The Vanguard Group, Inc. > VANGUARD MALVERN FUNDS
VANGUARD INSTITUTIONAL SHORT-TERM BOND FUND
$8.51B
Avg Monthly Net Assets
$5.83B
Total Assets
$32.11M
Total Liabilities
$5.79B
Net Assets
VANGUARD INSTITUTIONAL SHORT-TERM BOND FUND is a Mutual Fund in VANGUARD MALVERN FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has one share class
and monthly net assets of $8.51B.
On August 27th, 2024 it reported 478 holdings, the largest
being United States Treasury Bill (3.7%), United States Treasury Bill (3.6%) and United States Treasury Note/Bond (3.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Plus Shares | C000157009 | VISTX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ABBVIE INC | Long | Debt | US | $36M | – | 0.62 |
| ABCLN 2024-A A2 (ALLY BANK AUTO CREDIT-LINKED NOTES ABCLN_24-A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| ABU DHABI DEVELO (Abu Dhabi Developmental Holding Co PJSC) | Long | Debt | AE | $3M | – | 0.06 |
| AESOP 2023-5A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5A) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| AESOP 2023-7A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| AESOP 2023-8A A (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.20 |
| AESOP 2024-1A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.27 |
| AESOP 2024-3A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| AIRPORT AUTH HK (Airport Authority) | Long | Debt | HK | $4M | – | 0.07 |
| ALLYA 2022-1 A4 (ALLY AUTO RECEIVABLES TRUST ALLYA_22-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| ALLYA 2023-1 A3 (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.23 |
| ALLYA 2023-1 A4 (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| ALLYA 2024-1 A4 (ALLY AUTO RECEIVABLES TRUST ALLYA_24-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| AMCAR 2024-1 A3 (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $33M | – | 0.57 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $25M | – | 0.42 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $16M | – | 0.27 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $12M | – | 0.20 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $7M | – | 0.13 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $7M | – | 0.11 |
| AMXCA 2023-1 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $31M | – | 0.53 |
| AMXCA 2023-2 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-2) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.42 |
| AMXCA 2023-4 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_23-4) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.34 |
| AMXCA 2024-2 A (AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_24-2) | Long | ABS-collateralized bond/debt obligation | US | $45M | – | 0.77 |
| ARIFL 2022-A A2 (ARI FLEET LEASE TRUST ARIFL_22-A) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.02 |
| ARIFL 2022-A A3 (ARI FLEET LEASE TRUST ARIFL_22-A) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| ARIFL 2024-B A3 (ARI FLEET LEASE TRUST ARIFL_24-B) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| ASTRAZENECA FIN (Astrazeneca Finance LLC) | Long | Debt | US | $8M | – | 0.13 |
| AUD/USD FWD 20240718 | Derivative-foreign exchange | $57K | – | 0.00 | ||
| AUST & NZ BANK (Australia & New Zealand Banking Group Ltd) | Long | Debt | AU | $4M | – | 0.07 |
| AUST 3YR BOND FUT Sep24 | Derivative-interest rate | $14K | – | 0.00 | ||
| AVMT 2018-AVM A (Aventura Mall Trust) | Long | ABS-mortgage backed security | US | $624K | – | 0.01 |
| BAAT 2023-1A A3 (BANK OF AMERICA AUTO TRUST BAAT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| BAAT 2023-1A A4 (BANK OF AMERICA AUTO TRUST BAAT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| BAAT 2023-2A A4 (BANK OF AMERICA AUTO TRUST BAAT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| BAAT 2024-1A A4 (BANK OF AMERICA AUTO TRUST BAAT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| BACCT 2023-A1 A1 (BANK OF AMERICA CREDIT CARD TRUST BACCT_23-A1) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.38 |
| BACCT 2023-A2 A2 (BANK OF AMERICA CREDIT CARD TRUST BACCT_23-A2) | Long | ABS-collateralized bond/debt obligation | US | $27M | – | 0.46 |
| BACM 2017-BNK3 A4 (Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3) | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $10M | – | 0.18 |
| BANK 2017-BNK6 A4 | Long | ABS-mortgage backed security | US | $414K | – | 0.01 |
| BANK 2017-BNK6 A5 | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| BANK 2017-BNK7 A5 | Long | ABS-mortgage backed security | US | $264K | – | 0.00 |
| BANK 2017-BNK8 A4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BANK 2018-BN10 ASB (BANK 2018-BNK10) | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| BANK 2019-BN16 A4 (BANK 2019-BNK16) | Long | ABS-mortgage backed security | US | $489K | – | 0.01 |
| BANK 2019-BN19 A3 (Bank 2019-BNK19) | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| BANK 2019-BN20 A3 (BANK 2019-BNK20) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| BANK 2019-BN23 A3 (BANK 2019-BNK23) | Long | ABS-mortgage backed security | US | $964K | – | 0.02 |
| BANK 2020-BN30 ASB (BANK 2020-BNK30) | Long | ABS-mortgage backed security | US | $618K | – | 0.01 |
| BANK GOSPODARSTW (Bank Gospodarstwa Krajowego) | Long | Debt | PL | $1M | – | 0.02 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $15M | – | 0.26 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $9M | – | 0.15 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $8M | – | 0.13 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $44M | – | 0.76 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $22M | – | 0.38 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $19M | – | 0.32 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $10M | – | 0.17 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $10M | – | 0.17 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $9M | – | 0.16 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $8M | – | 0.14 |
| BANK OF MONTREAL | Long | Debt | CA | $15M | – | 0.26 |
| BANK OF MONTREAL | Long | Debt | CA | $9M | – | 0.16 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $20M | – | 0.34 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $15M | – | 0.26 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $4M | – | 0.08 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $3M | – | 0.06 |
| BANK5 2023-5YR3 A3 | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| BANK5 2024-5YR7 A3 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| BANQ FED CRD MUT (Banque Federative du Credit Mutuel SA) | Long | Debt | FR | $5M | – | 0.09 |
| BBCMS 2022-C16 A1 (BBCMS Mortgage Trust 2022-C16) | Long | ABS-mortgage backed security | US | $590K | – | 0.01 |
| BBCMS 2023-5C23 A3 (BBCMS Mortgage Trust 2023-5C23) | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| BBCMS 2024-5C25 A3 (BBCMS Mortgage Trust 2024-5C25) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BMARK 2018-B1 A5 (Benchmark 2018-B1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BMARK 2018-B8 A4 (Benchmark 2018-B8 Mortgage Trust) | Long | ABS-mortgage backed security | US | $380K | – | 0.01 |
| BMARK 2020-B19 AAB (Benchmark 2020-B19 Mortgage Trust) | Long | ABS-mortgage backed security | US | $883K | – | 0.02 |
| BMARK 2020-B21 AAB (Benchmark 2020-B21 Mortgage Trust) | Long | ABS-mortgage backed security | US | $537K | – | 0.01 |
| BMARK 2023-V3 A3 (Benchmark 2023-V3 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BMARK 2024-V6 A3 (Benchmark 2024-V6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BMO 2023-5C2 A3 (BMO 2023-5C2 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BMO 2024-5C3 A3 (BMO 2024-5C3 Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| BMO 2024-5C4 A3 (BMO 2024-5C4 Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| BMW US CAP LLC (BMW US Capital LLC) | Long | Debt | US | $20M | – | 0.34 |
| BMWLT 2023-2 A4 (BMW VEHICLE LEASE TRUST BMWLT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| BMWOT 2022-A A4 (BMW VEHICLE OWNER TRUST BMWOT_22-A) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.24 |
| BMWOT 2023-A A3 (BMW VEHICLE OWNER TRUST BMWOT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| BMWOT 2023-A A4 (BMW VEHICLE OWNER TRUST BMWOT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| BMWOT 2024-A A4 (BMW VEHICLE OWNER TRUST BMWOT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $2M | – | 0.04 |
| BPR 2023-BRK2 A (BPR Trust 2023-BRK2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $4M | – | 0.06 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $1M | – | 0.02 |
| BX 2019-OC11 A (BX Trust 2019-OC11) | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| CAMDEN PROP TRST (Camden Property Trust) | Long | Debt | US | $4M | – | 0.07 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $20M | – | 0.35 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $6M | – | 0.10 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $4M | – | 0.07 |
| CARGILL INC | Long | Debt | US | $3M | – | 0.06 |
| CARMX 2022-1 A4 (CARMAX AUTO OWNER TRUST CARMX_22-1) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.30 |
| CARMX 2022-2 A4 (CARMAX AUTO OWNER TRUST CARMX_22-2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| CARMX 2023-1 A4 (CARMAX AUTO OWNER TRUST CARMX_21-4) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| CARMX 2023-2 A4 (CARMAX AUTO OWNER TRUST CARMX_23-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| CARMX 2023-3 A3 (CARMAX AUTO OWNER TRUST CARMX_23-3) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| CARMX 2023-3 A4 (CARMAX AUTO OWNER TRUST CARMX_23-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| CARMX 2023-4 A4 (CARMAX AUTO OWNER TRUST CARMX_23-4) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| CARMX 2024-1 A3 (CARMAX AUTO OWNER TRUST CARMX_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| CARMX 2024-1 A4 (CARMAX AUTO OWNER TRUST CARMX_24-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| CCG 2023-2 A2 (CCG RECEIVABLES TRUST CCG_23-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| CD 2016-CD1 A4 (CD 2016-CD1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $498K | – | 0.01 |
| CD 2017-CD5 AS (CD 2017-CD5 Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CD 2017-CD6 AM (CD 2017-CD6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| CD 2018-CD7 A3 (CD 2018-CD7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CENT AMERICAN BK (Central American Bank for Economic Integration) | Long | Debt | $6M | – | 0.10 | |
| CFCRE 2016-C4 A4 (CFCRE Commercial Mortgage Trust 2016-C4) | Long | ABS-mortgage backed security | US | $454K | – | 0.01 |
| CGCMT 2015-GC31 A4 (Citigroup Commercial Mortgage Trust 2015-GC31) | Long | ABS-mortgage backed security | US | $826K | – | 0.01 |
| CGCMT 2017-C4 A4 (Citigroup Commercial Mortgage Trust 2017-C4) | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| CGCMT 2017-P8 A3 (Citigroup Commercial Mortgage Trust 2017-P8) | Long | ABS-mortgage backed security | US | $754K | – | 0.01 |
| CGCMT 2018-C5 A4 (Citigroup Commercial Mortgage Trust 2018-C5) | Long | ABS-mortgage backed security | US | $219K | – | 0.00 |
| CGCMT 2019-C7 A4 (Citigroup Commercial Mortgage Trust 2019-C7) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CHAIT 2024-A2 A (CHASE ISSUANCE TRUST CHAIT_24-A2) | Long | ABS-collateralized bond/debt obligation | US | $25M | – | 0.43 |
| CHAOT 2024-1A A3 (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| CHAOT 2024-1A A4 (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| CHAOT 2024-2A A4 (CHASE AUTO OWNER TRUST CHAOT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| CHAOT 2024-3A A4 (CHASE AUTO OWNER TRUST CHAOT_24-3) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $9M | – | 0.16 |
| CHILE (Chile Government International Bond) | Long | Debt | CL | $7M | – | 0.12 |
| CHUBB INA HLDGS (Chubb INA Holdings LLC) | Long | Debt | US | $6M | – | 0.10 |
| CITIBANK NA | Long | Debt | US | $13M | – | 0.23 |
| CITIBANK NA | Long | Debt | US | $4M | – | 0.07 |
| CITZN 2023-1 A4 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| CITZN 2024-1 A4 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| CITZN 2024-2 A4 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-2) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| CNH 2022-A A4 (CNH EQUIPMENT TRUST CNH_22-A) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| CNH 2022-B A4 (CNH EQUIPMENT TRUST CNH_22-B) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| CNH 2023-A A3 (CNH EQUIPMENT TRUST CNH_23-A) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.15 |
| CNH 2023-A A4 (CNH EQUIPMENT TRUST CNH_23-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| CNH 2023-B A3 (CNH EQUIPMENT TRUST CNH_23-B) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.34 |
| CNH 2024-A A4 (CNH EQUIPMENT TRUST CNH_24-A) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| COM BK AUSTRALIA (Commonwealth Bank of Australia) | Long | Debt | AU | $7M | – | 0.12 |
| COMET 2019-A3 A3 (CAPITAL ONE MULTI-ASSET EXECUTION TRUST) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| COMET 2023-A1 A (CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_23-A1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
| COMMONWEALTH EDI (Commonwealth Edison Co) | Long | Debt | US | $1M | – | 0.02 |
| COPAR 2022-2 A4 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.24 |
| COPAR 2023-1 A4 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.17 |
| COPAR 2023-2 A3 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $19M | – | 0.33 |
| COPAR 2023-2 A4 (CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| CRVNA 2020-P1 A4 (CARVANA AUTO RECEIVABLES TRUST CRVNA_20-P1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| CRVNA 2021-P3 A3 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| CRVNA 2021-P3 A4 (CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| CRVNA 2022-P1 A3 (CARVANA AUTO RECEIVABLES TRUST CRVNA_22-P1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.17 |
| CSAIL 2015-C4 A4 (CSAIL 2015-C4 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| CSAIL 2016-C7 A5 (CSAIL 2016-C7 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $849K | – | 0.01 |
| CSAIL 2017-C8 A4 (CSAIL 2017-C8 Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| DANSKE BANK A/S | Long | Debt | DK | $5M | – | 0.09 |
| DBJPM 2017-C6 A5 (DBJPM 2017-C6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $689K | – | 0.01 |
| DCENT 2023-A2 A (DISCOVER CARD EXECUTION NOTE TRUST DCENT_23-A2) | Long | ABS-collateralized bond/debt obligation | US | $37M | – | 0.64 |
| DLLAA 2023-1A A3 (DLLAA LLC DLLAA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.13 |
| DLLAA 2023-1A A4 (DLLAA LLC DLLAA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| DLLAD 2024-1A A3 (DLLAD LLC DLLAD_24-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| DLLST 2024-1A A4 (DE LAGE LANDEN FINANCIAL SERVICES INC DLLST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.03 |
| EDUSA 2015-1 A (EDSOUTH INDENTURE NO 5 LLC EDUSA_15-1) | Long | ABS-collateralized bond/debt obligation | US | $188K | – | 0.00 |
| EFF 2021-3 A2 (ENTERPRISE FLEET FINANCING LLC EFF_21-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| EFF 2023-3 A3 (ENTERPRISE FLEET FINANCING LLC EFF_23-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| EFF 2024-1 A3 (ENTERPRISE FLEET FINANCING LLC EFF_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| EFF 2024-2 A3 (ENTERPRISE FLEET FINANCING LLC EFF_24-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| EXP-IMP BK KOREA (Export-Import Bank of Korea) | Long | Debt | KR | $15M | – | 0.25 |
| EXP-IMP BK KOREA (Export-Import Bank of Korea) | Long | Debt | KR | $4M | – | 0.06 |
| F&G GLOBAL FUND (F&G Global Funding) | Long | Debt | US | $2M | – | 0.04 |
| F1VE 2023-V1 A3 (FIVE 2023-V1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| FHR 4604 DB (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $0.04 | – | 0.00 |
| FIFTH THIRD BANK (Fifth Third Bank NA) | Long | Debt | US | $9M | – | 0.15 |
| FITAT 2023-1 A4 (FIFTH THIRD AUTO TRUST FITAT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.23 |
| FNMNT 2023-1 A (FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.17 |
| FNMNT 2023-2 A (FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| FNMNT 2024-1 A (FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.24 |
| FORDF 2023-1 A1 (FORD CREDIT FLOORPLAN MASTER OWNER TRUST) | Long | ABS-collateralized bond/debt obligation | US | $26M | – | 0.45 |
| FORDF 2024-1 A1 (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-1) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 0.50 |
| FORDL 2024-A A4 (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| FORDO 2022-B A4 (FORD CREDIT AUTO OWNER TRUST FORDO_22-B) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| FORDO 2022-D A4 (FORD CREDIT AUTO OWNER TRUST FORDO_22-D) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| FORDO 2023-A A4 (FORD CREDIT AUTO OWNER TRUST FORDO_23-A) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.31 |
| FORDO 2023-B A3 (FORD CREDIT AUTO OWNER TRUST FORDO_23-B) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.29 |
| FORDO 2023-B A4 (FORD CREDIT AUTO OWNER TRUST FORDO_23-B) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| FORDO 2023-C A4 (FORD CREDIT AUTO OWNER TRUST FORDO_23-C) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.16 |
| FORDO 2024-A A4 (FORD CREDIT AUTO OWNER TRUST FORDO_24-A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| FORDO 2024-B A4 (FORD CREDIT AUTO OWNER TRUST FORDO_24-B) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| FORDR 2022-1 A (FORD CREDIT AUTO OWNER TRUST FORDR_22-1) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.29 |
| FORDR 2023-1 A (FORD CREDIT AUTO OWNER TRUST FORDR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.38 |
| FORDR 2023-2 A (FORD CREDIT AUTO OWNER TRUST FORDR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.29 |
| FORDR 2024-1 A (FORD CREDIT AUTO OWNER TRUST FORDR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.24 |
| GALC 2024-1 A3 (GREAT AMERICA LEASING RECEIVABLES GALC_24-1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| GALC 2024-1 A4 (GREAT AMERICA LEASING RECEIVABLES GALC_24-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GBP/USD FWD 20240718 | Derivative-foreign exchange | $-20K | – | -0.00 | ||
| GCCT 2021-1A A (GOLDEN CREDIT CARD TRUST GCCT_21-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.20 |
| GFORT 2023-1 A1 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.26 |
| GFORT 2023-2 A (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.18 |
| GFORT 2024-1A A1 (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.30 |
| GFORT 2024-2A A (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.28 |
| GMCAR 2022-1 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| GMCAR 2022-2 A4 (GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.23 |
| GMCAR 2022-4 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| GMCAR 2023-1 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| GMCAR 2023-2 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.20 |
| GMCAR 2023-3 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| GMCAR 2023-3 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| GMCAR 2023-4 A3 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-4) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| GMCAR 2024-1 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| GMCAR 2024-2 A4 (GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| GMREV 2023-1 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-1) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.27 |
| GMREV 2023-2 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2) | Long | ABS-collateralized bond/debt obligation | US | $18M | – | 0.30 |
| GMREV 2024-1 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| GOLDMAN SACHS BK (Goldman Sachs Bank USA/New York NY) | Long | Debt | US | $25M | – | 0.43 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $14M | – | 0.25 |
| GRNST 2024-1A A3 (GREENSTATE AUTO RECEIVABLES TRUST GRNST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.13 |
| GSMS 2018-GS10 A5 (GS Mortgage Securities Trust 2018-GS10) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| GSMS 2019-GC42 A4 (GS Mortgage Securities Trust 2019-GC42) | Long | ABS-mortgage backed security | US | $447K | – | 0.01 |
| GSMS 2020-GC45 A5 (GS Mortgage Securities Trust 2020-GC45) | Long | ABS-mortgage backed security | US | $626K | – | 0.01 |
| GSMS 2020-GSA2 A5 (GS Mortgage Securities Trust 2020-GSA2) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| HALST 2023-C A4 (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_23-C) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| HALST 2024-A A4 (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| HALST 2024-B A4 (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-B) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| HAROT 2023-1 A4 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.25 |
| HAROT 2023-2 A3 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| HAROT 2023-2 A4 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| HAROT 2023-3 A4 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_23-3) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| HAROT 2024-1 A4 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| HAROT 2024-2 A4 (HONDA AUTO RECEIVABLES OWNER TRUST HAROT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.26 |
| HART 2023-A A4 (HYUNDAI AUTO RECEIVABLES TRUST HART_23-A) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| HART 2023-B A3 (HYUNDAI AUTO RECEIVABLES TRUST HART_23-B) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| HART 2023-B A4 (HYUNDAI AUTO RECEIVABLES TRUST HART_23-B) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| HART 2023-C A4 (HYUNDAI AUTO RECEIVABLES TRUST HART_23-C) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| HART 2024-A A4 (HYUNDAI AUTO RECEIVABLES TRUST HART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| HDMOT 2023-B A4 (HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_23-B) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| HERTZ 2022-2A A (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $7M | – | 0.13 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $7M | – | 0.12 |
| HPEFS 2024-2A A3 (HPEFS EQUIPMENT TRUST HPEFS_24-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $60M | – | 1.04 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $19M | – | 0.33 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $10M | – | 0.18 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $6M | – | 0.10 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $1M | – | 0.02 |
| HSBC USA INC | Long | Debt | US | $6M | – | 0.11 |
| INTEL CORP | Long | Debt | US | $3M | – | 0.06 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $5M | – | 0.08 |
| JDOT 2023-B A3 (JOHN DEERE OWNER TRUST JDOT_23-B) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| JDOT 2023-B A4 (JOHN DEERE OWNER TRUST JDOT_23-B) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| JDOT 2023-C A4 (JOHN DEERE OWNER TRUST JDOT_23-C) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| JPMBB 2015-C32 A5 (JPMBB Commercial Mortgage Securities Trust 2015-C32) | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| JPMCC 2016-JP3 A5 (JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3) | Long | ABS-mortgage backed security | US | $843K | – | 0.01 |
| JPMDB 2018-C8 A4 (JPMDB Commercial Mortgage Securities Trust 2018-C8) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $22M | – | 0.38 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $20M | – | 0.35 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $15M | – | 0.25 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $14M | – | 0.24 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $12M | – | 0.21 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $11M | – | 0.19 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $10M | – | 0.17 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $10M | – | 0.17 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $9M | – | 0.16 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $7M | – | 0.11 |
| KCOT 2022-1A A4 (KUBOTA CREDIT OWNER TRUST KCOT_22-1A) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.17 |
| KCOT 2023-1A A4 (KUBOTA CREDIT OWNER TRUST KCOT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| KCOT 2023-2A A3 (KUBOTA CREDIT OWNER TRUST KCOT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| KCOT 2023-2A A4 (KUBOTA CREDIT OWNER TRUST KCOT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.06 |
| KCOT 2024-1A A3 (KUBOTA CREDIT OWNER TRUST KCOT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| KCOT 2024-1A A4 (KUBOTA CREDIT OWNER TRUST KCOT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| KSA SUKUK LTD | Long | Debt | KY | $25M | – | 0.43 |
| LADAR 2024-2A A4 (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| MANUF & TRADERS (Manufacturers & Traders Trust Co) | Long | Debt | US | $23M | – | 0.39 |
| MANUF & TRADERS (Manufacturers & Traders Trust Co) | Long | Debt | US | $8M | – | 0.14 |
| MBALT 2023-A A4 (MERCEDES-BENZ AUTO LEASE TRUST MBALT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $40M | – | 0.69 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $9M | – | 0.15 |
| MERCEDES-BNZ FIN (Mercedes-Benz Finance North America LLC) | Long | Debt | US | $5M | – | 0.08 |
| META PLATFORMS (Meta Platforms Inc) | Long | Debt | US | $11M | – | 0.19 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $5M | – | 0.08 |
| MMAF 2020-A A3 (MMAF EQUIPMENT FINANCE LLC MMAF_20-A) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.21 |
| MMAF 2020-BA A5 (MMAF EQUIPMENT FINANCE LLC MMAF_20-B) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| MMAF 2024-A A3 (MMAF EQUIPMENT FINANCE LLC MMAF_24-A) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| MORGAN STANLEY | Long | Debt | US | $30M | – | 0.52 |
| MORGAN STANLEY | Long | Debt | US | $24M | – | 0.42 |
| MORGAN STANLEY | Long | Debt | US | $10M | – | 0.17 |
| MORGAN STANLEY | Long | Debt | US | $8M | – | 0.14 |
| MORGAN STANLEY | Long | Debt | US | $3M | – | 0.06 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $12M | – | 0.20 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $12M | – | 0.20 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $6M | – | 0.10 |
| MSBAM 2015-C20 A4 (Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| MSBAM 2015-C27 A3 (Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| MSBAM 2017-C34 A4 (Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34) | Long | ABS-mortgage backed security | US | $428K | – | 0.01 |
| MSC 2016-UBS9 A4 (Morgan Stanley Capital I Trust 2016-UBS9) | Long | ABS-mortgage backed security | US | $862K | – | 0.01 |
| MSC 2017-HR2 ASB (Morgan Stanley Capital I 2017-HR2) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| MSC 2018-L1 A4 (Morgan Stanley Capital I Trust 2018-L1) | Long | ABS-mortgage backed security | US | $334K | – | 0.01 |
| MTBAT 2024-1A A3 (M&T BANK AUTO RECEIVABLES TRUST MTBAT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.11 |
| MTBAT 2024-1A A4 (M&T BANK AUTO RECEIVABLES TRUST MTBAT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| NALT 2024-A A4 (NISSAN AUTO LEASE TRUST NALT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| NAROT 2023-A A4 (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| NAROT 2024-A A4 (NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| NATIONAL SECS CL (National Securities Clearing Corp) | Long | Debt | US | $9M | – | 0.16 |
| NATIONAL SECS CL (National Securities Clearing Corp) | Long | Debt | US | $3M | – | 0.05 |
| NATL AUS BANK/NY (National Australia Bank Ltd/New York) | Long | Debt | AU | $9M | – | 0.16 |
| NAVMT 2023-1 A (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST NAVMT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.12 |
| NAVMT 2024-1 A (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST NAVMT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| NAVSL 2023-BA A1B (NAVIENT STUDENT LOAN TRUST NAVSL_23-B) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.04 |
| NORTHERN TRST CO (Northern Trust Corp) | Long | Debt | US | $4M | – | 0.07 |
| NTT FINANCE (NTT Finance Corp) | Long | Debt | JP | $21M | – | 0.37 |
| PFAST 2023-1A A4 (PORSCHE FINANCIAL AUTO SECURITIZATION TRUST PFAST_23-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| PFAST 2023-2A A4 (PORSCHE FINANCIAL AUTO SECURITIZATION TRUST PFAST_23-2) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.13 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $98M | – | 1.69 |
| PFSFC 2023-B A (PFS FINANCING CORP PFSFC_23-B) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| PFSFC 2023-C A (PFS FINANCING CORP PFSFC_23-C) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| PFSFC 2024-B A (PFS FINANCING CORP PFSFC_24-B) | Long | ABS-collateralized bond/debt obligation | US | $29M | – | 0.49 |
| PG&E RECOV FND (PG&E Recovery Funding LLC) | Long | Debt | US | $3M | – | 0.06 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $47M | – | 0.81 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $20M | – | 0.35 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $7M | – | 0.12 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $23M | – | 0.40 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $16M | – | 0.28 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $10M | – | 0.17 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $3M | – | 0.05 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $2M | – | 0.04 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $1M | – | 0.02 |
| PROG 2022-SFR3 A (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.06 |
| PROG 2022-SFR5 A (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| PROG 2024-SFR1 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| PROG 2024-SFR2 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| PROG 2024-SFR3 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| PROGRESSIVE CORP (Progressive Corp/The) | Long | Debt | US | $2M | – | 0.03 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $2M | – | 0.03 |
| RESI 2020-1A A1B (RESIMAC Premier Series 2020-1) | Long | ABS-mortgage backed security | AU | $205K | – | 0.00 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $40M | – | 0.69 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $20M | – | 0.34 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $8M | – | 0.15 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $5M | – | 0.09 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $2M | – | 0.03 |
| SAUDI INT BOND (Saudi Government International Bond) | Long | Debt | SA | $7M | – | 0.12 |
| SBALT 2023-A A4 (SBNA AUTO LEASE TRUST SBALT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| SBALT 2024-B A4 (SBNA AUTO LEASE TRUST SBALT_24-B) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| SBAT 2024-A A3 (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| SBAT 2024-A A4 (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| SCCU 2023-1A A4 (SPACE COAST CREDIT UNION SCCU_23-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.03 |
| SDART 2023-6 A3 (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| SFAST 2024-1A A4 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| SFAST 2024-2A A3 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.08 |
| SFAST 2024-2A A4 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| SIMON PROP GP LP (Simon Property Group LP) | Long | Debt | US | $10M | – | 0.17 |
| SMB 2016-A A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_16-A) | Long | ABS-collateralized bond/debt obligation | US | $16K | – | 0.00 |
| SMB 2017-B A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_17-B) | Long | ABS-collateralized bond/debt obligation | US | $131K | – | 0.00 |
| SMB 2018-B A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_18-B) | Long | ABS-collateralized bond/debt obligation | US | $341K | – | 0.01 |
| SMB 2018-C A2A (SMB PRIVATE EDUCATION LOAN TRUST SMB_18-C) | Long | ABS-collateralized bond/debt obligation | US | $686K | – | 0.01 |
| SMB 2024-A A1A (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-A) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.16 |
| SMB 2024-C A1A (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-C) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.08 |
| SOFI 2017-D A2FX (SOFI PROFESSIONAL LOAN PROGRAM SOFI_17-D) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.00 |
| SOFI 2017-F A2FX (SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F) | Long | ABS-collateralized bond/debt obligation | US | $53K | – | 0.00 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $3M | – | 0.06 |
| STATE STREET COR (State Street Corp) | Long | Debt | US | $287K | – | 0.00 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $49M | – | 0.85 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $7M | – | 0.12 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $22M | – | 0.38 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $4M | – | 0.07 |
| SUMITOMO TR&BK (Sumitomo Mitsui Trust Bank Ltd) | Long | Debt | JP | $7M | – | 0.12 |
| SVENSKA HNDLSBKN (Svenska Handelsbanken AB) | Long | Debt | SE | $20M | – | 0.35 |
| SYNIT 2023-A1 A (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| SYNIT 2023-A2 A (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A2) | Long | ABS-collateralized bond/debt obligation | US | $40M | – | 0.69 |
| SYNIT 2024-A1 A (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A1) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.38 |
| TALNT 2022-1A A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_22-1) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| TALNT 2023-1A A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| TALNT 2024-1A A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.09 |
| TAOT 2022-B A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.20 |
| TAOT 2022-C A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.18 |
| TAOT 2022-D A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-D) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.23 |
| TAOT 2023-A A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.13 |
| TAOT 2023-B A3 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-B) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.30 |
| TAOT 2023-B A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-B) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.30 |
| TAOT 2023-C A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_23-C) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| TAOT 2024-A A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| TAOT 2024-B A4 (TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_24-B) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.07 |
| TESLA 2023-B A4 (TESLA AUTO LEASE TRUST TESLA_23-B) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| TEVT 2023-1 A3 (TESLA ELECTRIC VEHICLE TRUST TEVT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.15 |
| TEVT 2023-1 A4 (TESLA ELECTRIC VEHICLE TRUST TEVT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| TLOT 2023-B A4 (TOYOTA LEASE OWNER TRUST TLOT_23-B) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| TLOT 2024-A A4 (TOYOTA LEASE OWNER TRUST TLOT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| TMUST 2024-1A A (T-MOBILE US TRUST TMUST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.19 |
| TOKYO METRO GOVT (Tokyo Metropolitan Government) | Long | Debt | JP | $20M | – | 0.35 |
| TOKYO METRO GOVT (Tokyo Metropolitan Government) | Long | Debt | JP | $4M | – | 0.07 |
| TORONTO DOM BANK (Toronto-Dominion Bank/The) | Long | Debt | CA | $19M | – | 0.32 |
| TORONTO DOM BANK (Toronto-Dominion Bank/The) | Long | Debt | CA | $9M | – | 0.16 |
| TOYOTA FIN AUSTR (Toyota Finance Australia Ltd) | Long | Debt | AU | $6M | – | 0.10 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $6M | – | 0.11 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $5M | – | 0.08 |
| TREASURY BILL (United States Treasury Bill) | Long | Debt | US | $215M | – | 3.71 |
| TREASURY BILL (United States Treasury Bill) | Long | Debt | US | $210M | – | 3.63 |
| TRFIG 2021-1A A2 (TRAFIGURA SECURITISATION FINANCE PLC TRFIG_21-1) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.27 |
| TRFIG 2024-1A A2 (TRAFIGURA SECURITISATION FINANCE PLC TRFIG_24-1) | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.20 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $20M | – | 0.35 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $12M | – | 0.21 |
| TRUIST FINANCIAL (Truist Financial Corp) | Long | Debt | US | $3M | – | 0.05 |
| TYCO ELECTRONICS (Tyco Electronics Group SA) | Long | Debt | LU | $29M | – | 0.49 |
| UBS AG AUSTRALIA (UBS AG/Australia) | Long | Debt | CH | $10M | – | 0.17 |
| UBS AG LONDON (UBS AG/London) | Long | Debt | CH | $30M | – | 0.52 |
| UBS AG LONDON (UBS AG/London) | Long | Debt | CH | $10M | – | 0.18 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $6M | – | 0.11 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $2M | – | 0.03 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $18M | – | 0.31 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $3M | – | 0.05 |
| UBSBM 2012-WRM A (UBS-BAMLL Trust 2012-WRM) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| UBSCM 2017-C7 A4 (UBS Commercial Mortgage Trust 2017-C7) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $2M | – | 0.03 |
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | $56K | – | 0.00 | ||
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | $62K | – | 0.00 | ||
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | $568K | – | 0.01 | ||
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | $-3M | – | -0.05 | ||
| US BANCORP | Long | Debt | US | $33M | – | 0.58 |
| US BANCORP | Long | Debt | US | $28M | – | 0.48 |
| US BANCORP | Long | Debt | US | $10M | – | 0.18 |
| US BANCORP | Long | Debt | US | $4M | – | 0.07 |
| US BANCORP | Long | Debt | US | $3M | – | 0.05 |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | $19K | – | 0.00 | ||
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $185M | – | 3.19 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $145M | – | 2.50 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $121M | – | 2.08 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $114M | – | 1.96 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $70M | – | 1.21 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $62M | – | 1.08 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $60M | – | 1.03 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $59M | – | 1.02 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $53M | – | 0.91 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $50M | – | 0.85 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $46M | – | 0.80 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $43M | – | 0.75 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $43M | – | 0.74 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $30M | – | 0.52 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $29M | – | 0.50 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $28M | – | 0.49 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $28M | – | 0.48 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $27M | – | 0.47 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $25M | – | 0.43 |
| VALET 2023-1 A3 (VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-1) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.26 |
| VALET 2023-1 A4 (VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $95M | 954K | 1.65 |
| VFET 2020-1A A4 (VOLVO FINANCIAL EQUIPMENT LLC VFET_20-1) | Long | ABS-collateralized bond/debt obligation | US | $916K | – | 0.02 |
| VWALT 2023-A A4 (VOLKSWAGEN AUTO LEASE TRUST VWALT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.11 |
| VZMT 2023-4 A1A (VERIZON MASTER TRUST VZMT_23-4) | Long | ABS-collateralized bond/debt obligation | US | $17M | – | 0.29 |
| VZMT 2023-6 A (VERIZON MASTER TRUST VZMT_23-5) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.23 |
| VZMT 2023-7 A1A (VERIZON MASTER TRUST VZMT_23-7) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.27 |
| VZMT 2024-2 A (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $24M | – | 0.42 |
| VZMT 2024-5 A (VERIZON MASTER TRUST VZMT_24-5) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| WELLS FARGO BANK (Wells Fargo Bank NA) | Long | Debt | US | $38M | – | 0.65 |
| WELLS FARGO BANK (Wells Fargo Bank NA) | Long | Debt | US | $10M | – | 0.17 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $35M | – | 0.61 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $9M | – | 0.15 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $9M | – | 0.15 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $4M | – | 0.06 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $940K | – | 0.02 |
| WFCM 2016-C32 A4 (Wells Fargo Commercial Mortgage Trust 2016-C32) | Long | ABS-mortgage backed security | US | $869K | – | 0.01 |
| WFCM 2017-C38 A5 (Wells Fargo Commercial Mortgage Trust 2017-C38) | Long | ABS-mortgage backed security | US | $489K | – | 0.01 |
| WFCM 2017-C39 A4 (Wells Fargo Commercial Mortgage Trust 2017-C39) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| WFCM 2017-C40 A3 (Wells Fargo Commercial Mortgage Trust 2017-C40) | Long | ABS-mortgage backed security | US | $567K | – | 0.01 |
| WFCM 2017-C40 A4 (Wells Fargo Commercial Mortgage Trust 2017-C40) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WFCM 2017-C41 A4 (Wells Fargo Commercial Mortgage Trust 2017-C41) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WFCM 2018-C45 A4 (Wells Fargo Commercial Mortgage Trust 2018-C45) | Long | ABS-mortgage backed security | US | $831K | – | 0.01 |
| WFCM 2018-C46 A4 (Wells Fargo Commercial Mortgage Trust 2018-C46) | Long | ABS-mortgage backed security | US | $222K | – | 0.00 |
| WFCM 2018-C47 A4 (Wells Fargo Commercial Mortgage Trust 2018-C47) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| WFCM 2018-C48 ASB (Wells Fargo Commercial Mortgage Trust 2018-C48) | Long | ABS-mortgage backed security | US | $242K | – | 0.00 |
| WFCM 2020-C58 ASB (Wells Fargo Commercial Mortgage Trust 2020-C58) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WISCONSIN PUBLIC (Wisconsin Public Service Corp) | Long | Debt | US | $2M | – | 0.04 |
| WOART 2022-A A4 (WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-A) | Long | ABS-collateralized bond/debt obligation | US | $13M | – | 0.22 |
| WOART 2022-B A4 (WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-B) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.24 |
| WOART 2022-C A4 (WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C) | Long | ABS-collateralized bond/debt obligation | US | $12M | – | 0.20 |
| WOART 2022-D A4 (WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-D) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.14 |
| WOART 2023-A A4 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-A) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.18 |
| WOART 2023-B A4 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-B) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.10 |
| WOART 2023-C A4 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-C) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.05 |
| WOART 2023-D A4 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_23-D) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.11 |
| WOART 2024-A A4 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.13 |
| WOART 2024-B A4 (WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-B) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.16 |
Address
VANGUARD MALVERN FUNDS
100 VANGUARD BOULEVARD
MALVERN
Pennsylvania
19355
United States of America
Websites
Directors
Andre F. Perold
Sarah Bloom Raskin
Deanna Mulligan
Emerson U. Fullwood
Mortimer J. Buckley
Grant Reid
Peter F. Volanakis
F. Joseph Loughrey
Mark Loughridge
David Thomas
Tara Bunch
Scott C. Malpass
Transfer Agents
The Vanguard Group, Inc.
Pricing Services
Markit North America INC
JPMorgan Chase Bank
ICE Data Pricing and Reference Data LLC
Markit Group Limited
Refinitiv US LLC
Bloomberg Finance LP
ITG Analytics Inc
Custodians
UBS Switzerland AG
The Hongkong and Shanghai Banking Corporation Limited
Standard Chartered Bank
State Street Bank and Trust Company
The Hongkong and Shanghai Banking Corporation Limited
Credit Suisse (Switzerland) Limited
Citibank Europe plc Magyarorszagi Fioktelepe
Ceskoslovenska obchodni banka, a.s.
Bank Hapoalim B.M.
Banco Nacional de Mexico, S.A.
Bank Handlowy w Warszawie S.A.
Citibank, N.A.
AO Citibank
Citibank N.A.
Standard Chartered Bank (Hong Kong) Limited
Citibank, N.A.
Citibank del Peru, S.A.
State Street Trust Company Canada
Euroclear Bank S.A./N.V.
The Hongkong and Shanghai Banking Corporation Limited
FirstRand Bank Limited
Standard Chartered Bank (Thai) Public Company Limited
Standard Chartered Bank Malaysia Berhad
Clearstream Banking, S.A.
Mizuho Bank, Limited
Citibank, N.A.
Citibank, A.S.
FAB Capital J.S.C. (as delegate of First Abu Dhabi Bank P.J.S.C.)
Citibank Europe plc, Dublin Romania Branch
Cititrust Colombia S.A. Sociedad Fiduciaria
Shareholder Servicing Agents
The Vanguard Group, Inc.
Admins
THE VANGUARD GROUP, INC.
State Street Bank and Trust Company
Brokers
N/A