PACIFIC SELECT FUND
Diversified Bond Portfolio
$2.15B
Avg Monthly Net Assets
$2.42B
Total Assets
$142.04M
Total Liabilities
$2.28B
Net Assets
Diversified 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 $2.15B.
On August 12th, 2024 it reported 1,012 holdings, the largest
being Fixed Income Clearing Corp. (3.5%), United States Treasury (3.2%) and United States Treasury (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000078095 | ||
| Class P | C000098966 |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $1M | – | 0.06 |
| 37 Capital Clo 4 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| 510 Asset Backed 2021-NPL1 Trust (510 Assets Backed Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $9M | – | 0.41 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $491K | – | 0.02 |
| AES Corp/The | Long | Debt | US | $2M | – | 0.10 |
| Affirm Asset Securitization Trust 2023-X1 (Affirm Inc) | Long | ABS-other | US | $305K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $4M | – | 0.16 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $110K | – | 0.00 |
| AIB Group PLC | Long | Debt | IE | $944K | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $3M | – | 0.13 |
| Air Lease Corp | Long | Debt | US | $3M | – | 0.13 |
| Aircastle Ltd | Long | Debt | BM | $5M | – | 0.23 |
| Aircastle Ltd | Long | Debt | BM | $3M | – | 0.12 |
| Aircastle Ltd | Long | Debt | BM | $355K | – | 0.02 |
| Aker BP ASA | Long | Debt | NO | $3M | – | 0.13 |
| Aker BP ASA | Long | Debt | NO | $3M | – | 0.12 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $451K | – | 0.02 |
| Alpek SAB de CV (ALPEK SA DE CV) | Long | Debt | MX | $207K | – | 0.01 |
| American Airlines 2017-2 Class A Pass Through Trust (AMER AIRLINE 17-2 A PTT) | Long | Debt | US | $2M | – | 0.07 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | XX | $2M | – | 0.07 |
| American Builders & Contractors Supply Co Inc (ABC SUPPLY CO INC) | Long | Debt | US | $1M | – | 0.05 |
| American Credit Acceptance Receivables Trust 2022-3 | Long | ABS-other | US | $3M | – | 0.14 |
| American Credit Acceptance Receivables Trust 2023-4 | Long | ABS-other | US | $4M | – | 0.16 |
| American Homes 4 Rent LP | Long | Debt | US | $251K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $5M | – | 0.24 |
| Americredit Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $707K | – | 0.03 |
| Amgen Inc | Long | Debt | US | $2M | – | 0.08 |
| AMMC CLO 18 Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| AMMC CLO XII Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Amphenol Corp | Long | Debt | US | $778K | – | 0.03 |
| Anchorage Capital Clo 13 LLC (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Anchorage Capital CLO 19 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Anchorage Capital Clo 28 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $569K | – | 0.02 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.09 |
| Anglo American Capital PLC | Long | Debt | GB | $691K | – | 0.03 |
| Anglo American Capital PLC | Long | Debt | GB | $403K | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $318K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $560K | – | 0.02 |
| Antares Holdings LP | Long | Debt | US | $6M | – | 0.28 |
| Antares Holdings LP | Long | Debt | US | $1M | – | 0.04 |
| ArcelorMittal SA | Long | Debt | LU | $4M | – | 0.17 |
| Ardonagh Finco Ltd | Long | Debt | JE | $3M | – | 0.12 |
| Ares Capital Corp | Long | Debt | US | $3M | – | 0.15 |
| Ares Capital Corp | Long | Debt | US | $2M | – | 0.10 |
| Arthur J Gallagher & Co | Long | Debt | US | $581K | – | 0.03 |
| Ascent Education Funding Trust 2024-A | Long | ABS-other | US | $100K | – | 0.00 |
| Ashtead Capital Inc | Long | Debt | US | $2M | – | 0.07 |
| Ashtead Capital Inc | Long | Debt | US | $1M | – | 0.05 |
| Asplundh Tree Expert LLC 2024 INCREMENTAL TERM LOAN B | Long | Loan | US | $3M | – | 0.13 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.15 |
| AT&T Inc | Long | Debt | US | $173K | – | 0.01 |
| Athene Holding Ltd | Long | Debt | US | $4M | – | 0.20 |
| Athene Holding Ltd | Long | Debt | US | $4M | – | 0.16 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $4M | – | 0.17 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $2M | – | 0.08 |
| AutoNation Inc | Long | Debt | US | $2M | – | 0.07 |
| AutoZone Inc | Long | Debt | US | $3M | – | 0.12 |
| Auxilior Term Funding 2023-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $3M | – | 0.11 |
| Aviation Capital Group LLC | Long | Debt | US | $6M | – | 0.28 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.21 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $4M | – | 0.18 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $2M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $914K | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $557K | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $252K | – | 0.01 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.09 |
| BAE Systems PLC | Long | Debt | GB | $4M | – | 0.19 |
| BAE Systems PLC | Long | Debt | GB | $1M | – | 0.06 |
| Baidu Inc | Long | Debt | KY | $692K | – | 0.03 |
| Bain Capital CLO 2024-1 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.07 |
| Bain Capital Credit CLO 2021-1 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $946K | – | 0.04 |
| Banco Santander Chile | Long | Debt | CL | $1M | – | 0.05 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Long | Debt | MX | $857K | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $193K | – | 0.01 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $3M | – | 0.15 |
| BANK 2019-BNK22 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BANK 2023-BNK45 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $539K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.41 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $813K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $625K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $325K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $6M | – | 0.25 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.18 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.12 |
| Bausch Health Cos Inc | Long | Debt | CA | $289K | – | 0.01 |
| Baytex Energy Corp | Long | Debt | CA | $2M | – | 0.07 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $1M | – | 0.05 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| Betony CLO 2 Ltd (Betony CLO 2, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $778K | – | 0.03 |
| Bharti Airtel Ltd | Long | Debt | IN | $3M | – | 0.12 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| BHG Securitization Trust 2024-1CON (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $971K | – | 0.04 |
| BioMarin Pharmaceutical Inc | Long | Debt | US | $4M | – | 0.16 |
| Blackstone Secured Lending Fund | Long | Debt | US | $2M | – | 0.09 |
| Blackstone Secured Lending Fund | Long | Debt | US | $2M | – | 0.09 |
| Blue Owl Capital Corp | Long | Debt | US | $6M | – | 0.25 |
| Blue Owl Capital Corp | Long | Debt | US | $2M | – | 0.11 |
| Blue Owl Finance LLC | Long | Debt | US | $3M | – | 0.13 |
| Blue Owl Technology Finance Corp | Long | Debt | US | $2M | – | 0.07 |
| Blue Owl Technology Finance Corp | Long | Debt | US | $1M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.13 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.11 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $916K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $908K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $540K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $6M | – | 0.28 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.18 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.18 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.12 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $908K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $748K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $723K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $456K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $452K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $139K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $1M | – | 0.05 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $368K | – | 0.02 |
| Braskem America Finance Co | Long | Debt | US | $3M | – | 0.14 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $2M | – | 0.07 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $14M | – | 0.64 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $8M | – | 0.37 |
| BRF SA | Long | Debt | BR | $2M | – | 0.08 |
| Bridgecrest Lending Auto Securitization Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.10 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.05 |
| Bridgecrest Lending Auto Securitization Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.04 |
| Brighthouse Financial Inc | Long | Debt | US | $2M | – | 0.10 |
| Brixmor Operating Partnership LP | Long | Debt | US | $989K | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $11M | – | 0.50 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.05 |
| Business Jet Securities 2024-1 LLC (Business Jet Securities, LLC) | Long | ABS-other | US | $572K | – | 0.03 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $674K | – | 0.03 |
| CAFL 2023-RTL1 Issuer LLC (CoreVest American Finance Ltd) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| CaixaBank SA | Long | Debt | ES | $2M | – | 0.07 |
| Canyon CLO 2018-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $4M | – | 0.17 |
| Carlyle Global Market Strategies CLO 2014-2R Ltd | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.03 |
| CarMax Auto Owner Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.12 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.06 |
| CarMax Auto Owner Trust 2024-2 | Long | ABS-other | US | $46K | – | 0.00 |
| Carnival Corp | Long | Debt | PA | $2M | – | 0.08 |
| Carnival Corp | Long | Debt | PA | $1M | – | 0.05 |
| Carnival Corp | Long | Debt | PA | $703K | – | 0.03 |
| CarVal CLO II Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Carvana Auto Receivables Trust 2023-N4 | Long | ABS-other | US | $2M | – | 0.07 |
| Carvana Auto Receivables Trust 2023-N4 | Long | ABS-other | US | $2M | – | 0.07 |
| Carvana Auto Receivables Trust 2023-N4 | Long | ABS-other | US | $1M | – | 0.05 |
| Carvana Auto Receivables Trust 2024-N1 | Long | ABS-other | US | $712K | – | 0.03 |
| Carvana Auto Receivables Trust 2024-N1 | Long | ABS-other | US | $300K | – | 0.01 |
| Carvana Auto Receivables Trust 2024-N2 | Long | ABS-other | US | $401K | – | 0.02 |
| Carvana Auto Receivables Trust 2024-P1 | Long | ABS-other | US | $1M | – | 0.06 |
| Castlelake Aircraft Structured Trust 2019-1 (Castlelake Aircraft Securitization Trust) | Long | ABS-other | US | $3M | – | 0.15 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $2M | – | 0.09 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $6M | – | 0.28 |
| Celanese US Holdings LLC | Long | Debt | US | $7M | – | 0.29 |
| Celanese US Holdings LLC | Long | Debt | US | $1M | – | 0.05 |
| Celanese US Holdings LLC | Long | Debt | US | $777K | – | 0.03 |
| Celanese US Holdings LLC | Long | Debt | US | $290K | – | 0.01 |
| Cemex SAB de CV | Long | Debt | MX | $11M | – | 0.50 |
| Cemex SAB de CV | Long | Debt | MX | $2M | – | 0.10 |
| Centene Corp | Long | Debt | US | $4M | – | 0.16 |
| Centene Corp | Long | Debt | US | $3M | – | 0.15 |
| Centene Corp | Long | Debt | US | $2M | – | 0.07 |
| Centene Corp | Long | Debt | US | $506K | – | 0.02 |
| Cerberus Loan Funding XLVII LLC | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.14 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.07 |
| Cheniere Energy Partners LP | Long | Debt | US | $6M | – | 0.25 |
| Cheniere Energy Partners LP | Long | Debt | US | $470K | – | 0.02 |
| Chile Government International Bonds | Long | Debt | CL | $3M | – | 0.12 |
| Chile Government International Bonds | Long | Debt | CL | $1M | – | 0.06 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $518K | – | 0.02 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.15 |
| Citigroup Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $680K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $642K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $630K | – | 0.03 |
| Clearway Energy Operating LLC (CLEARWAY ENERGY OP LLC) | Long | Debt | US | $2M | – | 0.08 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $3M | – | 0.15 |
| CLI Funding VIII LLC (CLI Funding LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| CNA Financial Corp | Long | Debt | US | $446K | – | 0.02 |
| CNO Financial Group Inc | Long | Debt | US | $1M | – | 0.06 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $3M | – | 0.14 |
| College Ave Student Loans 2024-B LLC | Long | ABS-other | US | $885K | – | 0.04 |
| Colombia Government International Bonds | Long | Debt | CO | $4M | – | 0.20 |
| Colombia Government International Bonds | Long | Debt | CO | $2M | – | 0.09 |
| Cometa Energia SA de CV | Long | Debt | MX | $3M | – | 0.13 |
| CommScope Inc | Long | Debt | US | $1M | – | 0.04 |
| Continental Resources Inc/OK | Long | Debt | US | $6M | – | 0.25 |
| Continental Resources Inc/OK | Long | Debt | US | $6M | – | 0.25 |
| Corning Inc | Long | Debt | US | $2M | – | 0.08 |
| Credit Acceptance Auto Loan Trust 2024-1 | Long | ABS-other | US | $396K | – | 0.02 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $1M | – | 0.06 |
| Credit Acceptance Auto Loan Trust 2024-2 | Long | ABS-other | US | $685K | – | 0.03 |
| Credit Agricole SA | Long | Debt | FR | $10M | – | 0.42 |
| Credit Agricole SA | Long | Debt | FR | $422K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.11 |
| CSC Holdings LLC | Long | Debt | US | $1M | – | 0.06 |
| CSC Holdings LLC | Long | Debt | US | $206K | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $990K | – | 0.04 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| CSMC 2017-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.40 |
| CSMC 2020-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $522K | – | 0.02 |
| CSMC 2021-NQM4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $612K | – | 0.03 |
| CSMC 2021-RPL2Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $337K | – | 0.01 |
| CVS Pass-Through Trust | Long | Debt | US | $1M | – | 0.06 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $2M | – | 0.08 |
| Danske Bank A/S | Long | Debt | DK | $790K | – | 0.03 |
| DB Master Finance LLC | Long | ABS-other | US | $446K | – | 0.02 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| DCP Midstream Operating LP | Long | Debt | US | $2M | – | 0.07 |
| DCP Midstream Operating LP | Long | Debt | US | $1M | – | 0.05 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $3M | – | 0.11 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | XX | $111K | – | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $4M | – | 0.17 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.12 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.11 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.07 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.05 |
| Dick's Sporting Goods Inc | Long | Debt | US | $1M | – | 0.06 |
| DISH DBS Corp | Long | Debt | US | $893K | – | 0.04 |
| DISH DBS Corp | Long | Debt | US | $546K | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $161K | – | 0.01 |
| DISH Network Corp | Long | Debt | US | $3M | – | 0.12 |
| DISH Network Corp | Long | Debt | US | $1M | – | 0.06 |
| Dollar General Corp | Long | Debt | US | $1M | – | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.07 |
| Dominican Republic International Bond | Long | Debt | DO | $881K | – | 0.04 |
| Dominican Republic International Bonds | Long | Debt | DO | $2M | – | 0.09 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.08 |
| Ecopetrol SA | Long | Debt | CO | $1M | – | 0.06 |
| Elmwood CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Elmwood CLO VIII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $2M | – | 0.08 |
| Empresa de los Ferrocarriles del Estado | Long | Debt | CL | $377K | – | 0.02 |
| Empresa Nacional de Telecomunicaciones SA (ENTEL CHILE SA) | Long | Debt | CL | $432K | – | 0.02 |
| Enel Americas SA | Long | Debt | CL | $485K | – | 0.02 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $2M | – | 0.10 |
| Energean Israel Finance Ltd | Long | Debt | IL | $1M | – | 0.05 |
| Energean Israel Finance Ltd | Long | Debt | IL | $1M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.10 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.06 |
| Energy Transfer LP | Long | Debt | US | $876K | – | 0.04 |
| EnLink Midstream LLC | Long | Debt | US | $1M | – | 0.06 |
| Entegris Inc | Long | Debt | US | $3M | – | 0.15 |
| Entergy Corp | Long | Debt | US | $568K | – | 0.02 |
| EPR Properties | Long | Debt | US | $563K | – | 0.02 |
| EQM Midstream Partners LP | Long | Debt | US | $2M | – | 0.07 |
| EQT Corp | Long | Debt | US | $3M | – | 0.11 |
| EQT Corp | Long | Debt | US | $564K | – | 0.02 |
| EQT Corp | Long | Debt | US | $442K | – | 0.02 |
| EQT Corp | Long | Debt | US | $24K | – | 0.00 |
| Equifax Inc | Long | Debt | US | $1M | – | 0.05 |
| Equinix Inc | Long | Debt | US | $3M | – | 0.12 |
| Etsy Inc | Long | Debt | US | $2M | – | 0.10 |
| EverBright Solar Trust 2024-A | Long | ABS-other | US | $861K | – | 0.04 |
| EWC Master Issuer LLC | Long | ABS-other | US | $911K | – | 0.04 |
| Exeter Automobile Receivables Trust 2024-3 | Long | ABS-other | US | $301K | – | 0.01 |
| Exeter Automobile Receivables Trust 2024-3 | Long | ABS-other | US | $100K | – | 0.00 |
| Expedia Group Inc | Long | Debt | US | $6M | – | 0.27 |
| Expedia Group Inc | Long | Debt | US | $341K | – | 0.01 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Extra Space Storage LP | Long | Debt | US | $1M | – | 0.06 |
| Extra Space Storage LP | Long | Debt | US | $522K | – | 0.02 |
| Falabella SA | Long | Debt | CL | $1M | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37M | – | 1.64 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.69 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| 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 | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| 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 | $1M | – | 0.05 |
| 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 | $1M | – | 0.05 |
| 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 | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $996K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $986K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $968K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $919K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $876K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $850K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $844K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $803K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $795K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $790K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $778K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $764K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $759K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $730K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $730K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $722K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $717K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $699K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $685K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $682K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $673K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $665K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $633K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $630K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $630K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $627K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $614K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $608K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $576K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $570K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $569K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $533K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $527K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $484K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $474K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $466K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $437K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $348K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $346K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $345K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $261K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $646.77 | – | 0.00 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $6M | – | 0.26 |
| Fidelity National Financial Inc (FIDELITY NATL FINANCIAL) | Long | Debt | US | $6M | – | 0.27 |
| First Quantum Minerals Ltd | Long | Debt | CA | $3M | – | 0.14 |
| FirstKey Homes 2021-SFR1 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $4M | – | 0.16 |
| FirstKey Homes 2021-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.09 |
| Fiserv Inc | Long | Debt | US | $4M | – | 0.17 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $79M | – | 3.48 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $1M | – | 0.06 |
| FOCUS Brands Funding (Focus Brands Funding LLC) | Long | ABS-other | US | $528K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.05 |
| Ford Motor Credit Co LLC | Long | Debt | US | $588K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $392K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $293K | – | 0.01 |
| Forestar Group Inc | Long | Debt | US | $801K | – | 0.04 |
| Foundation Finance Trust 2021-1 | Long | ABS-other | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $473K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $450K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38M | – | 1.68 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.89 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $901K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $820K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $776K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $771K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $736K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $734K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $705K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $688K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $682K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $647K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $646K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $573K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $545K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $532K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $531K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $409K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $406K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $331K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freeport Indonesia PT | Long | Debt | ID | $1M | – | 0.06 |
| Fresnillo PLC | Long | Debt | GB | $2M | – | 0.08 |
| Frontier Issuer LLC | Long | ABS-other | US | $5M | – | 0.23 |
| Frontier Issuer LLC | Long | ABS-other | US | $5M | – | 0.21 |
| FS KKR Capital Corp | Long | Debt | US | $3M | – | 0.12 |
| Gartner Inc | Long | Debt | US | $678K | – | 0.03 |
| GATX Corp | Long | Debt | US | $645K | – | 0.03 |
| GATX Corp | Long | Debt | US | $641K | – | 0.03 |
| General Motors Co | Long | Debt | US | $2M | – | 0.10 |
| General Motors Co | Long | Debt | US | $555K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.14 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $521K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $293K | – | 0.01 |
| Generate CLO 7 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $708K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $535K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $516K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| GITSIT Mortgage Loan Trust 2024-NPL1 (GITSIT Mortgage Loan Trust 2023-NPL1) | Long | ABS-other | US | $2M | – | 0.10 |
| Glencore Funding LLC | Long | Debt | US | $24M | – | 1.07 |
| Glencore Funding LLC | Long | Debt | US | $3M | – | 0.15 |
| Global Payments Inc | Long | Debt | US | $4M | – | 0.17 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $1M | – | 0.05 |
| GLS Auto Receivables Issuer Trust 2023-3 (GLS Auto Receivables Trust) | Long | ABS-other | US | $3M | – | 0.12 |
| GLS Auto Receivables Issuer Trust 2024-1 (GLS Auto Receivables Trust) | Long | ABS-other | US | $4M | – | 0.15 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $162K | – | 0.01 |
| GLS Auto Select Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.06 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $602K | – | 0.03 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $401K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5M | – | 0.23 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $512K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $332K | – | 0.01 |
| Golub Capital Partners CLO 53B Ltd (Golub Capital Partners CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Golub Capital Partners CLO 72 B Ltd (Golub Capital Partners CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.08 |
| Goodyear Tire & Rubber Co/The | Long | Debt | US | $1M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $834K | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $674K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $509K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $492K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $436K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $347K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $342K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $224K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $163K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $136K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $118K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Gray Oak Pipeline LLC | Long | Debt | US | $480K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2013-PEMB (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Hardee's Funding LLC (CKE Restaurants Holdings Inc) | Long | ABS-other | US | $462K | – | 0.02 |
| Hayfin Kingsland X Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| HCA Inc | Long | Debt | US | $5M | – | 0.23 |
| HCA Inc | Long | Debt | US | $3M | – | 0.14 |
| HCA Inc | Long | Debt | US | $2M | – | 0.07 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $2M | – | 0.10 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $3M | – | 0.11 |
| Hildene Community Funding CDO Ltd (Hildene Community Funding CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| HILTON DOMESTIC OPRTING CO INC 2024 TERM LOAN B4 | Long | Loan | US | $1M | – | 0.06 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $2M | – | 0.10 |
| Hilton Grand Vacations Borrower LLC 2021 Term Loan B | Long | Loan | US | $176K | – | 0.01 |
| Hilton Grand Vacations Trust 2024-2 | Long | ABS-other | US | $364K | – | 0.02 |
| HILTON GRND VACATNS BORRWR LLC 2024 1st LIEN TERM LOAN B | Long | Loan | US | $4M | – | 0.19 |
| HIN Timeshare Trust 2020-A | Long | ABS-other | US | $365K | – | 0.02 |
| HINNT 2024-A LLC (Hin Timeshare Trust) | Long | ABS-other | US | $564K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $1M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.06 |
| Hyundai Capital America | Long | Debt | US | $5M | – | 0.24 |
| Hyundai Capital America | Long | Debt | US | $640K | – | 0.03 |
| Icon Investments Six DAC | Long | Debt | IE | $434K | – | 0.02 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $6M | – | 0.25 |
| Ingersoll Rand Inc | Long | Debt | US | $3M | – | 0.12 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $4M | – | 0.17 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $2M | – | 0.07 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $224K | – | 0.01 |
| Invesco CLO 2021-3 Ltd (Invesco CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $836K | – | 0.04 |
| IPALCO Enterprises Inc | Long | Debt | US | $567K | – | 0.02 |
| Iron Mountain Inc | Long | Debt | US | $2M | – | 0.08 |
| Jabil Inc | Long | Debt | US | $2M | – | 0.07 |
| Jabil Inc | Long | Debt | US | $500K | – | 0.02 |
| Jack in the Box Funding LLC (Jack in the Box Funding, LLC) | Long | ABS-other | US | $6M | – | 0.25 |
| Jacobs Engineering Group Inc | Long | Debt | US | $3M | – | 0.11 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $4M | – | 0.18 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.12 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $4M | – | 0.18 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $755K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.27 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| Kimberly-Clark de Mexico SAB de CV | Long | Debt | MX | $302K | – | 0.01 |
| KKR CLO 44 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.18 |
| Klabin Austria GmbH | Long | Debt | AT | $2M | – | 0.07 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $1M | – | 0.05 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.05 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.05 |
| LAD Auto Receivables Trust 2024-1 | Long | ABS-other | US | $604K | – | 0.03 |
| Lear Corp | Long | Debt | US | $2M | – | 0.08 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Legacy Mortgage Asset Trust 2021-GS5 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Leidos Inc | Long | Debt | US | $4M | – | 0.16 |
| Leidos Inc | Long | Debt | US | $713K | – | 0.03 |
| Leviathan Bond Ltd | Long | Debt | IL | $2M | – | 0.11 |
| Liberty Mutual Group Inc | Long | Debt | US | $753K | – | 0.03 |
| Lithia Motors Inc | Long | Debt | US | $1M | – | 0.04 |
| Lithia Motors Inc | Long | Debt | US | $800K | – | 0.04 |
| Long Point Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $662K | – | 0.03 |
| Macquarie Bank Ltd | Long | Debt | AU | $2M | – | 0.08 |
| Madison Park Funding XLVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $962K | – | 0.04 |
| Main Street Capital Corp | Long | Debt | US | $551K | – | 0.02 |
| Marriott International Inc/MD | Long | Debt | US | $1M | – | 0.06 |
| Marvell Technology Inc | Long | Debt | US | $1M | – | 0.05 |
| MDC Holdings Inc | Long | Debt | US | $95K | – | 0.00 |
| MercadoLibre Inc | Long | Debt | US | $802K | – | 0.04 |
| Meritage Homes Corp | Long | Debt | US | $2M | – | 0.07 |
| MetroNet Infrastructure Issuer LLC | Long | ABS-other | US | $202K | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $11M | – | 0.47 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.10 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.10 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $2M | – | 0.09 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $2M | – | 0.08 |
| Microchip Technology Inc | Long | Debt | US | $3M | – | 0.12 |
| Micron Technology Inc | Long | Debt | US | $13M | – | 0.57 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $403K | – | 0.02 |
| Mill City Mortgage Loan Trust 2018-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| Mill City Mortgage Loan Trust 2021-NMR1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $587K | – | 0.03 |
| Mill City Mortgage Loan Trust 2021-NMR1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $541K | – | 0.02 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $823K | – | 0.04 |
| Milos CLO Ltd (Milos CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Minerva Luxembourg SA | Long | Debt | LU | $1M | – | 0.06 |
| Mission Lane Credit Card Master Trust | Long | ABS-other | US | $715K | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $1M | – | 0.06 |
| Mohawk Industries Inc | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.22 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $962K | – | 0.04 |
| Mosaic Solar Loan Trust 2024-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $4M | – | 0.20 |
| Mosaic Solar Loans LLC | Long | ABS-other | US | $3M | – | 0.14 |
| Motorola Solutions Inc | Long | Debt | US | $3M | – | 0.12 |
| MPLX LP | Long | Debt | US | $1M | – | 0.06 |
| Mutual of Omaha Insurance Co (MUTUAL OF OMAHA INS CO) | Long | Debt | US | $1M | – | 0.05 |
| MVW 2024-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $1M | – | 0.05 |
| MVW 2024-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $424K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $2M | – | 0.08 |
| NatWest Group PLC | Long | Debt | GB | $352K | – | 0.02 |
| Navient Corp | Long | Debt | US | $2M | – | 0.07 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.13 |
| Navient Private Education Refi Loan Trust 2021-c (Navient Student Loan Trust) | Long | ABS-other | US | $954K | – | 0.04 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $4M | – | 0.20 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $529K | – | 0.02 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $593K | – | 0.03 |
| Netflix Inc | Long | Debt | US | $11M | – | 0.50 |
| New Residential Mortgage Loan Trust 2024-RPL1 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| New Residential Mortgage Loan Trust 2024-RTL1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| New Zealand Government Bonds | Long | Debt | NZ | $6M | – | 0.26 |
| Newell Brands Inc | Long | Debt | US | $5K | – | 0.00 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $895K | – | 0.04 |
| Nissan Motor Co Ltd | Long | Debt | JP | $2M | – | 0.10 |
| NLT 2023-1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Nordson Corp | Long | Debt | US | $1M | – | 0.06 |
| Norway Government Bonds | Long | Debt | NO | $6M | – | 0.26 |
| NRG Energy Inc | Long | Debt | US | $2M | – | 0.08 |
| Nutrien Ltd | Long | Debt | CA | $662K | – | 0.03 |
| NVR Inc | Long | Debt | US | $1M | – | 0.06 |
| NYMT Loan Trust 2024-CP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| NYMT Loan Trust Series 2024-BPL2 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $412K | – | 0.02 |
| OCP CLO 2020-18 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.08 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $1M | – | 0.05 |
| Octagon Investment Partners 31 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Octane Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.07 |
| Octane Receivables Trust 2024-2 | Long | ABS-other | US | $761K | – | 0.03 |
| OHA Credit Funding 17 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $1M | – | 0.06 |
| OHA Credit Funding 18 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.11 |
| OHA Credit Partners XI Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| OneMain Financial Issuance Trust 2019-2 | Long | ABS-other | US | $2M | – | 0.11 |
| OneMain Financial Issuance Trust 2019-2 | Long | ABS-other | US | $2M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.07 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.07 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $3M | – | 0.11 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $904K | – | 0.04 |
| Ovintiv Inc | Long | Debt | US | $2M | – | 0.07 |
| Ovintiv Inc | Long | Debt | US | $737K | – | 0.03 |
| Owens Corning | Long | Debt | US | $4M | – | 0.17 |
| Owens Corning | Long | Debt | US | $570K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $289K | – | 0.01 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.19 |
| Palmer Square BDC CLO 1 Ltd (Palmer Square BDC CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Palmer Square CLO 2024-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $2M | – | 0.07 |
| Panama Government International Bonds | Long | Debt | PA | $629K | – | 0.03 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $1M | – | 0.05 |
| Park Blue CLO 2023-IV Ltd (Park Blue CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $6M | – | 0.24 |
| Penn Mutual Life Insurance Co/The (PENN MUTUAL LIFE INS CO) | Long | Debt | US | $2M | – | 0.10 |
| Philippines Government International Bonds | Long | Debt | PH | $2M | – | 0.07 |
| Philippines Government International Bonds | Long | Debt | PH | $1M | – | 0.05 |
| Phinia Inc | Long | Debt | US | $564K | – | 0.02 |
| Pilgrim's Pride Corp | Long | Debt | US | $2M | – | 0.07 |
| PK Alift Loan Funding 3 LP | Long | ABS-other | US | $612K | – | 0.03 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $3M | – | 0.15 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $5M | – | 0.22 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $3M | – | 0.15 |
| Planet Fitness Master Issuer LLC | Long | ABS-other | US | $172K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $890K | – | 0.04 |
| POSCO | Long | Debt | KR | $771K | – | 0.03 |
| Post CLO 2022-1 LTD (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $496K | – | 0.02 |
| Post Road Equipment Finance 2024-1 LLC | Long | ABS-other | US | $1M | – | 0.05 |
| PPL Capital Funding Inc | Long | Debt | US | $3M | – | 0.13 |
| PPL Capital Funding Inc | Long | Debt | US | $0 | – | – |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $775K | – | 0.03 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $420K | – | 0.02 |
| Progress Residential 2021-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $202K | – | 0.01 |
| Prosus NV | Long | Debt | NL | $3M | – | 0.15 |
| Prosus NV | Long | Debt | NL | $293K | – | 0.01 |
| PRPM 2023-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Prpm 2024-1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| PRPM 2024-2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $978K | – | 0.04 |
| PRPM 2024-RCF2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $997K | – | 0.04 |
| PRPM 2024-RPL1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Qatar Government International Bonds | Long | Debt | QA | $2M | – | 0.09 |
| Raizen Fuels Finance SA | Long | Debt | LU | $1M | – | 0.05 |
| Raizen Fuels Finance SA | Long | Debt | LU | $799K | – | 0.04 |
| RCO VII Mortgage LLC 2024-1 (RCO Mortgage LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Redwood Funding Trust 2023-1 (REMIC FUNDING TRUST 98-1) | Long | ABS-other | US | $674K | – | 0.03 |
| REESE PARK CLO LTD (Reese Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $755K | – | 0.03 |
| Republic Finance Issuance Trust 2021-A | Long | ABS-other | US | $3M | – | 0.12 |
| Republic of Poland Government International Bond | Long | Debt | PL | $6M | – | 0.25 |
| Republic of Poland Government International Bonds | Long | Debt | PL | $2M | – | 0.07 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $4M | – | 0.17 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $3M | – | 0.11 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $2M | – | 0.09 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $871K | – | 0.04 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $2M | – | 0.11 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $2M | – | 0.10 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $818K | – | 0.04 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $202K | – | 0.01 |
| Resideo Funding Inc 2024 M&A Term Loan B (Resideo Funding Inc.) | Long | Loan | US | $2M | – | 0.11 |
| Resideo Funding Inc 2024 Term Loan B | Long | Loan | US | $1M | – | 0.05 |
| Roche Holdings Inc | Long | Debt | US | $3M | – | 0.14 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $5M | – | 0.23 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $4M | – | 0.19 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $3M | – | 0.12 |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc (ROCKETMTGE CO-ISSUER INC) | Long | Debt | US | $294K | – | 0.01 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $973K | – | 0.04 |
| Rockford Tower CLO 2018-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Romania Government International Bonds | Long | Debt | RO | $779K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.09 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $1M | – | 0.05 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $1M | – | 0.05 |
| RR 28 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| RTX Corp | Long | Debt | US | $5M | – | 0.20 |
| Sabre GLBL Inc | Long | Debt | US | $613K | – | 0.03 |
| Santander Drive Auto Receivables Trust 2022-3 | Long | ABS-other | US | $2M | – | 0.09 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $102K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $101K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2024-3 | Long | ABS-other | US | $2M | – | 0.10 |
| Santander Holdings USA Inc | Long | Debt | US | $2M | – | 0.07 |
| Saudi Arabian Oil Co | Long | Debt | SA | $1M | – | 0.05 |
| SBA Communications Corp | Long | Debt | US | $2M | – | 0.09 |
| SBNA Auto Receivables Trust 2024-A | Long | ABS-other | US | $100K | – | 0.00 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $372K | – | 0.02 |
| SEB Funding LLC | Long | ABS-other | US | $1M | – | 0.06 |
| Sempra Infrastructure Partners LP | Long | Debt | US | $2M | – | 0.07 |
| Sensata Technologies Inc | Long | Debt | US | $1M | – | 0.05 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.09 |
| Sierra Timeshare 2023-3 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $69K | – | 0.00 |
| Sierra Timeshare 2024-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| Silver Point Clo 4 Ltd (Silver Point CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.08 |
| Sitios Latinoamerica SAB de CV | Long | Debt | MX | $2M | – | 0.10 |
| Sixth Street CLO XXIV Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.07 |
| SMB Private Education Loan Trust 2018-A | Long | ABS-other | US | $1M | – | 0.05 |
| SMB Private Education Loan Trust 2018-B | Long | ABS-other | US | $113K | – | 0.00 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $186K | – | 0.01 |
| SMB Private Education Loan Trust 2021-B | Long | ABS-other | US | $313K | – | 0.01 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $943K | – | 0.04 |
| SMB Private Education Loan Trust 2021-D | Long | ABS-other | US | $2M | – | 0.08 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $3M | – | 0.15 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $3M | – | 0.13 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $2M | – | 0.09 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $975K | – | 0.04 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $301K | – | 0.01 |
| Smithfield Foods Inc | Long | Debt | US | $255K | – | 0.01 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $2M | – | 0.09 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $2M | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $4M | – | 0.16 |
| Societe Generale SA | Long | Debt | FR | $3M | – | 0.14 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.09 |
| Societe Generale SA | Long | Debt | FR | $2M | – | 0.09 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.05 |
| Sound Point CLO XXXII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Southern Co/The | Long | Debt | US | $1M | – | 0.06 |
| Southwest Airlines Co | Long | Debt | US | $1M | – | 0.05 |
| Southwestern Energy Co | Long | Debt | US | $562K | – | 0.02 |
| Sprint Capital Corp | Long | Debt | US | $4M | – | 0.18 |
| Standard Chartered PLC | Long | Debt | GB | $6M | – | 0.25 |
| Standard Chartered PLC | Long | Debt | GB | $3M | – | 0.14 |
| Standard Chartered PLC | Long | Debt | GB | $3M | – | 0.12 |
| Steel Dynamics Inc | Long | Debt | US | $2M | – | 0.08 |
| Stewart Information Services Corp | Long | Debt | US | $2M | – | 0.07 |
| Stonepeak 2021-1 ABS | Long | ABS-other | US | $4M | – | 0.18 |
| Stream Innovations 2024-1 Issuer Trust (STREAM INNOVATIONS ISSUER TRUST) | Long | ABS-other | US | $160K | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $4M | – | 0.17 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.09 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $341K | – | 0.01 |
| SunCoke Energy Inc | Long | Debt | US | $608K | – | 0.03 |
| Sunnova Helios XIII Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $2M | – | 0.10 |
| Suzano Austria GmbH | Long | Debt | AT | $2M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.30 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.11 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $826K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $444K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $8M | – | 0.36 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $267K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $153K | – | 0.01 |
| TD SYNNEX Corp | Long | Debt | US | $3M | – | 0.15 |
| Teladoc Health Inc | Long | Debt | US | $2M | – | 0.07 |
| Tencent Holdings Ltd | Long | Debt | KY | $1M | – | 0.05 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $1M | – | 0.05 |
| Teva Pharmaceutical Finance Co LLC (TEVA PHARM FIN CO LLC) | Long | Debt | US | $418K | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $7M | – | 0.32 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $6M | – | 0.28 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICAL INDU) | Long | Debt | NL | $511K | – | 0.02 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $378K | – | 0.02 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Limited) | Long | ABS-other | BM | $1M | – | 0.06 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Limited) | Long | ABS-other | BM | $351K | – | 0.02 |
| Textron Inc | Long | Debt | US | $7M | – | 0.30 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $3M | – | 0.11 |
| Thrust Engine Leasing 2021 DAC | Long | ABS-other | US | $2M | – | 0.09 |
| TIC Home Improvement Trust 2024-A | Long | ABS-other | US | $849K | – | 0.04 |
| TIF Funding II LLC | Long | ABS-other | US | $634K | – | 0.03 |
| TIF Funding III LLC | Long | ABS-other | US | $2M | – | 0.08 |
| TIF Funding III LLC | Long | ABS-other | US | $418K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $6M | – | 0.26 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.07 |
| Time Warner Cable LLC | Long | Debt | US | $493K | – | 0.02 |
| Time Warner Cable LLC | Long | Debt | US | $104K | – | 0.00 |
| Toorak Mortgage Trust 2024-RRTL1 (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Towd Point Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $510K | – | 0.02 |
| Trafigura Securitisation Finance PLC | Long | ABS-other | IE | $4M | – | 0.16 |
| TRANS UNION LLC 2024 TERM LOAN B8 | Long | Loan | US | $5M | – | 0.21 |
| Transelec SA | Long | Debt | CL | $877K | – | 0.04 |
| Tricon Residential 2022-SFR2 Trust | Long | ABS-other | US | $2M | – | 0.08 |
| Trimble Inc | Long | Debt | US | $3M | – | 0.12 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.05 |
| Turkiye Government International Bond (REPUBLIC OF TURKIYE) | Long | Debt | TR | $4M | – | 0.18 |
| U.K. Gilts | Long | Debt | GB | $9M | – | 0.38 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $8M | – | 0.35 |
| U.S. Treasury Bills (United States Treasury) | Long | Short-term investment vehicle | US | $6M | – | 0.25 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $72M | – | 3.16 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $51M | – | 2.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $26M | – | 1.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $13M | – | 0.56 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $12M | – | 0.53 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $11M | – | 0.49 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.41 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.29 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.27 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.23 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.17 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.14 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $910K | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $443K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $379K | – | 0.02 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $231K | – | 0.01 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $443K | – | 0.02 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $56M | – | 2.47 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $54M | – | 2.37 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $20M | – | 0.88 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $20M | – | 0.86 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $14M | – | 0.60 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.56 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $10M | – | 0.42 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.34 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.32 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.25 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.25 |
| UAE INTERNATIONAL GOVERNMENT BOND (UAE INT'L GOVT BOND) | Long | Debt | AE | $6M | – | 0.28 |
| Uber Technologies Inc | Long | Debt | US | $6M | – | 0.25 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.15 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.13 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $697K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $695K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $661K | – | 0.03 |
| UniCredit SpA | Long | Debt | IT | $2M | – | 0.11 |
| UniCredit SpA | Long | Debt | IT | $427K | – | 0.02 |
| United Airlines 2018-1 Class A Pass Through Trust (UNITED AIR 2018-1 A PTT) | Long | Debt | US | $2M | – | 0.10 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $1M | – | 0.05 |
| United Airlines Inc | Long | Debt | US | $1M | – | 0.06 |
| United Airlines Inc | Long | Debt | US | $44K | – | 0.00 |
| United Rentals North America Inc | Long | Debt | US | $2M | – | 0.10 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $12M | – | 0.53 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $7M | – | 0.33 |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $500K | – | 0.02 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-3M | – | -0.13 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $549K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-44K | – | -0.00 | |
| US Airways 2013-1 Class A Pass Through Trust (US AIRWAYS 2013-1A PTT) | Long | Debt | US | $2M | – | 0.10 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $3M | – | 0.15 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-392K | – | -0.02 | |
| Var Energi ASA | Long | Debt | NO | $3M | – | 0.12 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $2M | – | 0.07 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $678K | – | 0.03 |
| Veralto Corp | Long | Debt | US | $4M | – | 0.17 |
| Verus Securitization Trust 2021-5 | Long | ABS-mortgage backed security | US | $667K | – | 0.03 |
| Viatris Inc | Long | Debt | US | $253K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $6M | – | 0.25 |
| Viper Energy Inc | Long | Debt | US | $570K | – | 0.03 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $6M | – | 0.24 |
| VOLT XCII LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $1M | – | 0.06 |
| VOLT XCIV LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $493K | – | 0.02 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $2M | – | 0.10 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $300K | – | 0.01 |
| VStrong Auto Receivables Trust 2024-A | Long | ABS-other | US | $103K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.11 |
| WAVE 2019-1 LLC (Wave USA) | Long | ABS-other | US | $807K | – | 0.04 |
| Wellington Management Clo 2 Ltd (Wellington Management CLO 1 Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2022-C62 | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Western Digital Corp | Long | Debt | US | $1M | – | 0.05 |
| Western Digital Corp | Long | Debt | US | $921K | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $3M | – | 0.11 |
| Western Midstream Operating LP | Long | Debt | US | $835K | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $526K | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $112K | – | 0.00 |
| Westlake Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.10 |
| Westlake Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.07 |
| Westlake Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $574K | – | 0.03 |
| Westlake Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $500K | – | 0.02 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $6M | – | 0.24 |
| Willis Engine Structured Trust IV (Willis Engine Securitization Trust) | Long | ABS-other | US | $152K | – | 0.01 |
| Wyndham Hotels & Resorts Inc 2024 Term Loan | Long | Loan | US | $5M | – | 0.24 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $1M | – | 0.05 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $1M | – | 0.05 |
| Ziff Davis Inc | Long | Debt | US | $2M | – | 0.08 |
| Ziply Fiber Issuer LLC (Ziply Fiber Issuer, LLC) | Long | ABS-other | US | $4M | – | 0.18 |
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