NORTHWESTERN MUTUAL SERIES FUND INC
Multi-Sector Bond Portfolio
$1.14B
Avg Monthly Net Assets
$1.54B
Total Assets
$281.90M
Total Liabilities
$1.26B
Net Assets
Multi-Sector Bond Portfolio is an Underlying fund in NORTHWESTERN MUTUAL SERIES FUND INC
,
based in Wisconsin,
United States of America.
The fund has one share class
and monthly net assets of $1.14B.
On August 16th, 2024 it reported 1,104 holdings, the largest
being BNP Paribas SA (5.7%), UMBS, TBA (4.0%) and UMBS, TBA (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Multi-Sector Bond Portfolio | C000050283 |
Holdings
From latest NPORT-P, filed August 16th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC Unlimited Liability Company 2024 Term Loan B6 | Long | Loan | CA | $2M | – | 0.19 |
| 317U61MA8 PIMCO (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U61NA7 PIMCO (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U64VA2 PIMCO (BNP Paribas SA) | Derivative-interest rate | US | $-0.07 | – | -0.00 | |
| 317U64WA1 PIMCO (BNP Paribas SA) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U65KA1 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-0.12 | – | -0.00 | |
| 317U65LA0 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U66EA6 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U66FA5 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-310.8 | – | -0.00 | |
| 317U66KA9 PIMCO (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-480.8 | – | -0.00 | |
| 317U66LA8 PIMCO (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-237.6 | – | -0.00 | |
| 317U6BYA3 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-629.02 | – | -0.00 | |
| 317U6BZA2 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6C6A2 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6C7A1 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-653.59 | – | -0.00 | |
| 317U6D8A8 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6D9A7 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DAA5 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DBA4 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6DCA3 PIMCO (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6DDA2 PIMCO (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| 317U6DZA8 PIMCO (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E0A4 PIMCO (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-634.56 | – | -0.00 | |
| 317U6E5A9 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6E6A8 PIMCO (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U6FJA1 PIMCO (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| 317U6FKA9 PIMCO (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 317U6FNA6 PIMCO (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| 317U6FOA5 PIMCO (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Abertis Infraestructuras SA | Long | Debt | ES | $3M | – | 0.20 |
| Abertis Infraestructuras SA | Long | Debt | ES | $613K | – | 0.05 |
| Abertis Infraestructuras SA | Long | Debt | ES | $556K | – | 0.04 |
| Abertis Infraestructuras SA | Long | Debt | ES | $485K | – | 0.04 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certificates) | Long | ABS-other | US | $5M | – | 0.43 |
| Abu Dhabi Developmental Holding Co PJSC (ABU DHABI DEVELOPMENT HO) | Long | Debt | AE | $2M | – | 0.15 |
| Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L) | Long | Debt | AE | $2M | – | 0.17 |
| Abu Dhabi Government International Bonds | Long | Debt | AE | $1M | – | 0.09 |
| Abu Dhabi Government International Bonds | Long | Debt | AE | $513K | – | 0.04 |
| ACE Securities Corp Home Equity Loan Trust Series 2004-HE4 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| ACE Securities Corp Home Equity Loan Trust Series 2004-RM2 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-FM1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| ACHV ABS TRUST 2023-4CP | Long | ABS-other | US | $2M | – | 0.13 |
| ACHV ABS TRUST 2023-4CP | Long | ABS-other | US | $710K | – | 0.06 |
| ACHV ABS TRUST 2023-4CP | Long | ABS-other | US | $230K | – | 0.02 |
| Adient Global Holdings Ltd | Long | Debt | JE | $64K | – | 0.01 |
| Adient US LLC 2024 Term Loan B2 | Long | Loan | US | $17K | – | 0.00 |
| Adler Financing SARL | Long | ABS-mortgage backed security | DE | $8M | – | 0.65 |
| ADLER Group SA | Long | Equity-common | LU | $1K | 9K | 0.00 |
| Aegis Asset Backed Securities Trust 2004-6 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $883K | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $487K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $475K | – | 0.04 |
| Agps Bondco PLC | Long | Debt | GB | $2M | – | 0.14 |
| Agps Bondco PLC | Long | Debt | GB | $1M | – | 0.08 |
| Air Canada 2020-2 Class A Pass Through Trust (AIR CANADA 2020-2A PTT) | Long | Debt | CA | $565K | – | 0.04 |
| Air Canada 2024 Term Loan B | Long | Loan | CA | $1M | – | 0.10 |
| Aircastle Ltd | Long | Debt | BM | $2M | – | 0.19 |
| Aircastle Ltd | Long | Debt | BM | $543K | – | 0.04 |
| Aircastle Ltd | Long | Debt | BM | $292K | – | 0.02 |
| Aker BP ASA | Long | Debt | NO | $366K | – | 0.03 |
| Alaska Airlines 2020-1 Class A Pass Through Trust (ALASKA AIRLINES 2020 TR) | Long | Debt | US | $142K | – | 0.01 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $518K | – | 0.04 |
| Albion Financing 1 SARL / Aggreko Holdings Inc (ALBION FINANCING 1SARL /) | Long | Debt | LU | $2M | – | 0.14 |
| Albion Financing 1 SARL / Aggreko Holdings Inc (ALBION FINANCING 1SARL /) | Long | Debt | LU | $296K | – | 0.02 |
| Albion Financing 3 SARL 2023 EUR Term Loan | Long | Loan | LU | $2M | – | 0.12 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $1M | – | 0.10 |
| Ally Financial Inc | Long | Debt | US | $4M | – | 0.29 |
| Ally Financial Inc | Long | Debt | US | $1M | – | 0.08 |
| ALROSA Finance SA | Long | Debt | LU | $425K | – | 0.03 |
| ALROSA Finance SA | Long | Debt | LU | $25K | – | 0.00 |
| Alta Equipment Group Inc | Long | Debt | US | $928K | – | 0.07 |
| Alternative Loan Trust 2004-28CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Alternative Loan Trust 2005-1CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Alternative Loan Trust 2005-59 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Alternative Loan Trust 2005-76 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Alternative Loan Trust 2005-79CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Alternative Loan Trust 2005-J1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $70K | – | 0.01 |
| Alternative Loan Trust 2005-J1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $692.85 | – | 0.00 |
| Alternative Loan Trust 2005-J11 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Alternative Loan Trust 2006-45T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Alternative Loan Trust 2006-5T2 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| Alternative Loan Trust 2006-HY10 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Alternative Loan Trust 2006-OA12 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Alternative Loan Trust 2006-OA17 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Alternative Loan Trust 2006-OA2 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $210K | – | 0.02 |
| Alternative Loan Trust 2006-OA9 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Alternative Loan Trust 2007-9T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.01 |
| Alternative Loan Trust 2007-AL1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| Alternative Loan Trust 2007-OA3 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Altice France SA | Long | Debt | FR | $2M | – | 0.18 |
| Altice France SA | Long | Debt | FR | $284K | – | 0.02 |
| AMC Networks Inc | Long | Debt | US | $337K | – | 0.03 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $145K | – | 0.01 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $260K | – | 0.02 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $668K | – | 0.05 |
| American Airlines 2017-2 Class AA Pass Through Trust (AMER AIRLINE 17-2 AA PTT) | Long | Debt | US | $684K | – | 0.05 |
| American Electric Power Co Inc | Long | Debt | US | $996K | – | 0.08 |
| American Municipal Power Inc (AMERICAN MUNI PWR-OHIO INC OHR) | Long | Debt | US | $121K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $3M | – | 0.20 |
| Ameriquest Mortgage Securities Inc Asset-Backed Pass-Through Ctfs Ser 2004-R5 (Ameriquest Mortgage Securities Inc.) | Long | ABS-other | US | $5K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $985K | – | 0.08 |
| AMSURG EQUITY | Long | Equity-common | US | $469K | 9K | 0.04 |
| Anchorage Capital CLO 2018-10 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Angola Government International Bonds | Long | Debt | AO | $1M | – | 0.10 |
| Angola Government International Bonds | Long | Debt | AO | $1M | – | 0.09 |
| Antares Holdings LP | Long | Debt | US | $227K | – | 0.02 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $858K | – | 0.07 |
| Ares European CLO VI DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $351K | – | 0.03 |
| Ares European CLO X DAC | Long | ABS-collateralized bond/debt obligation | IE | $997K | – | 0.08 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $6M | – | 0.45 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $2M | – | 0.20 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $449K | – | 0.04 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $232K | – | 0.02 |
| Ashtead Capital Inc | Long | Debt | US | $992K | – | 0.08 |
| Asset Backed Securities Corp Home Equity Loan Trust Series WMC 2005-HE5 (Asset Backed Securities Corp Home Equity Ln Trst) | Long | ABS-mortgage backed security | US | $65K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.36 |
| AT&T Inc | Long | Debt | US | $161K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $80K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.12 |
| Athora Netherlands NV | Long | Debt | NL | $214K | – | 0.02 |
| Aurium CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $268K | – | 0.02 |
| Australia Government Bonds | Long | Debt | AU | $2M | – | 0.13 |
| Aviation Capital Group LLC | Long | Debt | US | $997K | – | 0.08 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.32 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.16 |
| Avolon TLB Borrower 1 (US) LLC 2023 Term Loan B6 | Long | Loan | US | $1M | – | 0.09 |
| Bacardi Ltd | Long | Debt | BM | $3M | – | 0.22 |
| Bain Capital Euro Clo 2018-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $301K | – | 0.02 |
| BAMLL Commercial Mortgage Securities Trust 2020-BOC (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| Banc of America Funding 2005-H Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Banc of America Funding 2006 J Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Banc of America Funding 2007-6 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $4M | – | 0.34 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $2M | – | 0.13 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $877K | – | 0.07 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $541K | – | 0.04 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $308K | – | 0.02 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $2M | – | 0.19 |
| Banco BTG Pactual SA/Cayman Islands (BANCO BTG PACTUAL/CAYMAN) | Long | Debt | BR | $2M | – | 0.12 |
| Banco BTG Pactual SA/Cayman Islands (BANCO BTG PACTUAL/CAYMAN) | Long | Debt | BR | $495K | – | 0.04 |
| Banco do Brasil SA/London | Long | Debt | BR | $1M | – | 0.09 |
| Banco Votorantim SA | Long | Debt | BR | $199K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.29 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $915K | – | 0.07 |
| Bank of Ireland Group PLC | Long | Debt | IE | $2M | – | 0.15 |
| Bank of Ireland Group PLC | Long | Debt | IE | $603K | – | 0.05 |
| Banque Ouest Africaine de Developpement | Long | Debt | XX | $431K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.24 |
| Barclays PLC | Long | Debt | GB | $550K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $490K | – | 0.04 |
| BARCLAYS REV REPO EUR (Barclays Bank PLC) | Short | Repurchase agreement | GB | $-372K | – | -0.03 |
| BARCLAYS REV REPO EUR (Barclays Bank PLC) | Short | Repurchase agreement | GB | $-1M | – | -0.11 |
| Barings CLO Ltd 2018-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| BAT Capital Corp | Long | Debt | US | $58K | – | 0.00 |
| Bausch + Lomb Corp | Long | Debt | CA | $717K | – | 0.06 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $225K | – | 0.02 |
| Bayer US Finance LLC | Long | Debt | US | $2M | – | 0.17 |
| Bayer US Finance LLC | Long | Debt | US | $410K | – | 0.03 |
| BCAP LLC 2009-RR14 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| BCAP LLC 2009-RR5 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $820K | – | 0.07 |
| Bear Stearns ALT-A Trust 2006-6 | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Bear Stearns ARM Trust 2004-3 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $702.96 | – | 0.00 |
| Bear Stearns ARM Trust 2007-4 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE6 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $2M | – | 0.18 |
| Berry Global Inc | Long | Debt | US | $94K | – | 0.01 |
| Block Inc | Long | Debt | US | $3M | – | 0.22 |
| Blue Owl Finance LLC | Long | Debt | US | $1M | – | 0.10 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $1M | – | 0.11 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $100K | – | 0.01 |
| BlueMountain CLO 2016-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.24 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.18 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.16 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.10 |
| Boels Topholding BV | Long | Debt | NL | $1M | – | 0.11 |
| Boost Newco Borrower LLC | Long | Debt | US | $2M | – | 0.17 |
| Booz Allen Hamilton Inc | Long | Debt | US | $1M | – | 0.09 |
| BPCE SA | Long | Debt | FR | $2M | – | 0.16 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $1M | – | 0.10 |
| Brazil Government International Bonds | Long | Debt | BR | $768K | – | 0.06 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $79K | – | 0.01 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $3M | – | 0.26 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $2M | – | 0.17 |
| British Airways 2020-1 Class A Pass Through Trust (BRITISH AIR 20-1 A PTT) | Long | Debt | US | $90K | – | 0.01 |
| British Airways 2021-1 Class A Pass Through Trust (BRITISH AIR 21-1 A PPT) | Long | Debt | US | $309K | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.20 |
| Broadcom Inc | Long | Debt | US | $589K | – | 0.05 |
| Broadcom Inc 2023 Term Loan A2 | Long | Loan | US | $1M | – | 0.09 |
| Broadcom Inc 2023 Term Loan A3 | Long | Loan | US | $1M | – | 0.09 |
| Cairn CLO X DAC (Cairn CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $745K | – | 0.06 |
| CaixaBank SA | Long | Debt | ES | $1M | – | 0.10 |
| Cantor Fitzgerald LP | Long | Debt | US | $1M | – | 0.10 |
| Cargo Aircraft Management Inc | Long | Debt | US | $1M | – | 0.10 |
| Carlyle Euro CLO 2021-2 DAC (Carlyle Global Market Strategies Euro) | Long | ABS-collateralized bond/debt obligation | IE | $839K | – | 0.07 |
| Carnival Corp | Long | Debt | PA | $2M | – | 0.17 |
| Carrington Mortgage Loan Trust Series 2005-FRE1 | Long | ABS-other | US | $6M | – | 0.49 |
| Carvana Auto Receivables Trust 2023-P1 | Long | ABS-other | US | $2M | – | 0.16 |
| CBAM 2019-10 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $2M | – | 0.16 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $630K | – | 0.05 |
| Centene Corp | Long | Debt | US | $473K | – | 0.04 |
| Centene Corp | Long | Debt | US | $191K | – | 0.02 |
| Centrais Eletricas Brasileiras SA | Long | Debt | BR | $270K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.13 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $182K | – | 0.01 |
| Charter Communications Operating LLC 2019 Term Loan B2 | Long | Loan | US | $3M | – | 0.26 |
| Chase Home Lending Mortgage Trust 2023-RPL3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $6M | – | 0.47 |
| Chase Home Lending Mortgage Trust Series 2024-RPL1 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| Chase Home Lending Mortgage Trust Series 2024-RPL2 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $100K | – | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $1M | – | 0.10 |
| Cheplapharm Arzneimittel GmbH | Long | Debt | DE | $672K | – | 0.05 |
| Chile Electricity Lux MPC Sarl | Long | Debt | LU | $1M | – | 0.09 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $1M | – | 0.09 |
| CHL Mortgage Pass-Through Trust 2005-22 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-HYB8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $687.42 | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-16 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-OA4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $256K | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2006-OA4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| CHS/Community Health Systems Inc | Long | Debt | US | $618K | – | 0.05 |
| CHS/Community Health Systems Inc | Long | Debt | US | $520K | – | 0.04 |
| Chubb INA Holdings LLC | Long | Debt | US | $199K | – | 0.02 |
| CI Financial Corp | Long | Debt | CA | $1M | – | 0.09 |
| Citicorp Mortgage Securities Trust Series 2007-8 (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $386K | – | 0.03 |
| Citigroup Mortgage Loan Trust 2007-10 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-10 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-AHL1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-AR4 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $201K | – | 0.02 |
| Citigroup Mortgage Loan Trust 2007-FS1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-other | US | $6M | – | 0.46 |
| CITIGROUP REPO (Citigroup Global Markets, Inc.) | Long | Repurchase agreement | US | $6M | – | 0.48 |
| City of Riverside CA Electric Revenue (RIVERSIDE CA ELEC REVENUE) | Long | Debt | US | $239K | – | 0.02 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $1M | – | 0.11 |
| Colombia Government International Bonds | Long | Debt | CO | $4M | – | 0.33 |
| Colombia Government International Bonds | Long | Debt | CO | $3M | – | 0.28 |
| Colombia Government International Bonds | Long | Debt | CO | $1M | – | 0.08 |
| Colombia Government International Bonds | Long | Debt | CO | $141K | – | 0.01 |
| COLT 2024-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Connect Finco SARL / Connect US Finco LLC (CONNECT FINCO SARL/CONNE) | Long | Debt | XX | $1M | – | 0.11 |
| Connect Finco Sarl 2024 Non-Extended Term Loan B | Long | Loan | LU | $335K | – | 0.03 |
| Constellation Brands Inc | Long | Debt | US | $193K | – | 0.02 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $1M | – | 0.08 |
| CONSTELLATION OIL B SHS EQUITY | Long | Equity-common | US | $12K | 112K | 0.00 |
| Constellation Oil Services Holding SA (CONSTELLATION OIL SA) | Long | Debt | LU | $83K | – | 0.01 |
| Corestate Capital Holding SA | Long | Debt | LU | $197K | – | 0.02 |
| CORESTATE NEW SHARES | Long | Equity-common | LU | $0.45 | 422K | 0.00 |
| Costa Rica Government International Bond | Long | Debt | CR | $839K | – | 0.07 |
| Cotiviti Corporation 2024 Term Loan | Long | Loan | US | $3M | – | 0.23 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $2M | – | 0.19 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $715K | – | 0.06 |
| CPS Auto Receivables Trust 2024-A (CPS Auto Trust) | Long | ABS-other | US | $2M | – | 0.14 |
| CPS Auto Receivables Trust 2024-A (CPS Auto Trust) | Long | ABS-other | US | $2M | – | 0.13 |
| CQP Holdco LP / BIP-V Chinook Holdco LLC (CQP HOLDCO LP/BIP-V CHIN) | Long | Debt | US | $948K | – | 0.08 |
| CRB Securitization Trust 2023-1 | Long | ABS-other | US | $963K | – | 0.08 |
| Credicorp Capital Sociedad Titulizadora SA | Long | Debt | PE | $3M | – | 0.24 |
| Credit Acceptance Corp | Long | Debt | US | $1M | – | 0.10 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $212.7 | – | 0.00 |
| Cross 2024-H4 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| Crowdstrike Holdings Inc | Long | Debt | US | $1M | – | 0.09 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.13 |
| Crown Castle Inc | Long | Debt | US | $1M | – | 0.11 |
| CSMC Series 2014-6R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $119K | – | 0.01 |
| CVC Cordatus Loan Fund XI DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $823K | – | 0.07 |
| CVS Pass-Through Trust | Long | Debt | US | $530K | – | 0.04 |
| CVS Pass-Through Trust | Long | Debt | US | $54K | – | 0.00 |
| CVS Pass-Through Trust Series 2013 | Long | Debt | US | $296K | – | 0.02 |
| CWABS Asset-Backed Certificates Trust 2004-9 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $54K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2005-AB4 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $53K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2006-1 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $69K | – | 0.01 |
| CWABS Asset-Backed Certificates Trust 2006-25 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $299K | – | 0.02 |
| CWABS Asset-Backed Certificates Trust 2006-5 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $1M | – | 0.10 |
| CWABS Asset-Backed Certificates Trust 2006-BC2 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $824K | – | 0.07 |
| CWABS Asset-Backed Certificates Trust 2007-1 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $3K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2007-13 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $895K | – | 0.07 |
| CWABS Asset-Backed Certificates Trust 2007-8 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $585K | – | 0.05 |
| DAE Funding LLC | Long | Debt | US | $2M | – | 0.13 |
| DAE Funding LLC | Long | Debt | US | $643K | – | 0.05 |
| DAE Funding LLC | Long | Debt | US | $487K | – | 0.04 |
| DAE Funding LLC | Long | Debt | US | $184K | – | 0.01 |
| DAE Sukuk Difc Ltd | Long | Debt | AE | $963K | – | 0.08 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.34 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $193K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $151K | – | 0.01 |
| Deutsche Alt-A Securities Inc Mortgage Loan Trust Series 2005-6 | Long | ABS-mortgage backed security | US | $214K | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.22 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.09 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $392K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $168K | – | 0.01 |
| DirecTV Financing LLC 2024 Term Loan | Long | Loan | US | $1M | – | 0.08 |
| DISH DBS Corp | Long | Debt | US | $624K | – | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $3M | – | 0.21 |
| Dominican Republic International Bond | Long | Debt | DO | $492K | – | 0.04 |
| Dominican Republic International Bonds | Long | Debt | DO | $2M | – | 0.12 |
| Dominican Republic International Bonds | Long | Debt | DO | $946K | – | 0.08 |
| Dominican Republic International Bonds | Long | Debt | DO | $505K | – | 0.04 |
| DRILLCO HLDG LUX S A | Long | Equity-common | LU | $565K | 24K | 0.04 |
| DRILLCO HLDG LUX SA | Long | Equity-common | LU | $63K | 3K | 0.00 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.18 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.09 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $1M | – | 0.11 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $555K | – | 0.04 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $155K | – | 0.01 |
| Ecuador Government International Bonds | Long | Debt | EC | $1M | – | 0.12 |
| Ecuador Government International Bonds | Long | Debt | EC | $1M | – | 0.11 |
| Edison International | Long | Debt | US | $101K | – | 0.01 |
| Egypt Government International Bond (Arab Republic of Egypt) | Long | Debt | EG | $6M | – | 0.44 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.10 |
| Egypt Government International Bonds | Long | Debt | EG | $536K | – | 0.04 |
| El Paso Natural Gas Co LLC | Long | Debt | US | $231K | – | 0.02 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $2M | – | 0.16 |
| El Salvador Government International Bond (Republic of El Salvador) | Long | Debt | SV | $945K | – | 0.08 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $64K | – | 0.01 |
| Electricite de France SA | Long | Debt | FR | $2M | – | 0.13 |
| Electricite de France SA | Long | Debt | FR | $1M | – | 0.10 |
| Electricite de France SA | Long | Debt | FR | $1M | – | 0.10 |
| Electricite de France SA | Long | Debt | FR | $868K | – | 0.07 |
| Elevance Health Inc | Long | Debt | US | $869K | – | 0.07 |
| Ellington Loan Acquisition Trust 2007-2 | Long | ABS-other | US | $160K | – | 0.01 |
| EMF-NL Prime 2008-A BV (EMF-NL Bv) | Long | ABS-mortgage backed security | NL | $45K | – | 0.00 |
| Empresa de Transporte de Pasajeros Metro SA | Long | Debt | CL | $1M | – | 0.09 |
| Enbridge Inc | Long | Debt | CA | $907K | – | 0.07 |
| Encore Capital Group Inc | Long | Debt | US | $1M | – | 0.10 |
| Encore Capital Group Inc | Long | Debt | US | $712K | – | 0.06 |
| Endure Digital Inc Term Loan | Long | Loan | US | $925K | – | 0.07 |
| Energy Transfer LP (ENERGY TRANSFER PARTNERS) | Long | Debt | US | $2M | – | 0.15 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $528K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $310K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $184K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $170K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $100K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $98K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $98K | – | 0.01 |
| Eni SpA | Long | Debt | IT | $1M | – | 0.10 |
| Envision Healthcare Corporation 2023 First Out Term Loan | Long | Loan | US | $281K | – | 0.02 |
| Envision Healthcare Corporation 2023 Last Out Term Loan | Long | Loan | US | $1M | – | 0.08 |
| EQM Midstream Partners LP | Long | Debt | US | $1M | – | 0.11 |
| Esab Corp | Long | Debt | US | $1M | – | 0.10 |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $368K | – | 0.03 | |
| EURO-BTP FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-49K | – | -0.00 | |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $46K | – | 0.00 | |
| Euro-Galaxy III CLO DAC (Euro Galaxy CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $318K | – | 0.03 |
| EURO-SCHATZ FUT SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-21K | – | -0.00 | |
| European Union | Long | Debt | XX | $14M | – | 1.10 |
| Exelon Corp | Long | Debt | US | $1M | – | 0.09 |
| Exeter Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $498K | – | 0.04 |
| Exeter Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $497K | – | 0.04 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $2M | – | 0.14 |
| Fannie Mae Trust 2003-W6 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fidelity National Financial Inc (FIDELITY NATL FINANCIAL) | Long | Debt | US | $177K | – | 0.01 |
| First Horizon Mortgage Pass-Through Trust 2007-2 | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| First Student Bidco Inc 2024 Term Loan B | Long | Loan | US | $1M | – | 0.08 |
| Flex Ltd | Long | Debt | SG | $679K | – | 0.05 |
| Flutter Treasury Designated Activity Co (FLUTTER TREASURY DAC) | Long | Debt | IE | $1M | – | 0.10 |
| Fontainebleau Miami Beach Trust 2019-FBLU | Long | ABS-mortgage backed security | US | $986K | – | 0.08 |
| Ford Auto Securitization Trust II Series 2023-B Asset-Backed Notes | Long | ABS-other | CA | $1M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.20 |
| Ford Motor Credit Co LLC | Long | Debt | US | $783K | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $318K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $281K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $214K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $196K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $125K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $105K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $105K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $52K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $26K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $26K | – | 0.00 |
| FORESEA Holding SA | Long | Debt | LU | $257K | – | 0.02 |
| Fortrea Holdings Inc | Long | Debt | US | $894K | – | 0.07 |
| FORTRESS INTERMEDIATE 3 INC Term Loan B | Long | Loan | US | $1M | – | 0.11 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $4M | – | 0.36 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $388K | – | 0.03 |
| Foursight Capital Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $994K | – | 0.08 |
| Foursight Capital Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $991K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 1.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 1.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.41 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| Freedom Mortgage Corp | Long | Debt | US | $2M | – | 0.17 |
| Freedom Mortgage Corp | Long | Debt | US | $1M | – | 0.09 |
| Freedom Mortgage Corp | Long | Debt | US | $483K | – | 0.04 |
| Fremont Home Loan Trust 2005-2 | Long | ABS-other | US | $264K | – | 0.02 |
| Gartner Inc | Long | Debt | US | $1M | – | 0.10 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $970K | – | 0.08 |
| GE Capital UK Funding Unlimited Co | Long | Debt | IE | $1M | – | 0.08 |
| General Electric Co | Long | Debt | US | $544K | – | 0.04 |
| Genesis Energy LP / Genesis Energy Finance Corp (GENESIS ENERGY LP/FIN) | Long | Debt | US | $826K | – | 0.07 |
| Georgia Power Co | Long | Debt | US | $1M | – | 0.10 |
| Georgia-Pacific LLC | Long | Debt | US | $244K | – | 0.02 |
| Ghana Government International Bonds | Long | Debt | GH | $2M | – | 0.15 |
| Ghana Government International Bonds | Long | Debt | GH | $1M | – | 0.09 |
| Global Medical Response Inc | Long | Debt | US | $99K | – | 0.01 |
| Global Medical Response Inc 2024 PIK Term Loan | Long | Loan | US | $290K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $400K | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $99K | – | 0.01 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $1M | – | 0.10 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $1M | – | 0.10 |
| GLS Auto Select Receivables Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.16 |
| GN Bondco LLC | Long | Debt | US | $1M | – | 0.09 |
| goeasy Ltd | Long | Debt | CA | $1M | – | 0.09 |
| GOLDEN ST TOBACCO SECURITIZATION CORP CA TOBACCO SETTLEMENT (Golden State Tobacco Securitization Corp) | Long | Debt | US | $2M | – | 0.17 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $214K | – | 0.02 |
| Gray Oak Pipeline LLC | Long | Debt | US | $470K | – | 0.04 |
| Gray Television Inc | Long | Debt | US | $425K | – | 0.03 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $1M | – | 0.10 |
| GSAA Home Equity Trust 2006-17 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| GSAMP Trust 2004-WF | Long | ABS-other | US | $12K | – | 0.00 |
| GSAMP Trust 2007-FM2 | Long | ABS-other | US | $84K | – | 0.01 |
| GSAMP Trust 2007-NC1 | Long | ABS-other | US | $6K | – | 0.00 |
| GSR Mortgage Loan Trust 2005-AR6 | Long | ABS-mortgage backed security | US | $573.33 | – | 0.00 |
| GSR Mortgage Loan Trust 2006-2F | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GSR Mortgage Loan Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $681.87 | – | 0.00 |
| GSR Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $2M | – | 0.14 |
| HarborView Mortgage Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-3 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Harvest Clo XX DAC | Long | ABS-collateralized bond/debt obligation | IE | $606K | – | 0.05 |
| HAT Holdings I LLC / HAT Holdings II LLC (HAT HOLDINGS I LLC/HAT) | Long | Debt | US | $2M | – | 0.19 |
| HCA Inc | Long | Debt | US | $2M | – | 0.16 |
| HCA Inc | Long | Debt | US | $1M | – | 0.10 |
| Hertz Vehicle Financing III LLC (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $3M | – | 0.21 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $3M | – | 0.20 |
| Home Equity Loan Trust | Long | ABS-other | US | $414K | – | 0.03 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-B (IndyMac Residential Asset Backed Trust) | Long | ABS-other | US | $160K | – | 0.01 |
| HomeBanc Mortgage Trust 2005-1 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Howard Midstream Energy Partners LLC | Long | Debt | US | $2M | – | 0.15 |
| HSBC Holdings PLC | Long | Debt | GB | $5M | – | 0.36 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.22 |
| HSBC Holdings PLC | Long | Debt | GB | $194K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $193K | – | 0.02 |
| HSI Asset Securitization Corp Trust 2005-I1 (HSI Asset Securitization Corporation Trust) | Long | ABS-other | US | $110K | – | 0.01 |
| HSI Asset Securitization Corp Trust 2006-NC1 (HSI Asset Securitization Corporation Trust) | Long | ABS-mortgage backed security | US | $661K | – | 0.05 |
| Hudson Pacific Properties LP | Long | Debt | US | $345K | – | 0.03 |
| Hungary Government International Bond | Long | Debt | HU | $5M | – | 0.39 |
| Hungary Government International Bond | Long | Debt | HU | $1M | – | 0.11 |
| Hungary Government International Bond | Long | Debt | HU | $1M | – | 0.10 |
| ICL Group Ltd (ICL GROUP LIMITED) | Long | Debt | IL | $2M | – | 0.17 |
| IHO Verwaltungs GmbH | Long | Debt | DE | $3M | – | 0.27 |
| Imola Merger Corp | Long | Debt | US | $1M | – | 0.10 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.18 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $192K | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust 2004-AR6 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR12 | Long | ABS-mortgage backed security | US | $859.08 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2005-AR14 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| INEOS Quattro Holdings UK Ltd 2023 EUR 1st Lien Term Loan B | Long | Loan | GB | $0 | – | – |
| INEOS Quattro Holdings UK Ltd 2023 USD 1st Lien Term Loan B | Long | Loan | US | $0 | – | – |
| INEOS Styrolution Ludwigshafen GmbH (STYROLUTION) | Long | Debt | DE | $501K | – | 0.04 |
| ING Groep NV | Long | Debt | NL | $2M | – | 0.14 |
| INTELSAT EMERGENCE SA | Long | Equity-common | LU | $351K | 9K | 0.03 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $654K | – | 0.05 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.08 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $460K | – | 0.04 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $298K | – | 0.02 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $184K | – | 0.01 |
| Invesco Euro Clo III DAC | Long | ABS-collateralized bond/debt obligation | IE | $536K | – | 0.04 |
| IPD 3 BV | Long | Debt | NL | $2M | – | 0.14 |
| IQVIA Inc | Long | Debt | US | $2M | – | 0.14 |
| Irvine Ranch Water District (IRVINE RANCH CA WTR DIST) | Long | Debt | US | $110K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $750K | – | 0.06 |
| Ivory Coast Government International Bond | Long | Debt | CI | $667K | – | 0.05 |
| Ivory Coast Government International Bond | Long | Debt | CI | $486K | – | 0.04 |
| Ivory Coast Government International Bond | Long | Debt | CI | $358K | – | 0.03 |
| Ivory Coast Government International Bond | Long | Debt | CI | $289K | – | 0.02 |
| Ivory Coast Government International Bond | Long | Debt | CI | $89K | – | 0.01 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $2M | – | 0.15 |
| Jefferies Finance LLC / JFIN Co-Issuer Corp (JEFFERIES FIN LLC / JFIN) | Long | Debt | US | $1M | – | 0.11 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $649K | – | 0.05 |
| John Lewis PLC | Long | Debt | GB | $969K | – | 0.08 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $783K | – | 0.06 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $358K | – | 0.03 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $292K | – | 0.02 |
| JP Morgan Mortgage Acquisition Trust 2007-CH3 (JP Morgan Mortgage Acquisition Corp) | Long | ABS-other | US | $381K | – | 0.03 |
| JP Morgan Mortgage Trust 2005-ALT1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A4 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| JP Morgan Mortgage Trust Series 2024-5 | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| JPM CHASE REVERSE REPO EUR (JPMorgan Securities PLC) | Short | Repurchase agreement | LU | $-585K | – | -0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.10 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $114K | – | 0.01 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $36K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $33K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $18K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $13K | – | 0.00 |
| Kaisa Group Holdings Ltd | Long | Debt | KY | $13K | – | 0.00 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.08 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $584K | – | 0.05 |
| Kennedy-Wilson Inc | Long | Debt | US | $1M | – | 0.12 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $2M | – | 0.19 |
| Kinder Morgan Inc (KINDER MORGAN INC/DELAWA) | Long | Debt | US | $1M | – | 0.11 |
| KKR CLO 9 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.09 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.10 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $1M | – | 0.10 |
| Las Vegas Sands Corp | Long | Debt | US | $91K | – | 0.01 |
| Laurelin 2016-1 DAC (Laurelin BV) | Long | ABS-collateralized bond/debt obligation | IE | $247K | – | 0.02 |
| Lazard Group LLC | Long | Debt | US | $1M | – | 0.10 |
| LCM XV LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $607K | – | 0.05 |
| LeasePlan Corp NV (LEASEPLAN CORPORATION NV) | Long | Debt | NL | $297K | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.09 |
| LifePoint Health Inc | Long | Debt | US | $2M | – | 0.14 |
| LifePoint Health Inc 2024 Incremental Term Loan B | Long | Loan | US | $2M | – | 0.12 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $254K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.13 |
| Lloyds Banking Group PLC | Long | Debt | GB | $191K | – | 0.02 |
| LoanCore 2022-CRE7 Issuer Ltd (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.32 |
| Logicor Financing Sarl | Long | Debt | LU | $610K | – | 0.05 |
| Long Beach Mortgage Loan Trust 2006-1 | Long | ABS-other | US | $42K | – | 0.00 |
| Long Beach Mortgage Loan Trust 2006-3 | Long | ABS-other | US | $81K | – | 0.01 |
| Long Beach Mortgage Loan Trust 2006-4 | Long | ABS-other | US | $698K | – | 0.06 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| Long: BWU01I5D4 IRS JPY R V 12MTONAR SWUV1I5D6 CCPOIS / Short: BWU01I5D4 IRS JPY P F .40000 SWU01I5D4 CCPOIS (LCH Limited) | Derivative-interest rate | US | $358K | – | 0.03 | |
| Long: BWU01PDZ0 IRS JPY R V 12MTONAR SWUV1PDZ2 CCPOIS / Short: BWU01PDZ0 IRS JPY P F .85000 SWU01PDZ0 CCPOIS (LCH Limited) | Derivative-interest rate | US | $30K | – | 0.00 | |
| Long: BWU0205W0 IRS USD R V 12MSOFR SWUV205W2 CCPOIS / Short: BWU0205W0 IRS USD P F 3.75000 SWU0205W0 CCPOIS (LCH Limited) | Derivative-interest rate | US | $474K | – | 0.04 | |
| Long: BWU022DP2 IRS EUR R V 06MEURIB SWUV22DP4 CCPVANILLA / Short: BWU022DP2 IRS EUR P F 2.50000 SWU022DP2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $49K | – | 0.00 | |
| Long: SWPC0IRF6 CDS EUR R F 1.00000 1 CCPCORPORATE / Short: SWPC0IRF6 CDS EUR P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $12K | – | 0.00 | |
| Long: SWPC0J5H4 CDS USD R F 1.00000 1 CCPCORPORATE / Short: SWPC0J5H4 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $657.84 | – | 0.00 | |
| Long: SWPC0JJ14 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0JJ14 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-50K | – | -0.00 | |
| Long: SWPC0JYY5 CDS USD R F 1.00000 FIX CORPORATE / Short: SWPC0JYY5 CDS USD P V 03MEVENT FLO CORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $64K | – | 0.01 | |
| Long: SWPC0K0C7 CDS USD R F 1.00000 1 CCPCORPORATE / Short: SWPC0K0C7 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $1K | – | 0.00 | |
| Long: SWPC0K1S1 CDS EUR R F 1.00000 1 CCPCORPORATE / Short: SWPC0K1S1 CDS EUR P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $1K | – | 0.00 | |
| Long: SWPC0K1X0 CDS USD R F 1.00000 FIX SOVEREIGN / Short: SWPC0K1X0 CDS USD P V 03MEVENT FLO SOVEREIGN (Barclays Bank PLC) | Derivative-credit | GB | $-9K | – | -0.00 | |
| Long: SWPC0K9N4 CDS USD R F 1.00000 FIX SOVEREIGN / Short: SWPC0K9N4 CDS USD P V 03MEVENT FLO SOVEREIGN (Morgan Stanley & Co. LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| Long: SWPC0KBE1 CDS USD R F 1.00000 1 CCPCORPORATE / Short: SWPC0KBE1 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $8K | – | 0.00 | |
| Long: SWPC0KC00 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0KC00 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-157K | – | -0.01 | |
| Long: SWPC0KDU3 CDS EUR R F 1.00000 1 CCPCORPORATE / Short: SWPC0KDU3 CDS EUR P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $43K | – | 0.00 | |
| Long: SWPC0KJ52 CDS EUR R F 1.00000 1 CCPCORPORATE / Short: SWPC0KJ52 CDS EUR P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $4K | – | 0.00 | |
| Long: SWPC0KQT2 CDS USD R F 1.00000 FIX SOVEREIGN / Short: SWPC0KQT2 CDS USD P V 03MEVENT FLO SOVEREIGN (Morgan Stanley & Co. LLC) | Derivative-credit | US | $873.94 | – | 0.00 | |
| Long: SWPC0KSL7 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0KSL7 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-5K | – | -0.00 | |
| Long: SWPC0KSX1 CDS USD R F 5.00000 1 CCPCORPORATE / Short: SWPC0KSX1 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $83K | – | 0.01 | |
| Long: SWPC0KTA0 CDS USD R F 5.00000 1 CCPCORPORATE / Short: SWPC0KTA0 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $102K | – | 0.01 | |
| Long: SWPC0KU18 CDS USD R F 5.00000 1 CCPCORPORATE / Short: SWPC0KU18 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $9K | – | 0.00 | |
| Long: SWPC0KV17 CDS USD R F 5.00000 1 CCPCDX / Short: SWPC0KV17 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $37K | – | 0.00 | |
| Long: SWPC0KWL2 CDS USD R F 5.00000 1 CCPCORPORATE / Short: SWPC0KWL2 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $34K | – | 0.00 | |
| Long: SWPC0L3F5 CDS USD R F 5.00000 1 CCPCORPORATE / Short: SWPC0L3F5 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $26K | – | 0.00 | |
| Long: SWPC0LBB5 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0LBB5 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-60K | – | -0.00 | |
| Long: SWPC0LOM7 CDS USD R F 1.00000 FIX SOVEREIGN / Short: SWPC0LOM7 CDS USD P V 03MEVENT FLO SOVEREIGN (Morgan Stanley & Co. LLC) | Derivative-credit | US | $397.88 | – | 0.00 | |
| Long: SWPC0LPL8 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0LPL8 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-37K | – | -0.00 | |
| Long: SWPC0LQW3 CDS USD R F 5.00000 1 CCPCDX / Short: SWPC0LQW3 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $37K | – | 0.00 | |
| Long: SWPC0M363 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0M363 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-328K | – | -0.03 | |
| Long: SWPC0M3V8 CDS USD R F 1.00000 FIX SOVEREIGN / Short: SWPC0M3V8 CDS USD P V 03MEVENT FLO SOVEREIGN (Morgan Stanley & Co. LLC) | Derivative-credit | US | $-130.15 | – | -0.00 | |
| Long: SWPC0M439 CDS USD R F 5.00000 1 CCPCDX / Short: SWPC0M439 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $2M | – | 0.14 | |
| Long: SWPC0M5X2 CDS USD R F 1.00000 1 CCPCORPORATE / Short: SWPC0M5X2 CDS USD P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-22K | – | -0.00 | |
| Long: SWPC0MAX6 CDS USD R F 1.00000 FIX SOVEREIGN / Short: SWPC0MAX6 CDS USD P V 03MEVENT FLO SOVEREIGN (Morgan Stanley & Co. LLC) | Derivative-credit | US | $-184K | – | -0.01 | |
| Long: SWPC0MJ41 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0MJ41 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $1M | – | 0.10 | |
| Long: SWPC0MJA7 CDS USD R F 1.00000 1 CCPCDX / Short: SWPC0MJA7 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-262K | – | -0.02 | |
| Long: SWPC0ML97 CDS USD R F 5.00000 1 CCPCDX / Short: SWPC0ML97 CDS USD P V 03MEVENT 2 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $4M | – | 0.34 | |
| Long: SWPC0MND6 CDS EUR R F 5.00000 1 CCPCORPORATE / Short: SWPC0MND6 CDS EUR P V 03MEVENT 2 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $215K | – | 0.02 | |
| Long: SWPC0MNK0 CDS USD R F 1.00000 FIX SOVEREIGN / Short: SWPC0MNK0 CDS USD P V 03MEVENT FLO SOVEREIGN (JPMorgan Chase Bank NA) | Derivative-credit | US | $29K | – | 0.00 | |
| Long: SWU01V9X7 IRS CAD R F 3.75000 SWU01V9X7 CCPOIS / Short: SWU01V9X7 IRS CAD P V 06MCORRA SWUV1V9X9 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-147K | – | -0.01 | |
| Long: SWU01XLH4 IRS AUD R F 4.75000 SWU01XLH4 CCPVANILLA / Short: SWU01XLH4 IRS AUD P V 06MBBSW SWUV1XLH6 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $39K | – | 0.00 | |
| Long: SWU021DJ8 IRS CAD R F 2.50000 SWU021DJ8 CCPOIS / Short: SWU021DJ8 IRS CAD P V 06MCORRA SWUV21DJ0 CCPOIS (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-246K | – | -0.02 | |
| Long: SWU022DH0 IRS EUR R F 3.00000 SWU022DH0 CCPVANILLA / Short: SWU022DH0 IRS EUR P V 06MEURIB SWUV22DH2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-27K | – | -0.00 | |
| Long: SWU022DJ6 IRS EUR R F 2.75000 SWU022DJ6 CCPVANILLA / Short: SWU022DJ6 IRS EUR P V 06MEURIB SWUV22DJ8 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-109K | – | -0.01 | |
| Long: SWU022DU1 IRS GBP R F 3.75000 SWU022DU1 CCPOIS / Short: SWU022DU1 IRS GBP P V 12MSONIA SWUV22DU3 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| Long: SWU022DV9 IRS GBP R F 4.00000 SWU022DV9 CCPOIS / Short: SWU022DV9 IRS GBP P V 12MSONIA SWUV22DV1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $89K | – | 0.01 | |
| Long: SWU022DX5 IRS GBP R F 3.75000 SWU022DX5 CCPOIS / Short: SWU022DX5 IRS GBP P V 12MSONIA SWUV22DX7 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-45K | – | -0.00 | |
| Long: SWU022DY3 IRS EUR R F 2.75000 SWU022DY3 CCPVANILLA / Short: SWU022DY3 IRS EUR P V 06MEURIB SWUV22DY5 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| Long: SWU023V05 IRS BRL R F 10.28355 SWU023V05 CCPNDFPREDISWAP / Short: SWU023V05 IRS BRL P V 00MBRCDI SWUV23V07 CCPNDFPREDISWAP (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-320K | – | -0.03 | |
| Los Angeles County Public Works Financing Authority (LOS ANGELES CNTY CA PUBLIC WKS) | Long | Debt | US | $236K | – | 0.02 |
| Loxam SAS | Long | Debt | FR | $104K | – | 0.01 |
| Lumen Technologies Inc | Long | Debt | US | $28K | – | 0.00 |
| Lumen Technologies Inc | Long | Debt | US | $27K | – | 0.00 |
| Luminent Mortgage Trust 2006-6 | Long | ABS-mortgage backed security | US | $542K | – | 0.04 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $437K | – | 0.03 |
| Madison Park Euro Funding XIV DAC | Long | ABS-collateralized bond/debt obligation | IE | $319K | – | 0.03 |
| Magnetite XII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.29 |
| Man GLG Euro Clo III DAC | Long | ABS-collateralized bond/debt obligation | IE | $138K | – | 0.01 |
| Man GLG Euro CLO VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $295K | – | 0.02 |
| Manitowoc Co Inc/The (MANITOWOC COMPANY INC) | Long | Debt | US | $6M | – | 0.49 |
| Marble Point Clo X Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.15 |
| Market Bidco Finco PLC | Long | Debt | GB | $2M | – | 0.14 |
| Marks & Spencer PLC | Long | Debt | GB | $367K | – | 0.03 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $102K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $1M | – | 0.11 |
| Mastr Asset Backed Securities Trust 2004-OPT1 | Long | ABS-mortgage backed security | US | $632K | – | 0.05 |
| Mastr Asset Backed Securities Trust 2004-WMC2 | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2006-FRE2 | Long | ABS-mortgage backed security | US | $7M | – | 0.55 |
| Mastr Asset Backed Securities Trust 2006-HE3 | Long | ABS-mortgage backed security | US | $574K | – | 0.05 |
| Mastr Asset Backed Securities Trust 2006-HE5 | Long | ABS-mortgage backed security | US | $914K | – | 0.07 |
| Mastr Asset Backed Securities Trust 2006-WMC4 | Long | ABS-mortgage backed security | US | $388K | – | 0.03 |
| Mattel Inc | Long | Debt | US | $96K | – | 0.01 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $2M | – | 0.16 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $6M | – | 0.44 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $625K | – | 0.05 |
| Merrill Lynch Mortgage Investors Trust Series 2006-A3 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2007-SD1 | Long | ABS-other | US | $369K | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2006-1 (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $385.68 | – | 0.00 |
| Metropolitan Government of Nashville & Davidson County TN Water & Sewer Revenue (MET GOVT NASHVILLE & DAVIDSON) | Long | Debt | US | $109K | – | 0.01 |
| Mexican Udibonos | Long | Debt | MX | $2M | – | 0.15 |
| Mexican Udibonos | Long | Debt | MX | $371K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $3M | – | 0.20 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.14 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.09 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $607K | – | 0.05 |
| Mexico Government International Bonds | Long | Debt | MX | $3M | – | 0.26 |
| Mexico Government International Bonds | Long | Debt | MX | $2M | – | 0.14 |
| Mexico Government International Bonds | Long | Debt | MX | $2M | – | 0.14 |
| MF1 2022-FL8 Ltd (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-collateralized bond/debt obligation | KY | $961K | – | 0.08 |
| Mill City Mortgage Loan Trust 2018-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $438K | – | 0.03 |
| Mitchells & Butlers Finance PLC | Long | Structured note | GB | $843K | – | 0.07 |
| Mitchells & Butlers Finance PLC | Long | Debt | GB | $236K | – | 0.02 |
| Mitchells & Butlers Finance PLC | Long | Structured note | GB | $120K | – | 0.01 |
| Mizuho Financial Group Inc | Long | Debt | JP | $1M | – | 0.12 |
| MMK International Capital DAC (MMK INTL CAPITAL DAC) | Long | Debt | IE | $70K | – | 0.01 |
| Modena Buyer LLC TERM LOAN | Long | Loan | US | $2M | – | 0.14 |
| Monongahela Power Co | Long | Debt | US | $916K | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.15 |
| Morgan Stanley ABS Capital I Inc Trust 2005-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $5M | – | 0.39 |
| Morgan Stanley ABS Capital I Inc Trust 2005-NC1 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $570K | – | 0.05 |
| Morgan Stanley ABS Capital I Inc Trust 2005-NC1 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2005-WMC5 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $66K | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE7 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE8 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Morgan Stanley Dean Witter Capital I Inc Trust 2003-NC2 (Morgan Stanley Dean Witter Capital I Trust) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Morgan Stanley Home Equity Loan Trust 2007-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| Morocco Government International Bond (Kingdom of Morocco) | Long | Debt | MA | $705K | – | 0.06 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $343K | – | 0.03 |
| MPLX LP | Long | Debt | US | $97K | – | 0.01 |
| Mundys SpA | Long | Debt | IT | $5M | – | 0.43 |
| Mundys SpA | Long | Debt | IT | $1M | – | 0.10 |
| Mundys SpA | Long | Debt | IT | $399K | – | 0.03 |
| Municipal Electric Authority of Georgia (MUNI ELEC AUTH OF GEORGIA) | Long | Debt | US | $103K | – | 0.01 |
| Nakilat Inc | Long | Debt | MH | $865K | – | 0.07 |
| Nakilat Inc | Long | Debt | MH | $436K | – | 0.03 |
| National Fuel Gas Co | Long | Debt | US | $298K | – | 0.02 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $1M | – | 0.10 |
| NatWest Group PLC (ROYAL BK SCOTLND GRP PLC) | Long | Debt | GB | $4M | – | 0.29 |
| NatWest Group PLC (ROYAL BK SCOTLND GRP PLC) | Long | Debt | GB | $3M | – | 0.22 |
| NatWest Group PLC | Long | Debt | GB | $489K | – | 0.04 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $1M | – | 0.10 |
| NCR Atleos Corp (NCR ATLEOS LLC) | Long | Debt | US | $405K | – | 0.03 |
| Neuberger Berman CLO XIV Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.28 |
| New Residential Mortgage Loan Trust 2021-NQM1R | Long | ABS-mortgage backed security | US | $565K | – | 0.04 |
| New Residential Mortgage Loan Trust 2023-NQM1 | Long | ABS-mortgage backed security | US | $4M | – | 0.28 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $299K | – | 0.02 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $91K | – | 0.01 |
| Newmark Group Inc | Long | Debt | US | $1M | – | 0.10 |
| Nexi SpA | Long | Debt | IT | $4M | – | 0.28 |
| NextEra Energy Operating Partners LP | Long | Debt | US | $1M | – | 0.08 |
| NGPL PipeCo LLC | Long | Debt | US | $5M | – | 0.36 |
| Nigeria Government International Bonds | Long | Debt | NG | $2M | – | 0.19 |
| Nigeria Government International Bonds | Long | Debt | NG | $507K | – | 0.04 |
| Nigeria Government International Bonds | Long | Debt | NG | $465K | – | 0.04 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $374K | – | 0.03 |
| Nissan Motor Co Ltd | Long | Debt | JP | $3M | – | 0.27 |
| NN Group NV | Long | Debt | NL | $3M | – | 0.22 |
| Noble Finance II LLC | Long | Debt | US | $1M | – | 0.12 |
| Nomura Holdings Inc | Long | Debt | JP | $1M | – | 0.08 |
| North Macedonia Government International Bond | Long | Debt | MK | $519K | – | 0.04 |
| NovaStar Mortgage Funding Trust Series 2007-2 (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| NPC Ukrenergo | Long | Debt | UA | $282K | – | 0.02 |
| NuStar Logistics LP | Long | Debt | US | $1M | – | 0.11 |
| NuStar Logistics LP | Long | Debt | US | $200K | – | 0.02 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | XX | $2M | – | 0.13 |
| OAK Hill European Credit Partners VII DAC (Oak Hill European Credit Partners PLC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.09 |
| OBX 2023-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| OBX 2023-NQM9 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.36 |
| OBX 2024-HYB2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $996K | – | 0.08 |
| Occidental Petroleum Corp | Long | Debt | US | $700K | – | 0.06 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $1M | – | 0.09 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $2M | – | 0.19 |
| Oman Government International Bonds | Long | Debt | OM | $1M | – | 0.09 |
| Oman Government International Bonds | Long | Debt | OM | $912K | – | 0.07 |
| Oman Government International Bonds | Long | Debt | OM | $499K | – | 0.04 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $99K | – | 0.01 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.16 |
| OneMain Finance Corp | Long | Debt | US | $1M | – | 0.11 |
| OneMain Finance Corp | Long | Debt | US | $1M | – | 0.08 |
| OneMain Finance Corp | Long | Debt | US | $601K | – | 0.05 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.17 |
| OPEN Trust 2023-AIR | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| Oracle Corp | Long | Debt | US | $825K | – | 0.07 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORG) | Long | Debt | US | $3M | – | 0.22 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $2M | – | 0.15 |
| OZLM XVII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.15 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $474K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $466K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $293K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $238K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $189K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $96K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $94K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $90K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $82K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $78K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $75K | – | 0.01 |
| Pacific Life Global Funding II (PACIFIC LIFE GF II) | Long | Debt | US | $192K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $2M | – | 0.17 |
| Pagaya AI Debt Trust 2023-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $1M | – | 0.08 |
| Pagaya AI Debt Trust 2024-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $4M | – | 0.32 |
| Pakistan Government International Bonds | Long | Debt | PK | $552K | – | 0.04 |
| Pakistan Government International Bonds | Long | Debt | PK | $541K | – | 0.04 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $3M | – | 0.24 |
| Panama Government International Bond (Republic of Panama) | Long | Debt | PA | $1M | – | 0.09 |
| Panama Government International Bond (Republic of Panama) | Long | Debt | PA | $107K | – | 0.01 |
| Panama Government International Bonds | Long | Debt | PA | $3M | – | 0.28 |
| Panama Government International Bonds | Long | Debt | PA | $2M | – | 0.15 |
| Panama Government International Bonds | Long | Debt | PA | $872K | – | 0.07 |
| Panama Infrastructure Receivable Purchaser PLC | Long | Debt | GB | $2M | – | 0.15 |
| Panther Escrow Issuer LLC | Long | Debt | US | $2M | – | 0.14 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $1M | – | 0.10 |
| Paraguay Government International Bond (Republic of Paraguay) | Long | Debt | PY | $538K | – | 0.04 |
| Paraguay Government International Bonds | Long | Debt | PY | $289K | – | 0.02 |
| PARIBAS REPO (BNP Paribas SA) | Long | Repurchase agreement | US | $72M | – | 5.72 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $2M | – | 0.15 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $950K | – | 0.08 |
| Perrigo Finance Unlimited Co | Long | Debt | IE | $184K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $5M | – | 0.36 |
| Peru Government International Bonds | Long | Debt | PE | $2M | – | 0.16 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $1M | – | 0.08 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $1M | – | 0.08 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $3M | – | 0.26 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $1M | – | 0.10 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $1M | – | 0.11 |
| Petroleos de Venezuela SA | Long | Debt | VE | $761K | – | 0.06 |
| Petroleos de Venezuela SA | Long | Debt | VE | $499K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.22 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.22 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.15 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.15 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.15 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.11 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.09 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $449K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $228K | – | 0.02 |
| Petrorio Luxembourg Holding Sarl (PETRORIO LUX HLD SARL) | Long | Debt | LU | $195K | – | 0.02 |
| Picard Groupe SAS | Long | Debt | FR | $963K | – | 0.08 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $932K | – | 0.07 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $291K | – | 0.02 |
| Popular ABS Mortgage Pass-Through Trust 2006-A | Long | ABS-other | US | $5K | – | 0.00 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $1M | – | 0.09 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $191K | – | 0.02 |
| PPL Electric Utilities Corp | Long | Debt | US | $2M | – | 0.13 |
| PRA Group Inc | Long | Debt | US | $1M | – | 0.10 |
| Prosus NV | Long | Debt | NL | $468K | – | 0.04 |
| PRPM 2023-NQM2 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| PRPM 2024-NQM1 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $966K | – | 0.08 |
| PRPM 2024-NQM2 Trust (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| PURCHASED AUD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | AU | $7K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| PURCHASED CHF / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | CH | $-9K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | XX | $246K | – | 0.02 | |
| PURCHASED EUR / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | XX | $13K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $8K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-12K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | GB | $-8K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $-12K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Royal Bank of Canada) | Derivative-foreign exchange | GB | $-67K | – | -0.01 | |
| PURCHASED IDR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | ID | $160.2 | – | 0.00 | |
| PURCHASED ILS / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | IL | $-3K | – | -0.00 | |
| PURCHASED ILS / SOLD USD (UBS AG) | Derivative-foreign exchange | IL | $-6K | – | -0.00 | |
| PURCHASED INR / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | IN | $13K | – | 0.00 | |
| PURCHASED KRW / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | KR | $-75.33 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $-40K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $-122.22 | – | -0.00 | |
| PURCHASED NZD / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | NZ | $-12K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | PL | $-2K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PL | $-5K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PL | $-7K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PL | $-14K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PL | $-17K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PL | $-35K | – | -0.00 | |
| PURCHASED PLN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | PL | $-69K | – | -0.01 | |
| PURCHASED SGD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | SG | $619.38 | – | 0.00 | |
| PURCHASED SGD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | SG | $38.26 | – | 0.00 | |
| PURCHASED SGD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | SG | $-5K | – | -0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $42K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $37K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $9K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-898.73 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (BNP Paribas SA) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-49K | – | -0.00 | |
| PURCHASED USD / SOLD CAD (HSBC Bank PLC) | Derivative-foreign exchange | US | $45K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (HSBC Bank PLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| PURCHASED USD / SOLD CAD (HSBC Bank PLC) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD CHF (Bank of America NA) | Derivative-foreign exchange | US | $-34.33 | – | -0.00 | |
| PURCHASED USD / SOLD CHF (HSBC Bank PLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (UBS AG) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (UBS AG) | Derivative-foreign exchange | US | $-38K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (Royal Bank of Canada) | Derivative-foreign exchange | US | $154K | – | 0.01 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $936.27 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $2M | – | 0.15 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $118K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (HSBC Bank PLC) | Derivative-foreign exchange | US | $33K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Barclays Bank PLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (HSBC Bank PLC) | Derivative-foreign exchange | US | $-246K | – | -0.02 | |
| PURCHASED USD / SOLD GBP (BNP Paribas SA) | Derivative-foreign exchange | US | $265K | – | 0.02 | |
| PURCHASED USD / SOLD GBP (Royal Bank of Canada) | Derivative-foreign exchange | US | $66K | – | 0.01 | |
| PURCHASED USD / SOLD GBP (Royal Bank of Canada) | Derivative-foreign exchange | US | $994.84 | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Barclays Bank PLC) | Derivative-foreign exchange | US | $-17.25 | – | -0.00 | |
| PURCHASED USD / SOLD ILS (UBS AG) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| PURCHASED USD / SOLD INR (BNP Paribas SA) | Derivative-foreign exchange | US | $1.01 | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (HSBC Bank PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (HSBC Bank PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD KRW (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-4.01 | – | -0.00 | |
| PURCHASED USD / SOLD KRW (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-4.46 | – | -0.00 | |
| PURCHASED USD / SOLD KRW (BNP Paribas SA) | Derivative-foreign exchange | US | $-26.57 | – | -0.00 | |
| PURCHASED USD / SOLD KRW (BNP Paribas SA) | Derivative-foreign exchange | US | $-57.71 | – | -0.00 | |
| PURCHASED USD / SOLD KRW (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $61.41 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $120K | – | 0.01 | |
| PURCHASED USD / SOLD SGD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (Barclays Bank PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (Bank of America NA) | Derivative-foreign exchange | US | $-38.4 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-54.19 | – | -0.00 | |
| PURCHASED USD / SOLD SGD (BNP Paribas SA) | Derivative-foreign exchange | US | $-725.76 | – | -0.00 | |
| PURCHASED USD / SOLD TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ZA | $26K | – | 0.00 | |
| Qatar Government International Bond (STATE OF QATAR) | Long | Debt | QA | $1M | – | 0.08 |
| Qatar Government International Bonds | Long | Debt | QA | $2M | – | 0.17 |
| Qatar Government International Bonds | Long | Debt | QA | $1M | – | 0.09 |
| Qatar Government International Bonds | Long | Debt | QA | $748K | – | 0.06 |
| RAAC Series 2007-RP4 Trust | Long | ABS-other | US | $137K | – | 0.01 |
| Rad CLO 4 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.10 |
| RALI Series 2006-QA7 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| RALI Series 2006-QA8 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| RALI Series 2007-QA1 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ras Laffan Liquefied Natural Gas Co Ltd 3 (RAS LAFFAN LNG 3) | Long | Debt | QA | $1M | – | 0.11 |
| RASC Series 2007-KS3 Trust (Residential Asset Securities Corporation) | Long | ABS-other | US | $1M | – | 0.08 |
| RCKT Mortgage Trust 2024-CES4 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| Regatta XV Funding Ltd (Regatta XV Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.26 |
| Renaissance Home Equity Loan Trust 2006-4 | Long | ABS-mortgage backed security | US | $473K | – | 0.04 |
| Renault SA | Long | Debt | FR | $4M | – | 0.32 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $1M | – | 0.11 |
| Republic of Poland Government International Bond | Long | Debt | PL | $3M | – | 0.23 |
| Republic of Poland Government International Bond | Long | Debt | PL | $971K | – | 0.08 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $2M | – | 0.13 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $1M | – | 0.09 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $585K | – | 0.05 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $352K | – | 0.03 |
| REPUBLIC OF TURKEY EUR Term Loan A | Long | Loan | TR | $1M | – | 0.12 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $747K | – | 0.06 |
| Residential Asset Securitization Trust 2007-A2 | Long | ABS-mortgage backed security | US | $850K | – | 0.07 |
| REVERSE REPO BARCLAYS (Barclays Bank PLC) | Short | Repurchase agreement | US | $-830K | – | -0.07 |
| REVERSE REPO MORGAN STANLEY (Morgan Stanley & Co. International PLC) | Short | Repurchase agreement | LU | $-293K | – | -0.02 |
| REVERSE REPO MORGAN STANLEY (Morgan Stanley & Co. International PLC) | Short | Repurchase agreement | LU | $-293K | – | -0.02 |
| REVERSE REPO MORGAN STANLEY (Morgan Stanley & Co. International PLC) | Short | Repurchase agreement | LU | $-415K | – | -0.03 |
| Rio Oil Finance Trust Series 2014-3 | Long | Debt | US | $213K | – | 0.02 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $2M | – | 0.12 |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC (RIVIAN HLD/AUTO LLC) | Long | Debt | US | $2M | – | 0.15 |
| RLJ Lodging Trust LP | Long | Debt | US | $190K | – | 0.02 |
| Rolls-Royce PLC | Long | Debt | GB | $2M | – | 0.14 |
| Rolls-Royce PLC | Long | Debt | GB | $201K | – | 0.02 |
| Rolls-Royce PLC | Long | Debt | GB | $128K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.22 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.14 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.11 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.09 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.08 |
| Romanian Government International Bond | Long | Debt | RO | $827K | – | 0.07 |
| Romanian Government International Bond | Long | Debt | RO | $348K | – | 0.03 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $1M | – | 0.08 |
| RVPO CIBC WORLD MKTS INC (Canadian Imperial Bank of Commerce) | Long | Repurchase agreement | CA | $29M | – | 2.32 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $2M | – | 0.16 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $672K | – | 0.05 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $402K | – | 0.03 |
| Sammons Financial Group Inc | Long | Debt | US | $2M | – | 0.12 |
| Sands China Ltd | Long | Debt | KY | $3M | – | 0.25 |
| Sands China Ltd | Long | Debt | KY | $2M | – | 0.13 |
| Sands China Ltd | Long | Debt | KY | $926K | – | 0.07 |
| Sands China Ltd | Long | Debt | KY | $364K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2023-5 | Long | ABS-other | US | $2M | – | 0.13 |
| Santander Drive Auto Receivables Trust 2023-5 | Long | ABS-other | US | $1M | – | 0.11 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $834K | – | 0.07 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $821K | – | 0.07 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $4M | – | 0.30 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $674K | – | 0.05 |
| Santos Finance Ltd | Long | Debt | AU | $612K | – | 0.05 |
| Saranac Clo VI Ltd (Saranac CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.17 |
| Sartorius Finance BV | Long | Debt | NL | $2M | – | 0.17 |
| Sasol Financing USA LLC | Long | Debt | US | $2M | – | 0.15 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $10M | – | 0.78 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $680K | – | 0.05 |
| Saudi Government International Bonds | Long | Debt | SA | $8M | – | 0.63 |
| Saxon Asset Securities Trust 2006-1 | Long | ABS-other | US | $134K | – | 0.01 |
| Sberbank of Russia Via SB Capital SA (SBERBANK (SB CAP SA)) | Long | Debt | LU | $225K | – | 0.02 |
| Seadrill Finance Ltd | Long | Debt | BM | $2M | – | 0.12 |
| Seagate HDD Cayman | Long | Debt | KY | $1M | – | 0.08 |
| Seagate HDD Cayman | Long | Debt | KY | $580K | – | 0.05 |
| Securitized Asset Backed Receivables LLC Trust 2005-FR4 | Long | ABS-other | US | $25K | – | 0.00 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $2M | – | 0.16 |
| Senegal Government International Bond (Republic of Senegal) | Long | Debt | SN | $692K | – | 0.05 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $467K | – | 0.04 |
| Senegal Government International Bonds | Long | Debt | SN | $578K | – | 0.05 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $4M | – | 0.32 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $560K | – | 0.04 |
| Serbia International Bonds | Long | Debt | RS | $2M | – | 0.12 |
| Setanta Aircraft Leasing Designated Activity Company 2024 Term Loan B | Long | Loan | IE | $2M | – | 0.16 |
| Sirius XM Radio Inc | Long | Debt | US | $1M | – | 0.08 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $1M | – | 0.09 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $1M | – | 0.11 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $493K | – | 0.04 |
| SMB Private Education Loan Trust 2024-D | Long | ABS-other | US | $3M | – | 0.21 |
| SMB Private Education Loan Trust 2024-D | Long | ABS-other | US | $2M | – | 0.18 |
| SMBC Aviation Capital Finance DAC | Long | Debt | IE | $178K | – | 0.01 |
| SOCAR Turkey Enerji AS EUR Term Loan | Long | Loan | TR | $6M | – | 0.49 |
| Sound Point Clo XVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Soundview Home Loan Trust 2006-2 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Soundview Home Loan Trust 2006-OPT2 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| Soundview Home Loan Trust 2006-OPT3 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.44 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.10 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.09 |
| Southern Gas Corridor CJSC | Long | Debt | AZ | $1M | – | 0.09 |
| Southwestern Energy Co | Long | Debt | US | $97K | – | 0.01 |
| Specialty Underwriting & Residential Finance Trust Series 2005-BC2 | Long | ABS-other | US | $60K | – | 0.00 |
| Spirit AeroSystems Inc | Long | Debt | US | $2M | – | 0.13 |
| Spirit AeroSystems Inc | Long | Debt | US | $108K | – | 0.01 |
| Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd (SPIRIT LOYALTY KY LTD/IP) | Long | Debt | KY | $566K | – | 0.04 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $970K | – | 0.08 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $921K | – | 0.07 |
| Sri Lanka Government International Bonds | Long | Debt | LK | $295K | – | 0.02 |
| SS&C Technologies Inc | Long | Debt | US | $2M | – | 0.14 |
| Standard Chartered PLC | Long | Debt | GB | $2M | – | 0.14 |
| Standard Industries Inc 2021 Term Loan B | Long | Loan | US | $1M | – | 0.09 |
| Standard Industries Inc/NJ | Long | Debt | US | $3M | – | 0.21 |
| Star Parent Inc | Long | Debt | US | $1M | – | 0.11 |
| State Agency of Roads of Ukraine (STATE AGE ROADS) | Long | Debt | UA | $165K | – | 0.01 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $216K | – | 0.02 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $184K | – | 0.01 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $84K | – | 0.01 |
| Station Casinos LLC 2024 Term Loan B | Long | Loan | US | $1M | – | 0.10 |
| Stream Innovations 2024-1 Issuer Trust (STREAM INNOVATIONS ISSUER TRUST) | Long | ABS-other | US | $500K | – | 0.04 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Structured Asset Investment Loan Trust 2005-7 | Long | ABS-other | US | $197K | – | 0.02 |
| Structured Asset Investment Loan Trust 2006-BNC3 | Long | ABS-other | US | $3K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR8 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR6 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 (Structured Asset Securities Corporation) | Long | ABS-other | US | $88K | – | 0.01 |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-WF1 (Structured Asset Securities Corporation) | Long | ABS-other | US | $36K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $45K | – | 0.00 |
| Sunrise FinCo I BV | Long | Debt | NL | $2M | – | 0.19 |
| Suntrust Alternative Loan Trust Series 2005-1F | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $985K | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $734K | – | 0.06 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $7M | – | 0.56 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $1M | – | 0.09 |
| Telecom Italia SpA/Milano | Long | Debt | IT | $2M | – | 0.13 |
| Tesco Property Finance 3 PLC (TESCO PROPERTY FIN 3 PLC) | Long | Debt | GB | $112K | – | 0.01 |
| Tesco Property Finance 6 PLC (TESCO PROPERTY FIN 6 PLC) | Long | Debt | GB | $3M | – | 0.24 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $2M | – | 0.16 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $146K | – | 0.01 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $1M | – | 0.10 |
| Tierra Mojada Luxembourg II Sarl (TIERRA MOJADA LUX II SRL) | Long | Debt | LU | $3M | – | 0.21 |
| Toro European CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $534K | – | 0.04 |
| Toro European CLO 7 DAC | Long | ABS-collateralized bond/debt obligation | IE | $268K | – | 0.02 |
| Towd Point Mortgage Trust 2017-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| TransDigm Inc | Long | Debt | US | $2M | – | 0.13 |
| Transocean Aquila Ltd | Long | Debt | KY | $1M | – | 0.09 |
| Triborough Bridge & Tunnel Authority (TRIBOROUGH NY BRIDGE & TUNNEL) | Long | Debt | US | $787K | – | 0.06 |
| Trinitas CLO VI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.13 |
| Trinitas CLO XIV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.28 |
| Truman Capital Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Trust Fibra Uno (TRUST FIBRAUNO) | Long | Debt | MX | $1M | – | 0.09 |
| Trust Fibra Uno (TRUST FIBRAUNO) | Long | Debt | MX | $79K | – | 0.01 |
| Turkiye Government International Bond (REPUBLIC OF TURKIYE) | Long | Debt | TR | $3M | – | 0.24 |
| Turkiye Government International Bonds | Long | Debt | TR | $4M | – | 0.35 |
| Turkiye Government International Bonds | Long | Debt | TR | $3M | – | 0.27 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $18M | – | 1.45 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $15M | – | 1.20 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.70 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.36 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 1.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.58 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.29 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.27 |
| Ubisoft Entertainment SA | Long | Debt | FR | $734K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.24 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $393K | – | 0.03 |
| UKG Inc | Long | Debt | US | $3M | – | 0.23 |
| Ukraine Government International Bond | Long | Debt | UA | $466K | – | 0.04 |
| Ukraine Government International Bond | Long | Debt | UA | $439K | – | 0.03 |
| Ukraine Government International Bond | Long | Debt | UA | $324K | – | 0.03 |
| Ukraine Government International Bond | Long | Debt | UA | $257K | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $180K | – | 0.01 |
| Ukraine Government International Bonds | Long | Debt | UA | $86K | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $4M | – | 0.30 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $50M | – | 3.99 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $31M | – | 2.49 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $26M | – | 2.09 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $14M | – | 1.15 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $6M | – | 0.49 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $493K | – | 0.04 |
| United Airlines 2019-2 Class A Pass Through Trust (UNITED AIR 2019-2 A PTT) | Long | Debt | US | $72K | – | 0.01 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $2M | – | 0.13 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $4M | – | 0.30 |
| United Kingdom Gilt | Long | Debt | GB | $3M | – | 0.25 |
| US 10YR FUT OPTN AUG24C 112 (Chicago Board of Trade) | Derivative-interest rate | US | $-312.5 | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109 (Chicago Board of Trade) | Derivative-interest rate | US | $-687.5 | – | -0.00 | |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $62K | – | 0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $80K | – | 0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $118K | – | 0.01 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $469K | – | 0.04 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Valaris Ltd | Long | Debt | BM | $1M | – | 0.08 |
| Vallourec SACA | Long | Debt | FR | $1M | – | 0.11 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $300K | – | 0.02 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $263K | – | 0.02 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $205K | – | 0.02 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $31K | – | 0.00 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $29K | – | 0.00 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $24K | – | 0.00 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $5K | – | 0.00 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $4K | – | 0.00 |
| Venture 33 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $927K | – | 0.07 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $2M | – | 0.20 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $1M | – | 0.11 |
| Venture Global LNG Inc | Long | Debt | US | $3M | – | 0.22 |
| Venture Global LNG Inc | Long | Debt | US | $2M | – | 0.17 |
| Venture XXVIII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $135K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.23 |
| Verus Securitization Trust 2023-4 | Long | ABS-mortgage backed security | US | $892K | – | 0.07 |
| Verus Securitization Trust 2023-7 | Long | ABS-mortgage backed security | US | $3M | – | 0.21 |
| Verus Securitization Trust 2024-INV1 | Long | ABS-mortgage backed security | US | $3M | – | 0.25 |
| VFH Parent LLC / Valor Co-Issuer Inc (VFH PARENT / VALOR CO) | Long | Debt | US | $904K | – | 0.07 |
| Vibrant Clo VII Ltd (Vibrant CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $93K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $3M | – | 0.20 |
| Viking Cruises Ltd | Long | Debt | BM | $460K | – | 0.04 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $3M | – | 0.27 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $1M | – | 0.10 |
| Virgin Money UK PLC | Long | Debt | GB | $618K | – | 0.05 |
| Virgin Money UK PLC | Long | Debt | GB | $245K | – | 0.02 |
| Virgin Money UK PLC | Long | Debt | GB | $124K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $2M | – | 0.15 |
| Viridien | Long | Debt | FR | $286K | – | 0.02 |
| Vital Energy Inc | Long | Debt | US | $1M | – | 0.09 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $3M | – | 0.27 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $928K | – | 0.07 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $417K | – | 0.03 |
| VMware LLC | Long | Debt | US | $1M | – | 0.11 |
| VMware LLC | Long | Debt | US | $297K | – | 0.02 |
| VMware LLC | Long | Debt | US | $97K | – | 0.01 |
| Vodafone Group PLC | Long | Debt | GB | $2M | – | 0.14 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $1M | – | 0.09 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE1 Trust | Long | ABS-other | US | $79K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2002-AR19 Trust | Long | ABS-mortgage backed security | US | $425.66 | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR12 Trust | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR2 Trust | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR8 Trust | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Wand NewCo 3 Inc | Long | Debt | US | $826K | – | 0.07 |
| Wand NewCo 3 Inc 2024 Term Loan B | Long | Loan | US | $704K | – | 0.06 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Wellfleet CLO 2015-1 Ltd (WELLFLEET CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $22K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $197K | – | 0.02 |
| Wells Fargo Alternative Loan 2007-PA4 Trust (Wells Fargo Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2006-AR5 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2007-AR8 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $1M | – | 0.09 |
| Weyerhaeuser Co | Long | Debt | US | $474K | – | 0.04 |
| World Omni Auto Receivables Trust 2024-B | Long | ABS-other | US | $802K | – | 0.06 |
| Wynn Macau Ltd | Long | Debt | KY | $489K | – | 0.04 |
| Wynn Macau Ltd | Long | Debt | KY | $196K | – | 0.02 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $1M | – | 0.08 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $761K | – | 0.06 |
| XPO Inc | Long | Debt | US | $1M | – | 0.11 |
| XPO Inc | Long | Debt | US | $1M | – | 0.10 |
| Yango Justice International Ltd (YANGO JUSTICE INTL) | Long | Debt | HK | $2K | – | 0.00 |
| Yango Justice International Ltd (YANGO JUSTICE INTL) | Long | Debt | HK | $60 | – | 0.00 |
| Yinson Boronia Production BV | Long | Debt | NL | $2M | – | 0.19 |
| ZF Europe Finance BV | Long | Debt | NL | $2M | – | 0.16 |
| ZF Finance GmbH | Long | Debt | DE | $4M | – | 0.35 |
| ZF Finance GmbH | Long | Debt | DE | $2M | – | 0.16 |
Address
NORTHWESTERN MUTUAL SERIES FUND INC
720 E WISCONSIN AVE
MILWAUKEE
Wisconsin
53202
United States of America
Websites
Directors
Gail L. Hanson
Christy L. Brown
William J. Gerber
Donald M. Ullmann
David Ribbens
Michael G. Carter
Transfer Agents
N/A
Pricing Services
London Stock Exchange Group PLC
ICE Data Services, Inc.
JPMorgan Chase & Co.
S&P Global Inc.
Custodians
Euroclear Bank
State Street Bank and Trust Company
Shareholder Servicing Agents
N/A
Admins
The Northwestern Mutual Life Insurance Company
Brokers
RBC Capital Markets, LLC
Goldman Sachs & Co. LLC