PACIFIC SELECT FUND
Managed Bond Portfolio
$2.31B
Avg Monthly Net Assets
$4.53B
Total Assets
$2.50B
Total Liabilities
$2.03B
Net Assets
Managed Bond Portfolio is an Underlying fund in PACIFIC SELECT FUND
,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $2.31B.
On August 12th, 2024 it reported 1,216 holdings, the largest
being UMBS, TBA (13.5%), UMBS, TBA (8.6%) and UMBS, TBA (8.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000078080 | ||
| Class P | C000098952 |
Holdings
From latest NPORT-P, filed August 12th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $9M | – | 0.46 |
| 31750MND6 PIMCO FXVAN PUT GBP USD 1.10000000 (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $-821.41 | – | -0.00 | |
| 31750MNE4 PIMCO FXVAN PUT GBP USD 1.20000000 (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| 31750O0I6 PIMCO CDSOPT PUT USD 0.6 20240918 (BNP Paribas SA) | Derivative-credit | US | $35K | – | 0.00 | |
| 31750O0J4 PIMCO CDSOPT PUT USD 0.8 20240918 (BNP Paribas SA) | Derivative-credit | US | $-24K | – | -0.00 | |
| 31750OFK5 PIMCO CDSOPT PUT USD 0.6 20241120 (BNP Paribas SA) | Derivative-credit | US | $41K | – | 0.00 | |
| 31750OFL3 PIMCO CDSOPT PUT USD 0.6 20241120 (Goldman Sachs International) | Derivative-credit | US | $41K | – | 0.00 | |
| 31750OFM1 PIMCO CDSOPT PUT USD 0.8 20241120 (BNP Paribas SA) | Derivative-credit | US | $-39K | – | -0.00 | |
| 31750OFN9 PIMCO CDSOPT PUT USD 0.8 20241120 (Goldman Sachs International) | Derivative-credit | US | $-38K | – | -0.00 | |
| 3175FA9F7 PIMCO FXVAN CALL USD CNH 7.30000000 (Standard Chartered Bank) | Derivative-foreign exchange | LU | $15K | – | 0.00 | |
| 3175FA9K6 PIMCO FXVAN CALL USD CNH 7.45000000 (Citibank NA) | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| 3175FB9K4 PIMCO FXVAN CALL USD CNH 7.37500000 (HSBC Bank PLC) | Derivative-foreign exchange | LU | $41K | – | 0.00 | |
| 3175FD9K0 PIMCO FXVAN CALL USD CNH 7.30000000 (Barclays Bank PLC) | Derivative-foreign exchange | LU | $15K | – | 0.00 | |
| 3175SP9A1 PIMCO FXVAN CALL USD CNH 7.27500000 (BNP Paribas SA) | Derivative-foreign exchange | US | $102K | – | 0.01 | |
| 3175SP9B9 PIMCO FXVAN CALL USD CNH 7.40000000 (BNP Paribas SA) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| 3175SP9C7 PIMCO FXVAN CALL USD CNH 7.32500000 (BNP Paribas SA) | Derivative-foreign exchange | LU | $39K | – | 0.00 | |
| 3175ST9C9 PIMCO FXVAN CALL USD CNH 7.40000000 (BNP Paribas SA) | Derivative-foreign exchange | US | $43K | – | 0.00 | |
| 3175UF951 PIMCO FXVAN CALL USD CNH 7.40000000 (BNP Paribas SA) | Derivative-foreign exchange | LU | $38K | – | 0.00 | |
| 3175UJ9T1 PIMCO FXVAN CALL USD CNH 7.40000000 (Deutsche Bank AG) | Derivative-foreign exchange | US | $354K | – | 0.02 | |
| 3175UJ9U8 PIMCO FXVAN CALL USD CNH 7.35000000 (HSBC Bank PLC) | Derivative-foreign exchange | LU | $73K | – | 0.00 | |
| 3175UJ9W4 PIMCO FXVAN CALL USD CNH 7.32500000 (BNP Paribas SA) | Derivative-foreign exchange | LU | $49K | – | 0.00 | |
| 3175UJ9X2 PIMCO FXVAN CALL USD CNH 7.30000000 (Citibank NA) | Derivative-foreign exchange | US | $56K | – | 0.00 | |
| 317U5A6A7 PIMCO SWAPTION 4.244 PUT USD 2025022 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-124K | – | -0.01 | |
| 317U5A8A5 PIMCO SWAPTION 3.92 PUT USD 20250227 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $131K | – | 0.01 | |
| 317U5YFA5 PIMCO SWAPTION 2.749 CALL EUR 202411 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $21K | – | 0.00 | |
| 317U5YGA4 PIMCO SWAPTION 2.31 CALL EUR 2024111 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U5YLA8 PIMCO SWAPTION 2.725 CALL EUR 202411 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $13K | – | 0.00 | |
| 317U5YMA7 PIMCO SWAPTION 2.3 CALL EUR 20241114 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U5YPA4 PIMCO SWAPTION 2.754 CALL EUR 202411 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $10K | – | 0.00 | |
| 317U5YQA3 PIMCO SWAPTION 2.31 CALL EUR 2024111 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| 317U5ZYA1 PIMCO SWAPTION 2.765 CALL EUR 202411 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $8K | – | 0.00 | |
| 317U5ZZA0 PIMCO SWAPTION 2.31 CALL EUR 2024111 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| 317U61BA0 PIMCO SWAPTION 2.8 CALL EUR 20241120 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $13K | – | 0.00 | |
| 317U61CA9 PIMCO SWAPTION 2.35 CALL EUR 2024112 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| 317U61IA3 PIMCO SWAPTION 2.82 CALL EUR 2024112 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $14K | – | 0.00 | |
| 317U61JA2 PIMCO SWAPTION 2.357 CALL EUR 202411 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U61PA5 PIMCO SWAPTION 2.85 CALL EUR 2024112 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $11K | – | 0.00 | |
| 317U61QA4 PIMCO SWAPTION 2.36 CALL EUR 2024112 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| 317U63DA4 PIMCO SWAPTION 2.92 CALL EUR 2024112 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $20K | – | 0.00 | |
| 317U63EA3 PIMCO SWAPTION 2.4 CALL EUR 20241125 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U63PA1 PIMCO SWAPTION 2.93 CALL EUR 2024112 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $41K | – | 0.00 | |
| 317U63QA0 PIMCO SWAPTION 2.465 CALL EUR 202411 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-16K | – | -0.00 | |
| 317U64XA0 PIMCO SWAPTION 4.75 PUT USD 20250529 (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $-136K | – | -0.01 | |
| 317U64YA9 PIMCO SWAPTION 4.329 PUT USD 2025052 (Morgan Stanley Capital Services LLC) | Derivative-interest rate | US | $157K | – | 0.01 | |
| 317U65QA5 PIMCO SWAPTION 2.4675 CALL EUR 20241 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| 317U65ZA5 PIMCO SWAPTION 2.92 CALL EUR 2024120 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $18K | – | 0.00 | |
| 317U66AA0 PIMCO SWAPTION 2.44 CALL EUR 2024120 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| 317U66VA7 PIMCO SWAPTION 2.84 CALL EUR 2024120 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $21K | – | 0.00 | |
| 317U66ZA3 PIMCO SWAPTION 2.3625 CALL EUR 20241 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-18K | – | -0.00 | |
| 317U69GA8 PIMCO SWAPTION 2.9 CALL EUR 20241209 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $25K | – | 0.00 | |
| 317U69HA7 PIMCO SWAPTION 2.395 CALL EUR 202412 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| 317U6ADA8 PIMCO SWAPTION 2.93 CALL EUR 2024121 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $28K | – | 0.00 | |
| 317U6AEA7 PIMCO SWAPTION 2.468 CALL EUR 202412 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-24K | – | -0.00 | |
| 317U6BHA2 PIMCO SWAPTION 2.9 CALL EUR 20241213 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $28K | – | 0.00 | |
| 317U6BIA1 PIMCO SWAPTION 2.425 CALL EUR 202412 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-23K | – | -0.00 | |
| 317U6COA2 PIMCO SWAPTION 2.8 CALL EUR 20241217 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $16K | – | 0.00 | |
| 317U6CPA1 PIMCO SWAPTION 2.3525 CALL EUR 20241 (Goldman Sachs Bank USA) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| 317U6E3A1 PIMCO SWAPTION 4.4 PUT USD 20250624 (Deutsche Bank AG) | Derivative-interest rate | US | $-206K | – | -0.01 | |
| 317U6E4A0 PIMCO SWAPTION 4.065 PUT USD 2025062 (Deutsche Bank AG) | Derivative-interest rate | US | $217K | – | 0.01 | |
| 317U6E9A5 PIMCO SWAPTION 2.57 CALL EUR 2024072 (UBS AG) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| 317U6EAA3 PIMCO SWAPTION 2.9 PUT EUR 20240725 (UBS AG) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| 317U6F5A6 PIMCO SWAPTION 4.06 PUT USD 20240726 (Citibank NA) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| 317U6F6A5 PIMCO SWAPTION 3.71 CALL USD 2024072 (Citibank NA) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| ABFC 2005-OPT1 Trust (Asset Backed Funding Certificates) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| ACAS CLO 2015-1 Ltd (MP Clo VII, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.11 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $3M | – | 0.14 |
| AES Corp/The | Long | Debt | US | $4M | – | 0.20 |
| Air Canada 2015-2 Class AA Pass Through Trust (AIR CANADA 2015-2AA PTT) | Long | Debt | CA | $1M | – | 0.06 |
| Alaska Airlines 2020-1 Class A Pass Through Trust (ALASKA AIRLINES 2020 TR) | Long | Debt | US | $5M | – | 0.23 |
| Allegro CLO XI Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| Ally Auto Receivables Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.14 |
| Ally Financial Inc | Long | Debt | US | $4M | – | 0.19 |
| Alternative Loan Trust 2005-J3 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Amdocs Ltd | Long | Debt | GG | $4M | – | 0.20 |
| American Airlines 2013-1 Class A Pass Through Trust (AMER AIRLN 13-1 A PASS T) | Long | Debt | US | $501K | – | 0.02 |
| American Airlines 2016-3 Class A Pass Through Trust (AMER AIRLINE 16-3 A PTT) | Long | Debt | US | $2M | – | 0.09 |
| American Airlines 2016-3 Class AA Pass Through Trust (AMER AIRLINE 16-3 AA PTT) | Long | Debt | US | $3M | – | 0.14 |
| American Airlines 2021-1 Class A Pass Through Trust (AMER AIRLINE 21-1A EETC) | Long | Debt | US | $4M | – | 0.19 |
| American Express Co | Long | Debt | US | $5M | – | 0.23 |
| American Express Co | Long | Debt | US | $4M | – | 0.21 |
| American Honda Finance Corp | Long | Debt | US | $5M | – | 0.23 |
| American Honda Finance Corp | Long | Debt | US | $3M | – | 0.16 |
| American Tower Corp | Long | Debt | US | $7M | – | 0.33 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.28 |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1 | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| AREIT 2022-CRE7 LLC (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.28 |
| Ares XL CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W4 (Argent Securities Inc.) | Long | ABS-other | US | $1M | – | 0.06 |
| Ashford Hospitality Trust 2018-KEYS | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Asset Backed Securities Corp Home Equity Loan Trust Series OOMC 2005-HE6 (Asset Backed Securities Corp Home Equity Ln Trst) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.17 |
| AT&T INC SNR S* ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $95K | – | 0.00 | |
| Athene Global Funding | Long | Debt | US | $4M | – | 0.20 |
| Atrium Hotel Portfolio Trust 2018-ATRM | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| Austin Fairmont Hotel Trust 2019-FAIR | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Aviation Capital Group LLC | Long | Debt | US | $6M | – | 0.32 |
| Avoca CLO XVII DAC | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.32 |
| Bacardi Ltd | Long | Debt | BM | $7M | – | 0.33 |
| BAMLL Commercial Mortgage Securities Trust 2021-JACX (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| Banc of America Funding 2006-A Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Banc of America Funding 2007-R1 Trust (Banc of America Funding Corporation) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Banc of America Mortgage 2007-2 Trust (Banc of America Mortgage Securities) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $3M | – | 0.16 |
| BANCO DO BRASIL SNR LA SP JPM (JPMorgan Chase Bank NA) | Derivative-credit | US | $6K | – | 0.00 | |
| Banco Espirito Santo SA | Long | Debt | PT | $2M | – | 0.09 |
| Banco Espirito Santo SA | Long | Debt | PT | $311K | – | 0.02 |
| Banco Santander SA | Long | Debt | ES | $5M | – | 0.23 |
| Banco Santander SA | Long | Debt | ES | $2M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.31 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.28 |
| Bank of America NA | Long | Debt | US | $4M | – | 0.21 |
| Bank of Ireland Group PLC | Long | Debt | IE | $6M | – | 0.32 |
| Bank of Montreal | Long | Debt | CA | $5M | – | 0.27 |
| Bank of Nova Scotia/The | Long | Debt | CA | $998K | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.21 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.18 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $5M | – | 0.24 |
| Bayer US Finance LLC | Long | Debt | US | $8M | – | 0.39 |
| Bayer US Finance LLC | Long | Debt | US | $3M | – | 0.13 |
| BCAP LLC 2011-RR4-I Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $368K | – | 0.02 |
| BCAP LLC 2011-RR5-I Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| BDS 2022-FL12 LLC (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.32 |
| Bear Stearns ALT-A Trust 2005-10 | Long | ABS-mortgage backed security | US | $519K | – | 0.03 |
| Bear Stearns ARM Trust 2003-5 (Bear Stearns Adjustable Rate Mortgage Trust) | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| Bear Stearns Structured Products Inc Trust 2007-R6 (Bear Stearns Structured Products Inc.) | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Bear Stearns Structured Products Inc Trust 2007-R6 (Bear Stearns Structured Products Inc.) | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $6M | – | 0.32 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Benefit Street Partners CLO XVI Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.34 |
| Benefit Street Partners CLO XVII Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.35 |
| BGC Group Inc | Long | Debt | US | $3M | – | 0.12 |
| BGC Group Inc | Long | Debt | US | $695K | – | 0.03 |
| Blue Owl Finance LLC | Long | Debt | US | $3M | – | 0.15 |
| BlueMountain CLO 2016-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| BlueMountain Fuji Eur CLO V DAC (BlueMountain EUR CLO) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.23 |
| BMW Vehicle Lease Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $7M | – | 0.32 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.16 |
| BNP Paribas SA | Long | Debt | FR | $996K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.17 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $205K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $102K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $102K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $102K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $101K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $101K | – | 0.00 |
| BOEING CO/THE SNR S* ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $29K | – | 0.00 | |
| BOEING CO/THE SNR S* ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-105K | – | -0.01 | |
| BPCE SA | Long | Debt | FR | $4M | – | 0.22 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.13 |
| Brazil Letras do Tesouro Nacional (LETRA TESOURO NACIONAL) | Long | Debt | BR | $3M | – | 0.16 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $4M | – | 0.21 |
| Bristol-Myers Squibb Co | Long | Debt | US | $4M | – | 0.22 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.07 |
| BSPDF 2021-FL1 Issuer Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.24 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| CaixaBank SA | Long | Debt | ES | $4M | – | 0.19 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $170K | – | 0.01 | |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $3M | – | 0.13 |
| Canadian Pacific Railway Co | Long | Debt | CA | $9M | – | 0.46 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Capital One Financial Corp | Long | Debt | US | $2M | – | 0.11 |
| CARLYLE US CLO 2018-2 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| Carmax Auto Owner Trust 2023-3 | Long | ABS-other | US | $2M | – | 0.12 |
| CarVal CLO I Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| Catamaran CLO 2014-1 Ltd (Catamaran CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.21 |
| CBL & Associates Properties Inc | Long | Equity-common | US | $211K | 9K | 0.01 |
| CDX HY35 5Y ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-118K | – | -0.01 | |
| CDX HY36 5Y ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-276K | – | -0.01 | |
| CDX IG42 5Y ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $2M | – | 0.10 | |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.22 |
| Chase Home Lending Mortgage Trust 2023-RPL3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Chile Government International Bonds | Long | Debt | CL | $6M | – | 0.30 |
| CHL Mortgage Pass-Through Trust 2004-HYB1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2005-2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $328K | – | 0.02 |
| CHL Mortgage Pass-Through Trust 2007-16 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| CI Financial Corp | Long | Debt | CA | $2M | – | 0.12 |
| CIFC Funding 2017-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $510K | – | 0.03 |
| Citibank NA | Long | Debt | US | $3M | – | 0.15 |
| Citigroup Commercial Mortgage Trust 2015-GC33 | Long | ABS-mortgage backed security | US | $6M | – | 0.28 |
| Citigroup Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.17 |
| Citigroup Mortgage Loan Trust 2005-3 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2006-AR6 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-AMC1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Citigroup Mortgage Loan Trust 2007-AMC1 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $930K | – | 0.05 |
| COLOMBIA LA SP GST (Goldman Sachs International) | Derivative-credit | US | $-23K | – | -0.00 | |
| COLOMBIA LA SP GST (Goldman Sachs International) | Derivative-credit | US | $-27K | – | -0.00 | |
| COLOMBIA LA SP MYC (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-8K | – | -0.00 | |
| COLOMBIA LA SP MYC (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-24K | – | -0.00 | |
| CommonSpirit Health | Long | Debt | US | $4M | – | 0.21 |
| Constellation Brands Inc | Long | Debt | US | $4M | – | 0.21 |
| Constellation Brands Inc | Long | Short-term investment vehicle | US | $1M | – | 0.07 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $7M | – | 0.32 |
| Cooperatieve Rabobank UA/NY (COOPERAT RABOBANK UA/NY) | Long | Debt | NL | $300K | – | 0.01 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $1M | – | 0.07 |
| Cotiviti Inc 2024 Term Loan | Long | Loan | US | $898K | – | 0.04 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $908K | – | 0.04 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Cross 2024-H3 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Crown Castle Inc | Long | Debt | US | $7M | – | 0.32 |
| Crown Castle Inc | Long | Short-term investment vehicle | US | $5M | – | 0.23 |
| Crown Castle Inc | Long | Debt | US | $2M | – | 0.11 |
| CTP NV | Long | Debt | NL | $2M | – | 0.11 |
| CVC Cordatus Loan Fund XI DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.31 |
| CVS Pass-Through Trust | Long | Debt | US | $124K | – | 0.01 |
| CWABS Asset-Backed Certificates Trust 2006-18 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $2M | – | 0.09 |
| CWABS Asset-Backed Certificates Trust 2006-23 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $4M | – | 0.18 |
| CWABS Asset-Backed Certificates Trust 2007-7 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $137K | – | 0.01 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $7M | – | 0.33 |
| Danske Bank A/S | Long | Debt | DK | $5M | – | 0.22 |
| DBGS 2019-1735 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.38 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $9M | – | 0.45 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $13M | – | 0.66 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.07 |
| DLLAD 2023-1 LLC (DLLAD LLC) | Long | ABS-other | US | $2M | – | 0.10 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $6M | – | 0.29 |
| Drillco Holdings Luxembourg SA | Long | Equity-common | LU | $731K | 31K | 0.04 |
| Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.19 |
| Dryden 52 Euro CLO 2017 DAC (Dryden Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.28 |
| Dryden 54 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| DSLA Mortgage Loan Trust 2004-AR3 | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| DTE Electric Co | Long | Debt | US | $80K | – | 0.00 |
| DTE Energy Co | Long | Debt | US | $6M | – | 0.30 |
| Duke Energy Corp | Long | Debt | US | $5M | – | 0.23 |
| Duke University | Long | Debt | US | $7M | – | 0.34 |
| Elevance Health Inc | Long | Debt | US | $3M | – | 0.16 |
| Elmwood CLO VII Ltd (Elmwood CLO VII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Enbridge Inc | Long | Debt | CA | $1M | – | 0.07 |
| Enel Finance America LLC | Long | Debt | US | $3M | – | 0.15 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $6M | – | 0.30 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.22 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.10 |
| Entergy Louisiana LLC | Long | Debt | US | $6M | – | 0.31 |
| Enterprise Fleet Financing 2024-2 LLC (Enterprise Fleet Financing LLC) | Long | ABS-other | US | $3M | – | 0.16 |
| EPH Financing International AS (EPH FIN INTERNATIONAL AS) | Long | Debt | CZ | $4M | – | 0.18 |
| EPR Properties | Long | Debt | US | $2M | – | 0.11 |
| Essex Portfolio LP | Long | Debt | US | $483K | – | 0.02 |
| EURO-BUND FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-340K | – | -0.02 | |
| EURO-OAT FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-121K | – | -0.01 | |
| Evergy Inc | Long | Debt | US | $9M | – | 0.43 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $6M | – | 0.31 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.78 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.70 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $967K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $967K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $936K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $917K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $915K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $895K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $882K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $804K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $583K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $433K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $379K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $990.78 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $990.73 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $942.31 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $854.92 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $833.1 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $806.01 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $598.19 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $526.79 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $514.29 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $489.49 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $456.88 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375.78 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $339 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $238.45 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186.91 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152.55 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122.47 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106.96 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86.77 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52.15 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36.32 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23.36 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8.41 | – | 0.00 |
| Fannie Mae REMIC Trust 2003-W4 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $947K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $134.28 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $84.65 | – | 0.00 |
| FBR Securitization Trust 2005-2 | Long | ABS-other | US | $24M | – | 1.17 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $34M | – | 1.67 |
| Federation des Caisses Desjardins du Quebec (FED CAISSES DESJARDINS) | Long | Debt | CA | $7M | – | 0.34 |
| FHF Issuer Trust 2024-1 (First Help Financial LLC) | Long | ABS-other | US | $3M | – | 0.17 |
| FHLMC-GNMA | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| First Franklin Mortgage Loan Trust 2006-FF14 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $11M | – | 0.53 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA1 | Long | ABS-mortgage backed security | US | $845K | – | 0.04 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA1 | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $4M | – | 0.20 |
| Fiserv Inc | Long | Debt | US | $4M | – | 0.22 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $9M | – | 0.42 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.21 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.11 |
| Foresea Holding SA | Long | Equity-common | LU | $81K | 3K | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $648K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $633K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $753.34 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $557.57 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $186.82 | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 1.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.50 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $965K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $936K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $896K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $456K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $305K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3.63 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2021-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through Securities) | Long | ABS-mortgage backed security | US | $386K | – | 0.02 |
| FS KKR Capital Corp | Long | Debt | US | $5M | – | 0.25 |
| GENERAL ELECTRIC COMPANY SNR S* ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $10K | – | 0.00 | |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $715K | – | 0.04 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $648K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $265K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $996.96 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $945.47 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $823.04 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $730.12 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $625.04 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $442.6 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $420.3 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $377.28 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $308.72 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $275.14 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $200.26 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $162.53 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $859.8 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $836.63 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $800.19 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $790.05 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $781.27 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $692.87 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $654 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $520.75 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $496.7 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $453.17 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $418.63 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $347.33 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $269.45 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $267.33 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $243.7 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $214.93 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $182.71 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $179.22 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $175.15 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $166.33 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $161.75 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $155.52 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $140.17 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $132.98 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $130.76 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $120.06 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $95.95 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $75.81 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $65.3 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $43.26 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $38.34 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30.67 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27.87 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23.32 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16.17 | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $5M | – | 0.22 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $3M | – | 0.16 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.17 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.15 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.14 |
| Golub Capital Partners CLO 26B Ltd (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $9M | – | 0.47 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8M | – | 0.37 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.22 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $731K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Great Hall Mortgages No 1 PLC (Great Hall Mortgages Plc) | Long | ABS-mortgage backed security | GB | $510K | – | 0.03 |
| GreenPoint Mortgage Funding Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2022-GTWY (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.33 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $6M | – | 0.30 |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ2 (GS Mortgage-Backed Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GSAA Home Equity Trust 2006-14 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Halseypoint CLO II Ltd (HalseyPoint CLO II, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.20 |
| HarborView Mortgage Loan Trust 2007-2 | Long | ABS-mortgage backed security | US | $446K | – | 0.02 |
| Hayfin Emerald CLO X DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.19 |
| Home Equity Asset Trust 2004-4 | Long | ABS-mortgage backed security | US | $915K | – | 0.05 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A (IndyMac Residential Asset Backed Trust) | Long | ABS-other | US | $3M | – | 0.13 |
| Host Hotels & Resorts LP | Long | Debt | US | $1M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $9M | – | 0.44 |
| HSBC Holdings PLC | Long | Debt | GB | $4M | – | 0.21 |
| HSBC USA Inc | Long | Debt | US | $5M | – | 0.23 |
| HSI Asset Securitization Corp Trust 2006-OPT3 (HSI Asset Securitization Corporation Trust) | Long | ABS-other | US | $351K | – | 0.02 |
| Huntington Ingalls Industries Inc | Long | Short-term investment vehicle | US | $4M | – | 0.20 |
| Hyatt Hotels Corp | Long | Debt | US | $7M | – | 0.35 |
| Hydro-Quebec | Long | Debt | CA | $1M | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $7M | – | 0.33 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.17 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.15 |
| Hyundai Capital America | Long | Debt | US | $3M | – | 0.13 |
| Hyundai Capital America | Long | Debt | US | $836K | – | 0.04 |
| Imc Home Equity Loan Trust 1998-3 | Long | ABS-mortgage backed security | US | $282.25 | – | 0.00 |
| Impac CMB Trust Series 2005-4 | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $6M | – | 0.30 |
| IndyMac ARM Trust 2001-H2 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| ING Groep NV | Long | Debt | NL | $5M | – | 0.24 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $7M | – | 0.36 |
| IQVIA Inc | Long | Debt | US | $3M | – | 0.15 |
| IRB INFRASTRUCTURE DEVELOPERS | Long | Debt | IN | $3M | – | 0.12 |
| IRS AUD 4.50000 03/20/24-10Y LCH (LCH Limited) | Derivative-interest rate | AU | $-12K | – | -0.00 | |
| IRS AUD 4.50000 09/20/23-10Y LCH (LCH Limited) | Derivative-interest rate | AU | $-11K | – | -0.00 | |
| IRS EUR 1.00000 05/18/22-5Y LCH (LCH Limited) | Derivative-interest rate | XX | $-2M | – | -0.09 | |
| IRS EUR 2.50000 09/18/24-30Y LCH (LCH Limited) | Derivative-interest rate | US | $154K | – | 0.01 | |
| IRS EUR 2.54700 03/09/23-10Y LCH (LCH Limited) | Derivative-interest rate | XX | $-105K | – | -0.01 | |
| IRS EUR 2.65000 01/08/24-10Y LCH (LCH Limited) | Derivative-interest rate | XX | $30K | – | 0.00 | |
| IRS EUR 2.67000 04/03/24-10Y LCH (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.00 | |
| IRS EUR 2.75000 09/18/24-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-400K | – | -0.02 | |
| IRS EUR 2.75000 09/18/24-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-59K | – | -0.00 | |
| IRS EUR 2.77000 04/29/24-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| IRS EUR 2.78000 05/02/24-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| IRS EUR 2.86000 04/24/24-5Y LCH (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| IRS EUR 2.89000 12/22/23-10Y LCH (LCH Limited) | Derivative-interest rate | XX | $-8K | – | -0.00 | |
| IRS EUR 2.92000 12/13/23-5Y LCH (LCH Limited) | Derivative-interest rate | XX | $-292.65 | – | -0.00 | |
| IRS EUR 3.12800 12/04/23-10Y LCH (LCH Limited) | Derivative-interest rate | XX | $-23K | – | -0.00 | |
| IRS EUR 3.25500 11/22/23-5Y LCH (LCH Limited) | Derivative-interest rate | XX | $-14K | – | -0.00 | |
| IRS EUR 3.30500 11/27/23-10Y LCH (LCH Limited) | Derivative-interest rate | XX | $-57K | – | -0.00 | |
| IRS MXN 9.43000 04/12/24-5Y* CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| IRS MXN 9.51000 04/12/24-5Y* CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $6M | – | 0.31 |
| IXIS Real Estate Capital Trust 2006-HE3 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $6M | – | 0.31 |
| JP Morgan Alternative Loan Trust (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| JP Morgan Alternative Loan Trust Series 2008-R4 (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| JP Morgan Mortgage Acquisition Trust 2006-ACC1 (JP Morgan Mortgage Acquisition Corp) | Long | ABS-other | US | $8M | – | 0.38 |
| JP Morgan Mortgage Trust 2005-ALT1 | Long | ABS-mortgage backed security | US | $644K | – | 0.03 |
| JP Morgan Mortgage Trust Series 2008-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.23 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.22 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.21 |
| JPMorgan Chase & Co | Long | Debt | US | $777K | – | 0.04 |
| JPN 10Y BOND(OSE) SEP24 (Osaka Exchange) | Derivative-interest rate | JP | $44K | – | 0.00 | |
| Jyske Realkredit A/S | Long | Debt | DK | $0.15 | – | 0.00 |
| KBC Group NV | Long | Debt | BE | $3M | – | 0.13 |
| Kilroy Realty LP | Long | Debt | US | $3M | – | 0.13 |
| Kilroy Realty LP | Long | Debt | US | $2M | – | 0.09 |
| KKR CLO 11 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| KKR CLO 21 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Korea Development Bank/The | Long | Debt | KR | $906K | – | 0.04 |
| Kubota Credit Owner Trust 2023-2 | Long | ABS-other | US | $3M | – | 0.14 |
| LCCM 2021-FL2 Trust (Ladder Capital Commercial Mortgage Securities LLC) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.30 |
| LCM XXIV Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.01 |
| LCM XXV Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Lehman ABS Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $495K | – | 0.02 |
| Lehman Mortgage Trust 2007-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.25 |
| Lloyds Banking Group PLC | Long | Debt | GB | $4M | – | 0.22 |
| Lloyds Banking Group PLC | Long | Debt | GB | $2M | – | 0.11 |
| Logicor Financing Sarl | Long | Debt | LU | $2M | – | 0.10 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $-50K | – | -0.00 | |
| Lseg US Fin Corp | Long | Debt | US | $4M | – | 0.18 |
| Madison Park Funding XXIX LTD (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.24 |
| Magnetite XXV Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Manhattan West 2020-1MW Mortgage Trust | Long | ABS-mortgage backed security | US | $8M | – | 0.38 |
| Manulife Financial Corp | Long | Debt | CA | $490K | – | 0.02 |
| Marathon CLO XIII Ltd (Marathon CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.23 |
| Marathon Static CLO 2022-18 Ltd (Marathon Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| Marble Point Clo X Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| MassMutual Global Funding II | Long | Debt | US | $4M | – | 0.20 |
| MassMutual Global Funding II | Long | Debt | US | $3M | – | 0.15 |
| MASTR Adjustable Rate Mortgages Trust 2004-13 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| MASTR Alternative Loan Trust 2006-2 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2006-WMC2 | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Merrill Lynch Mortgage Investors Trust MLMI Series 2005-A5 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2005-WMC1 | Long | ABS-other | US | $873K | – | 0.04 |
| METLIFE SECURITIZATION TRUST 2018-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $9M | – | 0.42 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $3M | – | 0.15 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $561K | – | 0.03 |
| Mexican Udibonos | Long | Debt | MX | $4M | – | 0.19 |
| Mexican Udibonos | Long | Debt | MX | $3M | – | 0.15 |
| Mexican Udibonos | Long | Debt | MX | $1M | – | 0.07 |
| Mexican Udibonos | Long | Debt | MX | $1M | – | 0.07 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $878K | – | 0.04 |
| MF1 Multifamily Housing Mortgage Loan Trust | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.07 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $7M | – | 0.33 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $6M | – | 0.32 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $502K | – | 0.02 |
| Mizuho Financial Group Inc | Long | Debt | JP | $7M | – | 0.36 |
| Mizuho Financial Group Inc | Long | Debt | JP | $3M | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.31 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.14 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $941K | – | 0.05 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE6 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE6 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $115K | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2007-NC1 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $2M | – | 0.12 |
| Morgan Stanley Bank NA | Long | Debt | US | $5M | – | 0.23 |
| Morgan Stanley Bank NA | Long | Debt | US | $4M | – | 0.22 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $628K | – | 0.03 |
| Morgan Stanley Capital I Inc Trust 2006-HE2 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Morgan Stanley Capital I Trust 2020-CNP | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| Mutual of Omaha Cos Global Funding (MUTUAL OF OMAHA GLOBAL) | Long | Debt | US | $2M | – | 0.09 |
| National Grid PLC | Long | Debt | GB | $3M | – | 0.17 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $3M | – | 0.13 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $4M | – | 0.22 |
| NatWest Group PLC | Long | Debt | GB | $5M | – | 0.22 |
| Nelnet Student Loan Trust 2023-A | Long | ABS-other | US | $2M | – | 0.09 |
| Nelnet Student Loan Trust 2023-A | Long | ABS-other | US | $2M | – | 0.09 |
| New Residential Mortgage Loan Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| New Residential Mortgage Loan Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $5M | – | 0.25 |
| New Residential Mortgage Loan Trust 2023-NQM1 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| New York State Electric & Gas Corp (NY STATE ELECTRIC & GAS) | Long | Debt | US | $6M | – | 0.28 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $5M | – | 0.26 |
| NNN REIT Inc | Long | Debt | US | $5M | – | 0.26 |
| Nomura Holdings Inc | Long | Debt | JP | $2M | – | 0.08 |
| Nomura Holdings Inc | Long | Debt | JP | $442K | – | 0.02 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $4M | – | 0.18 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $4M | – | 0.19 |
| Nykredit Realkredit AS | Long | Debt | DK | $0.19 | – | 0.00 |
| Nykredit Realkredit AS | Long | Debt | DK | $0.12 | – | 0.00 |
| NYO Commercial Mortgage Trust 2021-1290 | Long | ABS-mortgage backed security | US | $11M | – | 0.53 |
| OBX 2018-1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| OBX 2023-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.20 |
| OIS CAD CAONREPO/3.5000 03/28/24-8Y* LCH (LCH Limited) | Derivative-interest rate | CA | $-150K | – | -0.01 | |
| OIS CAD CAONREPO/3.7500 12/20/23-10Y LCH (LCH Limited) | Derivative-interest rate | CA | $-119K | – | -0.01 | |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $571K | – | 0.03 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Option One Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $5M | – | 0.26 |
| Option One Mortgage Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| Oracle Corp | Long | Debt | US | $3M | – | 0.14 |
| Oracle Corp | Long | Debt | US | $3M | – | 0.12 |
| OZLM VIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| OZLM XVII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $5M | – | 0.24 |
| 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 | $2M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.10 |
| PacifiCorp | Long | Debt | US | $4M | – | 0.21 |
| PAGAYA AI Debt Trust 2022-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $583K | – | 0.03 |
| Pagaya AI Debt Trust 2023-1 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $1M | – | 0.06 |
| Pagaya AI Debt Trust 2024-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $5M | – | 0.23 |
| Paramount Global | Long | Debt | US | $812K | – | 0.04 |
| Paramount Global | Long | Debt | US | $92K | – | 0.00 |
| Park Place Securities Inc Asset-Backed Pass-Through Certificates Series 2005-WCW | Long | ABS-other | US | $6M | – | 0.31 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.09 |
| PFP 2022-9 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.32 |
| PHH Alternative Mortgage Trust Series 2007-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.21 |
| Pioneer Natural Resources Co | Long | Debt | US | $2M | – | 0.11 |
| Pricoa Global Funding I (PRICOA GLOBAL FUNDING 1) | Long | Debt | US | $4M | – | 0.22 |
| Principal Life Global Funding II (PRINCIPAL LFE GLB FND II) | Long | Debt | US | $6M | – | 0.31 |
| PRKCM 2022-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Protective Life Global Funding | Long | Debt | US | $3M | – | 0.16 |
| Public Service Enterprise Group Inc | Long | Debt | US | $4M | – | 0.18 |
| PURCHASED AUD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | AU | $780.14 | – | 0.00 | |
| PURCHASED BRL / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-13K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-13K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-16K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-16K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-24K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | BR | $-25K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-25K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Citibank NA) | Derivative-foreign exchange | BR | $-97K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | BR | $-460K | – | -0.02 | |
| PURCHASED BRL / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | BR | $-464K | – | -0.02 | |
| PURCHASED CAD / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | CA | $7K | – | 0.00 | |
| PURCHASED CNH / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | CN | $-5K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (Citibank NA) | Derivative-foreign exchange | CN | $-8K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | CN | $-14K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | CN | $-17K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | CN | $-91K | – | -0.00 | |
| PURCHASED DKK / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | DK | $1K | – | 0.00 | |
| PURCHASED DKK / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | DK | $455.41 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (Citibank NA) | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | XX | $-37K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-61K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $-5K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Citibank NA) | Derivative-foreign exchange | GB | $-12K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | GB | $-65K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | ID | $-45K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | IN | $8K | – | 0.00 | |
| PURCHASED INR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $2K | – | 0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $1K | – | 0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $563.49 | – | 0.00 | |
| PURCHASED INR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | IN | $263.32 | – | 0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $-1K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| PURCHASED INR / SOLD USD (Citibank NA) | Derivative-foreign exchange | IN | $-3K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | JP | $-32K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| PURCHASED SGD / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| PURCHASED THB / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TH | $16.74 | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $124K | – | 0.01 | |
| PURCHASED TRY / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | TR | $76K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $65K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $60K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $59K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $45K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $32K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $22K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $16K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | TR | $13K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $8K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $7K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $7K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $6K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Goldman Sachs Bank USA) | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (BNP Paribas SA) | Derivative-foreign exchange | US | $-776.21 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Toronto-Dominion Bank) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (Barclays Bank PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $294K | – | 0.01 | |
| PURCHASED USD / SOLD BRL (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $125K | – | 0.01 | |
| PURCHASED USD / SOLD BRL (Citibank NA) | Derivative-foreign exchange | US | $96K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs Bank USA) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (HSBC Bank PLC) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (BNP Paribas SA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (HSBC Bank PLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (UBS AG) | Derivative-foreign exchange | US | $88K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (HSBC Bank PLC) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (BNP Paribas SA) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (Bank of America NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $732.71 | – | 0.00 | |
| PURCHASED USD / SOLD CNH (BNP Paribas SA) | Derivative-foreign exchange | US | $626.44 | – | 0.00 | |
| PURCHASED USD / SOLD CNH (Standard Chartered Bank) | Derivative-foreign exchange | US | $333.43 | – | 0.00 | |
| PURCHASED USD / SOLD DKK (UBS AG) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD DKK (Barclays Bank PLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD DKK (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-456.31 | – | -0.00 | |
| PURCHASED USD / SOLD DKK (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-997.07 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $1M | – | 0.06 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $114K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (Standard Chartered Bank) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Citibank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (BNP Paribas SA) | Derivative-foreign exchange | US | $817K | – | 0.04 | |
| PURCHASED USD / SOLD GBP (HSBC Bank PLC) | Derivative-foreign exchange | US | $64K | – | 0.00 | |
| PURCHASED USD / SOLD INR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (HSBC Bank PLC) | Derivative-foreign exchange | US | $60K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $291K | – | 0.01 | |
| PURCHASED USD / SOLD PEN (Deutsche Bank AG) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $63K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (BNP Paribas SA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (BNP Paribas SA) | Derivative-foreign exchange | US | $-51.07 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Bank of America NA) | Derivative-foreign exchange | US | $-95 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (BNP Paribas SA) | Derivative-foreign exchange | US | $-150.79 | – | -0.00 | |
| PURCHASED USD / SOLD TRY (HSBC Bank PLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| PURCHASED USD / SOLD TWD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (Standard Chartered Bank) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (Citibank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (Citibank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD TWD (Standard Chartered Bank) | Derivative-foreign exchange | US | $229.69 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (BNP Paribas SA) | Derivative-foreign exchange | US | $163.56 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (HSBC Bank PLC) | Derivative-foreign exchange | US | $134.65 | – | 0.00 | |
| PURCHASED USD / SOLD TWD (HSBC Bank PLC) | Derivative-foreign exchange | US | $33.76 | – | 0.00 | |
| RAAC Series 2007-SP2 Trust | Long | ABS-other | US | $1M | – | 0.06 |
| RAD CLO 21 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| RBSSP Resecuritization Trust 2009-5 | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Ready Capital Mortgage Financing 2022-FL10 LLC (ReadyCap Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.25 |
| Realty Income Corp | Long | Debt | US | $8M | – | 0.38 |
| Regatta XIX Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Regency Centers LP | Long | Debt | US | $3M | – | 0.17 |
| Renaissance Home Equity Loan Trust 2003-2 | Long | ABS-mortgage backed security | US | $113K | – | 0.01 |
| ReNew Wind Energy AP2 / ReNew Power Pvt Ltd other 9 Subsidiaries (10 RENEW POWER SUBSIDIAR) | Long | Debt | IN | $5M | – | 0.26 |
| Reperforming Loan REMIC Trust 2005-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $631K | – | 0.03 |
| Republic of Poland Government International Bond | Long | Debt | PL | $2M | – | 0.11 |
| Residential Asset Securitization Trust 2005-A12 | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Resloc UK 2007-1 PLC (ResLoC UK PLC) | Long | ABS-mortgage backed security | GB | $2M | – | 0.08 |
| RFMSI Series 2005-SA4 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| RFR GBP SONIO/3.75000 09/18/24-30Y LCH (LCH Limited) | Derivative-interest rate | US | $45K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7050 10/31/18-20Y LCH (LCH Limited) | Derivative-interest rate | JP | $91K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7500 03/20/19-19Y LCH (LCH Limited) | Derivative-interest rate | JP | $23K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7500 6/20/19-20Y* LCH (LCH Limited) | Derivative-interest rate | JP | $22K | – | 0.00 | |
| RFR JPY MUT+5.89/0.7850 11/12/18-20Y LCH (LCH Limited) | Derivative-interest rate | JP | $145K | – | 0.01 | |
| RFR JPY MUT+5.89/0.8000 10/22/18-20Y LCH (LCH Limited) | Derivative-interest rate | JP | $100K | – | 0.00 | |
| RFR JPY MUTK/0.4500 12/15/21-30Y LCH (LCH Limited) | Derivative-interest rate | JP | $-537K | – | -0.03 | |
| RFR JPY MUTK/0.5000 03/15/22-20Y LCH (LCH Limited) | Derivative-interest rate | JP | $1M | – | 0.06 | |
| RFR JPY MUTK/0.6620 04/19/22-20Y LCH (LCH Limited) | Derivative-interest rate | JP | $109K | – | 0.01 | |
| RFR JPY MUTK/0.8000 06/15/22-30Y LCH (LCH Limited) | Derivative-interest rate | JP | $2M | – | 0.10 | |
| RFR USD SOFR/1.75000 06/15/22-10Y CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $5M | – | 0.26 | |
| RFR USD SOFR/1.75000 12/21/22-30Y CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $4M | – | 0.20 | |
| RFR USD SOFR/3.15600 03/10/28-5Y LCH (LCH Limited) | Derivative-interest rate | US | $642K | – | 0.03 | |
| RFR USD SOFR/3.50000 06/20/24-30Y LCH (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.05 | |
| RFR USD SOFR/3.50000 12/18/24-1Y LCH (LCH Limited) | Derivative-interest rate | US | $195K | – | 0.01 | |
| RFR USD SOFR/3.58526 03/01/24-7Y* LCH (LCH Limited) | Derivative-interest rate | US | $891K | – | 0.04 | |
| RFR USD SOFR/3.65000 11/22/23-1Y LCH (LCH Limited) | Derivative-interest rate | US | $-67K | – | -0.00 | |
| RFR USD SOFR/3.68400 01/03/24-10Y LCH (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.00 | |
| RFR USD SOFR/3.7165* 03/01/24-9Y* LCH (LCH Limited) | Derivative-interest rate | US | $229K | – | 0.01 | |
| RFR USD SOFR/3.72186 03/01/24-7Y* LCH (LCH Limited) | Derivative-interest rate | US | $33K | – | 0.00 | |
| RFR USD SOFR/3.72680 03/01/24-7Y* LCH (LCH Limited) | Derivative-interest rate | US | $64K | – | 0.00 | |
| RFR USD SOFR/3.7317* 03/01/24-7Y* LCH (LCH Limited) | Derivative-interest rate | US | $46K | – | 0.00 | |
| RFR USD SOFR/3.73910 03/01/24-7Y* LCH (LCH Limited) | Derivative-interest rate | US | $66K | – | 0.00 | |
| RFR USD SOFR/3.74267 03/01/24-9Y* LCH (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.00 | |
| RFR USD SOFR/3.74463 03/01/24-9Y* LCH (LCH Limited) | Derivative-interest rate | US | $85K | – | 0.00 | |
| RFR USD SOFR/3.75000 06/20/24-5Y LCH (LCH Limited) | Derivative-interest rate | US | $71K | – | 0.00 | |
| RFR USD SOFR/3.7525* 03/01/24-9Y* LCH (LCH Limited) | Derivative-interest rate | US | $101K | – | 0.00 | |
| RFR USD SOFR/3.75375 03/01/24-9Y* LCH (LCH Limited) | Derivative-interest rate | US | $100K | – | 0.00 | |
| RFR USD SOFR/3.7626* 03/01/24-9Y* LCH (LCH Limited) | Derivative-interest rate | US | $25K | – | 0.00 | |
| RFR USD SOFR/3.80740 03/01/24-4Y* LCH (LCH Limited) | Derivative-interest rate | US | $141K | – | 0.01 | |
| RFR USD SOFR/3.85400 12/29/23-10Y LCH (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| RFR USD SOFR/3.95000 12/19/23-10Y LCH (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| RFR USD SOFR/4.07290 03/01/24-2Y* LCH (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.06 | |
| RFR USD SOFR/4.07800 04/29/24-10Y LCH (LCH Limited) | Derivative-interest rate | US | $18K | – | 0.00 | |
| RFR USD SOFR/4.09500 02/18/25-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-119K | – | -0.01 | |
| RFR USD SOFR/4.25000 11/22/23-10Y LCH (LCH Limited) | Derivative-interest rate | US | $-42K | – | -0.00 | |
| RFR USD SOFR/5.16000 05/31/24-1Y LCH (LCH Limited) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| RFR USD SOFR/5.38800 10/18/23-1Y LCH (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| RGA Global Funding | Long | Debt | US | $5M | – | 0.23 |
| Rio Oil Finance Trust Series 2014-3 | Long | Debt | US | $2M | – | 0.11 |
| Ripon Mortgages PLC | Long | ABS-mortgage backed security | GB | $8M | – | 0.39 |
| RMAC Securities No 1 PLC (RMAC Securities PLC) | Long | ABS-mortgage backed security | GB | $4M | – | 0.19 |
| Rolls-Royce PLC | Long | Debt | GB | $955K | – | 0.05 |
| ROLLS-ROYCE PLC SNR SE ICE (Intercontinental Exchange, Inc.) | Derivative-credit | XX | $32K | – | 0.00 | |
| Romanian Government International Bond | Long | Debt | RO | $6M | – | 0.30 |
| Royal Bank of Canada | Long | Debt | CA | $3M | – | 0.17 |
| RTX Corp | Long | Debt | US | $3M | – | 0.15 |
| RWE Finance US LLC | Long | Debt | US | $4M | – | 0.20 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $7M | – | 0.32 |
| Santander Drive Auto Receivables Trust 2023-5 | Long | ABS-other | US | $2M | – | 0.12 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.15 |
| Santander Holdings USA Inc | Long | Debt | US | $6M | – | 0.27 |
| Saranac Clo VI Ltd (Saranac CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.25 |
| Saranac Clo VII Ltd (Saranac CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $318K | – | 0.02 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $5M | – | 0.24 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $4M | – | 0.21 |
| Saxon Asset Securities Trust 2005-2 | Long | ABS-other | US | $2M | – | 0.09 |
| Scentre Group Trust 1 / Scentre Group Trust 2 (SCENTRE GROUP TRUST 1/2) | Long | Debt | AU | $7M | – | 0.35 |
| Securitized Asset Backed Receivables LLC Trust 2005-FR5 | Long | ABS-other | US | $3M | – | 0.13 |
| Sequoia Mortgage Trust 2003-4 | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| SFS Auto Receivables Securitization Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.19 |
| Societe Generale SA | Long | Debt | FR | $7M | – | 0.33 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | US | $5M | – | 0.23 |
| Sound Point Clo XVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.12 |
| SOUND POINT CLO XVII (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Soundview Home Loan Trust 2007-WMC1 (Soundview Home Equity Loan Trust) | Long | ABS-other | US | $377K | – | 0.02 |
| SOUTH AFRICA EM SP MYC (Morgan Stanley Capital Services LLC) | Derivative-credit | US | $-17K | – | -0.00 | |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $6M | – | 0.29 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $4M | – | 0.22 |
| Southern Co/The | Long | Debt | US | $5M | – | 0.27 |
| Standard Chartered PLC | Long | Debt | GB | $5M | – | 0.27 |
| Standard Chartered PLC | Long | Debt | GB | $4M | – | 0.18 |
| State of Israel | Long | Debt | IL | $6M | – | 0.29 |
| Store Capital LLC | Long | Debt | US | $7M | – | 0.36 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-20 | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Structured Asset Investment Loan Trust 2006-1 | Long | ABS-other | US | $4M | – | 0.18 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR8 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR1 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $400K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| Structured Asset Mortgage Investments Trust 2002-AR3 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC1 (Structured Asset Securities Corporation) | Long | ABS-other | US | $1M | – | 0.05 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC4 (Structured Asset Securities Corporation) | Long | ABS-other | US | $125K | – | 0.01 |
| Structured Asset Securities Corp Trust 2005-5 (Structured Asset Securities Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| STWD 2019-FL1 Ltd (Starwood Commercial Mortgage Trust) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.02 |
| STWD 2021-LIH Mortgage Trust (Starwood Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.35 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $5M | – | 0.26 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.08 |
| Suntrust Alternative Loan Trust Series 2005-1F | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Symphony CLO 39 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $4M | – | 0.22 |
| Synchrony Bank | Long | Debt | US | $6M | – | 0.27 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.33 |
| T-MOBILE USA INC SNR S* ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $404K | – | 0.02 | |
| TER Finance Jersey Ltd (TER FINANCE LTD JERSEY) | Long | Debt | JE | $1M | – | 0.05 |
| Terwin Mortgage Trust 2006-3 | Long | ABS-mortgage backed security | US | $112K | – | 0.01 |
| Tesco Property Finance 4 PLC (TESCO PROPERTY FIN 4 PLC) | Long | Debt | GB | $228K | – | 0.01 |
| Tesla Auto Lease Trust 2023-A | Long | ABS-other | US | $2M | – | 0.08 |
| THL Credit Wind River 2013-2 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| THL Credit Wind River 2019-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.35 |
| Tikehau CLO DAC | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.27 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $3M | – | 0.17 |
| Towd Point Mortgage Funding | Long | ABS-mortgage backed security | GB | $17M | – | 0.86 |
| Towd Point Mortgage Funding 2024 - Granite 6 PLC | Long | ABS-mortgage backed security | GB | $6M | – | 0.27 |
| Towd Point Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Toyota Auto Loan Extended Note Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.12 |
| Toyota Motor Credit Corp | Long | Debt | US | $4M | – | 0.17 |
| Trinity Square 2021-1 PLC | Long | ABS-mortgage backed security | GB | $4M | – | 0.22 |
| TRTX 2022-FL5 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.32 |
| Truist Financial Corp | Long | Debt | US | $2M | – | 0.11 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $56M | – | 2.74 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $28M | – | 1.39 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $22M | – | 1.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $20M | – | 1.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $20M | – | 0.99 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $18M | – | 0.91 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $16M | – | 0.80 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $12M | – | 0.60 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $12M | – | 0.58 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $8M | – | 0.38 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.34 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.33 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.28 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $928K | – | 0.05 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $10M | – | 0.49 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $10M | – | 0.48 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.29 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.28 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.10 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.09 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.07 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $930K | – | 0.05 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $18M | – | 0.91 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.72 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $11M | – | 0.52 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.37 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.21 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.06 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $19K | – | 0.00 |
| U.S. Treasury STRIPS Coupon (United States Treasury) | Long | Debt | US | $5M | – | 0.26 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.11 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.10 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.44 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.14 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $274M | – | 13.52 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $174M | – | 8.56 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $164M | – | 8.10 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $71M | – | 3.52 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $71M | – | 3.50 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $69M | – | 3.42 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $30M | – | 1.49 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $28M | – | 1.39 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $9M | – | 0.45 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $676K | – | 0.03 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $3M | – | 0.17 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $5M | – | 0.24 |
| United Kingdom Gilt | Long | Debt | GB | $13M | – | 0.64 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $725K | – | 0.04 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-2M | – | -0.09 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $17K | – | 0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $895K | – | 0.04 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| UWM Mortgage Trust 2021-INV3 (United Wholesale Mortgage LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| UWM Mortgage Trust 2021-INV3 (United Wholesale Mortgage LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| UWM Mortgage Trust 2021-INV4 (United Wholesale Mortgage LLC) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $820K | – | 0.04 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $180K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $2M | – | 0.08 |
| Venture XXIX CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $179K | – | 0.01 |
| Venture XXVIII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.22 |
| VERIZON COMMUNICATIONS INC SNR S* ICE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $102K | – | 0.01 | |
| Verus Securitization Trust 2022-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.16 |
| Verus Securitization Trust 2023-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Virgin Money UK PLC | Long | Debt | GB | $612K | – | 0.03 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $6M | – | 0.31 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $989K | – | 0.05 |
| Voya CLO 2017-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Voya CLO 2019-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| Wachovia Mortgage Loan Trust LLC Series 2006-A Trust (Wachovia Mortgage Loan Trust, LLC) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR13 Trust | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR18 Trust | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-10 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-9 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-5 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $800K | – | 0.04 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR9 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $661K | – | 0.03 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust (Washington Mutual MSC Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| WEC Energy Group Inc | Long | Debt | US | $7M | – | 0.34 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.23 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $592K | – | 0.03 |
| Wells Fargo Bank NA | Long | Debt | US | $4M | – | 0.22 |
| Wells Fargo Bank NA | Long | Debt | US | $3M | – | 0.13 |
| Wells Fargo Bank NA | Long | Debt | US | $2M | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2015-P2 | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Western Midstream Operating LP | Long | Debt | US | $4M | – | 0.20 |
| ZCS BRL 11.49576 06/14/24-01/04/27 CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-180K | – | -0.01 | |
| ZCS BRL 11.5281 06/18/24-01/04/27 CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-73K | – | -0.00 | |
| ZCS BRL 11.54841 06/13/24-01/04/27 CME (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-118K | – | -0.01 |
Address
PACIFIC SELECT FUND
700 NEWPORT CTR DR
P O BOX 7500
NEWPORT BEACH
California
92660
United States of America
Directors
Lucie H. Moore
Nooruddin (Rudy) Veerjee
Paul A. Keller
Adrian S. Griggs
Andrew J. Iseman
Gale K. Caruso
Transfer Agents
State Street Bank and Trust Company
Pacific Life Insurance Company
Pricing Services
London Stock Exchange Group PLC
S&P Global Inc.
Bloomberg L.P.
ICE Data Services, Inc.
PricingDirect Inc.
Custodians
Standard Chartered Bank (Jakarta, Jakarta, ID, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
Euroclear Bank
Citibank Europe Public Limited Company (Budapest, HU, Branch)
Standard Chartered International Commercial Bank Co., Ltd.
Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch)
Skandinaviska Enskilda Banken A/S
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Citibank del Peru S.A.
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
Standard Chartered Bank (Thai) Public Company Limited
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
State Street Bank International GmbH
UniCredit Bank Austria AG
UBS Switzerland AG
State Street Trust Company Canada
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
Citibank, National Association (Singapore, SG, Branch)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Royal Bank of Canada
Stanbic IBTC Bank PLC
BNP Paribas
Joint Stock Company 'Commercial Bank CitiBank'
Citibank Europe Public Limited Company
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
Bank Handlowy w Warszawie Spolka Akcyjna
Intesa Sanpaolo S.p.A.
Skandinaviska Enskilda Banken AB
The Hongkong and Shanghai Banking Corporation Limited
Citibank, National Association (Cairo, Cairo, EG, Branch)
State Street Bank and Trust Company
Bank Hapoalim B.M.
BNP Paribas (Athens, Attica, GR, Branch)
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
Citibank, Anonim Sirketi
Standard Chartered Bank Malaysia Berhad
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Shareholder Servicing Agents
Pacific Select Distributors, LLC
Admins
Pacific Life Insurance Company
Brokers
UBS Securities LLC
Exane, Inc.
CLSA Americas, LLC
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
Goldman Sachs & Co. LLC
BofA Securities, Inc.
Morgan Stanley & Co. LLC
Nomura Securities International, Inc.
Jefferies LLC