The Vanguard Group, Inc. > VANGUARD MALVERN FUNDS
VANGUARD CORE-PLUS BOND FUND
$486.55M
Avg Monthly Net Assets
$596.79M
Total Assets
$86.04M
Total Liabilities
$510.75M
Net Assets
VANGUARD CORE-PLUS 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 two share classes
and monthly net assets of $486.55M.
On August 27th, 2024 it reported 1,510 holdings, the largest
being Colombia Government International Bond (1.3%), Fannie Mae or Freddie Mac (1.3%) and Fannie Mae or Freddie Mac (1.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Admiral Shares | C000231056 | VCPAX | |
| Investor Shares | C000231057 | VCPIX |
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 |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $196K | – | 0.04 |
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $80K | – | 0.02 |
| 10YR MINI JGB FUT Sep24 | Derivative-interest rate | $-134.97 | – | -0.00 | ||
| AADVANTAGE LOYAL (AAdvantage Loyalty IP Ltd) | Long | Loan | KY | $2M | – | 0.34 |
| ABBVIE INC | Long | Debt | US | $4M | – | 0.73 |
| ABBVIE INC | Long | Debt | US | $3M | – | 0.49 |
| ABBVIE INC | Long | Debt | US | $609K | – | 0.12 |
| ABBVIE INC | Long | Debt | US | $123K | – | 0.02 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Debt | US | $173K | – | 0.03 |
| ABN AMRO BANK NV | Long | Debt | NL | $109K | – | 0.02 |
| ADVANCED DRAINAG (Advanced Drainage Systems Inc) | Long | Debt | US | $75K | – | 0.01 |
| ADVENTHEALTH (AdventHealth Obligated Group) | Long | Debt | US | $226K | – | 0.04 |
| AEP TEXAS (AEP Texas Inc) | Long | Debt | US | $251K | – | 0.05 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $144K | – | 0.03 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $124K | – | 0.02 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $873K | – | 0.17 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $235K | – | 0.05 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $140K | – | 0.03 |
| AEROPUERTOS DOMI (Aeropuertos Dominicanos Siglo XXI SA) | Long | Debt | DO | $505K | – | 0.10 |
| AES CORP/THE | Long | Debt | US | $250K | – | 0.05 |
| AESOP 2022-5A C (AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP_22-5A) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.01 |
| AESOP 2023-1A C (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-1) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| AESOP 2023-2A C (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.02 |
| AESOP 2023-5A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5A) | Long | ABS-collateralized bond/debt obligation | US | $171K | – | 0.03 |
| AESOP 2023-7A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-5A) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.02 |
| AESOP 2023-8A A (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.03 |
| AESOP 2024-1A A (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.03 |
| AESOP 2024-1A B (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-collateralized bond/debt obligation | US | $110K | – | 0.02 |
| AESOP 2024-1A C (AVIS BUDGET RENTAL CAR FUNDING AESOP_24-1) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.02 |
| AIIB 4.25 3/13/2034 (ASIAN INFRASTRUCTURE INVESTMENT BANK) | Long | Debt | $2M | – | 0.48 | |
| AIR CANADA | Long | Debt | CA | $190K | – | 0.04 |
| AKELIUS RESIDENT (Akelius Residential Property AB) | Long | Debt | SE | $121K | – | 0.02 |
| ALBEMARLE CORP | Long | Debt | US | $98K | – | 0.02 |
| ALBERTSONS COS (Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC) | Long | Debt | US | $55K | – | 0.01 |
| ALCON FINANCE CO (Alcon Finance Corp) | Long | Debt | US | $151K | – | 0.03 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $291K | – | 0.06 |
| ALLISON TRANS (Allison Transmission Inc) | Long | Debt | US | $150K | – | 0.03 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $132K | – | 0.03 |
| ALLYA 2023-1 A4 (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.02 |
| ALLYA 2023-1 B (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.01 |
| ALLYA 2023-1 C (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| ALLYA 2023-1 D (ALLY AUTO RECEIVABLES TRUST ALLYA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| ALLYA 2023-A D (ALLY AUTO RECEIVABLES TRUST ALLYA_23-A) | Long | ABS-collateralized bond/debt obligation | US | $62K | – | 0.01 |
| ALLYA 2024-1 D (ALLY AUTO RECEIVABLES TRUST ALLYA_24-1) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| ALTICE FINANCING (Altice Financing SA) | Long | Debt | LU | $7K | – | 0.00 |
| ALTRIA GROUP INC | Long | Debt | US | $122K | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $115K | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $112K | – | 0.02 |
| AMC NETWORKS INC | Long | Debt | US | $15K | – | 0.00 |
| AMCAR 2023-2 C (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.04 |
| AMCAR 2024-1 B (AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $140K | – | 0.03 |
| AMER AXLE & MFG (American Axle & Manufacturing Inc) | Long | Debt | US | $41K | – | 0.01 |
| AMER ELEC PWR (American Electric Power Co Inc) | Long | Debt | US | $920K | – | 0.18 |
| AMER MED SYST EU (American Medical Systems Europe BV) | Long | Debt | NL | $212K | – | 0.04 |
| AMER SPORTS CO | Long | Debt | US | $25K | – | 0.00 |
| AMEREN CORP | Long | Debt | US | $836K | – | 0.16 |
| AMERICAN AIRLINE (American Airlines Inc) | Long | Debt | US | $44K | – | 0.01 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $512K | – | 0.10 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $418K | – | 0.08 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $216K | – | 0.04 |
| AMERICAN HONDA F (American Honda Finance Corp) | Long | Debt | US | $213K | – | 0.04 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $148K | – | 0.03 |
| AMGEN INC | Long | Debt | US | $413K | – | 0.08 |
| AMGEN INC | Long | Debt | US | $143K | – | 0.03 |
| AMGEN INC | Long | Debt | US | $113K | – | 0.02 |
| AMPRION GMBH | Long | Debt | DE | $213K | – | 0.04 |
| AMPRION GMBH | Long | Debt | DE | $108K | – | 0.02 |
| AMWINS GROUP INC | Long | Debt | US | $60K | – | 0.01 |
| AMWINS GROUP INC | Long | Debt | US | $14K | – | 0.00 |
| ANHEUSER-BUSCH (Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $191K | – | 0.04 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $152K | – | 0.03 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $125K | – | 0.02 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $45K | – | 0.01 |
| ANTOFAGASTA (Antofagasta PLC) | Long | Debt | GB | $1M | – | 0.20 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $668K | – | 0.13 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $528K | – | 0.10 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $160K | – | 0.03 |
| APOLLO GLOBAL (Apollo Global Management Inc) | Long | Debt | US | $877K | – | 0.17 |
| ARAB REP EGYPT (Egypt Government International Bond) | Long | Debt | EG | $262K | – | 0.05 |
| ARAB REP EGYPT (Egypt Government International Bond) | Long | Debt | EG | $152K | – | 0.03 |
| ARDAGH METAL PAC (Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC) | Long | Debt | $102K | – | 0.02 | |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $314K | – | 0.06 |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $217K | – | 0.04 |
| ARGENTA SPBNK (Argenta Spaarbank NV) | Long | Debt | BE | $103K | – | 0.02 |
| ARGENTINA (Argentine Republic Government International Bond) | Long | Debt | AR | $333K | – | 0.07 |
| ARGENTINA (Argentine Republic Government International Bond) | Long | Debt | AR | $210K | – | 0.04 |
| ARGENTINA (Argentine Republic Government International Bond) | Long | Debt | AR | $46K | – | 0.01 |
| AROUNDTOWN SA | Long | Debt | LU | $93K | – | 0.02 |
| AROUNDTOWN SA | Long | Debt | LU | $91K | – | 0.02 |
| ARSENAL AIC PARE (Arsenal AIC Parent LLC) | Long | Debt | US | $47K | – | 0.01 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Debt | US | $136K | – | 0.03 |
| ASTRAZENECA PLC | Long | Debt | GB | $267K | – | 0.05 |
| ASTRAZENECA PLC | Long | Debt | GB | $218K | – | 0.04 |
| AT&T INC | Long | Debt | US | $802K | – | 0.16 |
| AT&T INC | Long | Debt | US | $366K | – | 0.07 |
| AT&T INC | Long | Debt | US | $199K | – | 0.04 |
| AT&T INC | Long | Debt | US | $151K | – | 0.03 |
| AT&T INC | Long | Debt | US | $125K | – | 0.02 |
| AT&T INC | Long | Debt | US | $105K | – | 0.02 |
| ATHENE GLOBAL FU (Athene Global Funding) | Long | Debt | US | $653K | – | 0.13 |
| ATHENE HOLDING (Athene Holding Ltd) | Long | Debt | US | $390K | – | 0.08 |
| ATLASSIAN CORP | Long | Debt | US | $190K | – | 0.04 |
| ATLASSIAN CORP | Long | Debt | US | $168K | – | 0.03 |
| ATMOS ENERGY COR (Atmos Energy Corp) | Long | Debt | US | $183K | – | 0.04 |
| AUD/USD FWD 20240718 | Derivative-foreign exchange | $65.98 | – | 0.00 | ||
| AUST 10Y BOND FUT Sep24 | Derivative-interest rate | $-967.38 | – | -0.00 | ||
| AVMT 2018-AVM A (Aventura Mall Trust) | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| AXA EQUITABLE HO (Equitable Holdings Inc) | Long | Debt | US | $91K | – | 0.02 |
| AXALTA COAT/BV (Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV) | Long | Debt | $175K | – | 0.03 | |
| AXALTA COATING S (Axalta Coating Systems Dutch Holding B BV) | Long | Debt | NL | $26K | – | 0.01 |
| AYVENS SA | Long | Debt | FR | $215K | – | 0.04 |
| AYVENS SA | Long | Debt | FR | $108K | – | 0.02 |
| AYVENS SA | Long | Debt | FR | $107K | – | 0.02 |
| B&G FOODS INC | Long | Debt | US | $41K | – | 0.01 |
| BAA FUNDING LTD (Heathrow Funding Ltd) | Long | Debt | JE | $130K | – | 0.03 |
| BAAT 2023-1A A4 (BANK OF AMERICA AUTO TRUST BAAT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.03 |
| BAHRAIN (Bahrain Government International Bond) | Long | Debt | BH | $267K | – | 0.05 |
| BAHRAIN (Bahrain Government International Bond) | Long | Debt | BH | $166K | – | 0.03 |
| BALL CORP | Long | Debt | US | $82K | – | 0.02 |
| BALL CORP | Long | Debt | US | $76K | – | 0.01 |
| BALL CORP | Long | Debt | US | $60K | – | 0.01 |
| BALL CORP | Long | Debt | US | $60K | – | 0.01 |
| BANGKOK BANK/HK (Bangkok Bank PCL/Hong Kong) | Long | Debt | TH | $773K | – | 0.15 |
| BANK 2019-BN16 A4 (BANK 2019-BNK16) | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| BANK 2019-BN23 A3 (BANK 2019-BNK23) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| BANK 2022-BNK40 A4 | Long | ABS-mortgage backed security | US | $405K | – | 0.08 |
| BANK 2022-BNK43 A5 | Long | ABS-mortgage backed security | US | $719K | – | 0.14 |
| BANK 2024-BNK47 A5 | Long | ABS-mortgage backed security | US | $771K | – | 0.15 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $495K | – | 0.10 |
| BANK NOVA SCOTIA (Bank of Nova Scotia/The) | Long | Debt | CA | $433K | – | 0.08 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $1M | – | 0.20 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $289K | – | 0.06 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $226K | – | 0.04 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $63K | – | 0.01 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $2M | – | 0.35 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $691K | – | 0.14 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $287K | – | 0.06 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $253K | – | 0.05 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $248K | – | 0.05 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $229K | – | 0.04 |
| BANK5 2023-5YR3 A3 | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| BANK5 2024-5YR7 A3 | Long | ABS-mortgage backed security | US | $507K | – | 0.10 |
| BARCLAYS PLC | Long | Debt | GB | $721K | – | 0.14 |
| BARCLAYS PLC | Long | Debt | GB | $478K | – | 0.09 |
| BARCLAYS PLC | Long | Debt | GB | $405K | – | 0.08 |
| BARCLAYS PLC | Long | Debt | GB | $211K | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $199K | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $187K | – | 0.04 |
| BAT CAPITAL CORP | Long | Debt | US | $730K | – | 0.14 |
| BAT CAPITAL CORP | Long | Debt | US | $670K | – | 0.13 |
| BAT CAPITAL CORP | Long | Debt | US | $225K | – | 0.04 |
| BAT CAPITAL CORP | Long | Debt | US | $197K | – | 0.04 |
| BAT CAPITAL CORP | Long | Debt | US | $100K | – | 0.02 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Loan | CA | $30K | – | 0.01 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Debt | CA | $24K | – | 0.00 |
| BAUSCH HEALTH AM (Bausch Health Americas Inc) | Long | Loan | US | $135K | – | 0.03 |
| BBCMS 2021-C9 A5 (BBCMS Mortgage Trust 2021-C9) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| BBCMS 2022-C16 A5 (BBCMS Mortgage Trust 2022-C16) | Long | ABS-mortgage backed security | US | $191K | – | 0.04 |
| BBCMS 2024-5C25 A3 (BBCMS Mortgage Trust 2024-5C25) | Long | ABS-mortgage backed security | US | $369K | – | 0.07 |
| BBCMS 2024-5C25 AS (BBCMS Mortgage Trust 2024-5C25) | Long | ABS-mortgage backed security | US | $205K | – | 0.04 |
| BBCMS 2024-C24 A5 (BBCMS Mortgage Trust 2024-C24) | Long | ABS-mortgage backed security | US | $282K | – | 0.06 |
| BBCMS 2024-C26 A5 (BBCMS Mortgage Trust 2024-C26) | Long | ABS-mortgage backed security | US | $271K | – | 0.05 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $362K | – | 0.07 |
| BECTON DICKINSON (Becton Dickinson Euro Finance Sarl) | Long | Debt | LU | $213K | – | 0.04 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $177K | – | 0.03 |
| BELGIUM KINGDOM (Kingdom of Belgium Government International Bond) | Long | Debt | BE | $1M | – | 0.25 |
| BELL CANADA (Bell Telephone Co of Canada or Bell Canada) | Long | Debt | CA | $426K | – | 0.08 |
| BERKSHIRE HATHAW (Berkshire Hathaway Energy Co) | Long | Debt | US | $266K | – | 0.05 |
| BERKSHIRE HATHAW (Berkshire Hathaway Energy Co) | Long | Debt | US | $180K | – | 0.04 |
| BERMUDA-GOVT OF (Bermuda Government International Bond) | Long | Debt | BM | $191K | – | 0.04 |
| BERRY GLOBAL INC | Long | Loan | US | $233K | – | 0.05 |
| BETH ISRAEL LAHE (Beth Israel Lahey Health Inc) | Long | Debt | US | $153K | – | 0.03 |
| BIG RVR STL/FIN (Big River Steel LLC / BRS Finance Corp) | Long | Debt | US | $190K | – | 0.04 |
| BLACK HILLS CORP | Long | Debt | US | $342K | – | 0.07 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $298K | – | 0.06 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $188K | – | 0.04 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $105K | – | 0.02 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $98K | – | 0.02 |
| BLOCK INC | Long | Debt | US | $117K | – | 0.02 |
| BLUE OWL CAPITAL (Blue Owl Capital Corp) | Long | Debt | US | $217K | – | 0.04 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $81K | – | 0.02 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $31K | – | 0.01 |
| BMARK 2018-B1 A5 (Benchmark 2018-B1 Mortgage Trust) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| BMARK 2022-B36 A5 (Benchmark 2022-B36 Mortgage Trust) | Long | ABS-mortgage backed security | US | $708K | – | 0.14 |
| BMARK 2023-B38 A4 (Benchmark 2023-B38 Mortgage Trust) | Long | ABS-mortgage backed security | US | $101K | – | 0.02 |
| BMARK 2023-V3 A3 (Benchmark 2023-V3 Mortgage Trust) | Long | ABS-mortgage backed security | US | $237K | – | 0.05 |
| BMARK 2024-V6 A3 (Benchmark 2024-V6 Mortgage Trust) | Long | ABS-mortgage backed security | US | $306K | – | 0.06 |
| BMO 2023-5C2 A3 (BMO 2023-5C2 Mortgage Trust) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| BMO 2023-C7 A5 (BMO 2023-C7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $740K | – | 0.14 |
| BMO 2024-5C3 A3 (BMO 2024-5C3 Mortgage Trust) | Long | ABS-mortgage backed security | US | $395K | – | 0.08 |
| BMO 2024-5C4 A3 (BMO 2024-5C4 Mortgage Trust) | Long | ABS-mortgage backed security | US | $649K | – | 0.13 |
| BMO 2024-C8 A5 (BMO 2024-C8 Mortgage Trust) | Long | ABS-mortgage backed security | US | $612K | – | 0.12 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $299K | – | 0.06 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $197K | – | 0.04 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $226K | – | 0.04 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $195K | – | 0.04 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $143K | – | 0.03 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $92K | – | 0.02 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $20K | – | 0.00 |
| BOMBARDIER INC | Long | Debt | CA | $46K | – | 0.01 |
| BOMBARDIER INC | Long | Debt | CA | $46K | – | 0.01 |
| BOOKING HLDS INC (Booking Holdings Inc) | Long | Debt | US | $107K | – | 0.02 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Debt | US | $37K | – | 0.01 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Loan | US | $10K | – | 0.00 |
| BOYNE USA (Boyne USA Inc) | Long | Debt | US | $19K | – | 0.00 |
| BP CAP MKTS AMER (BP Capital Markets America Inc) | Long | Debt | US | $165K | – | 0.03 |
| BP CAP MKY BV (BP Capital Markets BV) | Long | Debt | NL | $108K | – | 0.02 |
| BPCE (BPCE SA) | Long | Debt | FR | $219K | – | 0.04 |
| BPR 2023-BRK2 A (BPR Trust 2023-BRK2) | Long | ABS-mortgage backed security | US | $207K | – | 0.04 |
| BRANDYWINE OPER (Brandywine Operating Partnership LP) | Long | Debt | US | $10K | – | 0.00 |
| BRASKEM NL (Braskem Netherlands Finance BV) | Long | Debt | NL | $837K | – | 0.16 |
| BRASKEM NL (Braskem Netherlands Finance BV) | Long | Debt | NL | $169K | – | 0.03 |
| BRAZIL REP OF (Brazilian Government International Bond) | Long | Debt | BR | $193K | – | 0.04 |
| BRINK'S CO/THE | Long | Debt | US | $15K | – | 0.00 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $596K | – | 0.12 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $168K | – | 0.03 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $105K | – | 0.02 |
| BRIT AMER TOBACC (British American Tobacco PLC) | Long | Debt | GB | $201K | – | 0.04 |
| BRIXMOR OPERATIN (Brixmor Operating Partnership LP) | Long | Debt | US | $727K | – | 0.14 |
| BROADCOM INC | Long | Debt | US | $837K | – | 0.16 |
| BROADCOM INC | Long | Debt | US | $587K | – | 0.11 |
| BROADCOM INC | Long | Debt | US | $485K | – | 0.09 |
| BROADCOM INC | Long | Debt | US | $440K | – | 0.09 |
| BROADCOM INC | Long | Debt | US | $263K | – | 0.05 |
| BROADCOM INC | Long | Debt | US | $179K | – | 0.04 |
| BROWN & BROWN (Brown & Brown Inc) | Long | Debt | US | $318K | – | 0.06 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Debt | US | $94K | – | 0.02 |
| BURLINGTON NORTH (Burlington Northern Santa Fe LLC) | Long | Debt | US | $462K | – | 0.09 |
| BURLINGTON NORTH (Burlington Northern Santa Fe LLC) | Long | Debt | US | $135K | – | 0.03 |
| BVABS 2024-SN1 D (BOF URSA FUNDING BVABS_24-SN1) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.01 |
| BX 2019-OC11 A (BX Trust 2019-OC11) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| CABLE ONE INC | Long | Debt | US | $30K | – | 0.01 |
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $87K | – | 0.02 |
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $25K | – | 0.00 |
| CAISSE AMORT DET (Caisse d'Amortissement de la Dette Sociale) | Long | Debt | FR | $1M | – | 0.29 |
| CALPINE CORP | Long | Debt | US | $97K | – | 0.02 |
| CALPINE CORP | Long | Debt | US | $48K | – | 0.01 |
| CALPINE CORP | Long | Debt | US | $28K | – | 0.01 |
| CAMELOT RETURN (Camelot Return Merger Sub Inc) | Long | Debt | US | $103K | – | 0.02 |
| CAN IMPERIAL BK (Canadian Imperial Bank of Commerce) | Long | Debt | CA | $618K | – | 0.12 |
| CAN NATURAL RES (Canadian Natural Resources Ltd) | Long | Debt | CA | $65K | – | 0.01 |
| CANADIAN NATL RE (Canadian Natural Resources Ltd) | Long | Debt | CA | $78K | – | 0.02 |
| CANPACK SA (Canpack SA / Canpack US LLC) | Long | Debt | $237K | – | 0.05 | |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $1M | – | 0.20 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $502K | – | 0.10 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $451K | – | 0.09 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $241K | – | 0.05 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $139K | – | 0.03 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $134K | – | 0.03 |
| CARMX 2023-1 A4 (CARMAX AUTO OWNER TRUST CARMX_21-4) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.01 |
| CARMX 2023-3 A4 (CARMAX AUTO OWNER TRUST CARMX_23-3) | Long | ABS-collateralized bond/debt obligation | US | $261K | – | 0.05 |
| CARNIVAL CORP | Long | Debt | PA | $188K | – | 0.04 |
| CARNIVAL CORP | Long | Debt | PA | $79K | – | 0.02 |
| CARNIVAL CORP | Long | Debt | PA | $15K | – | 0.00 |
| CARNIVAL CORP | Long | Debt | PA | $11K | – | 0.00 |
| CARNIVAL HLD BM (Carnival Holdings Bermuda Ltd) | Long | Debt | US | $54K | – | 0.01 |
| CAS 2023-R07 2M1 (Connecticut Avenue Securities Trust 2023-R07) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| CAS 2023-R08 1M1 (Connecticut Avenue Securities Trust 2023-R08) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| CAS 2024-R01 1M1 (Connecticut Avenue Securities Trust 2024-R01) | Long | ABS-mortgage backed security | US | $170K | – | 0.03 |
| CAS 2024-R02 1M1 (Connecticut Avenue Securities Trust 2024-R02) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| CAS 2024-R04 1A1 (Connecticut Avenue Securities Trust 2024-R04) | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| CASSA DEPOSITI E (Cassa Depositi e Prestiti SpA) | Long | Debt | IT | $2M | – | 0.38 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $120K | – | 0.02 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $96K | – | 0.02 |
| CATHOLIC HEALTH (CommonSpirit Health) | Long | Debt | US | $253K | – | 0.05 |
| CBS CORP (Paramount Global) | Long | Debt | US | $142K | – | 0.03 |
| CC 8/10/2028 (CHEMOURS COMPANY) | Long | Loan | US | $65K | – | 0.01 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $273K | – | 0.05 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $250K | – | 0.05 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $70K | – | 0.01 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $12K | – | 0.00 |
| CD 2017-CD4 A4 (CD 2017-CD4 Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| CD 2018-CD7 A3 (CD 2018-CD7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| CD 2018-CD7 C (CD 2018-CD7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| CDP FINANCIAL (CDP Financial Inc) | Long | Debt | CA | $2M | – | 0.37 |
| CDX.NA.HY.42.V1 5YR RTP @ 101.0000 | Derivative-credit | $599.94 | – | 0.00 | ||
| CDX.NA.IG.42.V1 5YR RTP @ 65.00000 | Derivative-credit | $1K | – | 0.00 | ||
| CDX.NA.IG.42.V1 5YR RTP @ 65.00000 | Derivative-credit | $1K | – | 0.00 | ||
| CENCORA INC | Long | Debt | US | $248K | – | 0.05 |
| CENCOSUD SA | Long | Debt | CL | $751K | – | 0.15 |
| CENOVUS ENERGY (Cenovus Energy Inc) | Long | Debt | CA | $447K | – | 0.09 |
| CENT AMERICAN BK (Central American Bank for Economic Integration) | Long | Debt | $2M | – | 0.36 | |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $1M | – | 0.29 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $144K | – | 0.03 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $67K | – | 0.01 |
| CGCMT 2015-GC31 A4 (Citigroup Commercial Mortgage Trust 2015-GC31) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| CGNU PLC (Aviva PLC) | Long | Debt | GB | $127K | – | 0.02 |
| CHAOT 2024-1A A4 (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.01 |
| CHAOT 2024-1A B (CHASE AUTO OWNER TRUST CHAOT_24-1A) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CHAOT 2024-1A C (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| CHAOT 2024-1A D (PENDING) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| CHAOT 2024-3A B (CHASE AUTO OWNER TRUST CHAOT_24-3) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $367K | – | 0.07 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $201K | – | 0.04 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $26K | – | 0.01 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $16K | – | 0.00 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $200K | – | 0.04 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $128K | – | 0.03 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $215K | – | 0.04 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $9K | – | 0.00 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $136K | – | 0.03 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $118K | – | 0.02 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $101K | – | 0.02 |
| CHF/USD FWD 20240718 | Derivative-foreign exchange | $-221.11 | – | -0.00 | ||
| CHILE (Chile Government International Bond) | Long | Debt | CL | $3M | – | 0.57 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $89K | – | 0.02 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $189K | – | 0.04 |
| CIGNA GROUP/THE | Long | Debt | US | $92K | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $489K | – | 0.10 |
| CITIGROUP INC | Long | Debt | US | $127K | – | 0.02 |
| CITZN 2023-1 A4 (CITIZENS AUTO RECEIVABLES TRUST CITZN_23-1) | Long | ABS-collateralized bond/debt obligation | US | $374K | – | 0.07 |
| CITZN 2024-1 A4 (CITIZENS AUTO RECEIVABLES TRUST CITZN_24-1) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $63K | – | 0.01 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $43K | – | 0.01 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $21K | – | 0.00 |
| CK HUTCHISON (CK Hutchison Group Telecom Finance SA) | Long | Debt | LU | $227K | – | 0.04 |
| CKH FIN 16 (CK Hutchison Finance 16 Ltd) | Long | Debt | KY | $202K | – | 0.04 |
| CLARIOS GLOBAL (Clarios Global LP / Clarios US Finance Co) | Long | Debt | $101K | – | 0.02 | |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $143K | – | 0.03 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $39K | – | 0.01 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $38K | – | 0.01 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $9K | – | 0.00 |
| CLEAN HARBORS IN (Clean Harbors Inc) | Long | Debt | US | $73K | – | 0.01 |
| CLEAN HARBORS IN (Clean Harbors Inc) | Long | Debt | US | $50K | – | 0.01 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $253K | – | 0.05 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $9K | – | 0.00 |
| CLEVELAND-CLIFFS (Cleveland-Cliffs Inc) | Long | Debt | US | $109K | – | 0.02 |
| CLOSE BROTHERS (Close Brothers Finance PLC) | Long | Debt | GB | $235K | – | 0.05 |
| CNT PAR/CDK GL/F (Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc) | Long | Debt | US | $76K | – | 0.01 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $46K | – | 0.01 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $31K | – | 0.01 |
| CODELCO INC (Corp Nacional del Cobre de Chile) | Long | Debt | CL | $1M | – | 0.27 |
| COLOMBIA REP OF (Colombia Government International Bond) | Long | Debt | CO | $7M | – | 1.33 |
| COLOMBIA REP OF (Colombia Government International Bond) | Long | Debt | CO | $5M | – | 0.93 |
| COLOMBIA REP OF (Colombia Government International Bond) | Long | Debt | CO | $452K | – | 0.09 |
| COLOMBIA REP OF (Colombia Government International Bond) | Long | Debt | CO | $179K | – | 0.04 |
| COLUMBIA PIPE HC (Columbia Pipelines Holding Co LLC) | Long | Debt | US | $265K | – | 0.05 |
| COMCAST CORP | Long | Debt | US | $230K | – | 0.05 |
| COMCAST CORP | Long | Debt | US | $215K | – | 0.04 |
| COMCAST CORP | Long | Debt | US | $165K | – | 0.03 |
| COMCAST CORP | Long | Debt | US | $131K | – | 0.03 |
| COMCAST CORP | Long | Debt | US | $52K | – | 0.01 |
| CON EDISON CO (Consolidated Edison Co of New York Inc) | Long | Debt | US | $573K | – | 0.11 |
| CON EDISON CO (Consolidated Edison Co of New York Inc) | Long | Debt | US | $279K | – | 0.05 |
| CONAGRA BRANDS (Conagra Brands Inc) | Long | Debt | US | $285K | – | 0.06 |
| CONOCOPHIL CO (ConocoPhillips Co) | Long | Debt | US | $105K | – | 0.02 |
| CONTINENTAL RESO (Continental Resources Inc/OK) | Long | Debt | US | $186K | – | 0.04 |
| COPT DEFENSE LP (COPT Defense Properties LP) | Long | Debt | US | $515K | – | 0.10 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $309K | – | 0.06 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $236K | – | 0.05 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $179K | – | 0.04 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $157K | – | 0.03 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $144K | – | 0.03 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $98K | – | 0.02 |
| CORP ANDINA FOM (Corp Andina de Fomento) | Long | Debt | $2M | – | 0.41 | |
| COTY/HFC PREST (Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC) | Long | Debt | US | $30K | – | 0.01 |
| COX COMMUN INC (Cox Communications Inc) | Long | Debt | US | $229K | – | 0.04 |
| COX COMMUN INC (Cox Communications Inc) | Long | Debt | US | $154K | – | 0.03 |
| CRD MUTUEL ARKEA (Credit Mutuel Arkea SA) | Long | Debt | FR | $212K | – | 0.04 |
| CRDT AGR ASSR (Credit Agricole Assurances SA) | Long | Debt | FR | $100K | – | 0.02 |
| CREDIT ACCEPTANC (Credit Acceptance Corp) | Long | Debt | US | $16K | – | 0.00 |
| CRELAN SA | Long | Debt | BE | $114K | – | 0.02 |
| CROWNROCK LP/CR (CrownRock LP / CrownRock Finance Inc) | Long | Debt | US | $140K | – | 0.03 |
| CSC HOLDINGS LLC | Long | Debt | US | $60K | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $47K | – | 0.01 |
| CSX CORP | Long | Debt | US | $219K | – | 0.04 |
| CVS HEALTH CORP | Long | Debt | US | $554K | – | 0.11 |
| CVS HEALTH CORP | Long | Debt | US | $387K | – | 0.08 |
| CVS HEALTH CORP | Long | Debt | US | $319K | – | 0.06 |
| DAIMLER TRUCK (Daimler Truck Finance North America LLC) | Long | Debt | US | $161K | – | 0.03 |
| DANA INC | Long | Debt | US | $57K | – | 0.01 |
| DANA INC | Long | Debt | US | $26K | – | 0.01 |
| DAVITA INC | Long | Loan | US | $74K | – | 0.01 |
| DAVITA INC | Long | Debt | US | $34K | – | 0.01 |
| DCP MIDSTREAM (DCP Midstream Operating LP) | Long | Debt | US | $483K | – | 0.09 |
| DCP MIDSTREAM OP (DCP Midstream Operating LP) | Long | Debt | US | $242K | – | 0.05 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $405K | – | 0.08 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $158K | – | 0.03 |
| DELTA/SKYMILES (Delta Air Lines Inc / SkyMiles IP Ltd) | Long | Debt | $2M | – | 0.39 | |
| DEUTSCHE BANK AG | Long | Debt | DE | $101K | – | 0.02 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $120K | – | 0.02 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $26K | – | 0.01 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $26K | – | 0.01 |
| DEVON ENERGY (Devon Energy Corp) | Long | Debt | US | $95K | – | 0.02 |
| DIAMOND 1 FIN/DI (Dell International LLC / EMC Corp) | Long | Debt | US | $58K | – | 0.01 |
| DIAMOND FRGN/FIN (Diamond Foreign Asset Co / Diamond Finance LLC) | Long | Debt | KY | $63K | – | 0.01 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $590K | – | 0.12 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $237K | – | 0.05 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $174K | – | 0.03 |
| DIRECTV FIN/DTV (Directv Financing LLC / Directv Financing Co-Obligor Inc) | Long | Debt | US | $102K | – | 0.02 |
| DIRECTV FINANCIN (Directv Financing LLC) | Long | Loan | US | $194.24 | – | 0.00 |
| DISCOVERY COMMUN (Discovery Communications LLC) | Long | Debt | US | $247K | – | 0.05 |
| DISCOVERY COMMUN (Discovery Communications LLC) | Long | Debt | US | $106K | – | 0.02 |
| DISH NETWORK (DISH Network Corp) | Long | Debt | US | $95K | – | 0.02 |
| DLLAA 2023-1A A3 (DLLAA LLC DLLAA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.05 |
| DLLAA 2023-1A A4 (DLLAA LLC DLLAA_23-1) | Long | ABS-collateralized bond/debt obligation | US | $131K | – | 0.03 |
| DLLST 2024-1A A4 (DE LAGE LANDEN FINANCIAL SERVICES INC DLLST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| DNKN 2019-1A A23 (DNKN_19-1-A2I) | Long | ABS-collateralized bond/debt obligation | US | $45K | – | 0.01 |
| DOMINICAN REPUBL (Dominican Republic International Bond) | Long | Debt | DO | $982K | – | 0.19 |
| DOMINICAN REPUBL (Dominican Republic International Bond) | Long | Debt | DO | $630K | – | 0.12 |
| DOW CHEMICAL CO (Dow Chemical Co/The) | Long | Debt | US | $462K | – | 0.09 |
| DPABS 2019-1A A2 (DOMINOS PIZZA MASTER ISSUER LLC DPABS_19-1) | Long | ABS-collateralized bond/debt obligation | US | $79K | – | 0.02 |
| DR PEPPER SNAPPL (Keurig Dr Pepper Inc) | Long | Debt | US | $298K | – | 0.06 |
| DRIVE 2024-1 B (DRIVE AUTO RECEIVABLES TRUST DRIVE_24-1) | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.02 |
| DRIVE 2024-1 C (DRIVE AUTO RECEIVABLES TRUST DRIVE_24-1) | Long | ABS-collateralized bond/debt obligation | US | $89K | – | 0.02 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $250K | – | 0.05 |
| DTE ENERGY CO | Long | Debt | US | $176K | – | 0.03 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $98K | – | 0.02 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $164K | – | 0.03 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $180K | – | 0.04 |
| DUKE ENERGY OHIO (Duke Energy Ohio Inc) | Long | Debt | US | $443K | – | 0.09 |
| DUKE ENERGY OHIO (Duke Energy Ohio Inc) | Long | Debt | US | $154K | – | 0.03 |
| DUKE ENERGY PROG (Duke Energy Progress LLC) | Long | Debt | US | $163K | – | 0.03 |
| EARTHSTONE NRGY (Permian Resources Operating LLC) | Long | Debt | US | $22K | – | 0.00 |
| EDP FINANCE BV | Long | Debt | NL | $589K | – | 0.12 |
| EFF 2023-3 A3 (ENTERPRISE FLEET FINANCING LLC EFF_23-3) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.01 |
| EGP/USD FWD 20250312 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| EGP/USD FWD 20250312 | Derivative-foreign exchange | $-57K | – | -0.01 | ||
| EGYPT T-BILL (Egypt Treasury Bills) | Long | Debt | EG | $823K | – | 0.16 |
| EL SALVADOR REP (El Salvador Government International Bond) | Long | Debt | SV | $132K | – | 0.03 |
| EL SALVADOR REP (El Salvador Government International Bond) | Long | Debt | SV | $130K | – | 0.03 |
| ELEMENT SOLN INC (Element Solutions Inc) | Long | Debt | US | $248K | – | 0.05 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $301K | – | 0.06 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $220K | – | 0.04 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $216K | – | 0.04 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $34K | – | 0.01 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $975K | – | 0.19 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $411K | – | 0.08 |
| EMRLD BOR / EMRD (EMRLD Borrower LP / Emerald Co-Issuer Inc) | Long | Debt | US | $106K | – | 0.02 |
| ENBRIDGE INC | Long | Debt | CA | $567K | – | 0.11 |
| ENBRIDGE INC | Long | Debt | CA | $224K | – | 0.04 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Debt | US | $47K | – | 0.01 |
| ENDP 4/23/2031 (ENDO FINANCE HOLDINGS INC) | Long | Loan | US | $50K | – | 0.01 |
| ENEL FINANCE AM (Enel Finance America LLC) | Long | Debt | US | $196K | – | 0.04 |
| ENERGIZER HLDGS (Energizer Holdings Inc) | Long | Debt | US | $195K | – | 0.04 |
| ENERGIZER HLDGS (Energizer Holdings Inc) | Long | Debt | US | $163K | – | 0.03 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $405K | – | 0.08 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $218K | – | 0.04 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $214K | – | 0.04 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $488K | – | 0.10 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $303K | – | 0.06 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $176K | – | 0.03 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $107K | – | 0.02 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $377K | – | 0.07 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $297K | – | 0.06 |
| ENTERGY TEXAS (Entergy Texas Inc) | Long | Debt | US | $160K | – | 0.03 |
| ENTERGY TEXAS (Entergy Texas Inc) | Long | Debt | US | $62K | – | 0.01 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $226K | – | 0.04 |
| EOG RESOURCES IN (EOG Resources Inc) | Long | Debt | US | $20K | – | 0.00 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $133K | – | 0.03 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $97K | – | 0.02 |
| EQT MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $231K | – | 0.05 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $1M | – | 0.20 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $177K | – | 0.03 |
| ERP OPERATING LP | Long | Debt | US | $195K | – | 0.04 |
| ESKOM HOLDINGS (Eskom Holdings SOC Ltd) | Long | Debt | ZA | $398K | – | 0.08 |
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $398K | – | 0.08 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $28K | – | 0.01 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $21K | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $793.21 | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $231.37 | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $220.16 | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $62.84 | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $42.72 | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $39.12 | – | 0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $-20.04 | – | -0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $-82.11 | – | -0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $-212.91 | – | -0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $-365.94 | – | -0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $-406.74 | – | -0.00 | ||
| EUR/USD FWD 20240718 | Derivative-foreign exchange | $-695.61 | – | -0.00 | ||
| EURO-BOBL FUTURE Sep24 | Derivative-interest rate | $-86K | – | -0.02 | ||
| Euro-BTP Future Sep24 | Derivative-interest rate | $9K | – | 0.00 | ||
| EURO-BUND FUTURE Sep24 | Derivative-interest rate | $-27K | – | -0.01 | ||
| EURO-BUXL 30Y BND Sep24 | Derivative-interest rate | $-61K | – | -0.01 | ||
| Euro-OAT Future Sep24 | Derivative-interest rate | $22K | – | 0.00 | ||
| EURO-SCHATZ FUT Sep24 | Derivative-interest rate | $-10K | – | -0.00 | ||
| EUROPEAN INVT BK (European Investment Bank) | Long | Debt | $2M | – | 0.38 | |
| EUROPEAN UNION | Long | Debt | $1M | – | 0.27 | |
| EUROPEAN UNION | Long | Debt | $459K | – | 0.09 | |
| EUROPEAN UNION | Long | Debt | $407K | – | 0.08 | |
| EXELON CO (Exelon Corp) | Long | Debt | US | $183K | – | 0.04 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $77K | – | 0.02 |
| EXELON CORP | Long | Debt | US | $545K | – | 0.11 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $327K | – | 0.06 |
| EXXON MOBIL CORP | Long | Debt | US | $258K | – | 0.05 |
| FG G60187 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| FG G61623 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $720K | – | 0.14 |
| FG Q56632 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $84K | – | 0.02 |
| FG Q57229 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| FG Q57339 (Freddie Mac Gold Pool) | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| FHR 4358 Z (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FHR 4438 VZ (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $876K | – | 0.17 |
| FHR 4623 GZ (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $511K | – | 0.10 |
| FHR 4636 EZ (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| FHR 4710 KZ (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| FHR 4726 Z (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| FHR 4966 Z (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $875K | – | 0.17 |
| FHR 5173 AB (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $830K | – | 0.16 |
| FHR 5173 BA (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $657K | – | 0.13 |
| FHR 5194 AE (Freddie Mac REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.29 |
| FIDELITY NATL IN (Fidelity National Information Services Inc) | Long | Debt | US | $95K | – | 0.02 |
| FIESTA PURCHASER (Fiesta Purchaser Inc) | Long | Debt | US | $5K | – | 0.00 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $287K | – | 0.06 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $198K | – | 0.04 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $46K | – | 0.01 |
| FIFTH THIRD BANK (Fifth Third Bank NA) | Long | Debt | US | $280K | – | 0.05 |
| FIRST STUDENT BI (First Student Bidco Inc) | Long | Debt | US | $107K | – | 0.02 |
| FIRST STUDENT BI (First Student Bidco Inc) | Long | Loan | US | $84K | – | 0.02 |
| FIRST STUDENT BI (First Student Bidco Inc) | Long | Loan | US | $24K | – | 0.00 |
| FIRSTENERGY CORP | Long | Debt | US | $104K | – | 0.02 |
| FIRSTENERGY CORP | Long | Debt | US | $59K | – | 0.01 |
| FIRSTENERGY PENN (FirstEnergy Pennsylvania Electric Co) | Long | Debt | US | $109K | – | 0.02 |
| FIRSTENERGY TRAN (FirstEnergy Transmission LLC) | Long | Debt | US | $149K | – | 0.03 |
| FITAT 2023-1 A4 (FIFTH THIRD AUTO TRUST FITAT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.03 |
| FLUTTER TREASURY (Flutter Treasury Designated Activity Co) | Long | Debt | IE | $50K | – | 0.01 |
| FMC CORP | Long | Debt | US | $164K | – | 0.03 |
| FN AL7059 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $688K | – | 0.13 |
| FN AL9442 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $379K | – | 0.07 |
| FN AT7913 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| FN BA4794 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| FN BE5069 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $223K | – | 0.04 |
| FN BM3075 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| FN BM4896 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.56 |
| FN BO3197 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $666K | – | 0.13 |
| FN BQ3023 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $585K | – | 0.11 |
| FN BQ9745 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $917K | – | 0.18 |
| FN BR1050 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $421K | – | 0.08 |
| FN BR4052 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FN BR7708 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| FN BU7831 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $320K | – | 0.06 |
| FN BU7896 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $260K | – | 0.05 |
| FN BV1912 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| FN BW5943 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $229K | – | 0.04 |
| FN CA0559 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $107K | – | 0.02 |
| FN CA2812 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $95K | – | 0.02 |
| FN CA3964 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| FN CA4585 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $121K | – | 0.02 |
| FN CA4860 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $182K | – | 0.04 |
| FN CA5544 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $254K | – | 0.05 |
| FN CA7044 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $280K | – | 0.05 |
| FN CB0424 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $453K | – | 0.09 |
| FN CB0674 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $896K | – | 0.18 |
| FN CB1238 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $381K | – | 0.07 |
| FN CB1367 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $319K | – | 0.06 |
| FN CB2402 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $353K | – | 0.07 |
| FN CB3116 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $182K | – | 0.04 |
| FN CB3319 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $783K | – | 0.15 |
| FN CB4554 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $938K | – | 0.18 |
| FN CB4847 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $423K | – | 0.08 |
| FN CB4861 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $644K | – | 0.13 |
| FN CB4970 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $515K | – | 0.10 |
| FN CB5027 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.26 |
| FN CB5912 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $700K | – | 0.14 |
| FN FM3078 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $785K | – | 0.15 |
| FN FM5245 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $359K | – | 0.07 |
| FN FM5420 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $615K | – | 0.12 |
| FN FM6834 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $246K | – | 0.05 |
| FN FM7418 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $153K | – | 0.03 |
| FN FM7477 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $551K | – | 0.11 |
| FN FM8215 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| FN FM8990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $775K | – | 0.15 |
| FN FM9592 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $162K | – | 0.03 |
| FN FM9623 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $636K | – | 0.12 |
| FN FM9819 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.04 |
| FN FM9941 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $333K | – | 0.07 |
| FN FP0031 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $188K | – | 0.04 |
| FN FS0141 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $0.01 | – | 0.00 |
| FN FS1029 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $352K | – | 0.07 |
| FN FS1047 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $597K | – | 0.12 |
| FN FS1256 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $943K | – | 0.18 |
| FN FS2263 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $576K | – | 0.11 |
| FN FS2366 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| FN FS2462 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| FN FS2478 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $349K | – | 0.07 |
| FN FS2850 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FN FS2963 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $413K | – | 0.08 |
| FN FS3094 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $386K | – | 0.08 |
| FN FS4192 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $390K | – | 0.08 |
| FN FS4446 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FN FS4816 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $628K | – | 0.12 |
| FN FS4964 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $409K | – | 0.08 |
| FN FS5454 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $630K | – | 0.12 |
| FN FS5718 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $399K | – | 0.08 |
| FN FS5720 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $405K | – | 0.08 |
| FN FS5879 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FN FS5970 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $990K | – | 0.19 |
| FN FS6060 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $434K | – | 0.08 |
| FN FS6111 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $205K | – | 0.04 |
| FN FS6887 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| FN FS7116 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| FN FS7265 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $447K | – | 0.09 |
| FN FS7939 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $223K | – | 0.04 |
| FN MA2386 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FN MA3058 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $494K | – | 0.10 |
| FN MA3210 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| FN MA3385 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $366K | – | 0.07 |
| FN MA3833 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $873K | – | 0.17 |
| FN MA3902 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $548K | – | 0.11 |
| FN MA3990 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $354K | – | 0.07 |
| FN MA4077 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $230K | – | 0.05 |
| FN MA4158 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $271K | – | 0.05 |
| FN MA4208 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $566K | – | 0.11 |
| FN MA4233 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| FN MA4236 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FN MA4237 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| FN MA4254 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $748K | – | 0.15 |
| FN MA4278 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| FN MA4437 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.90 |
| FN MA4474 (Fannie Mae Pool) | Long | ABS-mortgage backed security | US | $677K | – | 0.13 |
| FNCI 3 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $693K | – | 0.14 |
| FNCI 3 7/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-693K | – | -0.14 |
| FNCI 4.5 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $488K | – | 0.10 |
| FNCI 4.5 7/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-488K | – | -0.10 |
| FNCI 4.5 8/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $976K | – | 0.19 |
| FNCL 2 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $390K | – | 0.08 |
| FNCL 2.5 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $408K | – | 0.08 |
| FNCL 3 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $425K | – | 0.08 |
| FNCL 3.5 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.61 |
| FNCL 3.5 7/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-2M | – | -0.43 |
| FNCL 3.5 8/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $442K | – | 0.09 |
| FNCL 4 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $6M | – | 1.25 |
| FNCL 4 7/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-6M | – | -1.21 |
| FNCL 4.5 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $3M | – | 0.60 |
| FNCL 4.5 7/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-5M | – | -1.01 |
| FNCL 6 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| FNCL 6 7/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-10M | – | -2.01 |
| FNCL 6.5 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $5M | – | 1.05 |
| FNCL 6.5 7/24 (Fannie Mae or Freddie Mac) | Short | ABS-mortgage backed security | US | $-4M | – | -0.80 |
| FNCL 7 7/24 (Fannie Mae or Freddie Mac) | Long | ABS-mortgage backed security | US | $514K | – | 0.10 |
| FNMNT 2023-2 A (FIRST NATIONAL MASTER NOTE TRUST FNMNT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.01 |
| FNMNT 2024-1 A (FIRST NATIONAL MASTER NOTE TRUST FNMNT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $131K | – | 0.03 |
| FNR 2013-19 ZA (Fannie Mae REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FNR 2014-63 GZ (Fannie Mae REMICS) | Long | ABS-mortgage backed security | US | $381K | – | 0.07 |
| FNR 2022-36 A (Fannie Mae REMICS) | Long | ABS-mortgage backed security | US | $198K | – | 0.04 |
| FORD MOTOR CO | Long | Debt | US | $12K | – | 0.00 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $325K | – | 0.06 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $273K | – | 0.05 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $193K | – | 0.04 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $79K | – | 0.02 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $73K | – | 0.01 |
| FORDF 2024-1 B (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-1) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| FORDF 2024-2 A (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-2) | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 0.06 |
| FORDF 2024-2 B (FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_24-2) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.02 |
| FORDL 2023-B B (FORD CREDIT AUTO LEASE TRUST FORDL_23-B) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.03 |
| FORDL 2023-B C (FORD CREDIT AUTO LEASE TRUST FORDL_23-B) | Long | ABS-collateralized bond/debt obligation | US | $193K | – | 0.04 |
| FORDL 2024-A B (FORD CREDIT AUTO LEASE TRUST FORDL_24-A) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.01 |
| FORDO 2023-B A4 (FORD CREDIT AUTO OWNER TRUST FORDO_23-B) | Long | ABS-collateralized bond/debt obligation | US | $110K | – | 0.02 |
| FORDO 2023-C B (FORD CREDIT AUTO OWNER TRUST FORDO_23-C) | Long | ABS-collateralized bond/debt obligation | US | $71K | – | 0.01 |
| FORDO 2023-C C (FORD CREDIT AUTO OWNER TRUST FORDO_23-C) | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.01 |
| FORDO 2024-A B (FORD CREDIT AUTO OWNER TRUST FORDO_24-A) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| FORDO 2024-B B (FORD CREDIT AUTO OWNER TRUST FORDO_24-B) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| FORDR 2022-1 C (FORD CREDIT AUTO OWNER TRUST FORDR_22-1) | Long | ABS-collateralized bond/debt obligation | US | $146K | – | 0.03 |
| FORDR 2023-2 A (FORD CREDIT AUTO OWNER TRUST FORDR_23-2) | Long | ABS-collateralized bond/debt obligation | US | $212K | – | 0.04 |
| FORDR 2024-1 A (FORD CREDIT AUTO OWNER TRUST FORDR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.02 |
| FORDR 2024-1 B (FORD CREDIT AUTO OWNER TRUST FORDR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.02 |
| FORTIVE CORP | Long | Debt | US | $320K | – | 0.06 |
| FORTREA HOLDINGS (Fortrea Holdings Inc) | Long | Debt | US | $40K | – | 0.01 |
| FOX CORP | Long | Debt | US | $427K | – | 0.08 |
| FR QB2616 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.05 |
| FR QB3577 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $537K | – | 0.11 |
| FR QB4985 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| FR QB5606 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $304K | – | 0.06 |
| FR QB7576 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $277K | – | 0.05 |
| FR QD3487 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $129K | – | 0.03 |
| FR QE0386 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $331K | – | 0.06 |
| FR QF0658 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $255K | – | 0.05 |
| FR QF0977 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $188K | – | 0.04 |
| FR RA5205 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $4M | – | 0.72 |
| FR RA5478 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $653K | – | 0.13 |
| FR RA6773 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FR RA7677 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $711K | – | 0.14 |
| FR RA8098 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $894K | – | 0.18 |
| FR RA8266 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $428K | – | 0.08 |
| FR RB5072 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $217K | – | 0.04 |
| FR RB5135 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $478K | – | 0.09 |
| FR RC1864 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $423K | – | 0.08 |
| FR RC1880 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| FR RC2277 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $414K | – | 0.08 |
| FR SB0442 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $233K | – | 0.05 |
| FR SB0492 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $534K | – | 0.10 |
| FR SB0545 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| FR SB0625 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $331K | – | 0.06 |
| FR SB0635 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $478K | – | 0.09 |
| FR SB0760 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $439K | – | 0.09 |
| FR SB8508 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| FR SB8509 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $819K | – | 0.16 |
| FR SC0132 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $452K | – | 0.09 |
| FR SD0478 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $143K | – | 0.03 |
| FR SD0671 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $493K | – | 0.10 |
| FR SD0704 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $411K | – | 0.08 |
| FR SD0928 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $273K | – | 0.05 |
| FR SD1140 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $363K | – | 0.07 |
| FR SD1279 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $366K | – | 0.07 |
| FR SD1926 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $614K | – | 0.12 |
| FR SD2043 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $650K | – | 0.13 |
| FR SD2268 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $216K | – | 0.04 |
| FR SD2341 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $220K | – | 0.04 |
| FR SD2741 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $222K | – | 0.04 |
| FR SD3163 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $711K | – | 0.14 |
| FR SD3291 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| FR SD3574 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $813K | – | 0.16 |
| FR SD3799 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $403K | – | 0.08 |
| FR SD4104 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $405K | – | 0.08 |
| FR SD4108 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $200K | – | 0.04 |
| FR SD4143 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $582K | – | 0.11 |
| FR SD4498 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $221K | – | 0.04 |
| FR SD4933 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $224K | – | 0.04 |
| FR SD4938 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| FR SD4940 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $231K | – | 0.05 |
| FR SD7527 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $395K | – | 0.08 |
| FR SD7532 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $293K | – | 0.06 |
| FR SD7538 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $294K | – | 0.06 |
| FR SD7539 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $241K | – | 0.05 |
| FR SD7552 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $519K | – | 0.10 |
| FR SD7556 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $562K | – | 0.11 |
| FR SD7557 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $465K | – | 0.09 |
| FR SD8121 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $289K | – | 0.06 |
| FR SD8134 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.53 |
| FR SD8140 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $611K | – | 0.12 |
| FR SD8189 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $520K | – | 0.10 |
| FR ZM1569 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $238K | – | 0.05 |
| FR ZS4511 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $424K | – | 0.08 |
| FR ZS4768 (Freddie Mac Pool) | Long | ABS-mortgage backed security | US | $191K | – | 0.04 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $65K | – | 0.01 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Loan | US | $40K | – | 0.01 |
| FSWP: JPY 0.524700 22-APR-2026 FTO | Derivative-interest rate | $1K | – | 0.00 | ||
| FSWP: OIS 3.715000 17-MAY-2028 SOF | Derivative-interest rate | $14K | – | 0.00 | ||
| FSWP: OIS 3.840500 17-MAY-2034 SOF | Derivative-interest rate | $-14K | – | -0.00 | ||
| FSWP: OIS 3.871000 14-MAY-2028 SOF | Derivative-interest rate | $84K | – | 0.02 | ||
| FSWP: OIS 3.961000 14-MAY-2034 SOF | Derivative-interest rate | $-72K | – | -0.01 | ||
| FSWP: OIS 4.020000 22-JUL-2029 SOF | Derivative-interest rate | $-945.1 | – | -0.00 | ||
| FSWP: OIS 4.265000 22-JUL-2027 SOF | Derivative-interest rate | $3K | – | 0.00 | ||
| FSWP: OIS 4.415880 30-JUN-2026 SOF | Derivative-interest rate | $-4K | – | -0.00 | ||
| FSWP: OIS 4.429250 30-JUN-2026 SOF | Derivative-interest rate | $-3K | – | -0.00 | ||
| FSWP: OIS 4.527000 22-JUL-2026 SOF | Derivative-interest rate | $-546.02 | – | -0.00 | ||
| FSWP: USD 4.089000 15-FEB-2040 SOF | Derivative-interest rate | $45K | – | 0.01 | ||
| FWDP 2Y RTR 4.735000 18-JUL-2024 | Derivative-interest rate | $-104K | – | -0.02 | ||
| FWDP 3Y RTR 4.545000 18-JUL-2024 | Derivative-interest rate | $169K | – | 0.03 | ||
| FWDP 5Y RTP 4.050000 12-SEP-2024 | Derivative-interest rate | $16K | – | 0.00 | ||
| FWDP 5Y RTP 4.250000 12-SEP-2024 | Derivative-interest rate | $-17K | – | -0.00 | ||
| FWDP 5Y RTR 4.335000 18-JUL-2024 | Derivative-interest rate | $-51K | – | -0.01 | ||
| G2 3274 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $87.01 | – | 0.00 |
| G2 785816 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $153K | – | 0.03 |
| G2 785958 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $976K | – | 0.19 |
| G2 786093 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $672K | – | 0.13 |
| G2 786183 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $484K | – | 0.09 |
| G2 786219 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $361K | – | 0.07 |
| G2 786311 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| G2 787010 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.55 |
| G2 BX2272 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| G2 BX2444 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $159K | – | 0.03 |
| G2 BY0784 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| G2 BZ1768 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| G2 BZ4016 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| G2 CD3535 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $305K | – | 0.06 |
| G2 CI1248 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $347K | – | 0.07 |
| G2 CI1296 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $345K | – | 0.07 |
| G2 CL1797 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $98K | – | 0.02 |
| G2 CL1812 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| G2 CN3050 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $359K | – | 0.07 |
| G2 MA4587 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| G2 MA4720 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| G2 MA4838 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| G2 MA4963 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| G2 MA5078 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| G2 MA5138 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| G2 MA5193 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.04 |
| G2 MA5264 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $102K | – | 0.02 |
| G2 MA5331 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $410K | – | 0.08 |
| G2 MA5467 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| G2 MA6709 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $241K | – | 0.05 |
| G2 MA6865 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $209K | – | 0.04 |
| G2 MA6994 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $524K | – | 0.10 |
| G2 MA7313 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.25 |
| G2 MA7366 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $295K | – | 0.06 |
| G2 MA7367 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $291K | – | 0.06 |
| G2 MA7472 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $158K | – | 0.03 |
| G2 MA7533 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| G2 MA8267 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| G2 MA8346 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $635K | – | 0.12 |
| G2 MA8489 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $879K | – | 0.17 |
| G2 MA8646 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $444K | – | 0.09 |
| G2SF 2.5 7/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $756K | – | 0.15 |
| G2SF 5 7/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| G2SF 5.5 7/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| G2SF 6 7/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| G2SF 6.5 7/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $5M | – | 0.89 |
| G2SF 6.5 7/24 (Ginnie Mae II Pool) | Short | ABS-mortgage backed security | US | $-4M | – | -0.79 |
| G2SF 7 7/24 (Ginnie Mae II Pool) | Long | ABS-mortgage backed security | US | $509K | – | 0.10 |
| GALAXY PIPELINE (Galaxy Pipeline Assets Bidco Ltd) | Long | Debt | JE | $936K | – | 0.18 |
| GALC 2024-1 A4 (GREAT AMERICA LEASING RECEIVABLES GALC_24-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| GARDA SECURITY (Garda World Security Corp) | Long | Debt | CA | $173K | – | 0.03 |
| GARRETT MOT/SARL (Garrett Motion Holdings Inc / Garrett LX I Sarl) | Long | Debt | US | $36K | – | 0.01 |
| GATES CORP/DE | Long | Debt | US | $41K | – | 0.01 |
| GBP/USD FWD 20240718 | Derivative-foreign exchange | $30K | – | 0.01 | ||
| GBP/USD FWD 20240718 | Derivative-foreign exchange | $443.07 | – | 0.00 | ||
| GBP/USD FWD 20240718 | Derivative-foreign exchange | $150.15 | – | 0.00 | ||
| GBP/USD FWD 20240718 | Derivative-foreign exchange | $96.27 | – | 0.00 | ||
| GCAT 2022-INV3 1A1 (GCAT 2022-INV3 Trust) | Long | ABS-mortgage backed security | US | $388K | – | 0.08 |
| GCAT 2022-INV3 2A1 (GCAT 2022-INV3 Trust) | Long | ABS-mortgage backed security | US | $283K | – | 0.06 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $370K | – | 0.07 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $108K | – | 0.02 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $676K | – | 0.13 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $550K | – | 0.11 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $259K | – | 0.05 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $253K | – | 0.05 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $224K | – | 0.04 |
| GENERAL MOTORS C (General Motors Co) | Long | Debt | US | $44K | – | 0.01 |
| GENESEE & WYOMIN (Genesee & Wyoming Inc) | Long | Debt | US | $65K | – | 0.01 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $36K | – | 0.01 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $25K | – | 0.00 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $818K | – | 0.16 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $93K | – | 0.02 |
| GFORT 2024-1A B (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| GFORT 2024-2A A (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.05 |
| GFORT 2024-2A B (GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| GGAM FINANCE LTD | Long | Debt | KY | $62K | – | 0.01 |
| GGAM FINANCE LTD | Long | Debt | KY | $37K | – | 0.01 |
| GILEAD SCIENCES (Gilead Sciences Inc) | Long | Debt | US | $89K | – | 0.02 |
| GLENCORE FINANCE (Glencore Finance Europe Ltd) | Long | Debt | JE | $122K | – | 0.02 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $1M | – | 0.20 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $306K | – | 0.06 |
| GMALT 2023-3 B (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_23-3) | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.02 |
| GMALT 2024-1 B (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.01 |
| GMALT 2024-2 B (GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| GMCAR 2023-1 C (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-1) | Long | ABS-collateralized bond/debt obligation | US | $180K | – | 0.04 |
| GMCAR 2023-3 A4 (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_23-3) | Long | ABS-collateralized bond/debt obligation | US | $221K | – | 0.04 |
| GMCAR 2024-1 B (GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_24-1) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GMCAR 2024-2 B (GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| GMREV 2023-2 A (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2) | Long | ABS-collateralized bond/debt obligation | US | $185K | – | 0.04 |
| GMREV 2023-2 B (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_23-2) | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.01 |
| GMREV 2024-1 B (GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_24-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| GNR 2023-55 GB (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $745K | – | 0.15 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $265K | – | 0.05 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $216K | – | 0.04 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $158K | – | 0.03 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $135K | – | 0.03 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $129K | – | 0.03 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $126K | – | 0.02 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $162K | – | 0.03 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $15K | – | 0.00 |
| GRATHO 5/31/2031 (GRANT THORNTON ADVISORS LLC) | Long | Loan | US | $35K | – | 0.01 |
| GRAY TELE INC (Gray Television Inc) | Long | Debt | US | $28K | – | 0.01 |
| GREYSTAR REAL ES (Greystar Real Estate Partners LLC) | Long | Debt | US | $26K | – | 0.01 |
| GSMS 2020-GC45 A5 (GS Mortgage Securities Trust 2020-GC45) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| HALST 2024-A B (HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_24-A) | Long | ABS-collateralized bond/debt obligation | US | $269K | – | 0.05 |
| HANESBRANDS INC | Long | Debt | US | $37K | – | 0.01 |
| HART 2023-B A4 (HYUNDAI AUTO RECEIVABLES TRUST HART_23-B) | Long | ABS-collateralized bond/debt obligation | US | $111K | – | 0.02 |
| HART 2023-C B (HYUNDAI AUTO RECEIVABLES TRUST HART_23-C) | Long | ABS-collateralized bond/debt obligation | US | $256K | – | 0.05 |
| HART 2024-A C (HYUNDAI AUTO RECEIVABLES TRUST HART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| HBGCN 6/8/2030 (HUB INTERNATIONAL LTD) | Long | Loan | US | $45K | – | 0.01 |
| HCA INC | Long | Debt | US | $296K | – | 0.06 |
| HEIMSTADEN BOSTA (Heimstaden Bostad AB) | Long | Debt | SE | $195K | – | 0.04 |
| HELLENIC REPUBLI (Hellenic Republic Government Bond) | Long | Debt | GR | $3M | – | 0.61 |
| HELLENIC REPUBLI (Hellenic Republic Government Bond) | Long | Debt | GR | $728K | – | 0.14 |
| HERC HOLDINGS (Herc Holdings Inc) | Long | Debt | US | $46K | – | 0.01 |
| HERTZ 2022-2A A (HERTZ VEHICLE FINANCING III LLC HERTZ_22-2) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.02 |
| HESS CORP | Long | Debt | US | $17K | – | 0.00 |
| HESS MIDSTREAM (Hess Midstream Operations LP) | Long | Debt | US | $35K | – | 0.01 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $322K | – | 0.06 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $50K | – | 0.01 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $12K | – | 0.00 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $398K | – | 0.08 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $322K | – | 0.06 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $290K | – | 0.06 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $222K | – | 0.04 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $205K | – | 0.04 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $195K | – | 0.04 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $102K | – | 0.02 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $485K | – | 0.09 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $446K | – | 0.09 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $317K | – | 0.06 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $40K | – | 0.01 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $25K | – | 0.00 |
| HPEFS 2024-1A D (HPEFS EQUIPMENT TRUST HPEFS_24-1) | Long | ABS-collateralized bond/debt obligation | US | $250K | – | 0.05 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $1M | – | 0.20 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $235K | – | 0.05 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $183K | – | 0.04 |
| HSBC USA INC | Long | Debt | US | $500K | – | 0.10 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $25K | – | 0.00 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $20K | – | 0.00 |
| HUDBAY MINERALS (Hudbay Minerals Inc) | Long | Debt | CA | $186K | – | 0.04 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $510K | – | 0.10 |
| ICE: (CDX.NA.IG.42.V1) | Derivative-credit | $-605K | – | -0.12 | ||
| ICE: (ITRAXX.EUR.41.V1) | Derivative-credit | $11K | – | 0.00 | ||
| ICELAND (REP OF) (Iceland Government International Bond) | Long | Debt | IS | $803K | – | 0.16 |
| IMOLA MERGER (Imola Merger Corp) | Long | Debt | US | $145K | – | 0.03 |
| IMPERIAL BRANDS (Imperial Brands Finance PLC) | Long | Debt | GB | $203K | – | 0.04 |
| INDONESIA (REP) (Indonesia Government International Bond) | Long | Debt | ID | $1M | – | 0.21 |
| ING GROEP NV | Long | Debt | NL | $204K | – | 0.04 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $40K | – | 0.01 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $30K | – | 0.01 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $20K | – | 0.00 |
| INSIGHT ENTERPRI (Insight Enterprises Inc) | Long | Debt | US | $15K | – | 0.00 |
| INTEL CORP | Long | Debt | US | $148K | – | 0.03 |
| INTEL CORP | Long | Debt | US | $120K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $88K | – | 0.02 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $332K | – | 0.07 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $91K | – | 0.02 |
| INTERPUBLIC GRP (Interpublic Group of Cos Inc/The) | Long | Debt | US | $102K | – | 0.02 |
| INTL CONSOLIDAT (International Consolidated Airlines Group SA) | Long | Debt | ES | $105K | – | 0.02 |
| JAB HOLDINGS (JAB Holdings BV) | Long | Debt | NL | $196K | – | 0.04 |
| JAPAN INT'L COOP (Japan International Cooperation Agency) | Long | Debt | JP | $583K | – | 0.11 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $574K | – | 0.11 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $254K | – | 0.05 |
| JDOT 2023-B A4 (JOHN DEERE OWNER TRUST JDOT_23-B) | Long | ABS-collateralized bond/debt obligation | US | $110K | – | 0.02 |
| JP MORGAN CHASE (JPMorgan Chase Bank NA) | Long | Debt | US | $690K | – | 0.14 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $454K | – | 0.09 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $314K | – | 0.06 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $298K | – | 0.06 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $221K | – | 0.04 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $126K | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $116K | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $50K | – | 0.01 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $31K | – | 0.01 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $21K | – | 0.00 |
| JPN 10Y BOND(OSE) Sep24 | Derivative-interest rate | $-3K | – | -0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $800.55 | – | 0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $790.27 | – | 0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $722.41 | – | 0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $680.25 | – | 0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $286.03 | – | 0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $-38.21 | – | -0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $-108.21 | – | -0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $-115.14 | – | -0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $-200.99 | – | -0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $-392.48 | – | -0.00 | ||
| JPY/USD FWD 20240718 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Debt | US | $61K | – | 0.01 |
| KAZAKH DEVELOPME (Development Bank of Kazakhstan JSC) | Long | Debt | KZ | $915K | – | 0.18 |
| KB HOME | Long | Debt | US | $118K | – | 0.02 |
| KCOT 2023-2A A4 (KUBOTA CREDIT OWNER TRUST KCOT_23-2) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| KCOT 2024-1A A4 (KUBOTA CREDIT OWNER TRUST KCOT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| KEHE DIS/FIN/NXT (KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc) | Long | Debt | US | $77K | – | 0.02 |
| KENVUE INC | Long | Debt | US | $135K | – | 0.03 |
| KEY BANK NA (KeyBank NA/Cleveland OH) | Long | Debt | US | $98K | – | 0.02 |
| KILROY REALTY LP | Long | Debt | US | $256K | – | 0.05 |
| KIMBERLY-CLA MEX (Kimberly-Clark de Mexico SAB de CV) | Long | Debt | MX | $979K | – | 0.19 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $80K | – | 0.02 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $60K | – | 0.01 |
| KINETIK HLDINGS (Kinetik Holdings LP) | Long | Debt | US | $10K | – | 0.00 |
| KINETIK HOLDINGS (Kinetik Holdings LP) | Long | Debt | US | $30K | – | 0.01 |
| KRAFT HEINZ FOOD (Kraft Heinz Foods Co) | Long | Debt | US | $299K | – | 0.06 |
| KROGER CO (Kroger Co/The) | Long | Debt | US | $77K | – | 0.02 |
| KYNDRYL HOLDINGS (Kyndryl Holdings Inc) | Long | Debt | US | $142K | – | 0.03 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $548K | – | 0.11 |
| LADAR 2024-2A B (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| LADAR 2024-2A C (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| LADAR 2024-2A D (LAD AUTO RECEIVABLES TRUST LADAR_24-2) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $101K | – | 0.02 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $46K | – | 0.01 |
| LAMB WESTON HLD (Lamb Weston Holdings Inc) | Long | Debt | US | $128K | – | 0.03 |
| LAREDO PETROLEUM (Vital Energy Inc) | Long | Debt | US | $50K | – | 0.01 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $61K | – | 0.01 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $55K | – | 0.01 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $16K | – | 0.00 |
| LIFEPOINT HEALTH (LifePoint Health Inc) | Long | Debt | US | $39K | – | 0.01 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $248K | – | 0.05 |
| LITHUANIA (Lithuania Government International Bond) | Long | Debt | LT | $490K | – | 0.10 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $192K | – | 0.04 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $671K | – | 0.13 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $291K | – | 0.06 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $99K | – | 0.02 |
| LOWE'S COS INC | Long | Debt | US | $163K | – | 0.03 |
| LSEG US FIN CORP | Long | Debt | US | $198K | – | 0.04 |
| LYB INT FIN III (LYB International Finance III LLC) | Long | Debt | US | $248K | – | 0.05 |
| M&T BANK CORP | Long | Debt | US | $2M | – | 0.47 |
| MACQUARIE AIR (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $61K | – | 0.01 |
| MANUF & TRADERS (Manufacturers & Traders Trust Co) | Long | Debt | US | $4M | – | 0.80 |
| MARATHON OIL COR (Marathon Oil Corp) | Long | Debt | US | $362K | – | 0.07 |
| MCAFEE CORP | Long | Debt | US | $108K | – | 0.02 |
| MCAFEE CORP | Long | Debt | US | $65K | – | 0.01 |
| MDGH GMTN RSC (MDGH GMTN RSC Ltd) | Long | Debt | AE | $943K | – | 0.18 |
| MEDLINE BOR/CO-I (Medline Borrower LP/Medline Co-Issuer Inc) | Long | Debt | US | $25K | – | 0.00 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Loan | US | $361K | – | 0.07 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Debt | US | $26K | – | 0.01 |
| MEDTRONIC INC | Long | Debt | US | $108K | – | 0.02 |
| MERCK & CO INC | Long | Debt | US | $251K | – | 0.05 |
| METLIFE INC | Long | Debt | US | $91K | – | 0.02 |
| METLIFE INC | Long | Debt | US | $91K | – | 0.02 |
| MGM CHINA HOLDIN (MGM China Holdings Ltd) | Long | Debt | KY | $35K | – | 0.01 |
| MGM RESORTS (MGM Resorts International) | Long | Debt | US | $50K | – | 0.01 |
| MIDAMERICAN ENER (MidAmerican Energy Co) | Long | Debt | US | $676K | – | 0.13 |
| MILEAGE PLUS HLD (Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd) | Long | Debt | US | $2M | – | 0.44 |
| MILEAGE PLUS HOL (Mileage Plus Holdings LLC) | Long | Loan | US | $7K | – | 0.00 |
| MITBRA 3/21/2031 (MITER BRANDS HOLDCO LLC) | Long | Loan | US | $10K | – | 0.00 |
| MITR BRDN / MIWD (Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC) | Long | Debt | US | $30K | – | 0.01 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $319K | – | 0.06 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $200K | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $607K | – | 0.12 |
| MORGAN STANLEY | Long | Debt | US | $515K | – | 0.10 |
| MORGAN STANLEY | Long | Debt | US | $364K | – | 0.07 |
| MORGAN STANLEY | Long | Debt | US | $349K | – | 0.07 |
| MORGAN STANLEY | Long | Debt | US | $215K | – | 0.04 |
| MORGAN STANLEY | Long | Debt | US | $168K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $153K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $148K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $125K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $107K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $31K | – | 0.01 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $793K | – | 0.16 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $556K | – | 0.11 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $252K | – | 0.05 |
| MOROCCO KINGDOM (Morocco Government International Bond) | Long | Debt | MA | $357K | – | 0.07 |
| MOROCCO KINGDOM (Morocco Government International Bond) | Long | Debt | MA | $356K | – | 0.07 |
| MOTABILITY OPS (Motability Operations Group PLC) | Long | Debt | GB | $107K | – | 0.02 |
| MPT OP PTNR/FINL (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $111K | – | 0.02 |
| MPT OP PTNR/FINL (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $18K | – | 0.00 |
| MSC 2018-L1 A4 (Morgan Stanley Capital I Trust 2018-L1) | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| MSRM 2023-1 A1 (Morgan Stanley Residential Mortgage Loan Trust 2023-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.63 |
| MSWF 2023-2 A5 (MSWF Commercial Mortgage Trust 2023-2) | Long | ABS-mortgage backed security | US | $547K | – | 0.11 |
| MTBAT 2024-1A A4 (M&T BANK AUTO RECEIVABLES TRUST MTBAT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| MXN/USD FWD 20240718 | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| NASDAQ INC | Long | Debt | US | $605K | – | 0.12 |
| NASDAQ INC | Long | Debt | US | $303K | – | 0.06 |
| NASDAQ INC | Long | Debt | US | $120K | – | 0.02 |
| NASDAQ INC | Long | Debt | US | $33K | – | 0.01 |
| NAT GRD ELCT DIS (National Grid Electricity Distribution PLC) | Long | Debt | GB | $243K | – | 0.05 |
| NAT GRD ELCT EM (National Grid Electricity Distribution East Midlands PLC) | Long | Debt | GB | $213K | – | 0.04 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $35K | – | 0.01 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $23K | – | 0.00 |
| NATL GRID PLC (National Grid PLC) | Long | Debt | GB | $353K | – | 0.07 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $494K | – | 0.10 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $270K | – | 0.05 |
| NATWEST GROUP (NatWest Group PLC) | Long | Debt | GB | $196K | – | 0.04 |
| NAVIENT CORP | Long | Debt | US | $32K | – | 0.01 |
| NAVIENT CORP | Long | Debt | US | $7K | – | 0.00 |
| NAVMT 2024-1 A (NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST NAVMT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| NAVSL 2023-BA A1B (NAVIENT STUDENT LOAN TRUST NAVSL_23-B) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $197K | – | 0.04 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $114K | – | 0.02 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $10K | – | 0.00 |
| NCRATL 3/22/2029 (NCR ATLEOS LLC) | Long | Loan | US | $55K | – | 0.01 |
| NETFLIX INC | Long | Debt | US | $3M | – | 0.56 |
| NETFLIX INC | Long | Debt | US | $527K | – | 0.10 |
| NETFLIX INC | Long | Debt | US | $108K | – | 0.02 |
| NEVADA POWER CO | Long | Debt | US | $203K | – | 0.04 |
| NEW YORK LIFE GL (New York Life Global Funding) | Long | Debt | US | $497K | – | 0.10 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $118K | – | 0.02 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $88K | – | 0.02 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $24K | – | 0.00 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $18K | – | 0.00 |
| NEWS CORP | Long | Debt | US | $295K | – | 0.06 |
| NEXSTAR BROADC (Nexstar Media Inc) | Long | Debt | US | $102K | – | 0.02 |
| NEXTERA ENERGY O (NextEra Energy Operating Partners LP) | Long | Debt | US | $30K | – | 0.01 |
| NIAGARA MOHAWK (Niagara Mohawk Power Corp) | Long | Debt | US | $211K | – | 0.04 |
| NISOURCE INC | Long | Debt | US | $648K | – | 0.13 |
| NOMURA 5.594 7/2/2027 (NOMURA HOLDINGS INC) | Long | Debt | JP | $430K | – | 0.08 |
| NORDRHEIN-WEST (State of North Rhine-Westphalia Germany) | Long | Debt | DE | $2M | – | 0.30 |
| NORTHERN NAT GAS (Northern Natural Gas Co) | Long | Debt | US | $152K | – | 0.03 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $917K | – | 0.18 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $53K | – | 0.01 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $26K | – | 0.01 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $21K | – | 0.00 |
| NOVELIS CORP | Long | Debt | US | $163K | – | 0.03 |
| NOVELIS CORP | Long | Debt | US | $132K | – | 0.03 |
| NUCOR CORP | Long | Debt | US | $94K | – | 0.02 |
| NUCOR CORP | Long | Debt | US | $76K | – | 0.01 |
| NUTRIEN LTD | Long | Debt | CA | $153K | – | 0.03 |
| NUTRIEN LTD | Long | Debt | CA | $126K | – | 0.02 |
| NUTRIEN LTD | Long | Debt | CA | $50K | – | 0.01 |
| NZD/USD FWD 20240718 | Derivative-foreign exchange | $402.56 | – | 0.00 | ||
| OBX 2022-INV5 A1 (OBX 2022-INV5 Trust) | Long | ABS-mortgage backed security | US | $123K | – | 0.02 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $203K | – | 0.04 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $140K | – | 0.03 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $93K | – | 0.02 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $77K | – | 0.02 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $47K | – | 0.01 |
| OGE ENERGY CORP | Long | Debt | US | $40K | – | 0.01 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $185K | – | 0.04 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $60K | – | 0.01 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $36K | – | 0.01 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $15K | – | 0.00 |
| OMAN INTRNL BOND (Oman Government International Bond) | Long | Debt | OM | $2M | – | 0.46 |
| OMAN INTRNL BOND (Oman Government International Bond) | Long | Debt | OM | $496K | – | 0.10 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $61K | – | 0.01 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $15K | – | 0.00 |
| ONEOK INC | Long | Debt | US | $235K | – | 0.05 |
| ONEOK INC | Long | Debt | US | $213K | – | 0.04 |
| ONEOK INC | Long | Debt | US | $211K | – | 0.04 |
| ONTARIO GAMI/OTG (Ontario Gaming GTA LP/OTG Co-Issuer Inc) | Long | Debt | CA | $41K | – | 0.01 |
| ORACLE CORP | Long | Debt | US | $321K | – | 0.06 |
| ORACLE CORP | Long | Debt | US | $211K | – | 0.04 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $30K | – | 0.01 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $5K | – | 0.00 |
| OUTFRONT MEDIA C (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $47K | – | 0.01 |
| OVINTIV INC | Long | Debt | US | $419K | – | 0.08 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $50K | – | 0.01 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $32K | – | 0.01 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $421K | – | 0.08 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $223K | – | 0.04 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $217K | – | 0.04 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $65K | – | 0.01 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $57K | – | 0.01 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $47K | – | 0.01 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $37K | – | 0.01 |
| PAN AMERICAN (Pan American Energy LLC/Argentina) | Long | Debt | AR | $435K | – | 0.09 |
| PANAMA (Panama Government International Bond) | Long | Debt | PA | $540K | – | 0.11 |
| PANTHER ESCROW (Panther Escrow Issuer LLC) | Long | Debt | US | $61K | – | 0.01 |
| PARAGUAY (Paraguay Government International Bond) | Long | Debt | PY | $1M | – | 0.29 |
| PARAGUAY (Paraguay Government International Bond) | Long | Debt | PY | $1M | – | 0.29 |
| PARK INTERMED HL (Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer) | Long | Debt | US | $40K | – | 0.01 |
| PATTERN ENERGY (Pattern Energy Operations LP / Pattern Energy Operations Inc) | Long | Debt | US | $14K | – | 0.00 |
| PCT 2016-PLSD A (Palisades Center Trust 2016-PLSD) | Long | ABS-mortgage backed security | US | $155K | – | 0.03 |
| PENNYMAC FIN SVC (PennyMac Financial Services Inc) | Long | Debt | US | $26K | – | 0.01 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $200K | – | 0.04 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $167K | – | 0.03 |
| PERFORMANCE FOOD (Performance Food Group Inc) | Long | Debt | US | $59K | – | 0.01 |
| PERFORMANCE FOOD (Performance Food Group Inc) | Long | Debt | US | $18K | – | 0.00 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $177K | – | 0.03 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $111K | – | 0.02 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $46K | – | 0.01 |
| PERUSAHAAN LISTR (Perusahaan Perseroan Persero PT Perusahaan Listrik Negara) | Long | Debt | ID | $842K | – | 0.16 |
| PETROBRAS GLOB (Petrobras Global Finance BV) | Long | Debt | NL | $350K | – | 0.07 |
| PETROLEOS DEL PE (Petroleos del Peru SA) | Long | Debt | PE | $144K | – | 0.03 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $1M | – | 0.21 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $632K | – | 0.12 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $486K | – | 0.10 |
| PETRONAS (Petroliam Nasional Bhd) | Long | Debt | MY | $3M | – | 0.53 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $390K | – | 0.08 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $146K | – | 0.03 |
| PFSFC 2023-B A (PFS FINANCING CORP PFSFC_23-B) | Long | ABS-collateralized bond/debt obligation | US | $130K | – | 0.03 |
| PFSFC 2023-C A (PFS FINANCING CORP PFSFC_23-C) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.02 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $1M | – | 0.27 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $328K | – | 0.06 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $290K | – | 0.06 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $230K | – | 0.04 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $106K | – | 0.02 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $91K | – | 0.02 |
| PHILLIPS 66 CO | Long | Debt | US | $332K | – | 0.06 |
| PHILLIPS 66 CO | Long | Debt | US | $289K | – | 0.06 |
| PHINIA INC | Long | Debt | US | $15K | – | 0.00 |
| PHOENIX GRP (Phoenix Group Holdings PLC) | Long | Debt | GB | $127K | – | 0.02 |
| PIONEER NATURAL (Pioneer Natural Resources Co) | Long | Debt | US | $260K | – | 0.05 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $1M | – | 0.26 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $981K | – | 0.19 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $583K | – | 0.11 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $507K | – | 0.10 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $317K | – | 0.06 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $236K | – | 0.05 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $228K | – | 0.04 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $105K | – | 0.02 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $40K | – | 0.01 |
| PPL ELECTRIC UTI (PPL Electric Utilities Corp) | Long | Debt | US | $219K | – | 0.04 |
| PROG 2022-SFR3 A (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $93K | – | 0.02 |
| PROG 2022-SFR5 B (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR5) | Long | ABS-collateralized bond/debt obligation | US | $98K | – | 0.02 |
| PROG 2024-SFR1 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.02 |
| PROG 2024-SFR3 A (PROGRESS RESIDENTIAL TRUST PROG_24-SFR3) | Long | ABS-collateralized bond/debt obligation | US | $63K | – | 0.01 |
| PROLOGIS INTL II (Prologis International Funding II SA) | Long | Debt | LU | $105K | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $284K | – | 0.06 |
| PROLOGIS LP | Long | Debt | US | $81K | – | 0.02 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $190K | – | 0.04 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $172K | – | 0.03 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $968K | – | 0.19 |
| RANGE RESOURCES (Range Resources Corp) | Long | Debt | US | $73K | – | 0.01 |
| RAYBURN CTRY (Rayburn Country Securitization LLC) | Long | Debt | US | $150K | – | 0.03 |
| RCI BANQUE (RCI Banque SA) | Long | Debt | FR | $435K | – | 0.09 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $115K | – | 0.02 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $49K | – | 0.01 |
| REGIONS FINL (Regions Financial Corp) | Long | Debt | US | $689K | – | 0.13 |
| REP OF CYPRUS (Cyprus Government International Bond) | Long | Debt | CY | $1M | – | 0.23 |
| REP OF GUATEMALA (Guatemala Government Bond) | Long | Debt | GT | $286K | – | 0.06 |
| REP OF GUATEMALA (Guatemala Government Bond) | Long | Debt | GT | $240K | – | 0.05 |
| REPUB UZBEKISTAN (Republic of Uzbekistan International Bond) | Long | Debt | UZ | $810K | – | 0.16 |
| REPUBLIC OF ECUA (Ecuador Government International Bond) | Long | Debt | EC | $118K | – | 0.02 |
| REPUBLIC OF PERU (Peruvian Government International Bond) | Long | Debt | PE | $3M | – | 0.61 |
| RHP HOTEL PPTY (RHP Hotel Properties LP / RHP Finance Corp) | Long | Debt | US | $35K | – | 0.01 |
| ROCKET SOFTWARE (Rocket Software Inc) | Long | Debt | US | $41K | – | 0.01 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $701K | – | 0.14 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $277K | – | 0.05 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $98K | – | 0.02 |
| ROLLER BEARING (Roller Bearing Co of America Inc) | Long | Debt | US | $97K | – | 0.02 |
| ROLLS-ROYCE PLC | Long | Debt | GB | $175K | – | 0.03 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $1M | – | 0.20 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $624K | – | 0.12 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $115K | – | 0.02 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $129K | – | 0.03 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $121K | – | 0.02 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $2M | – | 0.38 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $695K | – | 0.14 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $512K | – | 0.10 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $218K | – | 0.04 |
| ROYAL BK CANADA (Royal Bank of Canada) | Long | Debt | CA | $121K | – | 0.02 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $127K | – | 0.02 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $21K | – | 0.00 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $19K | – | 0.00 |
| RTX CORP | Long | Debt | US | $228K | – | 0.04 |
| RTX CORP | Long | Debt | US | $116K | – | 0.02 |
| RYDER SYSTEM INC | Long | Debt | US | $130K | – | 0.03 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $671K | – | 0.13 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $281K | – | 0.06 |
| SABRA HEALTH CAR (Sabra Health Care LP) | Long | Debt | US | $424K | – | 0.08 |
| SALLY HLD/SAL CA (Sally Holdings LLC / Sally Capital Inc) | Long | Debt | US | $10K | – | 0.00 |
| SAUDI INT BOND (Saudi Government International Bond) | Long | Debt | SA | $1M | – | 0.29 |
| SBA COMMUNICATIO (SBA Communications Corp) | Long | Debt | US | $48K | – | 0.01 |
| SBA COMMUNICATIO (SBA Communications Corp) | Long | Debt | US | $45K | – | 0.01 |
| SBA SR FIN II (SBA Senior Finance II LLC) | Long | Loan | US | $55K | – | 0.01 |
| SBALT 2023-A A4 (SBNA AUTO LEASE TRUST SBALT_23-A) | Long | ABS-collateralized bond/debt obligation | US | $92K | – | 0.02 |
| SBALT 2024-B A4 (SBNA AUTO LEASE TRUST SBALT_24-B) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.01 |
| SBAT 2024-A B (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $70K | – | 0.01 |
| SBAT 2024-A C (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| SBAT 2024-A D (SBNA AUTO RECEIVABLES TRUST SBAT_24-A) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| SCCU 2023-1A A4 (SPACE COAST CREDIT UNION SCCU_23-1) | Long | ABS-collateralized bond/debt obligation | US | $20K | – | 0.00 |
| SCDS: (CHINA) | Derivative-credit | $5K | – | 0.00 | ||
| SCDS: (COLOM) | Derivative-credit | $396K | – | 0.08 | ||
| SCDS: (COLOM) | Derivative-credit | $45K | – | 0.01 | ||
| SCDS: (MEX) | Derivative-credit | $-17K | – | -0.00 | ||
| SCDS: (MGS) | Derivative-credit | $-15K | – | -0.00 | ||
| SCDS: (PEMEX) | Derivative-credit | $116K | – | 0.02 | ||
| SCHLUMBERGER HLD (Schlumberger Holdings Corp) | Long | Debt | US | $359K | – | 0.07 |
| SCOR SE | Long | Debt | FR | $208K | – | 0.04 |
| SCRIPPS ESCROW (Scripps Escrow Inc) | Long | Debt | US | $60K | – | 0.01 |
| SCRIPPS ESCROW (Scripps Escrow II Inc) | Long | Debt | US | $13K | – | 0.00 |
| SDART 2023-1 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-1) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.01 |
| SDART 2023-6 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-collateralized bond/debt obligation | US | $51K | – | 0.01 |
| SDART 2023-6 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_23-6) | Long | ABS-collateralized bond/debt obligation | US | $41K | – | 0.01 |
| SDART 2024-1 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| SDART 2024-1 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-1) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.01 |
| SDART 2024-2 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| SDART 2024-2 D (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-2) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.01 |
| SDART 2024-3 B (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3) | Long | ABS-collateralized bond/debt obligation | US | $140K | – | 0.03 |
| SDART 2024-3 C (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3) | Long | ABS-collateralized bond/debt obligation | US | $150K | – | 0.03 |
| SDART 2024-3 D (SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_24-3) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.03 |
| SEADRILL FINANCE (Seadrill Finance Ltd) | Long | Debt | BM | $21K | – | 0.00 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $32K | – | 0.01 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $27K | – | 0.01 |
| SEALED AIR CORP | Long | Debt | US | $33K | – | 0.01 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $95K | – | 0.02 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $41K | – | 0.01 |
| SERBIA REPUBLIC (Serbia International Bond) | Long | Debt | RS | $1M | – | 0.24 |
| SERVICE CORP (Service Corp International/US) | Long | Debt | US | $4K | – | 0.00 |
| SFAST 2024-1A B (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.02 |
| SFAST 2024-1A C (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| SFAST 2024-2A A4 (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| SFAST 2024-2A B (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| SFAST 2024-2A C (SFS AUTO RECEIVABLES SECURITIZATION TRUST SFAST_24-2) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| SISECAM UK PLC | Long | Debt | GB | $1M | – | 0.28 |
| SIX FLAG ENT/THM (Six Flags Entertainment Corp / Six Flags Theme Parks Inc) | Long | Debt | US | $51K | – | 0.01 |
| SKYMILES IP LTD | Long | Loan | KY | $127K | – | 0.02 |
| SMB 2024-A A1A (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-A) | Long | ABS-collateralized bond/debt obligation | US | $97K | – | 0.02 |
| SMB 2024-C A1A (SMB PRIVATE EDUCATION LOAN TRUST SMB_24-C) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $318K | – | 0.06 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $204K | – | 0.04 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $198K | – | 0.04 |
| SNF GROUP SACA | Long | Debt | FR | $220K | – | 0.04 |
| SNF GROUP SACA | Long | Debt | FR | $51K | – | 0.01 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $297K | – | 0.06 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $296K | – | 0.06 |
| SOCIETE PROJETS (Societe Des Grands Projets EPIC) | Long | Debt | FR | $278K | – | 0.05 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $534K | – | 0.10 |
| SPANISH GOV'T (Spain Government Bond) | Long | Debt | ES | $1M | – | 0.26 |
| SPANISH GOV'T (Spain Government Bond) | Long | Debt | ES | $1M | – | 0.23 |
| SPANISH GOV'T (Spain Government Bond) | Long | Debt | ES | $619K | – | 0.12 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $92K | – | 0.02 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $69K | – | 0.01 |
| SPRINT CAP CORP (Sprint Capital Corp) | Long | Debt | US | $912K | – | 0.18 |
| SPRINT CORP (Sprint LLC) | Long | Debt | US | $2M | – | 0.31 |
| SQUARE INC (Block Inc) | Long | Debt | US | $26K | – | 0.01 |
| SQUARE INC (Block Inc) | Long | Debt | US | $9K | – | 0.00 |
| STACR 2023-HQA3 A1 (Freddie Mac STACR REMIC Trust 2023-HQA3) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| STACR 2023-HQA3 M1 (Freddie Mac STACR REMIC Trust 2023-HQA3) | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| STACR 2024-DNA1 A1 (Freddie Mac STACR REMIC Trust 2024-DNA1) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| STACR 2024-DNA2 A1 (Freddie Mac STACR REMIC Trust 2024-DNA2) | Long | ABS-mortgage backed security | US | $148K | – | 0.03 |
| STACR 2024-HQA1 A1 (Freddie Mac STACR REMIC Trust 2024-HQA1) | Long | ABS-mortgage backed security | US | $79K | – | 0.02 |
| STANDARD CHART (Standard Chartered PLC) | Long | Debt | GB | $200K | – | 0.04 |
| STAR PARENT INC | Long | Debt | US | $60K | – | 0.01 |
| STARWOOD PROP TR (Starwood Property Trust Inc) | Long | Debt | US | $15K | – | 0.00 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $305K | – | 0.06 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $297K | – | 0.06 |
| STATION CAS (Station Casinos LLC) | Long | Debt | US | $35K | – | 0.01 |
| STHRN GAS CRIDOR (Southern Gas Corridor CJSC) | Long | Debt | AZ | $972K | – | 0.19 |
| STUDIO CITY CO (Studio City Co Ltd) | Long | Debt | VG | $125K | – | 0.02 |
| STUDIO CITY FIN (Studio City Finance Ltd) | Long | Debt | VG | $44K | – | 0.01 |
| SUBWAY 2024-1A A23 (SUBWAY FUNDING LLC SUBWAY_24-1) | Long | ABS-collateralized bond/debt obligation | US | $143K | – | 0.03 |
| SUBWAY 2024-1A A2I (SUBWAY FUNDING LLC SUBWAY_24-1) | Long | ABS-collateralized bond/debt obligation | US | $282K | – | 0.06 |
| SUBWAY 2024-1A A2II (SUBWAY FUNDING LLC SUBWAY_24-1) | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.03 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $726K | – | 0.14 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $404K | – | 0.08 |
| SUMMIT MATERIALS (Summit Materials LLC / Summit Materials Finance Corp) | Long | Debt | US | $21K | – | 0.00 |
| SUNCOR ENERGY (Suncor Energy Inc) | Long | Debt | CA | $110K | – | 0.02 |
| SUNCOR ENERGY (Suncor Energy Inc) | Long | Debt | CA | $43K | – | 0.01 |
| SUNOCO LP/FIN (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $118K | – | 0.02 |
| SUNRISE FINCO (Sunrise FinCo I BV) | Long | Debt | NL | $123K | – | 0.02 |
| SUNRISE HOLDCO (Sunrise HoldCo IV BV) | Long | Debt | NL | $39K | – | 0.01 |
| SWEDBANK AB | Long | Debt | SE | $210K | – | 0.04 |
| SWEDISH MATCH (Swedish Match AB) | Long | Debt | SE | $99K | – | 0.02 |
| SWP: EUR 3.326300 11-MAR-2034 EST | Derivative-interest rate | $75K | – | 0.01 | ||
| SWP: OIS 3.500000 15-MAR-2028 | Derivative-interest rate | $17K | – | 0.00 | ||
| SWP: OIS 3.750000 15-MAR-2026 | Derivative-interest rate | $9K | – | 0.00 | ||
| SYNH 9/19/2030 (SYNEOS HEALTH INC) | Long | Loan | US | $25K | – | 0.00 |
| SYNIT 2023-A2 A (SYNCHRONY CARD ISSUANCE TRUST SYNIT_23-A2) | Long | ABS-collateralized bond/debt obligation | US | $455K | – | 0.09 |
| SYNOVUS BANK GA (Synovus Bank/Columbus GA) | Long | Debt | US | $242K | – | 0.05 |
| T-MOBILE USA INC | Long | Debt | US | $257K | – | 0.05 |
| T-MOBILE USA INC | Long | Debt | US | $214K | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $92K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $92K | – | 0.02 |
| TAKEDA PHARM (Takeda Pharmaceutical Co Ltd) | Long | Debt | JP | $128K | – | 0.03 |
| TALLGRASS NRG (Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp) | Long | Debt | US | $70K | – | 0.01 |
| TALNT 2024-1A A (TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_24-1) | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.05 |
| TAMPA ELECTRIC (Tampa Electric Co) | Long | Debt | US | $100K | – | 0.02 |
| TARGA RES PRTNRS (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $95K | – | 0.02 |
| TARGA RES PRTNRS (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $46K | – | 0.01 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $470K | – | 0.09 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $445K | – | 0.09 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $180K | – | 0.04 |
| TELEFONICA EMIS (Telefonica Emisiones SA) | Long | Debt | ES | $264K | – | 0.05 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $96K | – | 0.02 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $56K | – | 0.01 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $49K | – | 0.01 |
| TESLA 2023-B A4 (TESLA AUTO LEASE TRUST TESLA_23-B) | Long | ABS-collateralized bond/debt obligation | US | $61K | – | 0.01 |
| TEVA PHARMACEUCI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $20K | – | 0.00 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $83K | – | 0.02 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $59K | – | 0.01 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $43K | – | 0.01 |
| TEVT 2023-1 A4 (TESLA ELECTRIC VEHICLE TRUST TEVT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| TEVT 2023-1 B (TESLA ELECTRIC VEHICLE TRUST TEVT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| TEXAS INSTRUMENT (Texas Instruments Inc) | Long | Debt | US | $440K | – | 0.09 |
| TEXAS INSTRUMENT (Texas Instruments Inc) | Long | Debt | US | $380K | – | 0.07 |
| TFC 3/8/2032 (TRUIST FINANCIAL CORP) | Long | Loan | US | $25K | – | 0.00 |
| TIME WARNER CABL (Time Warner Cable LLC) | Long | Debt | US | $283K | – | 0.06 |
| TIME WARNER CABL (Time Warner Cable LLC) | Long | Debt | US | $243K | – | 0.05 |
| TOPBUILD CORP | Long | Debt | US | $122K | – | 0.02 |
| TOPBUILD CORP | Long | Debt | US | $31K | – | 0.01 |
| TORONTO DOM BANK (Toronto-Dominion Bank/The) | Long | Debt | CA | $451K | – | 0.09 |
| TOTAL SYSTEM SVC (Global Payments Inc) | Long | Debt | US | $533K | – | 0.10 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $142K | – | 0.03 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $59K | – | 0.01 |
| TRANSDIGM INC | Long | Debt | US | $304K | – | 0.06 |
| TRANSDIGM INC | Long | Debt | US | $108K | – | 0.02 |
| TRANSDIGM INC | Long | Debt | US | $97K | – | 0.02 |
| TRANSDIGM INC | Long | Debt | US | $77K | – | 0.01 |
| TRANSDIGM INC | Long | Debt | US | $6K | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $70K | – | 0.01 |
| TRANSOCEAN INC | Long | Debt | KY | $57K | – | 0.01 |
| TRANSOCEAN INC | Long | Debt | KY | $20K | – | 0.00 |
| TRANSOCEAN TITAN (Transocean Titan Financing Ltd) | Long | Debt | KY | $77K | – | 0.02 |
| TRIUMPH GROUP (Triumph Group Inc) | Long | Debt | US | $71K | – | 0.01 |
| TRL 2024-1A A (TRINITY RAIL LEASING LP TRL_24-1) | Long | ABS-collateralized bond/debt obligation | US | $200K | – | 0.04 |
| TURKIYE REP OF (Turkiye Government International Bond) | Long | Debt | TR | $571K | – | 0.11 |
| TURKIYE REP OF (Turkiye Government International Bond) | Long | Debt | TR | $326K | – | 0.06 |
| UBS AG LONDON (UBS AG/London) | Long | Debt | CH | $102K | – | 0.02 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $794K | – | 0.16 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $535K | – | 0.10 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $1M | – | 0.27 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $356K | – | 0.07 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $347K | – | 0.07 |
| UKG INC | Long | Debt | US | $66K | – | 0.01 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $434K | – | 0.08 |
| UNION PAC CORP (Union Pacific Corp) | Long | Debt | US | $125K | – | 0.02 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $135K | – | 0.03 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $112K | – | 0.02 |
| UNITED AIRLINES (United Airlines Inc) | Long | Loan | US | $10K | – | 0.00 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $1M | – | 0.24 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $587K | – | 0.12 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $213K | – | 0.04 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Debt | US | $77K | – | 0.02 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $227K | – | 0.04 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $105K | – | 0.02 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $81K | – | 0.02 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $19K | – | 0.00 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $168K | – | 0.03 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $107K | – | 0.02 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $10K | – | 0.00 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $4K | – | 0.00 |
| UNTD AIR 20-1 A (United Airlines 2020-1 Class A Pass Through Trust) | Long | Debt | US | $50K | – | 0.01 |
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | $-26K | – | -0.01 | ||
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | $51K | – | 0.01 | ||
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | $-8K | – | -0.00 | ||
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | $-2K | – | -0.00 | ||
| US BANCORP | Long | Debt | US | $954K | – | 0.19 |
| US BANCORP | Long | Debt | US | $573K | – | 0.11 |
| US BANCORP | Long | Debt | US | $489K | – | 0.10 |
| US BANCORP | Long | Debt | US | $345K | – | 0.07 |
| US BANCORP | Long | Debt | US | $203K | – | 0.04 |
| US FOODS INC | Long | Debt | US | $40K | – | 0.01 |
| US FOODS INC | Long | Debt | US | $10K | – | 0.00 |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | $-10K | – | -0.00 | ||
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.87 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.72 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.71 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.60 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.50 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.49 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.43 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.40 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.35 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.35 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.34 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.34 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.31 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.31 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.31 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.30 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.27 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.26 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.26 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.25 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $1M | – | 0.24 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $984K | – | 0.19 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $931K | – | 0.18 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $917K | – | 0.18 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $879K | – | 0.17 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $742K | – | 0.15 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $723K | – | 0.14 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $682K | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $679K | – | 0.13 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $592K | – | 0.12 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $584K | – | 0.11 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $570K | – | 0.11 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $566K | – | 0.11 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $546K | – | 0.11 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $508K | – | 0.10 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $477K | – | 0.09 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $448K | – | 0.09 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $380K | – | 0.07 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $375K | – | 0.07 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $266K | – | 0.05 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $175K | – | 0.03 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $128K | – | 0.03 |
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | $104K | – | 0.02 | ||
| USD/ZAR FWD 20240718 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| USI INC/NY | Long | Debt | US | $25K | – | 0.00 |
| UZBEK INTL BOND (Republic of Uzbekistan International Bond) | Long | Debt | UZ | $859K | – | 0.17 |
| UZBEKNEFTEGAZ (Uzbekneftegaz JSC) | Long | Debt | UZ | $504K | – | 0.10 |
| VAIL RESORTS (Vail Resorts Inc) | Long | Debt | US | $76K | – | 0.01 |
| VALARIS (Valaris Ltd) | Long | Debt | BM | $179K | – | 0.04 |
| VALERO ENERGY (Valero Energy Corp) | Long | Debt | US | $69K | – | 0.01 |
| VALET 2023-1 A4 (VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_23-1) | Long | ABS-collateralized bond/debt obligation | US | $329K | – | 0.06 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $4M | 40K | 0.78 |
| VCVHHO 2/24/2031 (COTIVITI INC) | Long | Loan | US | $20K | – | 0.00 |
| VCVHHO 7.625 2/24/2031 (COTIVITI INC) | Long | Loan | US | $5K | – | 0.00 |
| VELOCITY VEHICLE (Velocity Vehicle Group LLC) | Long | Debt | US | $15K | – | 0.00 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $182K | – | 0.04 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $36K | – | 0.01 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $203K | – | 0.04 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $103K | – | 0.02 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $36K | – | 0.01 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $21K | – | 0.00 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $353K | – | 0.07 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $191K | – | 0.04 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $145K | – | 0.03 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $45K | – | 0.01 |
| VIACOMCBS INC (Paramount Global) | Long | Debt | US | $39K | – | 0.01 |
| VICI PROPERTIES (VICI Properties LP / VICI Note Co Inc) | Long | Debt | US | $188K | – | 0.04 |
| VIETNAM (REP OF) (Vietnam Government International Bond) | Long | Debt | VN | $3M | – | 0.52 |
| VILLE DE PARIS | Long | Debt | FR | $725K | – | 0.14 |
| VIPER ENERGY PA (Viper Energy Inc) | Long | Debt | US | $47K | – | 0.01 |
| VIRGIN MEDIA FIN (Virgin Media Finance PLC) | Long | Debt | GB | $165K | – | 0.03 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $518K | – | 0.10 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $134K | – | 0.03 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $126K | – | 0.02 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $99K | – | 0.02 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $39K | – | 0.01 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $36K | – | 0.01 |
| VITAL ENERGY INC | Long | Debt | US | $51K | – | 0.01 |
| VMWARE LLC | Long | Debt | US | $315K | – | 0.06 |
| VMWARE LLC | Long | Debt | US | $236K | – | 0.05 |
| VODAFONE GROUP (Vodafone Group PLC) | Long | Debt | GB | $310K | – | 0.06 |
| VODAFONE GROUP (Vodafone Group PLC) | Long | Debt | GB | $212K | – | 0.04 |
| VOLKSWAGEN INTFN (Volkswagen International Finance NV) | Long | Debt | NL | $215K | – | 0.04 |
| VOLKSWAGEN INTFN (Volkswagen International Finance NV) | Long | Debt | NL | $103K | – | 0.02 |
| VOLKSWAGEN LEAS (Volkswagen Leasing GmbH) | Long | Debt | DE | $301K | – | 0.06 |
| VZ SECURED FINAN (VZ Secured Financing BV) | Long | Debt | NL | $68K | – | 0.01 |
| VZMT 2023-6 A (VERIZON MASTER TRUST VZMT_23-5) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.03 |
| VZMT 2024-2 A (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $277K | – | 0.05 |
| VZMT 2024-2 B (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $187K | – | 0.04 |
| VZMT 2024-2 C (VERIZON MASTER TRUST VZMT_24-2) | Long | ABS-collateralized bond/debt obligation | US | $227K | – | 0.04 |
| VZMT 2024-5 A (VERIZON MASTER TRUST VZMT_24-5) | Long | ABS-collateralized bond/debt obligation | US | $259K | – | 0.05 |
| VZMT 2024-5 B (VERIZON MASTER TRUST VZMT_24-5) | Long | ABS-collateralized bond/debt obligation | US | $130K | – | 0.03 |
| WARNERMEDIA HLDG (Warnermedia Holdings Inc) | Long | Debt | US | $1M | – | 0.29 |
| WARNERMEDIA HLDG (Warnermedia Holdings Inc) | Long | Debt | US | $181K | – | 0.04 |
| WELLS FARGO BANK (Wells Fargo Bank NA) | Long | Debt | US | $685K | – | 0.13 |
| WELLS FARGO BANK (Wells Fargo Bank NA) | Long | Debt | US | $502K | – | 0.10 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $369K | – | 0.07 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $294K | – | 0.06 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $145K | – | 0.03 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $128K | – | 0.03 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $43K | – | 0.01 |
| WEN 2019-1A A2II (WENDYS FUNDING LLC WEN_19-1A) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.01 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $80K | – | 0.02 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $66K | – | 0.01 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $230K | – | 0.05 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $226K | – | 0.04 |
| WESTFIELD AMERIC (Westfield America Management Ltd) | Long | Debt | AU | $123K | – | 0.02 |
| WFCM 2018-C45 A4 (Wells Fargo Commercial Mortgage Trust 2018-C45) | Long | ABS-mortgage backed security | US | $115K | – | 0.02 |
| WFCM 2018-C47 A4 (Wells Fargo Commercial Mortgage Trust 2018-C47) | Long | ABS-mortgage backed security | US | $318K | – | 0.06 |
| WI K164 A2 (Freddie Mac Multifamily WI Certificates Series WI-K164) | Long | ABS-mortgage backed security | US | $5M | – | 0.91 |
| WILLIAMS SCOTSM (Williams Scotsman Inc) | Long | Debt | US | $21K | – | 0.00 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $810K | – | 0.16 |
| WOART 2024-A B (WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $60K | – | 0.01 |
| WOART 2024-A C (WORLD OMNI AUTO RECEIVABLES TRUST WOART_24-A) | Long | ABS-collateralized bond/debt obligation | US | $30K | – | 0.01 |
| WOLS 2024-A B (WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_24-A) | Long | ABS-collateralized bond/debt obligation | US | $80K | – | 0.02 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $46K | – | 0.01 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $35K | – | 0.01 |
| WYNDHAM HOTELS & (Wyndham Hotels & Resorts Inc) | Long | Loan | US | $293K | – | 0.06 |
| WYNN MACAU LTD | Long | Debt | KY | $36K | – | 0.01 |
| WYNN MACAU LTD | Long | Debt | KY | $9K | – | 0.00 |
| XEROX HOLDINGS C (Xerox Holdings Corp) | Long | Debt | US | $24K | – | 0.00 |
| YINSON BORONIA (Yinson Boronia Production BV) | Long | Debt | NL | $546K | – | 0.11 |
| YORKSHIRE WATER (Yorkshire Water Finance PLC) | Long | Debt | GB | $114K | – | 0.02 |
| ZOETIS INC | Long | Debt | US | $94K | – | 0.02 |
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