Prudential > Prudential Investment Portfolios, Inc. 17
PGIM Short Duration Multi-Sector Bond Fund
$2.99B
Avg Monthly Net Assets
$4.89B
Total Assets
$377.58M
Total Liabilities
$4.51B
Net Assets
PGIM Short Duration Multi-Sector Bond Fund is a Mutual Fund in Prudential Investment Portfolios, Inc. 17
from Prudential,
based in New Jersey,
United States of America.
The fund has four share classes
and monthly net assets of $2.99B.
On September 27th, 2024 it reported 1,446 holdings, the largest
being US TREASURY N/B (5.7%), US TREASURY N/B (5.1%) and US TREASURY N/B (2.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000134895 | SDMAX | |
| Class C | C000134896 | SDMCX | |
| Class R6 | C000134897 | SDMQX | |
| Class Z | C000134898 | SDMZX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund | Long | Short-term investment vehicle | US | $81M | 81M | 1.79 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-5M | – | -0.12 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3M | – | -0.06 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $2M | – | 0.03 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $1M | – | 0.03 |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $168K | – | 0.00 | |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $96K | – | 0.00 | |
| AbbVie Inc | Long | Debt | US | $8M | – | 0.19 |
| AbbVie Inc | Long | Debt | US | $291K | – | 0.01 |
| AbbVie Inc | Long | Debt | US | $164K | – | 0.00 |
| AbbVie Inc | Long | Debt | US | $161K | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $11M | – | 0.24 |
| ADTALEM GLOBAL EDUCATION (Adtalem Global Education Inc) | Long | Loan | US | $325K | – | 0.01 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $1M | – | 0.03 |
| AEP Texas Inc | Long | Debt | US | $34K | – | 0.00 |
| AES Corp/The | Long | Debt | US | $252K | – | 0.01 |
| AES Corp/The | Long | Debt | US | $28K | – | 0.00 |
| Aethon United BR LP / Aethon United Finance Corp (AETHON UN/AETHIN UN FIN) | Long | Debt | US | $2M | – | 0.04 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $502K | – | 0.01 |
| Aker BP ASA | Long | Debt | NO | $5M | – | 0.12 |
| Aker BP ASA | Long | Debt | NO | $1M | – | 0.03 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $2M | – | 0.04 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $325K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $20K | – | 0.00 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $3M | – | 0.07 |
| Alliant Energy Finance LLC | Long | Debt | US | $4M | – | 0.09 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $2M | – | 0.04 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $2M | – | 0.03 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $37K | – | 0.00 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | $2M | – | 0.04 | |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | $920K | – | 0.02 | |
| Alta Equipment Group Inc | Long | Debt | US | $1M | – | 0.03 |
| Altice Financing SA | Long | Debt | LU | $3M | – | 0.07 |
| Amcor Finance USA Inc | Long | Debt | US | $330K | – | 0.01 |
| Ameren Corp | Long | Debt | US | $167K | – | 0.00 |
| Ameren Corp | Long | Debt | US | $20K | – | 0.00 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | $1M | – | 0.03 | |
| American Express Co | Long | Debt | US | $13M | – | 0.29 |
| American Express Co | Long | Debt | US | $8M | – | 0.19 |
| American Tower Corp | Long | Debt | US | $8M | – | 0.18 |
| American Tower Corp | Long | Debt | US | $325K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $134K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $111K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $111K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $78K | – | 0.00 |
| American Water Capital Corp | Long | Debt | US | $166K | – | 0.00 |
| AmeriCredit Automobile Receivables Trust 2020-2 | Long | ABS-other | US | $496K | – | 0.01 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $2M | – | 0.04 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $1M | – | 0.02 |
| Amgen Inc | Long | Debt | US | $5M | – | 0.10 |
| Amgen Inc | Long | Debt | US | $340K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $276K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $28K | – | 0.00 |
| AMN Healthcare Inc | Long | Debt | US | $2M | – | 0.05 |
| AMN Healthcare Inc | Long | Debt | US | $1M | – | 0.03 |
| Amphenol Corp | Long | Debt | US | $45K | – | 0.00 |
| Anchorage Capital Europe CLO 2021-4 DAC | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.13 |
| Anchorage Capital Europe CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.36 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $3M | – | 0.07 |
| Aptiv PLC / Aptiv Corp | Long | Debt | JE | $324K | – | 0.01 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2 | Long | ABS-mortgage backed security | US | $15M | – | 0.34 |
| Arch Capital Finance LLC | Long | Debt | US | $132K | – | 0.00 |
| Armada Euro CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $996K | – | 0.02 |
| Armada Euro CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $332K | – | 0.01 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $789K | – | 0.02 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $100K | – | 0.00 |
| Asian Development Bank | Long | Debt | $3M | – | 0.07 | |
| Asurion LLC | Long | Loan | US | $934K | – | 0.02 |
| Asurion LLC | Long | Loan | US | $670K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.09 |
| AT&T Inc | Long | Debt | US | $899K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $335K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $66K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $61K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $54K | – | 0.00 |
| AT&T Inc | Long | Debt | US | $18K | – | 0.00 |
| Atlas Senior Loan Fund Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| AutoZone Inc | Long | Debt | US | $2M | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.07 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.02 |
| Avoca Capital CLO X Ltd (Avoca CLO) | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.19 |
| B&G Foods Inc | Long | Debt | US | $3M | – | 0.07 |
| B&G Foods Inc | Long | Debt | US | $693K | – | 0.02 |
| BAE Systems Holdings Inc | Long | Debt | US | $60K | – | 0.00 |
| BAE Systems Holdings Inc | Long | Debt | US | $30K | – | 0.00 |
| Bain Capital Credit CLO 2022-1 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.55 |
| Bain Capital Euro CLO 2020-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.24 |
| Balboa Bay Loan Funding 2020-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Ball Corp | Long | Debt | US | $2M | – | 0.04 |
| Banco do Brasil SA/Cayman (BANCO DO BRASIL (CAYMAN)) | Long | Debt | BR | $1M | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $14M | – | 0.30 |
| Banco Santander SA | Long | Debt | ES | $3M | – | 0.06 |
| Banco Santander SA | Long | Debt | ES | $568K | – | 0.01 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $949K | – | 0.02 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| BANK 2018-BNK10 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| BANK 2019-BNK17 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BANK 2019-BNK18 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BANK 2020-BNK25 | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BANK 2021-BNK33 | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $658K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $511K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $297K | – | 0.01 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $120K | – | 0.00 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $16M | – | 0.35 |
| BANK5 2024-5YR8 | Long | ABS-mortgage backed security | US | $22M | – | 0.48 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Barclays PLC | Long | Debt | GB | $11M | – | 0.25 |
| Barclays PLC | Long | Debt | GB | $338K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $198K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $127K | – | 0.00 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $69K | – | 0.00 |
| Battalion Clo 17 Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Battalion CLO XII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| Battalion Clo XVI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| Bausch Health Americas Inc | Long | Debt | US | $2M | – | 0.05 |
| Bausch Health Cos Inc | Long | Debt | CA | $536K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $397K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $289K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $278K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $278K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $112K | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $13K | – | 0.00 |
| Baxalta Inc | Long | Debt | US | $914K | – | 0.02 |
| Bayer US Finance II LLC | Long | Debt | US | $1M | – | 0.03 |
| Bayview Financing Trust 2023-1F | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Bayview Opportunity Master Fund VII Trust 2024-CAR1F (BOF URSA FUNDING) | Long | ABS-other | US | $1M | – | 0.03 |
| BBCCRE Trust 2015-GTP | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| BBCMS Mortgage Trust 2023-C20 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| BBCMS Mortgage Trust 2023-C21 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $9M | – | 0.21 |
| Bear Stearns Asset Backed Securities Trust 2003-2 | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Beazer Homes USA Inc | Long | Debt | US | $2M | – | 0.05 |
| Beazer Homes USA Inc | Long | Debt | US | $1M | – | 0.03 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $442K | – | 0.01 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $3M | – | 0.07 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $1M | – | 0.03 |
| Bellis Acquisition Co PLC | Long | Debt | GB | $11M | – | 0.24 |
| Bellis Finco PLC | Long | Debt | GB | $4M | – | 0.08 |
| Benchmark 2018-B8 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Benchmark 2020-B20 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Benchmark 2021-B26 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Benchmark 2023-V2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.35 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.35 |
| Benchmark 2024-V8 Mortgage Trust | Long | ABS-mortgage backed security | US | $17M | – | 0.37 |
| Benefit Street Partners CLO XVIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.55 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $856K | – | 0.02 |
| Berry Global Inc | Long | Debt | US | $18K | – | 0.00 |
| BFLD 2024-VICT Mortgage Trust (BFLD Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| BFLD 2024-WRHS Mortgage Trust (BFLD Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Big River Steel LLC / BRS Finance Corp (BIG RIVER STEEL/BRS FIN) | Long | Debt | US | $3M | – | 0.06 |
| Black Hills Corp | Long | Debt | US | $26K | – | 0.00 |
| Blackstone Mortgage Trust Inc | Long | Loan | US | $949K | – | 0.02 |
| BLACKSTONE PRIVATE CR FUND | Long | Debt | US | $3M | – | 0.06 |
| BlueMountain CLO 2016-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $27M | – | 0.59 |
| BMO 2023-5C1 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.30 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.22 |
| BMO 2023-C6 MORTGAGE TRUST (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.28 |
| BMO 2024-C8 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.12 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.09 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $346K | – | 0.01 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.18 |
| Boardwalk Pipelines LP | Long | Debt | US | $61K | – | 0.00 |
| Boardwalk Pipelines LP | Long | Debt | US | $30K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $13M | – | 0.29 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.08 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.07 |
| Boeing Co/The | Long | Debt | US | $288K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $86K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $75K | – | 0.00 |
| Bombardier Inc | Long | Debt | CA | $5M | – | 0.11 |
| Bombardier Inc | Long | Debt | CA | $566K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $260K | – | 0.01 |
| Boost Newco Borrower LLC | Long | Debt | US | $368K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $10M | – | 0.22 |
| Brandywine Operating Partnership LP (BRANDYWINE OPER PARTNERS) | Long | Debt | US | $226K | – | 0.01 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $2M | – | 0.04 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $832K | – | 0.02 |
| BRAVO Residential Funding Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $484K | – | 0.01 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $5M | – | 0.11 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $792K | – | 0.02 |
| Brink's Co/The | Long | Debt | US | $3M | – | 0.06 |
| Brink's Co/The | Long | Debt | US | $998K | – | 0.02 |
| Brinker International Inc | Long | Debt | US | $2M | – | 0.04 |
| Brixmor Operating Partnership LP | Long | Debt | US | $2M | – | 0.05 |
| Brixmor Operating Partnership LP | Long | Debt | US | $426K | – | 0.01 |
| BRL/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| BRL/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| Broadcom Corp / Broadcom Cayman Finance Ltd (BROADCOM CRP / CAYMN FI) | Long | Debt | $328K | – | 0.01 | |
| Broadcom Inc | Long | Debt | US | $10M | – | 0.22 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.07 |
| Broadcom Inc | Long | Debt | US | $3M | – | 0.07 |
| Brooklyn Union Gas Co/The | Long | Debt | US | $24K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $768K | – | 0.02 |
| BX Commercial Mortgage Trust 2024-AIRC (BX Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| BX Trust 2021-LGCY | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $13M | – | 0.29 |
| BX Trust 2022-VAMF | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $3M | – | 0.06 |
| Calpine Corp | Long | Debt | US | $2M | – | 0.05 |
| Calpine Corp | Long | Debt | US | $2M | – | 0.04 |
| Calpine Corp | Long | Debt | US | $292K | – | 0.01 |
| Camelot Finance SA | Long | Debt | LU | $975K | – | 0.02 |
| Canadian Pacific Railway Co | Long | Debt | CA | $20K | – | 0.00 |
| Cantor Fitzgerald LP | Long | Debt | US | $3M | – | 0.07 |
| Capital One Financial Corp | Long | Debt | US | $5M | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $333K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $95K | – | 0.00 |
| Capital One Financial Corp | Long | Debt | US | $35K | – | 0.00 |
| Carlyle Euro CLO 2019-1 DAC (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | IE | $19M | – | 0.42 |
| Carlyle Euro CLO 2019-1 DAC (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.10 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.25 |
| CarMax Auto Owner Trust 2021-2 | Long | ABS-other | US | $4M | – | 0.08 |
| Carnival Corp | Long | Debt | PA | $5M | – | 0.11 |
| Carnival Holdings Bermuda Ltd (CARNIVAL HLDGS BM LTD) | Long | Debt | US | $1M | – | 0.02 |
| CarVal CLO VII-C Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $22M | – | 0.49 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $6M | – | 0.14 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $826K | – | 0.02 |
| Cathedral Lake VII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Cathedral Lake VIII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.21 |
| CBAM 2020-12 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| CCM Merger Inc | Long | Debt | US | $2M | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $3M | – | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $607K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $23K | – | 0.00 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $530K | – | 0.01 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $755K | – | 0.02 |
| CD 2017-CD6 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CD&R DOCK BIDCO LTD (CD&R Dock Bidco Limited) | Long | Debt | US | $580K | – | 0.01 |
| CD&R FIREFLY BIDCO LTD (CD&R Firefly Bidco Limited) | Long | Loan | GB | $4M | – | 0.08 |
| CDS ARAB REPUBLIC OF EGYPT (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $852K | – | 0.02 | |
| CDS CATALONIA AUTONOMOUS COMMUNITY OF (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $33K | – | 0.00 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-3M | – | -0.06 | |
| CDS GENERAL MOTORS CO (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $325K | – | 0.01 | |
| CDS HALLIBURTON COMPANY (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $28K | – | 0.00 | |
| CDS ISRAEL ELECTRIC CORP LTD (BARCLAYS BANK PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS KINGDOM OF MOROCCO (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $-143K | – | -0.00 | |
| CDS MILLICOM INTERNATIONAL CELLULAR SA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-47K | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-281.07 | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-364.11 | – | -0.00 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $4K | – | 0.00 | |
| CDS REPUBLIC OF ROMANIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $209K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-97K | – | -0.00 | |
| CDS SIMON PROPERTY GROUP LP (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-934.13 | – | -0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $8K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BNP PARIBAS) | Derivative-credit | FR | $5K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $3K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $3K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-3K | – | -0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-8K | – | -0.00 | |
| CDS VERIZON COMMUNICATIONS INC (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $63K | – | 0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $4M | – | 0.09 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $3M | – | 0.07 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $2M | – | 0.05 |
| Cellnex Finance Co SA | Long | Debt | ES | $4M | – | 0.08 |
| Cellnex Telecom SA | Long | Debt | ES | $2M | – | 0.05 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $2M | – | 0.05 |
| CEMEX Materials LLC | Long | Debt | US | $2M | – | 0.04 |
| Cemex SAB de CV | Long | Debt | MX | $1M | – | 0.02 |
| Cencora Inc | Long | Debt | US | $82K | – | 0.00 |
| Cenovus Energy Inc | Long | Debt | CA | $747K | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $49K | – | 0.00 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| CenterPoint Energy Inc | Long | Debt | US | $23K | – | 0.00 |
| Central Nippon Expressway Co Ltd (CENTRAL NIPPON EXPRESSWY) | Long | Debt | JP | $6M | – | 0.13 |
| Central Nippon Expressway Co Ltd (CENTRAL NIPPON EXPRESSWY) | Long | Debt | JP | $3M | – | 0.08 |
| Century Communities Inc | Long | Debt | US | $4M | – | 0.09 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Chart Industries Inc | Long | Debt | US | $416K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $90K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $70K | – | 0.00 |
| Chase Home Lending Mortgage Trust Series 2024-RPL2 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $9M | – | 0.21 |
| Chesapeake Energy Corp | Long | Debt | US | $4M | – | 0.08 |
| CIFC European Funding CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.19 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $65K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $24K | – | 0.00 |
| CIM Trust 2024-R1 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| CITGO Petroleum Corp | Long | Debt | US | $2M | – | 0.04 |
| Citigroup Commercial Mortgage Trust 2016-C2 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $908K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Citigroup COmmercial Mortgage Trust 2018-C6 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Citigroup Commercial Mortgage Trust 2019-GC43 | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Citigroup Inc | Long | Debt | US | $8M | – | 0.18 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.14 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $949K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $721K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $330K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $322K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $208K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $164K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2011-12 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $773K | – | 0.02 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $493K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $3M | – | 0.06 |
| Civitas Resources Inc | Long | Debt | US | $1M | – | 0.03 |
| CLP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| CNA Financial Corp | Long | Debt | US | $30K | – | 0.00 |
| CNAC HK Finbridge Co Ltd | Long | Debt | HK | $2M | – | 0.03 |
| CNH CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CNH CALL VERSUS USD PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $1K | – | 0.00 | |
| CNH CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $217.85 | – | 0.00 | |
| CNH CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| CNH CALL VERSUS USD PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-48K | – | -0.00 | |
| CNH CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-139K | – | -0.00 | |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $42K | – | 0.00 |
| CNH/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $48K | – | 0.00 | |
| CNH/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $46K | – | 0.00 | |
| CNH/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $533K | – | 0.01 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $188K | – | 0.00 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $78K | – | 0.00 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $2K | – | 0.00 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $981K | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $3M | – | 0.06 |
| COMM 2014-CCRE15 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| COMM 2016-COR1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $659K | – | 0.01 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.21 |
| COMM 2024-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| COMM 2024-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Commonwealth of Puerto Rico (PUERTO RICO CMWLTH) | Long | Debt | US | $7M | – | 0.16 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $954K | – | 0.02 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| Connecticut Avenue Securities Trust 2024-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $501K | – | 0.01 |
| Constellation Brands Inc | Long | Debt | US | $40K | – | 0.00 |
| Conuma Resources Ltd | Long | Debt | CA | $2M | – | 0.04 |
| COP CALL VERSUS USD PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $51.32 | – | 0.00 | |
| COP CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3.03 | – | 0.00 | |
| COP CALL VERSUS USD PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $0.33 | – | 0.00 | |
| COP CALL VERSUS USD PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| COP CALL VERSUS USD PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| COP CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-105K | – | -0.00 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-68K | – | -0.00 | |
| Coronado Finance Pty Ltd | Long | Debt | AU | $2M | – | 0.04 |
| Corp Andina de Fomento | Long | Debt | $3M | – | 0.07 | |
| Corp Andina de Fomento | Long | Debt | $384K | – | 0.01 | |
| Corp Andina de Fomento | Long | Debt | $10K | – | 0.00 | |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $71K | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $14K | – | 0.00 |
| CPPIB Capital Inc | Long | Debt | CA | $238K | – | 0.01 |
| Crescent Energy Finance LLC | Long | Debt | US | $459K | – | 0.01 |
| CRH SMW Finance DAC | Long | Debt | IE | $11M | – | 0.24 |
| Crown Castle Inc | Long | Debt | US | $7M | – | 0.15 |
| Crown Castle Inc | Long | Debt | US | $288K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $38K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $15K | – | 0.00 |
| Crown City CLO II | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.19 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSAIL 2019-C15 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| CSC Holdings LLC | Long | Debt | US | $8M | – | 0.18 |
| CSC Holdings LLC | Long | Loan | US | $1M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $773K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $665K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $519K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $396K | – | 0.01 |
| CSMC 2020-RPL5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $471K | – | 0.01 |
| CSMC 2022-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| CSMC Trust 2016-NXSR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| CSWAP EUR VS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $231K | – | 0.01 | |
| CSX Corp | Long | Debt | US | $15K | – | 0.00 |
| CubeSmart LP | Long | Debt | US | $77K | – | 0.00 |
| CVC Cordatus Loan Fund III DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.04 |
| CVC Cordatus Loan Fund VIII DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $7M | – | 0.16 |
| CVC Cordatus Loan Fund XIV DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $21M | – | 0.48 |
| CVS Health Corp | Long | Debt | US | $332K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $323K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $46K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $25K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $15K | – | 0.00 |
| CWABS Inc Asset-Backed Certificates Trust 2004-4 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $1M | – | 0.02 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $306K | – | 0.01 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $848K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $4M | – | 0.09 |
| DaVita Inc | Long | Debt | US | $916K | – | 0.02 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| DBJPM 2017-C6 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $567K | – | 0.01 |
| DBWF 2016-85T Mortgage Trust (DBWF Mortgage Trust) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $127K | – | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $7M | – | 0.15 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.06 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $326K | – | 0.01 |
| Development Bank of Japan Inc (DEVELOPMENT BK OF JAPAN) | Long | Debt | JP | $2M | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $207K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $20K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $15K | – | 0.00 |
| Dexia SA | Long | Debt | FR | $496K | – | 0.01 |
| Diamond Sports Group LLC | Long | Loan | US | $124K | – | 0.00 |
| Diamond Sports Group LLC | Long | Loan | US | $98K | – | 0.00 |
| DIAMOND SPORTS GROUP LLC | Long | Loan | US | $1M | – | 0.02 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $166K | – | 0.00 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $17K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $928.42 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.39 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.24 | – | 0.00 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | $3M | – | 0.07 | |
| DIGICEL INTL FIN LTD | Long | Equity-common | US | $289K | 27K | 0.01 |
| DIGICEL INTL FIN LTD Common Equity | Long | Equity-common | US | $640K | 257K | 0.01 |
| Digicel Midco Ltd / Difl US II LLC (DIG MIDCO/DIFL US II LLC) | Long | Debt | LC | $173K | – | 0.00 |
| Digital Realty Trust LP | Long | Debt | US | $123K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $3M | – | 0.06 |
| DISH DBS Corp | Long | Debt | US | $346K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $312K | – | 0.01 |
| DISH Network Corp | Long | Debt | US | $4M | – | 0.10 |
| Diversified Healthcare Trust | Long | Debt | US | $627K | – | 0.01 |
| DLLTD PIK-TERM B 1L USD (Digicel International Finance Ltd) | Long | Loan | LC | $3M | – | 0.06 |
| Dominican Republic International Bond | Long | Debt | DO | $3M | – | 0.07 |
| Dominican Republic International Bond | Long | Debt | DO | $629K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $622K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $401K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $256K | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $35K | – | 0.00 |
| DONCASTERS US FIN LLC (Doncasters US Finance LLC) | Long | Debt | US | $7M | – | 0.15 |
| DONCASTERS US FINANCE LLC | Long | Loan | US | $688K | – | 0.02 |
| Dover Corp | Long | Debt | US | $34K | – | 0.00 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $2M | – | 0.04 |
| DTE Energy Co | Long | Debt | US | $150K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $113K | – | 0.00 |
| Eagle RE 2021-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | US | $441K | – | 0.01 |
| Eagle RE 2023-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $704K | – | 0.02 |
| eBay Inc | Long | Debt | US | $54K | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $4M | – | 0.09 |
| Ecopetrol SA | Long | Debt | CO | $2M | – | 0.03 |
| Edison International | Long | Debt | US | $10M | – | 0.22 |
| Edison International | Long | Debt | US | $55K | – | 0.00 |
| EG Finco Ltd (EG Group Limited) | Long | Loan | GB | $7M | – | 0.16 |
| eG Global Finance PLC | Long | Debt | GB | $572K | – | 0.01 |
| eG Global Finance PLC | Long | Debt | GB | $428K | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $3M | – | 0.07 |
| Electricite de France SA | Long | Debt | FR | $300K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $335K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $64K | – | 0.00 |
| Elevation CLO 2021-14 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.15 |
| Elevation CLO 2021-14 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| Eleven Madison Trust 2015-11MD Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $1M | – | 0.03 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $12M | – | 0.27 |
| Energean Israel Finance Ltd | Long | Debt | IL | $2M | – | 0.05 |
| Energean Israel Finance Ltd | Long | Debt | IL | $1M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $606K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $328K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $124K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $100K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $88K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $79K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $39K | – | 0.00 |
| Entergy Corp | Long | Debt | US | $33K | – | 0.00 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.04 |
| EQM Midstream Partners LP | Long | Debt | US | $3M | – | 0.06 |
| Equifax Inc | Long | Debt | US | $334K | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $335K | – | 0.01 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $4M | – | 0.09 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $2M | – | 0.05 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $1M | – | 0.03 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $1M | – | 0.02 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $764K | – | 0.02 |
| EUR CALL VERSUS HUF PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $3.03 | – | 0.00 | |
| EUR CALL VERSUS PLN PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $48.52 | – | 0.00 | |
| EUR CALL VERSUS PLN PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $3.64 | – | 0.00 | |
| EUR CALL VERSUS PLN PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| EUR CALL VERSUS PLN PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-8K | – | -0.00 | |
| EUR/MXN FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $408.29 | – | 0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-516K | – | -0.01 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-407K | – | -0.01 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-207K | – | -0.00 | |
| Eversource Energy | Long | Debt | US | $159K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $152K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $119K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $24K | – | 0.00 |
| Eversource Energy | Long | Debt | US | $15K | – | 0.00 |
| Exeter Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $22K | – | 0.00 |
| Expedia Group Inc | Long | Debt | US | $336K | – | 0.01 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $200K | – | 0.00 |
| Falabella SA (SACI FALABELLA) | Long | Debt | CL | $3M | – | 0.06 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $68M | – | 1.52 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59M | – | 1.31 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43M | – | 0.94 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.59 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.53 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $840K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $749K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $604K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $549K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $520K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $653K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $17M | – | 0.38 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $9M | – | 0.19 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $5M | – | 0.12 |
| Federal Farm Credit Banks Funding Corp | Long | Debt | US | $426K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $628K | – | 0.01 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $689K | – | 0.02 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $667K | – | 0.01 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $2M | – | 0.05 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $301K | – | 0.01 |
| Finnvera Oyj (FINNVERA PLC) | Long | Debt | FI | $588K | – | 0.01 |
| First Quantum Minerals Ltd | Long | Debt | CA | $2M | – | 0.04 |
| First Quantum Minerals Ltd | Long | Debt | CA | $1M | – | 0.02 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $85K | – | 0.00 |
| FirstEnergy Transmission LLC | Long | Debt | US | $124K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $41K | – | 0.00 |
| Five Point Operating Co LP / Five Point Capital Corp (FIVE POINT OP CO LP/FIVE) | Long | Debt | US | $2M | – | 0.05 |
| FMC Corp | Long | Debt | US | $70K | – | 0.00 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $144K | – | 0.00 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $142K | – | 0.00 |
| Ford Credit Auto Owner Trust 2021-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $1M | – | 0.03 |
| Ford Credit Auto Owner Trust 2023-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $4M | – | 0.10 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.07 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $911K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $528K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $870K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $805K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $680K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $462K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.85 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.46 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $995K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $871K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $841K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $602K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $479K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $474K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $520K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2.03 | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2020-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $906K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $492K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-HQA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $935K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $458K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $312K | – | 0.01 |
| Freedom Mortgage Corp | Long | Debt | US | $484K | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $1M | – | 0.03 |
| GBP/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-999.27 | – | -0.00 | |
| GCAT 2021-1 Asset-Backed Notes | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Gen Digital Inc | Long | Debt | US | $5M | – | 0.11 |
| General Mills Inc | Long | Debt | US | $40K | – | 0.00 |
| General Motors Co | Long | Debt | US | $4M | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $9M | – | 0.19 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $6M | – | 0.13 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $337K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $314K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $154K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $76K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $70K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $34K | – | 0.00 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $404K | – | 0.01 |
| Genpact Luxembourg Sarl | Long | Debt | LU | $124K | – | 0.00 |
| Genpact Luxembourg SARL/Genpact USA Inc (GEN LUX SARL/GEN USA INC) | Long | Debt | LU | $161K | – | 0.00 |
| Georgetown University/The | Long | Debt | US | $740K | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 0.56 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.24 |
| Global Payments Inc | Long | Debt | US | $83K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $79K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $75K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $44K | – | 0.00 |
| GMR Hyderabad International Airport Ltd | Long | Debt | IN | $188K | – | 0.00 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8M | – | 0.17 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $783K | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $510K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $265K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $116K | – | 0.00 |
| GoodLeap Sustainable Home Solutions Trust 2024-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $3M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $37K | – | 0.00 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issu) | Long | ABS-other | US | $2M | – | 0.04 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issu) | Long | ABS-other | US | $500K | – | 0.01 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Greystone Commercial Capital Trust Series 2021-2 (GREYSTONE COML CAP TRUST) | Long | Debt | US | $8M | – | 0.18 |
| Greystone Commercial Capital Trust Series 2021-3 (GCC Home Equity Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.19 |
| GREYWOLF CLO VII Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| GS Mortgage Securities Trust 2014-GC20 | Long | ABS-mortgage backed security | US | $35.3 | – | 0.00 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $745K | – | 0.02 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GS Mortgage Securities Trust 2017-GS8 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GS Mortgage Securities Trust 2019-GC38 | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Gulfstream Natural Gas System LLC | Long | Debt | US | $212K | – | 0.00 |
| H&E Equipment Services Inc | Long | Debt | US | $6M | – | 0.13 |
| Hanesbrands Inc | Long | Debt | US | $808K | – | 0.02 |
| Harvest CLO XXXII DAC | Long | ABS-collateralized bond/debt obligation | IE | $39M | – | 0.87 |
| HCA Inc | Long | Debt | US | $343K | – | 0.01 |
| HCA Inc | Long | Debt | US | $336K | – | 0.01 |
| HCA Inc | Long | Debt | US | $291K | – | 0.01 |
| HCA Inc | Long | Debt | US | $274K | – | 0.01 |
| HCA Inc | Long | Debt | US | $67K | – | 0.00 |
| HCA Inc | Long | Debt | US | $15K | – | 0.00 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $1M | – | 0.03 |
| Hecla Mining Co | Long | Debt | US | $1M | – | 0.03 |
| Henley CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.08 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $5M | – | 0.11 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $462K | – | 0.01 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $920K | – | 0.02 |
| Hess Corp | Long | Debt | US | $54K | – | 0.00 |
| High Street Funding Trust I (HIGH STREET FNDG TRUST I) | Long | Debt | US | $321K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $2M | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $8M | – | 0.18 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $218K | – | 0.00 |
| Home RE 2021-2 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $2M | – | 0.04 |
| Howard Hughes Corp/The | Long | Debt | US | $3M | – | 0.06 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Lt) | Long | ABS-collateralized bond/debt obligation | KY | $109K | – | 0.00 |
| HUF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-31K | – | -0.00 | |
| Humana Inc | Long | Debt | US | $55K | – | 0.00 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $3M | – | 0.07 |
| Huntington Ingalls Industries Inc | Long | Debt | US | $129K | – | 0.00 |
| HURRICANE CLEANCO LIMITED | Long | Loan | GB | $4M | – | 0.08 |
| Hydro-Quebec | Long | Debt | CA | $1M | – | 0.03 |
| Hydro-Quebec | Long | Debt | CA | $721K | – | 0.02 |
| Hydro-Quebec | Long | Debt | CA | $506K | – | 0.01 |
| Hydro-Quebec | Long | Debt | CA | $386K | – | 0.01 |
| Hydro-Quebec | Long | Debt | CA | $330K | – | 0.01 |
| Hydro-Quebec | Long | Debt | CA | $125K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $87K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.09 |
| Hyundai Capital America | Long | Debt | US | $102K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $51K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $35K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $31K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $27K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $23K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $14K | – | 0.00 |
| ICG US CLO 2014-3 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| IDR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $41K | – | 0.00 | |
| Iliad Holding SASU | Long | Debt | FR | $600K | – | 0.01 |
| Iliad Holding SASU | Long | Debt | FR | $550K | – | 0.01 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $11M | – | 0.25 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $1M | – | 0.02 |
| Indiana University Health Inc Obligated Group (INDIANA UNIV HEALTH INC) | Long | Debt | US | $674K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $3M | – | 0.07 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $781K | – | 0.02 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $715K | – | 0.02 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $479K | – | 0.01 |
| INR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $1M | 31K | 0.03 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $2M | – | 0.04 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $1M | – | 0.02 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $521K | – | 0.01 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $510K | – | 0.01 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $5M | – | 0.11 | |
| International Game Technology PLC | Long | Debt | GB | $2M | – | 0.04 |
| International Game Technology PLC | Long | Debt | GB | $275K | – | 0.01 |
| Invesco Euro CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.24 |
| IQVIA Inc | Long | Debt | US | $7M | – | 0.15 |
| IQVIA Inc | Long | Debt | US | $4M | – | 0.09 |
| IQVIA Inc | Long | Debt | US | $1M | – | 0.03 |
| IQVIA Inc | Long | Debt | US | $344K | – | 0.01 |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $861K | – | 0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $804K | – | 0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $454K | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $134K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $106K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3M | – | 0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.05 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $612K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-103K | – | -0.00 | |
| IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-257K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-337K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-359K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.06 | |
| Israel Electric Corp Ltd | Long | Debt | IL | $4M | – | 0.09 |
| Israel Electric Corp Ltd | Long | Debt | IL | $2M | – | 0.04 |
| Ivory Coast Government International Bond | Long | Debt | CI | $3M | – | 0.07 |
| Ivory Coast Government International Bond | Long | Debt | CI | $2M | – | 0.04 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Jacobs Entertainment Inc | Long | Debt | US | $3M | – | 0.07 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $8M | – | 0.18 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $797K | – | 0.02 |
| Japan International Cooperation Agency (JAPAN INT'L COOP AGENCY) | Long | Debt | JP | $11M | – | 0.24 |
| Japan International Cooperation Agency (JAPAN INT'L COOP AGENCY) | Long | Debt | JP | $9M | – | 0.21 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.07 |
| JELD-WEN Inc | Long | Debt | US | $2M | – | 0.05 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $448K | – | 0.01 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $439K | – | 0.01 |
| JP Morgan Mortgage Trust 2024-HE2 | Long | ABS-other | US | $941K | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| JPMDB Commercial Mortgage Securities Trust 2017-C7 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $360K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $309K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $598K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $385K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $320K | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $115K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $95K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $68K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $2K | – | 0.00 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $195K | – | 0.00 |
| KeyCorp | Long | Debt | US | $2M | – | 0.05 |
| Kimco Realty OP LLC | Long | Debt | US | $112K | – | 0.00 |
| Kimco Realty OP LLC | Long | Debt | US | $91K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $35K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $826K | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $25K | – | 0.00 |
| Kinross Gold Corp | Long | Debt | CA | $4M | – | 0.08 |
| KKR CLO 11 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $747K | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $324K | – | 0.01 |
| Kroger Co/The | Long | Debt | US | $320K | – | 0.01 |
| KRW/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $114K | – | 0.00 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $49K | – | 0.00 |
| Laboratory Corp of America Holdings | Long | Debt | US | $324K | – | 0.01 |
| Laboratory Corp of America Holdings | Long | Debt | US | $193K | – | 0.00 |
| Laboratory Corp of America Holdings | Long | Debt | US | $124K | – | 0.00 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A | Long | ABS-other | US | $255K | – | 0.01 |
| Laurel Road Prime Student Loan Trust 2018-C | Long | ABS-other | US | $402K | – | 0.01 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D | Long | ABS-other | US | $721K | – | 0.02 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $254K | – | 0.01 |
| Legacy LifePoint Health LLC | Long | Debt | US | $3M | – | 0.06 |
| Legacy Mortgage Asset Trust 2019-PR1 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Legacy Mortgage Asset Trust 2021-SL1 | Long | ABS-mortgage backed security | US | $281K | – | 0.01 |
| Legacy Mortgage Asset Trust 2021-SL2 | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| Leidos Inc | Long | Debt | US | $172K | – | 0.00 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $569K | – | 0.01 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $5M | – | 0.10 |
| Lennar Corp | Long | Debt | US | $3M | – | 0.07 |
| Lennar Corp | Long | Debt | US | $219K | – | 0.00 |
| Lennar Corp | Long | Debt | US | $135K | – | 0.00 |
| Lennar Corp | Long | Debt | US | $40K | – | 0.00 |
| Lennox International Inc | Long | Debt | US | $27K | – | 0.00 |
| Level 3 Financing Inc | Long | Debt | US | $4M | – | 0.08 |
| Level 3 Financing Inc | Long | Debt | US | $2M | – | 0.05 |
| Level 3 Financing Inc | Long | Debt | US | $1M | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $286K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $159K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $208K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $207K | – | 0.00 |
| LHOME Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $84K | – | 0.00 |
| Lindblad Expeditions LLC | Long | Debt | US | $4M | – | 0.08 |
| Lithia Motors Inc | Long | Debt | US | $2M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $779K | – | 0.02 |
| Lorca Telecom Bondco SA | Long | Debt | ES | $11M | – | 0.25 |
| Lorca Telecom Bondco SA | Long | Debt | ES | $5M | – | 0.12 |
| Lowe's Cos Inc | Long | Debt | US | $294K | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $60K | – | 0.00 |
| LPL Holdings Inc | Long | Debt | US | $3M | – | 0.07 |
| LPL Holdings Inc | Long | Debt | US | $2M | – | 0.04 |
| LPL Holdings Inc | Long | Debt | US | $107K | – | 0.00 |
| LSF11 Boson Investments Sarl Compartment 2 (European Residential Loan Secu) | Long | ABS-other | LU | $374K | – | 0.01 |
| LUMEN TEC 06/01/28 (Lumen Technologies, Inc.) | Long | Loan | US | $39K | – | 0.00 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $177K | – | 0.00 |
| M/I Homes Inc | Long | Debt | US | $813K | – | 0.02 |
| Madison Park Funding LIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $40M | – | 0.90 |
| Marathon Petroleum Corp | Long | Debt | US | $318K | – | 0.01 |
| Marathon Petroleum Corp | Long | Debt | US | $298K | – | 0.01 |
| Marathon Petroleum Corp | Long | Debt | US | $73K | – | 0.00 |
| Mariner Finance Issuance Trust 2020-A | Long | ABS-other | US | $132K | – | 0.00 |
| Markel Group Inc | Long | Debt | US | $398K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $44K | – | 0.00 |
| MasTec Inc | Long | Debt | US | $941K | – | 0.02 |
| Mattamy Group Corp | Long | Debt | CA | $3M | – | 0.07 |
| Mattel Inc | Long | Debt | US | $1M | – | 0.03 |
| Mattel Inc | Long | Debt | US | $337K | – | 0.01 |
| Maxim Crane Works Holdings Capital LLC (MAXIM CRANE WORKS LLC) | Long | Debt | US | $4M | – | 0.08 |
| MCAFEE CORP | Long | Loan | US | $4M | – | 0.08 |
| McCormick & Co Inc/MD | Long | Debt | US | $14K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $73K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $24K | – | 0.00 |
| McKesson Corp | Long | Debt | US | $335K | – | 0.01 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $837K | – | 0.02 |
| MEG Energy Corp | Long | Debt | CA | $50K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $4M | – | 0.08 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $3M | – | 0.08 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $1M | – | 0.03 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $916K | – | 0.02 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $150K | – | 0.00 |
| MHP 2022-MHIL (Merit) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Michigan State University (MICHIGAN ST UNIV REVENUES) | Long | Debt | US | $3M | – | 0.06 |
| Microchip Technology Inc | Long | Debt | US | $284K | – | 0.01 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $460K | – | 0.01 |
| Midocean Credit Clo VIII | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| MidOcean Credit CLO X | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $203K | – | 0.00 |
| Mill City Mortgage Loan Trust 2018-1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Mineral Resources Ltd | Long | Debt | AU | $1M | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $5M | – | 0.12 |
| Mizuho Financial Group Inc | Long | Debt | JP | $331K | – | 0.01 |
| Mondelez International Holdings Netherlands BV (MONDELEZ INTL HLDINGS NE) | Long | Debt | NL | $214K | – | 0.00 |
| Monument Clo 1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $38M | – | 0.85 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $615K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $175K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2003-HE3 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Morgan Stanley Capital I 2017-HR2 (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Morgan Stanley Capital I Trust 2018-H4 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $723K | – | 0.02 |
| Morgan Stanley Capital I Trust 2021-L7 | Long | ABS-mortgage backed security | US | $9M | – | 0.21 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $9M | – | 0.20 |
| Motorola Solutions Inc | Long | Debt | US | $4M | – | 0.08 |
| Motorola Solutions Inc | Long | Debt | US | $140K | – | 0.00 |
| Mountain View CLO 2013-1 Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| Mountain View CLO IX Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.09 |
| MPLX LP | Long | Debt | US | $30K | – | 0.00 |
| MPLX LP | Long | Debt | US | $20K | – | 0.00 |
| MPLX LP | Long | Debt | US | $18K | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $964K | – | 0.02 |
| MSWF Commercial Mortgage Trust 2023-1 | Long | ABS-mortgage backed security | US | $22M | – | 0.48 |
| MVM Energetika Zrt | Long | Debt | HU | $1M | – | 0.03 |
| MXN CALL VERSUS USD PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $3.98 | – | 0.00 | |
| MXN CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $0.98 | – | 0.00 | |
| MXN CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| Narragansett Electric Co/The | Long | Debt | US | $2M | – | 0.03 |
| Nassau Euro CLO IV DAC (Nassau Euro CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $26M | – | 0.57 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $422K | – | 0.01 |
| Natixis Commercial Mortgage Securities Trust 2019-LVL | Long | ABS-mortgage backed security | US | $4M | – | 0.10 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $2M | – | 0.05 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $2M | – | 0.04 |
| NCR Atleos Corp (NCR ATLEOS LLC) | Long | Debt | US | $1M | – | 0.02 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $120K | – | 0.00 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $9M | – | 0.20 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $336K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $324K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $220K | – | 0.00 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $185K | – | 0.00 |
| NGPL PipeCo LLC | Long | Debt | US | $327K | – | 0.01 |
| Niagara Mohawk Power Corp | Long | Debt | US | $139K | – | 0.00 |
| NiSource Inc | Long | Debt | US | $5M | – | 0.11 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $298K | – | 0.01 |
| Northwoods Capital XI-B Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Northwoods Capital XV Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.31 |
| Novelis Corp | Long | Debt | US | $2M | – | 0.05 |
| NRG Energy Inc | Long | Debt | US | $4M | – | 0.10 |
| NRG Energy Inc | Long | Debt | US | $856K | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $608K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $336K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $34K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $20K | – | 0.00 |
| NXP BV / NXP Funding LLC (NXP BV/NXP FUNDING LLC) | Long | Debt | $35K | – | 0.00 | |
| O'Reilly Automotive Inc | Long | Debt | US | $29K | – | 0.00 |
| OAK Hill European Credit Partners V Designated Activity Co | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.21 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $2M | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $337K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $335K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $281K | – | 0.01 |
| Occidental Petroleum Corp | Long | Debt | US | $241K | – | 0.01 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| OCP CLO 2015-9 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.21 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $3M | – | 0.07 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $356K | – | 0.01 |
| OFSI BSL IX Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.11 |
| OFSI BSL XI Ltd (OFSI Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.19 |
| OMERS Finance Trust | Long | Debt | CA | $8M | – | 0.18 |
| ONE 2021-PARK Mortgage Trust (ONE Park Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $3M | – | 0.06 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $878K | – | 0.02 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $8M | – | 0.17 |
| OneMain Direct Auto Receivables Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.08 |
| OneMain Finance Corp | Long | Debt | US | $732K | – | 0.02 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $2M | – | 0.05 |
| OneMain Financial Issuance Trust 2022-2 | Long | ABS-other | US | $7M | – | 0.15 |
| OneMain Financial Issuance Trust 2023-1 | Long | ABS-other | US | $12M | – | 0.28 |
| OneMain Financial Issuance Trust 2023-1 | Long | ABS-other | US | $105K | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $5M | – | 0.11 |
| ONEOK Inc | Long | Debt | US | $338K | – | 0.01 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $385K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $106K | – | 0.00 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $1M | – | 0.03 |
| Ovintiv Inc | Long | Debt | US | $342K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $335K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $70K | – | 0.00 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $52K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $166K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $135K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $73K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $45K | – | 0.00 |
| Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC | Long | Debt | US | $2M | – | 0.05 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $1M | – | 0.03 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $10M | – | 0.22 |
| Paramount Global | Long | Debt | US | $23K | – | 0.00 |
| Park Avenue Institutional Advisers CLO Ltd 2017-1 | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.22 |
| Park Avenue Institutional Advisers CLO Ltd 2018-1 | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.12 |
| Park Avenue Institutional Advisers CLO Ltd 2019-2 | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $2M | – | 0.04 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $860K | – | 0.02 |
| Parkland Corp | Long | Debt | CA | $5M | – | 0.10 |
| PEER HOLDING III BV | Long | Loan | NL | $9M | – | 0.19 |
| PEN/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PEN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| Penn Entertainment Inc | Long | Debt | US | $4M | – | 0.09 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $8M | – | 0.18 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $338K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $25K | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $20K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $2M | – | 0.04 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $1M | – | 0.02 |
| Petrobras Global Finance BV | Long | Debt | NL | $3M | – | 0.07 |
| Petrobras Global Finance BV | Long | Debt | NL | $2M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.07 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.06 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.06 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $485K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $274K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $268K | – | 0.01 |
| PGIM AAA CLO ETF | Long | Equity-common | US | $9M | 177K | 0.20 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $21M | 21M | 0.46 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $1M | – | 0.02 |
| Phillips 66 | Long | Debt | US | $178K | – | 0.00 |
| Phillips 66 | Long | Debt | US | $68K | – | 0.00 |
| Phinia Inc | Long | Debt | US | $771K | – | 0.02 |
| Pinnacle West Capital Corp | Long | Debt | US | $323K | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $95K | – | 0.00 |
| Pioneer Natural Resources Co | Long | Debt | US | $15K | – | 0.00 |
| PLN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| PMT Credit Risk Transfer Trust 2024-1R | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| PMT Credit Risk Transfer Trust 2024-2R | Long | ABS-mortgage backed security | US | $7M | – | 0.16 |
| PMT Issuer Trust - FMSR (Pnmac Gmsr Issuer Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| PNC Bank NA | Long | Debt | US | $340K | – | 0.01 |
| Portugal Government International Bond (REPUBLIC OF PORTUGAL) | Long | Debt | PT | $3M | – | 0.06 |
| Power Finance Corp Ltd | Long | Debt | IN | $1M | – | 0.03 |
| Power Finance Corp Ltd | Long | Debt | IN | $207K | – | 0.00 |
| Providus CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.14 |
| Province of Alberta Canada | Long | Debt | CA | $1M | – | 0.03 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $2M | – | 0.04 |
| Province of Quebec Canada | Long | Debt | CA | $590K | – | 0.01 |
| Province of Quebec Canada | Long | Debt | CA | $187K | – | 0.00 |
| PRPM 2024-RPL2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Public Service Enterprise Group Inc | Long | Debt | US | $19K | – | 0.00 |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue (PUERTO RICO SALES TAX FING COR) | Long | Debt | US | $883K | – | 0.02 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $2M | – | 0.05 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $17K | – | 0.00 |
| Radnor RE 2023-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $2M | – | 0.04 |
| Rain CII Carbon LLC / CII Carbon Corp (RAIN CII CARBON LLC/CII) | Long | Debt | US | $94K | – | 0.00 |
| Rathlin Residential 2021-1 DAC | Long | ABS-other | IE | $2M | – | 0.04 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RCKT Mortgage Trust 2024-CES5 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $15K | – | 0.00 |
| Reckitt Benckiser Treasury Services PLC (RECKITT BENCKISER TSY) | Long | Debt | GB | $8M | – | 0.17 |
| Regatta VIII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $29M | – | 0.65 |
| Regional Management Issuance Trust 2022-1 | Long | ABS-other | US | $3M | – | 0.07 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $11M | – | 0.23 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $9M | – | 0.19 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $1M | – | 0.03 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $545K | – | 0.01 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $526.06 | – | 0.00 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $21M | – | 0.47 |
| Resolution Funding Corp Principal Strip (RFC PRINCIPAL STRIP) | Long | Debt | US | $7M | – | 0.15 |
| Resolution Funding Corp Principal Strip (RFC PRINCIPAL STRIP) | Long | Debt | US | $2M | – | 0.03 |
| Rheinland-Pfalz Bank (LRP LB RHEINLAND-PFALZ) | Long | Debt | DE | $11M | – | 0.24 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $230K | – | 0.01 |
| Rockford Tower CLO 2021-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Rockford Tower CLO 2021-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.20 |
| Rockford Tower CLO 2023-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.16 |
| Romanian Government International Bond | Long | Debt | RO | $12M | – | 0.27 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.04 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $2M | – | 0.05 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $1M | – | 0.03 |
| RTX Corp | Long | Debt | US | $32K | – | 0.00 |
| RTX Corp | Long | Debt | US | $19K | – | 0.00 |
| RXO Inc | Long | Debt | US | $5M | – | 0.11 |
| Ryder System Inc | Long | Debt | US | $434K | – | 0.01 |
| Ryder System Inc | Long | Debt | US | $344K | – | 0.01 |
| Ryder System Inc | Long | Debt | US | $144K | – | 0.00 |
| Salus European Loan Conduit NO 33 DAC (European Loan Conduit) | Long | ABS-mortgage backed security | IE | $10M | – | 0.22 |
| Santander Bank Auto Credit-Linked Notes Series 2022-A | Long | ABS-other | US | $373K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C | Long | ABS-other | US | $328K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $818K | – | 0.02 |
| Santander Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $3M | – | 0.07 |
| Santander Bank NA - SBCLN (Santander Bank Auto Credit-Lin) | Long | ABS-other | US | $72K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2020-3 | Long | ABS-other | US | $446K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.06 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $314K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $972K | – | 0.02 |
| Sasol Financing USA LLC | Long | Debt | US | $583K | – | 0.01 |
| SBA Communications Corp | Long | Debt | US | $3M | – | 0.07 |
| SBA Communications Corp | Long | Debt | US | $2M | – | 0.05 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $454K | – | 0.01 |
| Sempra | Long | Debt | US | $454K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $9M | – | 0.21 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $8M | – | 0.17 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $1M | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $407K | – | 0.01 |
| SGD/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-31K | – | -0.00 | |
| SGD/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-75K | – | -0.00 | |
| Shackleton 2014-V-R CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Shackleton 2017-XI Clo Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| Shamrock Residential | Long | ABS-mortgage backed security | IE | $1M | – | 0.02 |
| Sherwin-Williams Co/The | Long | Debt | US | $84K | – | 0.00 |
| Sherwin-Williams Co/The | Long | Debt | US | $43K | – | 0.00 |
| Sherwin-Williams Co/The | Long | Debt | US | $25K | – | 0.00 |
| SITE Centers Corp | Long | Debt | US | $30K | – | 0.00 |
| SMB Private Education Loan Trust 2024-D | Long | ABS-other | US | $3M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $7M | – | 0.16 |
| Sofi RR Funding III Trust 2020-1 | Long | ABS-other | US | $1M | – | 0.02 |
| Solvay Finance America LLC (SOLVAY FINANCE (AMERICA)) | Long | Debt | US | $6M | – | 0.13 |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Southern Co/The | Long | Debt | US | $335K | – | 0.01 |
| Southern Co/The | Long | Debt | US | $214K | – | 0.00 |
| Southwest Airlines Co | Long | Debt | US | $3M | – | 0.07 |
| Southwest Airlines Co | Long | Debt | US | $334K | – | 0.01 |
| Southwestern Energy Co | Long | Debt | US | $3M | – | 0.07 |
| Sprint LLC | Long | Debt | US | $7M | – | 0.16 |
| Sprint LLC | Long | Debt | US | $3M | – | 0.06 |
| SS&C Technologies Inc | Long | Debt | US | $3M | – | 0.07 |
| St Paul's CLO IV DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $6M | – | 0.14 |
| St Paul's CLO V DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $21M | – | 0.47 |
| St Pauls CLO | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.34 |
| Standard Industries Inc/NJ | Long | Debt | US | $2M | – | 0.04 |
| Starwood Property Trust Inc | Long | Debt | US | $3M | – | 0.07 |
| State Street Corp | Long | Equity-preferred | US | $122K | 5K | 0.00 |
| Steel Dynamics Inc | Long | Debt | US | $74K | – | 0.00 |
| Steel Dynamics Inc | Long | Debt | US | $24K | – | 0.00 |
| Strata CLO II Ltd (Strata CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-18 | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Structured Asset Investment Loan Trust 2003-BC2 | Long | ABS-other | US | $10K | – | 0.00 |
| Stryker Corp | Long | Debt | US | $451K | – | 0.01 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp (SUBURBAN PROPANE PARTNRS) | Long | Debt | US | $938K | – | 0.02 |
| Sugarhouse HSP Gaming Prop Mezz LP / Sugarhouse HSP Gaming Finance Corp (SUGAR HSP GMNG PROP/FIN) | Long | Debt | US | $1M | – | 0.03 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $4M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $110K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $97K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $58K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $39K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $35K | – | 0.00 |
| Take-Two Interactive Software Inc | Long | Debt | US | $75K | – | 0.00 |
| TalkTalk Telecom Group Ltd | Long | Debt | GB | $3M | – | 0.06 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $596K | – | 0.01 |
| Tank Holding Corp | Long | Loan | US | $3M | – | 0.07 |
| TANK HOLDING CORP | Long | Loan | US | $462K | – | 0.01 |
| TANK HOLDING CORP | Long | Loan | US | $200K | – | 0.00 |
| Targa Resources Corp | Long | Debt | US | $7M | – | 0.16 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $126K | – | 0.00 |
| Taylor Morrison Communities Inc | Long | Debt | US | $4M | – | 0.08 |
| Taylor Morrison Communities Inc | Long | Debt | US | $1M | – | 0.03 |
| TCW CLO 2017-1A Ltd (TCW CLO 2017-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.16 |
| TCW CLO 2019-2 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $22M | – | 0.49 |
| TD SYNNEX Corp | Long | Debt | US | $28K | – | 0.00 |
| Teledyne Technologies Inc | Long | Debt | US | $6M | – | 0.13 |
| Telos CLO 2013-4 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $327K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $217K | – | 0.00 |
| Tenet Healthcare Corp | Long | Debt | US | $24K | – | 0.00 |
| Tenneco Inc | Long | Debt | US | $5M | – | 0.11 |
| TENNECO INC | Long | Loan | US | $1M | – | 0.02 |
| Tennessee Valley Authority Principal Strip (TVA PRIN STRIP) | Long | Debt | US | $4M | – | 0.09 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.08 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $783K | – | 0.02 |
| THB/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-571K | – | -0.01 | |
| Thermo Fisher Scientific Inc | Long | Debt | US | $656K | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $413K | – | 0.01 |
| THL Credit Wind River 2019-1 CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.33 |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $33K | – | 0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $17K | – | 0.00 | |
| Tikehau US CLO III Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $25M | – | 0.55 |
| Tikehau US Clo V Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $14M | – | 0.31 |
| Toro European CLO 2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.32 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $857K | – | 0.02 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $938K | – | 0.02 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Toyota Motor Credit Corp | Long | Debt | US | $3M | – | 0.08 |
| TPC Group Inc | Long | Debt | US | $199K | – | 0.00 |
| TPC Group Rights | Long | Equity-common | US | $608K | 17K | 0.01 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $245K | – | 0.01 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $200K | – | 0.00 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $49K | – | 0.00 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $131K | – | 0.00 |
| Transocean Inc | Long | Debt | KY | $674K | – | 0.01 |
| Tri Pointe Homes Inc | Long | Debt | US | $3M | – | 0.07 |
| Tri Pointe Homes Inc | Long | Debt | US | $854K | – | 0.02 |
| Trinitas CLO XXVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $16M | – | 0.35 |
| TRS BBG TSY (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $3M | – | 0.06 | |
| TRS BBG TSY (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $3M | – | 0.06 | |
| TRS BBG TSY (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $391K | – | 0.01 | |
| TRS BBG TSY (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-283K | – | -0.01 | |
| TRS IBOXIG INDEX (BNP PARIBAS) | Derivative-interest rate | FR | $-1M | – | -0.03 | |
| TRS IBOXIG INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1M | – | -0.03 | |
| TRS TRSBENCH4 INDEX (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $97K | – | 0.00 | |
| TRS U5AX INDEX (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $429K | – | 0.01 | |
| Truist Financial Corp | Long | Debt | US | $4M | – | 0.08 |
| TRY/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $79K | – | 0.00 | |
| TRY/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $49K | – | 0.00 | |
| TRY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| TRY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| TRY/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| TWD/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $63K | – | 0.00 | |
| TWD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| TWD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| UBS Commercial Mortgage Trust 2017-C2 | Long | ABS-mortgage backed security | US | $452K | – | 0.01 |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| UBS Commercial Mortgage Trust 2018-C10 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| UBS Commercial Mortgage Trust 2018-C14 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.04 |
| Ukraine Government International Bond | Long | Debt | UA | $468K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $197K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $99K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $80K | – | 0.00 |
| UniCredit SpA | Long | Debt | IT | $1M | – | 0.03 |
| United Airlines 2014-1 Class A Pass Through Trust (UNITED AIR 2014-1 A PTT) | Long | Debt | US | $79K | – | 0.00 |
| United Airlines Inc | Long | Debt | US | $2M | – | 0.05 |
| United Airlines Inc | Long | Debt | US | $708K | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $319K | – | 0.01 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $3M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $255M | – | 5.66 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $230M | – | 5.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $132M | – | 2.93 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $114M | – | 2.52 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $70M | – | 1.54 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $43M | – | 0.95 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $31M | – | 0.70 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $8M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $1M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $1M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $729K | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $582K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $388K | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $203K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $87K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $76K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $52K | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $20K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $17M | – | 0.37 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $23K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA REVENUES) | Long | Debt | US | $23K | – | 0.00 |
| University of Michigan (UNIV OF MICHIGAN MI) | Long | Debt | US | $4M | – | 0.09 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $104K | – | 0.00 |
| Univision Communications Inc | Long | Debt | US | $3M | – | 0.08 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $6M | – | 0.13 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-9M | – | -0.20 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.03 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $221K | – | 0.00 | |
| USD CALL VERSUS CLP PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $36.09 | – | 0.00 | |
| USD CALL VERSUS CLP PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $9.62 | – | 0.00 | |
| USD CALL VERSUS CLP PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $8.09 | – | 0.00 | |
| USD CALL VERSUS CLP PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD CALL VERSUS CLP PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-8K | – | -0.00 | |
| USD CALL VERSUS CLP PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD CALL VERSUS CNH PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $36K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| USD CALL VERSUS COP PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $344.26 | – | 0.00 | |
| USD CALL VERSUS COP PUT (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | US | $104.13 | – | 0.00 | |
| USD CALL VERSUS COP PUT (BARCLAYS CAPITAL INC.) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| USD CALL VERSUS COP PUT (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD CALL VERSUS MXN PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD CALL VERSUS MXN PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $663.71 | – | 0.00 | |
| USD CALL VERSUS MXN PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $138.09 | – | 0.00 | |
| USD CALL VERSUS MXN PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $0 | – | – | |
| USD CALL VERSUS MXN PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD CALL VERSUS MXN PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| USD CALL VERSUS MXN PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-34K | – | -0.00 | |
| USD CALL VERSUS MXN PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-143K | – | -0.00 | |
| USD CALL VERSUS TRY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD CALL VERSUS TRY PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $731.95 | – | 0.00 | |
| USD CALL VERSUS TRY PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-41K | – | -0.00 | |
| USD CALL VERSUS TRY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-66K | – | -0.00 | |
| USD CALL VERSUS ZAR PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $57.07 | – | 0.00 | |
| USD CALL VERSUS ZAR PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $22.97 | – | 0.00 | |
| USD CALL VERSUS ZAR PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD CALL VERSUS ZAR PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/BRL FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $122K | – | 0.00 | |
| USD/BRL FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-280K | – | -0.01 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/CLP FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| USD/CNH FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/CNH FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/CNH FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-77K | – | -0.00 | |
| USD/COP FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| USD/CZK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $108K | – | 0.00 | |
| USD/EUR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $794K | – | 0.02 | |
| USD/EUR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $733K | – | 0.02 | |
| USD/EUR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $290.23 | – | 0.00 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-483K | – | -0.01 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $471K | – | 0.01 | |
| USD/IDR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| USD/INR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-125.88 | – | -0.00 | |
| USD/INR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-201.76 | – | -0.00 | |
| USD/INR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/KRW FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD/MXN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $63K | – | 0.00 | |
| USD/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| USD/PEN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-76K | – | -0.00 | |
| USD/PHP FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| USD/PHP FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/SGD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-40K | – | -0.00 | |
| USD/THB FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| USD/TWD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $45K | – | 0.00 | |
| USD/TWD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $329K | – | 0.01 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $2M | – | 0.04 |
| Utah Acquisition Sub Inc | Long | Debt | US | $275K | – | 0.01 |
| Valero Energy Corp | Long | Debt | US | $1M | – | 0.03 |
| Valero Energy Corp | Long | Debt | US | $173K | – | 0.00 |
| Valero Energy Partners LP | Long | Debt | US | $119K | – | 0.00 |
| Var Energi ASA | Long | Debt | NO | $7M | – | 0.15 |
| Ventas Realty LP | Long | Debt | US | $82K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $63K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $49K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $44K | – | 0.00 |
| Ventas Realty LP | Long | Debt | US | $39K | – | 0.00 |
| Venture 28A Clo Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.32 |
| Venture XIX CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.07 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $291K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $223K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $124K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $50K | – | 0.00 |
| Viasat Inc | Long | Debt | US | $3M | – | 0.06 |
| Viatris Inc | Long | Debt | US | $4M | – | 0.09 |
| Viatris Inc | Long | Debt | US | $574K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $20K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.07 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $604K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $586K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $468K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $91K | – | 0.00 |
| Viking Cruises Ltd | Long | Debt | BM | $2M | – | 0.04 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $3M | – | 0.08 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $2M | – | 0.05 |
| Vistra Corp | Long | Debt | US | $5M | – | 0.12 |
| Vistra Corp | Long | Debt | US | $1M | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $5M | – | 0.11 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $3M | – | 0.07 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.03 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $992K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $29K | – | 0.00 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $2M | – | 0.04 |
| VOC Escrow Ltd | Long | Debt | BM | $1M | – | 0.03 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $190K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $3M | – | 0.06 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.05 |
| WEC Energy Group Inc | Long | Debt | US | $85K | – | 0.00 |
| WEC Energy Group Inc | Long | Debt | US | $45K | – | 0.00 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $403K | – | 0.01 |
| Wellfleet CLO 2018-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.06 |
| Wellfleet CLO 2018-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.03 |
| Wellfleet CLO 2018-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.04 |
| Wellfleet Clo 2019-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.39 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $18M | – | 0.40 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $12M | – | 0.28 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2017-C40 | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-RB1 | Long | ABS-mortgage backed security | US | $600K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2018-C43 | Long | ABS-mortgage backed security | US | $582K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2018-C46 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2020-C56 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT | Long | ABS-mortgage backed security | US | $6M | – | 0.14 |
| Welltower OP LLC | Long | Debt | US | $104K | – | 0.00 |
| WESCO Distribution Inc | Long | Debt | US | $3M | – | 0.07 |
| WESCO Distribution Inc | Long | Debt | US | $740K | – | 0.02 |
| WESCO Distribution Inc | Long | Debt | US | $551K | – | 0.01 |
| Westlake Corp | Long | Debt | US | $70K | – | 0.00 |
| Weyerhaeuser Co | Long | Debt | US | $21K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $10M | – | 0.21 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $4M | – | 0.08 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $395K | – | 0.01 |
| Wind River 2016-1K CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.10 |
| Workday Inc | Long | Debt | US | $107K | – | 0.00 |
| WRKCo Inc | Long | Debt | US | $48K | – | 0.00 |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp (WYNN LAS VEGAS LLC/CORP) | Long | Debt | US | $2M | – | 0.04 |
| Xcel Energy Inc | Long | Debt | US | $58K | – | 0.00 |
| Yara International ASA | Long | Debt | NO | $325K | – | 0.01 |
| Zais Clo 7 Ltd (Zais Clo 7 llc) | Long | ABS-collateralized bond/debt obligation | KY | $136K | – | 0.00 |
| ZAR CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $7.2 | – | 0.00 | |
| ZAR CALL VERSUS USD PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $0.02 | – | 0.00 | |
| ZAR CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $0 | – | – | |
| ZAR CALL VERSUS USD PUT (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-58K | – | -0.00 | |
| ZAR CALL VERSUS USD PUT (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-154K | – | -0.00 | |
| ZAR CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-174K | – | -0.00 | |
| ZAR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| ZAR/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| ZEGONA HOLDCO LTD (Zegona Holdco Limited) | Long | Loan | GB | $12M | – | 0.26 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $79K | – | 0.00 |
Address
Prudential Investment Portfolios, Inc. 17
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Websites
Directors
Keith F. Hartstein
Ellen S. Alberding
Laurie Simon Hodrick
Linda W. Bynoe
Kevin J. Bannon
Grace C. Torres
Brian K. Reid
Scott E. Benjamin
Stuart S. Parker
Barry H. Evans
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Prudential Mutual Fund Services LLC
Pricing Services
Bloomberg Finance L.P.
Refinitiv US Holdings Inc.
Intercontinental Exchange, Inc.
S&P Global Market Intelligence
Custodians
Skandinaviska Enskilda Banken AB, Copenhagen Branch
THE STANDARD BANK OF SOUTH AFRICA
Bank Polska Kasa Opieki S.A.
Bank Hapoalim B.M.
The Hongkong and Shanghai Banking Corporation (Hong Kong)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Citibanamex
The Depository Trust Company
The Bank of New York Mellon
Skandinaviska Enskilda Banken AB, Stockholm
Deutsche Bank A.S. (Turkey)
CIBC Mellon Trust Company (Canada)
The Bank of New York Mellon SA/NV (Belgium)
Federal Reserve Bank of New York
MUFG Bank, Ltd.
Citibank Europe plc, Romania Branch
HSBC NOMINEES (NEW ZEALAND) LIMITED
The Hongkong and Shanghai Banking Corporation (Thailand)
The Bank of New York Mellon (United Kingdom)
Citibank N.A., Brazilian Branch
Citibank Europe PLC (Czech Republic)
Credit Suisse (Switzerland) Ltd.
Euroclear Bank SA/NV (Belgium)
Skandinaviska Enskilda Banken AB, Oslo Branch
TMX GROUP LIMITED
Citibank Europe PLC, Hungarian Branch Office
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
CITIGROUP GLOBAL MARKETS INC.
WELLS FARGO SECURITIES, LLC
J.P. MORGAN SECURITIES LLC
MORGAN STANLEY & CO. LLC
GOLDMAN SACHS & CO. LLC