | 0.01 |
| Toledo Hospital/The | Long | Debt | US | $91K | – | 0.01 |
| Toll Brothers Finance Corp (TOLL BROS FINANCE CORP) | Long | Debt | US | $2M | – | 0.20 |
| Topaz Solar Farms LLC | Long | Debt | US | $371K | – | 0.04 |
| TopBuild Corp | Long | Debt | US | $36K | – | 0.00 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $1M | – | 0.17 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $207K | – | 0.02 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $200K | – | 0.02 |
| Towd Point Mortgage Funding 2019-Auburn 13 PLC | Long | ABS-mortgage backed security | GB | $1M | – | 0.13 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Towd Point Mortgage Trust 2020-MH1 | Long | ABS-other | US | $935K | – | 0.11 |
| Towd Point Mortgage Trust 2023-CES1 | Long | ABS-mortgage backed security | US | $2M | – | 0.25 |
| Toyota Motor Credit Corp | Long | Debt | US | $91K | – | 0.01 |
| TransAlta Corp | Long | Debt | CA | $250K | – | 0.03 |
| Transcanada Trust | Long | Debt | CA | $390K | – | 0.04 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $70K | – | 0.01 |
| Transocean Inc | Long | Debt | KY | $292K | – | 0.03 |
| Transocean Inc | Long | Debt | KY | $99K | – | 0.01 |
| Travel + Leisure Co | Long | Debt | US | $459K | – | 0.05 |
| Truist Bank | Long | Debt | US | $69K | – | 0.01 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.13 |
| Truist Financial Corp | Long | Debt | US | $571K | – | 0.07 |
| Truist Financial Corp | Long | Debt | US | $10K | – | 0.00 |
| Truist Insurance Holdings LLC 1st Lien Term Loan | Long | Loan | US | $250K | – | 0.03 |
| TSMC Arizona Corp | Long | Debt | US | $169K | – | 0.02 |
| Tyson Foods Inc | Long | Debt | US | $948K | – | 0.11 |
| U.S. Cash Collateral Fund (Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Collateral Fund) | Long | Short-term investment vehicle | US | $2M | 2M | 0.20 |
| U.S. Cash Management Fund (Russell Investments Trust Company Commingled Employee Benefit Funds Trust-U.S. Cash Management Fund) | Long | Short-term investment vehicle | US | $121M | 121M | 13.90 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $35M | – | 4.05 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $32M | – | 3.75 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $27M | – | 3.07 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $7M | – | 0.76 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $3M | – | 0.31 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $770K | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.18 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $729K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $724K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $711K | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $649K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $609K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $598K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $593K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $592K | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $461K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $446K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $436K | – | 0.05 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $349K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $330K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $213K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $143K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $140K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $135K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $97K | – | 0.01 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.29 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.23 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.19 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.14 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.12 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $823K | – | 0.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $752K | – | 0.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $751K | – | 0.09 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $669K | – | 0.08 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $607K | – | 0.07 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $485K | – | 0.06 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $471K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $411K | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $373K | – | 0.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $340K | – | 0.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $321K | – | 0.04 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $300K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $289K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $155K | – | 0.02 |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $176K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $919K | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $280K | – | 0.03 |
| UniCredit SpA | Long | Debt | IT | $982K | – | 0.11 |
| UniCredit SpA | Long | Debt | IT | $202K | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $112K | – | 0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $25M | – | 2.84 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $22M | – | 2.49 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| Union Pacific Corp | Long | Debt | US | $89K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $44K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $7K | – | 0.00 |
| United Airlines 2016-2 Class A Pass Through Trust (UNITED AIR 2016-2 A PTT) | Long | Debt | US | $66K | – | 0.01 |
| United Airlines 2019-1 Class AA Pass Through Trust (UNITED AIR 2019-1 AA PTT) | Long | Debt | US | $471K | – | 0.05 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $475K | – | 0.05 |
| United Airlines 2020-1 Class B Pass Through Trust (UNITED AIR 2020-1 B PTT) | Long | Debt | US | $144K | – | 0.02 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $2M | – | 0.20 |
| United Airlines Inc | Long | Debt | US | $213K | – | 0.02 |
| United Airlines Inc | Long | Debt | US | $28K | – | 0.00 |
| United Rentals North America Inc | Long | Debt | US | $198K | – | 0.02 |
| United States Cellular Corp (US CELLULAR CORP) | Long | Debt | US | $409K | – | 0.05 |
| United States Steel Corp | Long | Debt | US | $147K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $233K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $175K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $61K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $35K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $10K | – | 0.00 |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $148K | – | 0.02 |
| UNIV OF CALIFORNIA CA RGTS MED CENTER POOLED REVENUE (Regents of the University of California Medical Center Pooled Revenue) | Long | Debt | US | $133K | – | 0.02 |
| Unum Group | Long | Debt | US | $765K | – | 0.09 |
| UPM-Kymmene Oyj | Long | Debt | FI | $730K | – | 0.08 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.13 | |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-379K | – | -0.04 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.16 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-437K | – | -0.05 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $897K | – | 0.10 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-111K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $413K | – | 0.05 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-355K | – | -0.04 | |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $87K | – | 0.01 |
| US Airways 2013-1 Class A Pass Through Trust (US AIRWAYS 2013-1A PTT) | Long | Debt | US | $146K | – | 0.02 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.12 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $467K | – | 0.05 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-91K | – | -0.01 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $154K | – | 0.02 |
| Valley National Bancorp | Long | Debt | US | $219K | – | 0.03 |
| Vantage Data Centers Jersey Borrower Spv Ltd (Vantage Data Centers Jersey Borrower SPV Limited) | Long | ABS-other | JE | $2M | – | 0.24 |
| Var Energi ASA | Long | Debt | NO | $883K | – | 0.10 |
| Var Energi ASA | Long | Debt | NO | $300K | – | 0.03 |
| Verdant Receivables 2023-1 LLC (Verdant Receivables LLC) | Long | ABS-other | US | $1M | – | 0.12 |
| Verdelite Static CLO 2024-1 Ltd (Verdelite Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $110K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $169K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $114K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $59K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $57K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $52K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $39K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $37K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $34K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $31K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $10K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $275K | – | 0.03 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $96K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.17 |
| Vistra Operations Co LLC | Long | Debt | US | $150K | – | 0.02 |
| Vistra Zero Operating Company LLC Term Loan B | Long | Loan | US | $280K | – | 0.03 |
| Vodafone Group PLC | Long | Debt | GB | $913K | – | 0.11 |
| Vodafone Group PLC | Long | Debt | GB | $53K | – | 0.01 |
| Vontier Corp | Long | Debt | US | $159K | – | 0.02 |
| Vontier Corp | Long | Debt | US | $115K | – | 0.01 |
| Vornado Realty LP | Long | Debt | US | $112K | – | 0.01 |
| Voya Financial Inc | Long | Debt | US | $818K | – | 0.09 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $337K | – | 0.04 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $280K | – | 0.03 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $192K | – | 0.02 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $156K | – | 0.02 |
| Walt Disney Co/The (WALT DISNEY COMPANY/THE) | Long | Debt | US | $45K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $597K | – | 0.07 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $273K | – | 0.03 |
| WEA Finance LLC | Long | Debt | US | $912K | – | 0.11 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $596K | – | 0.07 |
| WEA Finance LLC / Westfield UK & Europe Finance PLC (WEA FINANCE LLC/WESTFIEL) | Long | Debt | US | $153K | – | 0.02 |
| Weir Group PLC/The (WEIR GROUP PLC (THE)) | Long | Debt | GB | $945K | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.18 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $103K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $103K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $76K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $73K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2020-3 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $708K | – | 0.08 |
| Welltower OP LLC | Long | Debt | US | $72K | – | 0.01 |
| Western Digital Corp | Long | Debt | US | $200K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $275K | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $123K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $98K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $65K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $53K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $48K | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $35K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $18K | – | 0.00 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $920K | – | 0.11 |
| Westpac Banking Corp | Long | Debt | AU | $83K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $82K | – | 0.01 |
| Williams Cos Inc/The | Long | Debt | US | $143K | – | 0.02 |
| WinWater Mortgage Loan Trust 2014-1 | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| Wipro IT Services LLC | Long | Debt | US | $761K | – | 0.09 |
| Wynn Macau Ltd | Long | Debt | KY | $388K | – | 0.04 |
| Xcel Energy Inc | Long | Debt | US | $1M | – | 0.12 |
| Xerox Corp (XEROX CORPORATION) | Long | Debt | US | $351K | – | 0.04 |
| XPO CNW Inc | Long | Debt | US | $303K | – | 0.03 |
| XPO Inc | Long | Debt | US | $1M | – | 0.16 |
| Yamana Gold Inc | Long | Debt | CA | $300K | – | 0.03 |
| Yamana Gold Inc | Long | Debt | CA | $25K | – | 0.00 |
| Yara International ASA | Long | Debt | NO | $1M | – | 0.16 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $710K | – | 0.08 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $153K | – | 0.02 |
| Zions Bancorp NA | Long | Debt | US | $797K | – | 0.09 |
Address
RUSSELL INVESTMENT FUNDS
1301 SECOND AVENUE
18TH FLOOR
SEATTLE
Washington
98101
United States of America
Websites
Directors
Vernon Barback
Raymond P. Tennison, Jr.
Julie Dien Ledoux
Jack R. Thompson
Michelle L. Cahoon
Jeannie Shanahan
Michael Day
Jeremy May
Transfer Agents
Russell Investments Fund Services, LLC
Pricing Services
Bloomberg L.P.
London Stock Exchange Group PLC
ICE Data Services, Inc.
PricingDirect Inc.
S&P Global Inc.
State Street Bank and Trust Company (Sacramento, CA, US, Branch)
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Russell Investments Fund Services, LLC
Admins
Russell Investments Fund Services, LLC
Brokers
N/A