Prudential > Advanced Series Trust
AST PGIM Fixed Income Central Portfolio
$8.10B
Avg Monthly Net Assets
$10.00B
Total Assets
$734.60M
Total Liabilities
$9.27B
Net Assets
AST PGIM Fixed Income Central Portfolio is an Underlying fund in Advanced Series Trust
from Prudential,
based in New Jersey,
United States of America.
The fund has one share class
and monthly net assets of $8.10B.
On August 29th, 2024 it reported 1,748 holdings, the largest
being PGIM Institutional Money Market Fund - D (2.4%), (PIPA070) PGIM Core Government Money Market Fund (1.8%) and Fannie Mae (1.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AST PGIM Fixed Income Central Portfolio | C000237935 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund | Long | Short-term investment vehicle | US | $163M | 163M | 1.76 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-843K | – | -0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $651K | – | 0.01 | |
| AbbVie Inc | Long | Debt | US | $22M | – | 0.24 |
| AbbVie Inc | Long | Debt | US | $2M | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $1M | – | 0.01 |
| ABN AMRO Bank NV | Long | Debt | NL | $18M | – | 0.20 |
| ABN AMRO Bank NV | Long | Debt | NL | $12M | – | 0.13 |
| ACE Securities Corp Home Equity Loan Trust Series 2004-IN1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| AdventHealth Obligated Group (ADVENTHEALTH OBL GRP) | Long | Debt | US | $893K | – | 0.01 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $2M | – | 0.02 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $1M | – | 0.01 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $1M | – | 0.01 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $77K | – | 0.00 |
| AEP Texas Inc | Long | Debt | US | $1M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $88K | – | 0.00 |
| Aetna Inc | Long | Debt | US | $2M | – | 0.03 |
| Aetna Inc | Long | Debt | US | $871K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $1000K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $997K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $502K | – | 0.01 |
| Aker BP ASA | Long | Debt | NO | $14M | – | 0.15 |
| Aker BP ASA | Long | Debt | NO | $9M | – | 0.10 |
| Aker BP ASA | Long | Debt | NO | $7M | – | 0.08 |
| Aker BP ASA | Long | Debt | NO | $4M | – | 0.05 |
| Alabama Economic Settlement Authority (ALABAMA ECON SETTLEMENT AUTH B) | Long | Debt | US | $736K | – | 0.01 |
| Alcon Finance Corp | Long | Debt | US | $200K | – | 0.00 |
| Alcon Finance Corp | Long | Debt | US | $189K | – | 0.00 |
| Alcon Finance Corp | Long | Debt | US | $174K | – | 0.00 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $2M | – | 0.02 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $1M | – | 0.01 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $500K | – | 0.01 |
| Alpek SAB de CV (ALPEK SA DE CV) | Long | Debt | MX | $369K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $24M | – | 0.26 |
| Altria Group Inc | Long | Debt | US | $6M | – | 0.07 |
| Ameren Illinois Co | Long | Debt | US | $796K | – | 0.01 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $301K | – | 0.00 |
| American Electric Power Co Inc | Long | Debt | US | $134K | – | 0.00 |
| American Express Co | Long | Debt | US | $652K | – | 0.01 |
| American Municipal Power Inc (AMERICAN MUNI PWR-OHIO INC OH) | Long | Debt | US | $1M | – | 0.01 |
| American Tower Corp | Long | Debt | US | $10M | – | 0.10 |
| American Tower Corp | Long | Debt | US | $8M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $4M | – | 0.04 |
| American Transmission Systems Inc | Long | Debt | US | $694K | – | 0.01 |
| AmeriCredit Automobile Receivables Trust 2020-2 | Long | ABS-other | US | $198K | – | 0.00 |
| Ameriquest Mortgage Securities Inc Asset Back Ser 2004-R1 | Long | ABS-other | US | $85K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $6M | – | 0.06 |
| Amgen Inc | Long | Debt | US | $4M | – | 0.05 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $510K | – | 0.01 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $477K | – | 0.01 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $335K | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $4M | – | 0.04 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $204K | – | 0.00 |
| Aon Corp | Long | Debt | US | $199K | – | 0.00 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF2 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Arch Capital Finance LLC | Long | Debt | US | $861K | – | 0.01 |
| Arch Capital Group US Inc (ARCH CAPITAL GRP US INC) | Long | Debt | US | $1M | – | 0.01 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2004-W10 (Argent Securities Inc.) | Long | ABS-other | US | $206K | – | 0.00 |
| Ascension Health | Long | Debt | US | $2M | – | 0.02 |
| Ascension Health | Long | Debt | US | $661K | – | 0.01 |
| Ascension Health | Long | Debt | US | $263K | – | 0.00 |
| Assurant Commercial Mortgage Trust 2016-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| AT&T Inc | Long | Debt | US | $45M | – | 0.49 |
| AT&T Inc | Long | Debt | US | $16M | – | 0.17 |
| AT&T Inc | Long | Debt | US | $11M | – | 0.12 |
| AT&T Inc | Long | Debt | US | $8M | – | 0.09 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.04 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.02 |
| AT&T Inc | Long | Debt | US | $571K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $517K | – | 0.01 |
| Australia & New Zealand Banking Group Ltd/United Kingdom (AUST & NZ BANKING GRP/UK) | Long | Debt | AU | $736K | – | 0.01 |
| AutoNation Inc | Long | Debt | US | $2M | – | 0.02 |
| AutoNation Inc | Long | Debt | US | $770K | – | 0.01 |
| AutoZone Inc | Long | Debt | US | $425K | – | 0.00 |
| Auxilior Term Funding 2023-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $12M | – | 0.13 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $10M | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $10M | – | 0.10 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $8M | – | 0.09 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $6M | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $3M | – | 0.03 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $1M | – | 0.01 |
| BAE Systems PLC | Long | Debt | GB | $10M | – | 0.11 |
| BAE Systems PLC | Long | Debt | GB | $2M | – | 0.02 |
| Banc of America Funding 2006-I Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Banco do Brasil SA/Cayman (BANCO DO BRASIL (CAYMAN)) | Long | Debt | BR | $993K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $7M | – | 0.08 |
| Banco Santander SA | Long | Debt | ES | $6M | – | 0.07 |
| BANK 2017-BNK4 | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANK 2018-BNK13 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| BANK 2018-BNK13 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| BANK 2019-BNK18 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK 2021-BNK33 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BANK 2021-BNK34 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| BANK 2021-BNK36 | Long | ABS-mortgage backed security | US | $23M | – | 0.25 |
| BANK 2022-BNK43 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BANK 2022-BNK43 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| BANK 2022-BNK44 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $42M | – | 0.45 |
| Bank of America Corp | Long | Debt | US | $35M | – | 0.37 |
| Bank of America Corp | Long | Debt | US | $31M | – | 0.33 |
| Bank of America Corp | Long | Debt | US | $12M | – | 0.13 |
| Bank of America Corp | Long | Debt | US | $11M | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $10M | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $166K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $99K | – | 0.00 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $26M | – | 0.28 |
| BANK5 2023-5YR3 | Long | ABS-mortgage backed security | US | $21M | – | 0.23 |
| BANK5 2023-5YR4 | Long | ABS-mortgage backed security | US | $19M | – | 0.21 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Barclays Commercial Mortgage Trust 2019-C4 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| Barclays Commercial Mortgage Trust 2019-C5 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $902K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $32M | – | 0.35 |
| Barclays PLC | Long | Debt | GB | $9M | – | 0.10 |
| Barclays PLC | Long | Debt | GB | $9M | – | 0.10 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.01 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $367K | – | 0.00 |
| Barrick PD Australia Finance Pty Ltd (BARRICK PD AU FIN PTY LT) | Long | Debt | AU | $5M | – | 0.05 |
| BAT Capital Corp | Long | Debt | US | $8M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $4M | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $326K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $253K | – | 0.00 |
| BAT Capital Corp | Long | Debt | US | $57K | – | 0.00 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $10M | – | 0.11 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $2M | – | 0.02 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $5M | – | 0.05 |
| BayCare Health System Inc | Long | Debt | US | $1M | – | 0.01 |
| Bayer US Finance II LLC | Long | Debt | US | $19M | – | 0.20 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.02 |
| Bayer US Finance II LLC | Long | Debt | US | $523K | – | 0.01 |
| Bayview Financing Trust 2023-1F | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $9M | – | 0.09 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $2M | – | 0.03 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $953K | – | 0.01 |
| Bayview Opportunity Master Fund VII Trust 2024-CAR1F (BOF URSA FUNDING) | Long | ABS-other | US | $3M | – | 0.03 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $376K | – | 0.00 |
| BBCMS 2018-CHRS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BBCMS Mortgage Trust 2020-C6 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BBCMS Mortgage Trust 2021-C11 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $26M | – | 0.28 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| BBCMS Mortgage Trust 2023-5C23 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $31M | – | 0.34 |
| BBCMS Mortgage Trust 2023-C20 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $26M | – | 0.28 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $20M | – | 0.22 |
| Bear Stearns ARM Trust 2005-4 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Bear Stearns Asset Backed Securities Trust 2003-2 | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $928K | – | 0.01 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $6M | – | 0.06 |
| Bellemeade Re 2022-1 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | BM | $2M | – | 0.03 |
| Benchmark 2018-B1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Benchmark 2018-B3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Benchmark 2019-B13 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $899K | – | 0.01 |
| Benchmark 2020-B19 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Benchmark 2020-B20 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Benchmark 2021-B28 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Benchmark 2021-B29 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.26 |
| Benchmark 2023-B38 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.17 |
| Benchmark 2023-B38 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Benchmark 2023-B40 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $28M | – | 0.30 |
| Benchmark 2024-V6 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $2M | – | 0.02 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $193K | – | 0.00 |
| Berry Global Inc | Long | Debt | US | $9M | – | 0.10 |
| BFLD 2024-WRHS Mortgage Trust (BFLD Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $15M | – | 0.16 |
| BHP Billiton Finance USA Ltd (BHP BILLITON FIN USA LTD) | Long | Debt | AU | $15M | – | 0.16 |
| BMO 2022-C3 MORTGAGE TRUST (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BMO 2023-5C1 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $27M | – | 0.29 |
| BMO 2023-C6 MORTGAGE TRUST (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $35M | – | 0.37 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $21M | – | 0.23 |
| BNP Paribas SA | Long | Debt | FR | $7M | – | 0.08 |
| BNP Paribas SA | Long | Debt | FR | $6M | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $3M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $1M | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $301K | – | 0.00 |
| Boardwalk Pipelines LP | Long | Debt | US | $1M | – | 0.01 |
| BOC Aviation Ltd | Long | Debt | SG | $189K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $10M | – | 0.11 |
| Boeing Co/The | Long | Debt | US | $9M | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $587K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $457K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $116K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $94K | – | 0.00 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $984K | – | 0.01 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $597K | – | 0.01 |
| BP Capital Markets PLC | Long | Debt | GB | $2M | – | 0.03 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $358K | – | 0.00 |
| BPCE SA | Long | Debt | FR | $267K | – | 0.00 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| BPR Trust 2023-BRK2 | Long | ABS-mortgage backed security | US | $17M | – | 0.19 |
| BPR Trust 2023-BRK2 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Braskem Idesa SAPI | Long | Debt | MX | $152K | – | 0.00 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $5M | – | 0.05 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $4M | – | 0.05 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $563K | – | 0.01 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $4M | – | 0.05 |
| Brazos Securitization LLC (BRAZOS SECURITIZATN LLC) | Long | Debt | US | $201K | – | 0.00 |
| Brixmor Operating Partnership LP | Long | Debt | US | $13M | – | 0.14 |
| Brixmor Operating Partnership LP | Long | Debt | US | $4M | – | 0.05 |
| Brixmor Operating Partnership LP | Long | Debt | US | $3M | – | 0.04 |
| Brixmor Operating Partnership LP | Long | Debt | US | $2M | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $1M | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $13M | – | 0.14 |
| Broadcom Inc | Long | Debt | US | $10M | – | 0.11 |
| Broadcom Inc | Long | Debt | US | $4M | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $164K | – | 0.00 |
| Broadcom Inc | Long | Debt | US | $139K | – | 0.00 |
| Broadstone Net Lease LLC | Long | Debt | US | $4M | – | 0.04 |
| Brown University | Long | Debt | US | $7M | – | 0.08 |
| BX Commercial Mortgage Trust 2021-CIP (BX Trust) | Long | ABS-mortgage backed security | US | $31M | – | 0.33 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $23M | – | 0.25 |
| BX Trust 2022-VAMF | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| CAD/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CAD/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CAD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| CaixaBank SA | Long | Debt | ES | $15M | – | 0.16 |
| California Institute of Technology | Long | Debt | US | $188K | – | 0.00 |
| California Institute of Technology | Long | Debt | US | $110K | – | 0.00 |
| Cameron International Corp | Long | Debt | US | $1M | – | 0.01 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $3M | – | 0.03 |
| Canadian Natural Resources Ltd (CANADIAN NATL RESOURCES) | Long | Debt | CA | $3M | – | 0.03 |
| Canadian Pacific Railway Co | Long | Debt | CA | $3M | – | 0.03 |
| Cantor Commercial Real Estate Lending 2019-CF1 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $17M | – | 0.18 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| Capital One Financial Corp | Long | Debt | US | $16M | – | 0.17 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $11M | – | 0.12 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| CD 2018-CD7 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $10M | – | 0.10 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-314K | – | -0.00 | |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $5M | – | 0.05 |
| Celulosa Arauco y Constitucion SA (CELULOSA ARAUCO CONSTITU) | Long | Debt | CL | $224K | – | 0.00 |
| CEMEX Materials LLC | Long | Debt | US | $2M | – | 0.02 |
| Cencora Inc | Long | Debt | US | $463K | – | 0.00 |
| Cenovus Energy Inc | Long | Debt | CA | $6M | – | 0.06 |
| Cenovus Energy Inc | Long | Debt | CA | $635K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $586K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $253K | – | 0.00 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $17M | – | 0.18 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $462K | – | 0.00 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $413K | – | 0.00 |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL (CNTL AMR BOTTLING CORP) | Long | Debt | VG | $260K | – | 0.00 |
| CF Industries Inc | Long | Debt | US | $9M | – | 0.09 |
| CFCRE Commercial Mortgage Trust 2016-C6 | Long | ABS-mortgage backed security | US | $27M | – | 0.29 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| CFCRE Commercial Mortgage Trust 2017-C8 | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| CFCRE Commercial Mortgage Trust 2017-C8 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| CGMS Commercial Mortgage Trust 2017-B1 (Citigroup Commercial Mortgage) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $6M | – | 0.06 |
| Charles Schwab Corp/The | Long | Debt | US | $356K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8M | – | 0.09 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $7M | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $458K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $221K | – | 0.00 |
| Chase Auto Owner Trust 2022-A | Long | ABS-other | US | $1M | – | 0.01 |
| Chase Funding Trust Series 2003-1 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $88K | – | 0.00 |
| Chase Home Lending Mortgage Trust Series 2024-RPL2 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Chicago O'Hare International Airport (CHICAGO IL O'HARE INTERNATIONA) | Long | Debt | US | $349K | – | 0.00 |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue (CHICAGO IL TRANSIT AUTH SALES) | Long | Debt | US | $628K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2005-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $188K | – | 0.00 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.02 |
| CITGO Petroleum Corp | Long | Debt | US | $2M | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-GC29 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $21M | – | 0.23 |
| Citigroup Commercial Mortgage Trust 2015-GC31 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $24M | – | 0.26 |
| Citigroup COmmercial Mortgage Trust 2018-C6 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $24M | – | 0.26 |
| Citigroup Inc | Long | Debt | US | $22M | – | 0.23 |
| Citigroup Inc | Long | Debt | US | $15M | – | 0.16 |
| Citigroup Inc | Long | Debt | US | $14M | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $12M | – | 0.13 |
| Citigroup Inc | Long | Debt | US | $6M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $643K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $638K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $14K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2011-12 | Long | ABS-mortgage backed security | US | $365K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $680K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $27M | – | 0.29 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $873K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| City of Los Angeles Department of Airports (LOS ANGELES CA DEPT OF ARPTS) | Long | Debt | US | $4M | – | 0.05 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $940K | – | 0.01 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $161K | – | 0.00 |
| Cleveland Clinic Foundation/The | Long | Debt | US | $363K | – | 0.00 |
| CMS Energy Corp | Long | Debt | US | $1M | – | 0.01 |
| CNA Financial Corp | Long | Debt | US | $398K | – | 0.00 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $11M | – | 0.12 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $9M | – | 0.10 |
| CNH Industrial NV | Long | Debt | NL | $82K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $776K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $235K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $207K | – | 0.00 |
| Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp (COLORADO INT GAS CO/ISS) | Long | Debt | US | $7M | – | 0.08 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $25M | – | 0.27 |
| Comcast Corp | Long | Debt | US | $18M | – | 0.20 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.04 |
| Comision Federal de Electricidad | Long | Debt | MX | $7M | – | 0.07 |
| Comision Federal de Electricidad | Long | Debt | MX | $4M | – | 0.04 |
| Comision Federal de Electricidad | Long | Debt | MX | $2M | – | 0.02 |
| Comision Federal de Electricidad | Long | Debt | MX | $195K | – | 0.00 |
| COMM 2014-CCRE17 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COMM 2015-CCRE22 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| COMM 2015-CCRE26 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.17 |
| COMM 2015-CCRE26 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| COMM 2015-LC23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $27M | – | 0.30 |
| COMM 2015-LC23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| COMM 2015-PC1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| COMM 2016-COR1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $18M | – | 0.20 |
| COMM 2016-CR28 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| CommonSpirit Health | Long | Debt | US | $8M | – | 0.09 |
| Commonwealth Edison Co | Long | Debt | US | $906K | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $774K | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $602K | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $361K | – | 0.00 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Connecticut Avenue Securities Trust 2022-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $792K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Connecticut Avenue Securities Trust 2022-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| Connecticut Avenue Securities Trust 2023-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $522K | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $492K | – | 0.01 |
| ConocoPhillips Co (CONOCOPHILLIPS COMPANY) | Long | Debt | US | $149K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $781K | – | 0.01 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $203K | – | 0.00 |
| Continental Resources Inc/OK | Long | Debt | US | $691K | – | 0.01 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $12M | – | 0.13 |
| COPT Defense Properties LP (COPT DEFENSE PROP LP) | Long | Debt | US | $1M | – | 0.01 |
| Corebridge Financial Inc | Long | Debt | US | $165K | – | 0.00 |
| Corebridge Financial Inc | Long | Debt | US | $61K | – | 0.00 |
| Corebridge Financial Inc | Long | Debt | US | $22K | – | 0.00 |
| Corp Andina de Fomento | Long | Debt | $1M | – | 0.01 | |
| Cox Communications Inc | Long | Debt | US | $20M | – | 0.22 |
| Cox Communications Inc | Long | Debt | US | $3M | – | 0.04 |
| Cox Communications Inc | Long | Debt | US | $842K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $5M | – | 0.05 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $8M | – | 0.08 |
| Credit Suisse Group AG | Long | Debt | CH | $7M | – | 0.08 |
| Credit Suisse Group AG | Long | Debt | CH | $1M | – | 0.01 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $5K | – | 0.00 |
| Crown Castle Inc | Long | Debt | US | $24M | – | 0.26 |
| Crown Castle Inc | Long | Debt | US | $12M | – | 0.13 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| CSAIL 2019-C15 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $26M | – | 0.28 |
| CSMC 2020-RPL5 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSMC 2022-JR1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| CSMC Trust 2016-NXSR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Curators of the University of Missouri/The (CURATORS OF THE UNIV OF MISSOU) | Long | Debt | US | $142K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $16M | – | 0.17 |
| CVS Health Corp | Long | Debt | US | $15M | – | 0.16 |
| CWABS Asset-Backed Certificates Trust 2004-BC4 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $62K | – | 0.00 |
| Dallas Fort Worth International Airport (DALLAS-FORT WORTH TX INTERNATI) | Long | Debt | US | $582K | – | 0.01 |
| Danske Bank A/S | Long | Debt | DK | $17M | – | 0.18 |
| DBGS 2018-BIOD Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| DBJPM 2016-C3 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| DBJPM 2017-C6 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| DBJPM 2017-C6 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| DBWF 2016-85T Mortgage Trust (DBWF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DCP Midstream Operating LP | Long | Debt | US | $8M | – | 0.09 |
| DCP Midstream Operating LP | Long | Debt | US | $4M | – | 0.05 |
| DCP Midstream Operating LP | Long | Debt | US | $2M | – | 0.02 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $17M | – | 0.18 | |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $728K | – | 0.01 | |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $13M | – | 0.14 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $11M | – | 0.12 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $5M | – | 0.06 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $814K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $3M | – | 0.03 |
| Diamondback Energy Inc | Long | Debt | US | $30M | – | 0.32 |
| Diamondback Energy Inc | Long | Debt | US | $25M | – | 0.27 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $99K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $2K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.99 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.58 | – | 0.00 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | $2M | – | 0.02 | |
| DIGICEL INTL FIN LTD | Long | Equity-common | US | $603K | 57K | 0.01 |
| DIGICEL INTL FIN LTD Common Equity | Long | Equity-common | US | $780K | 313K | 0.01 |
| Digicel Midco Ltd / Difl US II LLC (DIG MIDCO/DIFL US II LLC) | Long | Debt | LC | $6M | – | 0.06 |
| Discover Bank | Long | Debt | US | $3M | – | 0.03 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $4M | – | 0.04 |
| District of Columbia Water & Sewer Authority (DIST OF COLUMBIA WTR & SWR AUT) | Long | Debt | US | $496K | – | 0.01 |
| DLLTD PIK-TERM B 1L USD (DIGICEL INTERNATIONAL FINANCE) | Long | Loan | LC | $985K | – | 0.01 |
| Dollar Tree Inc | Long | Debt | US | $3M | – | 0.03 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Dominican Republic International Bond | Long | Debt | DO | $13M | – | 0.14 |
| Dominican Republic International Bond | Long | Debt | DO | $3M | – | 0.03 |
| Dominican Republic International Bond | Long | Debt | DO | $1M | – | 0.02 |
| Dominican Republic International Bond | Long | Debt | DO | $565K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $538K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $534K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $502K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $468K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $410K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $234K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $155K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $147K | – | 0.00 |
| Dominion Energy Inc | Long | Debt | US | $384K | – | 0.00 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $5M | – | 0.05 |
| DP World Ltd/United Arab Emirates (DP WORLD PLC) | Long | Debt | AE | $1M | – | 0.02 |
| DTE Energy Co | Long | Debt | US | $3M | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $7M | – | 0.08 |
| Duke Energy Corp | Long | Debt | US | $1M | – | 0.01 |
| Duke Energy Indiana LLC | Long | Debt | US | $3M | – | 0.04 |
| Duke Energy Ohio Inc | Long | Debt | US | $3M | – | 0.04 |
| Duke Energy Progress LLC | Long | Debt | US | $511K | – | 0.01 |
| Duke University | Long | Debt | US | $3M | – | 0.03 |
| DuPont de Nemours Inc | Long | Debt | US | $685K | – | 0.01 |
| DuPont de Nemours Inc | Long | Debt | US | $673K | – | 0.01 |
| Eagle RE 2021-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $511K | – | 0.01 |
| Eagle RE 2023-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $3M | – | 0.03 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $139K | – | 0.00 |
| Eastman Chemical Co | Long | Debt | US | $847K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $12M | – | 0.13 |
| Ecopetrol SA | Long | Debt | CO | $7M | – | 0.07 |
| Ecopetrol SA | Long | Debt | CO | $4M | – | 0.04 |
| Elevance Health Inc | Long | Debt | US | $5M | – | 0.06 |
| ELFI Graduate Loan Program 2020-A LLC (ELFI Graduate Loan Program LLC) | Long | ABS-other | US | $2M | – | 0.02 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $884K | – | 0.01 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $468K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $16M | – | 0.17 |
| Enbridge Inc | Long | Debt | CA | $3M | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $114K | – | 0.00 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $280K | – | 0.00 |
| Energean Israel Finance Ltd | Long | Debt | IL | $7M | – | 0.08 |
| Energean Israel Finance Ltd | Long | Debt | IL | $3M | – | 0.04 |
| Energean Israel Finance Ltd | Long | Debt | IL | $118K | – | 0.00 |
| Energean PLC | Long | Debt | GB | $274K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $18M | – | 0.19 |
| Energy Transfer LP | Long | Debt | US | $13M | – | 0.14 |
| Energy Transfer LP | Long | Debt | US | $8M | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $5M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $239K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $206K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $199K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $65K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $2M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $12M | – | 0.13 |
| Enterprise Products Operating LLC | Long | Debt | US | $832K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $556K | – | 0.01 |
| Equate Petrochemical BV | Long | Debt | NL | $1M | – | 0.01 |
| Equifax Inc | Long | Debt | US | $12M | – | 0.13 |
| EquiFirst Mortgage Loan Trust 2004-1 | Long | ABS-mortgage backed security | US | $500K | – | 0.01 |
| Equinor ASA | Long | Debt | NO | $4M | – | 0.04 |
| Equinor ASA | Long | Debt | NO | $232K | – | 0.00 |
| ERAC USA Finance LLC | Long | Debt | US | $34M | – | 0.36 |
| ERAC USA Finance LLC | Long | Debt | US | $12M | – | 0.13 |
| ERAC USA Finance LLC | Long | Debt | US | $3M | – | 0.04 |
| ERAC USA Finance LLC | Long | Debt | US | $2M | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $543K | – | 0.01 |
| Escambia County Health Facilities Authority (ESCAMBIA CNTY FL HLTH FACS AUT) | Long | Debt | US | $24K | – | 0.00 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $12M | – | 0.13 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $4M | – | 0.04 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $3M | – | 0.03 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $2M | – | 0.02 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $199K | – | 0.00 |
| EUR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $2M | – | 0.02 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $74K | – | 0.00 | |
| EUR/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| EUR/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-317K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-144K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-231K | – | -0.00 | |
| Everest Reinsurance Holdings Inc (EVEREST REINSURANCE HLDG) | Long | Debt | US | $2M | – | 0.02 |
| Evergy Kansas Central Inc | Long | Debt | US | $9M | – | 0.10 |
| Evergy Metro Inc | Long | Debt | US | $725K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $769K | – | 0.01 |
| Exeter Automobile Receivables Trust 2020-3 | Long | ABS-other | US | $24K | – | 0.00 |
| Exeter Automobile Receivables Trust 2021-3 | Long | ABS-other | US | $16M | – | 0.17 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $1M | – | 0.01 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $402K | – | 0.00 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $307K | – | 0.00 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $15M | – | 0.17 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $3M | – | 0.03 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $2M | – | 0.02 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $811K | – | 0.01 |
| Falabella SA (SACI FALABELLA) | Long | Debt | CL | $197K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $104M | – | 1.12 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $34M | – | 0.37 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $17M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128M | – | 1.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83M | – | 0.89 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75M | – | 0.81 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70M | – | 0.75 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54M | – | 0.59 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51M | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50M | – | 0.54 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.36 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.33 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $959K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $907K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $850K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $827K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $789K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $711K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $707K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $674K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $608K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $578K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $524K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $489K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $445K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $378K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $306K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $299K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $246K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $680K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $563K | – | 0.01 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $269K | – | 0.00 |
| Fermaca Enterprises S de RL de CV (FERMACA ENTERPRISES S RL) | Long | Debt | MX | $2M | – | 0.02 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $3M | – | 0.03 |
| Fifth Third Bancorp | Long | Debt | US | $4M | – | 0.04 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA1 | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $3M | – | 0.03 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $2M | – | 0.03 |
| FirstEnergy Transmission LLC | Long | Debt | US | $653K | – | 0.01 |
| FirstEnergy Transmission LLC | Long | Debt | US | $122K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $15M | – | 0.16 |
| Fiserv Inc | Long | Debt | US | $5M | – | 0.06 |
| Florida Gas Transmission Co LLC | Long | Debt | US | $5M | – | 0.06 |
| Florida Gas Transmission Co LLC | Long | Debt | US | $3M | – | 0.03 |
| Florida Power & Light Co | Long | Debt | US | $6M | – | 0.07 |
| Flowserve Corp (FLOWSERVE CORPORATION) | Long | Debt | US | $3M | – | 0.04 |
| FMC Corp | Long | Debt | US | $20M | – | 0.21 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $4M | – | 0.04 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $13M | – | 0.14 |
| Ford Credit Auto Owner Trust 2021-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $1M | – | 0.02 |
| Ford Credit Auto Owner Trust 2021-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $2M | – | 0.02 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $5M | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $9M | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.03 |
| Freddie Mac Coupon Strips | Long | Debt | US | $193K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $522K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $283K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $761K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $662K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $553K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $389K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $492.12 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $73M | – | 0.78 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $55M | – | 0.60 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $50M | – | 0.54 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49M | – | 0.53 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.37 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $32M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $972K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $967K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $913K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $892K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $856K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $808K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $632K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $531K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $568K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-2 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-4 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac STACR Debt Notes 2015-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Freddie Mac Stacr Remic Trust 2020-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $894K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-HQA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $596K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $720K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $17M | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Freeport Indonesia PT | Long | Debt | ID | $3M | – | 0.03 |
| FREMF 17-K68 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GBP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $171K | – | 0.00 | |
| GBP/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| General Motors Co | Long | Debt | US | $11M | – | 0.12 |
| General Motors Co | Long | Debt | US | $4M | – | 0.04 |
| General Motors Co | Long | Debt | US | $3M | – | 0.03 |
| General Motors Co | Long | Debt | US | $21K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $11M | – | 0.12 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $863K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $260K | – | 0.00 |
| GENM Capital Labuan Ltd | Long | Debt | MY | $269K | – | 0.00 |
| Genuine Parts Co | Long | Debt | US | $5M | – | 0.06 |
| Georgetown University/The | Long | Debt | US | $3M | – | 0.03 |
| Georgetown University/The | Long | Debt | US | $173K | – | 0.00 |
| Georgia-Pacific LLC | Long | Debt | US | $1M | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19M | – | 0.20 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-23M | – | -0.25 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78M | – | 0.85 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39M | – | 0.42 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38M | – | 0.40 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33M | – | 0.36 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32M | – | 0.34 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27M | – | 0.29 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26M | – | 0.28 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20M | – | 0.22 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $874K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $645K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $450K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $2M | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $232K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $65K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $12M | – | 0.13 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $4M | – | 0.04 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $457K | – | 0.00 |
| Gohl Capital Ltd | Long | Debt | IM | $2M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $71M | – | 0.76 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $42M | – | 0.45 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $13M | – | 0.14 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $9M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $583K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $428K | – | 0.00 |
| Goodleap Sustainable Home Solutions Trust 2023-3 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $2M | – | 0.02 |
| Goodleap Sustainable Home Solutions Trust 2023-4 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $6M | – | 0.06 |
| GoodLeap Sustainable Home Solutions Trust 2024-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $10M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Greenpoint Mortgage Pass-Through Certificates | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| GS Mortgage Securities Corportation Trust 2021-IP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $840K | – | 0.01 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GS Mortgage Securities Trust 2014-GC26 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GS Mortgage Securities Trust 2015-GS1 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| GS Mortgage Securities Trust 2016-GS3 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $17M | – | 0.18 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| GS Mortgage Securities Trust 2018-GS10 | Long | ABS-mortgage backed security | US | $16M | – | 0.17 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $15M | – | 0.16 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| GS Mortgage Securities Trust 2020-GC47 | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $816K | – | 0.01 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Gulfstream Natural Gas System LLC | Long | Debt | US | $627K | – | 0.01 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $3M | – | 0.03 |
| Haleon US Capital LLC | Long | Debt | US | $224K | – | 0.00 |
| HarborView Mortgage Loan Trust 2005-1 | Long | ABS-mortgage backed security | US | $708K | – | 0.01 |
| HCA Inc | Long | Debt | US | $10M | – | 0.11 |
| HCA Inc | Long | Debt | US | $1M | – | 0.02 |
| HCA Inc | Long | Debt | US | $367K | – | 0.00 |
| HCA Inc | Long | Debt | US | $88K | – | 0.00 |
| HCA Inc | Long | Debt | US | $42K | – | 0.00 |
| Health & Educational Facilities Authority of the State of Missouri (MISSOURI ST HLTH & EDUCTNL FAC) | Long | Debt | US | $4M | – | 0.04 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $11M | – | 0.11 |
| Healthpeak OP LLC | Long | Debt | US | $26M | – | 0.28 |
| Healthpeak OP LLC | Long | Debt | US | $3M | – | 0.03 |
| Helmerich & Payne Inc | Long | Debt | US | $4M | – | 0.05 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $14M | – | 0.16 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $456K | – | 0.00 |
| Hertz Vehicle Financing LLC | Long | ABS-other | US | $2M | – | 0.02 |
| Highwoods Realty LP | Long | Debt | US | $1M | – | 0.01 |
| Home Equity Asset Trust | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $518K | – | 0.01 |
| Home RE 2021-2 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $3M | – | 0.03 |
| Host Hotels & Resorts LP | Long | Debt | US | $4M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $447K | – | 0.00 |
| HSBC Holdings PLC | Long | Debt | GB | $289K | – | 0.00 |
| HSBC Holdings PLC | Long | Debt | GB | $187K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $279K | – | 0.00 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $27M | – | 0.29 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 (The Huntington National Bank) | Long | ABS-other | US | $2M | – | 0.02 |
| Huntsman International LLC | Long | Debt | US | $2M | – | 0.02 |
| Hydro-Quebec | Long | Debt | CA | $383K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $12M | – | 0.12 |
| Hyundai Capital America | Long | Debt | US | $120K | – | 0.00 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $3M | – | 0.04 |
| Indiana University Health Inc Obligated Group (INDIANA UNIV HEALTH INC) | Long | Debt | US | $886K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $12M | – | 0.13 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $4M | – | 0.05 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $3M | – | 0.03 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.02 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $1M | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $804K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $289K | – | 0.00 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $274K | – | 0.00 |
| ING Groep NV | Long | Debt | NL | $655K | – | 0.01 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $687K | – | 0.01 | |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $4M | – | 0.04 |
| Inversiones CMPC SA | Long | Debt | CL | $1M | – | 0.02 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $793K | – | 0.01 |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.02 | |
| Israel Electric Corp Ltd | Long | Debt | IL | $2M | – | 0.02 |
| Ivory Coast Government International Bond | Long | Debt | CI | $7M | – | 0.07 |
| Ivory Coast Government International Bond | Long | Debt | CI | $3M | – | 0.03 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $16M | – | 0.17 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $3M | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $193K | – | 0.00 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $100K | – | 0.00 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $4M | – | 0.04 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $256K | – | 0.00 |
| Johns Hopkins University | Long | Debt | US | $524K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2018-WPT | Long | ABS-mortgage backed security | US | $37M | – | 0.40 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $9M | – | 0.10 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $1M | – | 0.01 |
| JP Morgan Mortgage Trust 2024-HE2 | Long | ABS-other | US | $2M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2014-C22 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2015-C30 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| JPMBB Commercial Mortgage Securities Trust 2016-C1 | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7 | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $70M | – | 0.76 |
| JPMorgan Chase & Co | Long | Debt | US | $51M | – | 0.55 |
| JPMorgan Chase & Co | Long | Debt | US | $18M | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $16M | – | 0.17 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $638K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $629K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $550K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $532K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $384K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $189K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $98K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $82K | – | 0.00 |
| JPMorgan Chase Bank NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $215K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $3M | – | 0.04 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $400K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $110K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $39K | – | 0.00 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $19K | – | 0.00 |
| Kaiser Foundation Hospitals | Long | Debt | US | $3M | – | 0.03 |
| Kaiser Foundation Hospitals | Long | Debt | US | $697K | – | 0.01 |
| Kaiser Foundation Hospitals | Long | Debt | US | $57K | – | 0.00 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $328K | – | 0.00 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $194K | – | 0.00 |
| KeySpan Gas East Corp | Long | Debt | US | $131K | – | 0.00 |
| Kimco Realty OP LLC | Long | Debt | US | $5M | – | 0.06 |
| Kimco Realty OP LLC | Long | Debt | US | $4M | – | 0.04 |
| Kimco Realty OP LLC | Long | Debt | US | $2M | – | 0.02 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $4M | – | 0.04 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $453K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $170K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $5M | – | 0.06 |
| Kinder Morgan Inc | Long | Debt | US | $2M | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $504K | – | 0.01 |
| Kinross Gold Corp | Long | Debt | CA | $52M | – | 0.56 |
| Kinross Gold Corp | Long | Debt | CA | $897K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $3M | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $2M | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $1M | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $815K | – | 0.01 |
| Laurel Road Prime Student Loan Trust 2018-C | Long | ABS-other | US | $2M | – | 0.02 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $161K | – | 0.00 |
| LCCM 2017-LC26 (Ladder Capital Commercial Mort) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Legacy Mortgage Asset Trust 2019-PR1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Leidos Inc | Long | Debt | US | $9M | – | 0.10 |
| Leidos Inc | Long | Debt | US | $4M | – | 0.04 |
| Leidos Inc | Long | Debt | US | $2M | – | 0.02 |
| Leland Stanford Junior University/The (STANFORD UNIVERSITY) | Long | Debt | US | $1M | – | 0.01 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $187K | – | 0.00 |
| Lendmark Funding Trust 2021-1 | Long | ABS-other | US | $4M | – | 0.04 |
| Level 3 Financing Inc | Long | Debt | US | $13M | – | 0.14 |
| Level 3 Financing Inc | Long | Debt | US | $4M | – | 0.04 |
| Level 3 Financing Inc | Long | Debt | US | $3M | – | 0.04 |
| Level 3 Financing Inc | Long | Debt | US | $779K | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $419K | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $683K | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $682K | – | 0.01 |
| Leviathan Bond Ltd | Long | Debt | IL | $1M | – | 0.01 |
| Liberty Mutual Group Inc | Long | Debt | US | $26M | – | 0.28 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $85K | – | 0.00 |
| Lincoln National Corp | Long | Debt | US | $2M | – | 0.02 |
| Lincoln National Corp | Long | Debt | US | $746K | – | 0.01 |
| LSF11 Boson Investments Sarl Compartment 2 (European Residential Loan Secu) | Long | ABS-other | LU | $1M | – | 0.01 |
| LUMEN TEC 06/01/28 | Long | Loan | US | $162K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $155K | – | 0.00 |
| LUMEN TECHNOLOGIES INC | Long | Loan | US | $155K | – | 0.00 |
| LYB International Finance BV (LYB INTL FINANCE BV) | Long | Debt | NL | $1M | – | 0.01 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $7M | – | 0.08 |
| Marathon Petroleum Corp | Long | Debt | US | $16M | – | 0.17 |
| Marathon Petroleum Corp | Long | Debt | US | $116K | – | 0.00 |
| Mariner Finance Issuance Trust 2020-A | Long | ABS-other | US | $79K | – | 0.00 |
| Markel Group Inc | Long | Debt | US | $1M | – | 0.01 |
| Markel Group Inc | Long | Debt | US | $223K | – | 0.00 |
| Marriott International Inc/MD | Long | Debt | US | $8M | – | 0.08 |
| Marriott International Inc/MD | Long | Debt | US | $2M | – | 0.02 |
| Marriott International Inc/MD | Long | Debt | US | $2M | – | 0.02 |
| Mars Inc | Long | Debt | US | $663K | – | 0.01 |
| Marvell Technology Inc | Long | Debt | US | $8M | – | 0.09 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $3M | – | 0.03 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $712K | – | 0.01 |
| Mastr Asset Backed Securities Trust 2004-OPT2 | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2004-WMC2 | Long | ABS-mortgage backed security | US | $269K | – | 0.00 |
| Mayo Clinic | Long | Debt | US | $1M | – | 0.02 |
| Mayo Clinic | Long | Debt | US | $1M | – | 0.01 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $745K | – | 0.01 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $298K | – | 0.00 |
| Memorial Sloan-Kettering Cancer Center | Long | Debt | US | $3M | – | 0.03 |
| Merrill Lynch Mortgage Investors Trust Series 2003-OPT1 | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2003-WMC3 | Long | ABS-other | US | $104K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC3 | Long | ABS-other | US | $223K | – | 0.00 |
| Methodist Hospital/The | Long | Debt | US | $2M | – | 0.02 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $2M | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $17M | – | 0.18 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $3M | – | 0.03 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $2M | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $2M | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $422K | – | 0.00 |
| Mexico Generadora de Energia S de rl | Long | Debt | MX | $1M | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.02 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $860K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $467K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $393K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $388K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $208K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $201K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $199K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $81K | – | 0.00 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $10M | – | 0.11 |
| MHP 2022-MHIL (Merit) | Long | ABS-mortgage backed security | US | $5M | – | 0.06 |
| Michigan Finance Authority (MICHIGAN ST FIN AUTH REVENUE) | Long | Debt | US | $2M | – | 0.02 |
| Michigan State University (MICHIGAN ST UNIV REVENUES) | Long | Debt | US | $5M | – | 0.05 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $3M | – | 0.03 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $222K | – | 0.00 |
| Mizuho Financial Group Inc | Long | Debt | JP | $18M | – | 0.19 |
| Mizuho Financial Group Inc | Long | Debt | JP | $11M | – | 0.11 |
| MMAF Equipment Finance LLC 2019-B | Long | ABS-other | US | $7M | – | 0.07 |
| Montefiore Obligated Group (MONTEFIORE OBLIGATED GRP) | Long | Debt | US | $564K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $76M | – | 0.82 |
| Morgan Stanley | Long | Debt | US | $26M | – | 0.28 |
| Morgan Stanley | Long | Debt | US | $17M | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.08 |
| Morgan Stanley | Long | Debt | US | $6M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $661K | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2003-NC10 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2003-NC7 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Morgan Stanley Capital I 2017-HR2 (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Morgan Stanley Capital I Trust 2016-BNK2 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust 2016-UBS12 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Morgan Stanley Capital I Trust 2016-UBS12 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $24M | – | 0.26 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust 2021-L5 | Long | ABS-mortgage backed security | US | $3M | – | 0.04 |
| Morgan Stanley Capital I Trust 2021-L6 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Morgan Stanley Capital I Trust 2021-L7 | Long | ABS-mortgage backed security | US | $13M | – | 0.14 |
| MPLX LP | Long | Debt | US | $11M | – | 0.11 |
| MPLX LP | Long | Debt | US | $6M | – | 0.06 |
| MPLX LP | Long | Debt | US | $2M | – | 0.02 |
| MPLX LP | Long | Debt | US | $946K | – | 0.01 |
| MPLX LP | Long | Debt | US | $746K | – | 0.01 |
| Municipal Electric Authority of Georgia (MUNI ELEC AUTH OF GEORGIA) | Long | Debt | US | $2M | – | 0.02 |
| MV24 Capital BV | Long | Debt | NL | $150K | – | 0.00 |
| Mylan Inc | Long | Debt | US | $2M | – | 0.02 |
| Narragansett Electric Co/The | Long | Debt | US | $680K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2020-D (Navient Student Loan Trust) | Long | ABS-other | US | $266K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2020-G (Navient Student Loan Trust) | Long | ABS-other | US | $391K | – | 0.00 |
| NBN Co Ltd | Long | Debt | AU | $3M | – | 0.03 |
| New Jersey Economic Development Authority (NEW JERSEY ST ECON DEV AUTH LE) | Long | Debt | US | $187K | – | 0.00 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $3M | – | 0.03 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $646K | – | 0.01 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| New York and Presbyterian Hospital/The (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $4M | – | 0.04 |
| New York and Presbyterian Hospital/The (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $680K | – | 0.01 |
| New York City Municipal Water Finance Authority (NEW YORK CITY NY MUNI WTR FIN) | Long | Debt | US | $691K | – | 0.01 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $414K | – | 0.00 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $2M | – | 0.02 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $2M | – | 0.02 |
| Newday Funding Master Issuer PLC - Series 2021-3 | Long | ABS-other | GB | $10M | – | 0.11 |
| Newmont Corp | Long | Debt | US | $15M | – | 0.16 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $18M | – | 0.19 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $4M | – | 0.05 |
| NiSource Inc | Long | Debt | US | $164K | – | 0.00 |
| Nomura Holdings Inc | Long | Debt | JP | $7M | – | 0.08 |
| Nomura Holdings Inc | Long | Debt | JP | $1M | – | 0.01 |
| Nordson Corp | Long | Debt | US | $3M | – | 0.03 |
| Northern Natural Gas Co | Long | Debt | US | $2M | – | 0.02 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $1M | – | 0.01 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $407K | – | 0.00 |
| Northwestern University | Long | Debt | US | $2M | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $3M | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $2M | – | 0.03 |
| NTPC Ltd | Long | Debt | IN | $834K | – | 0.01 |
| Nutrien Ltd | Long | Debt | CA | $8M | – | 0.09 |
| Nuveen LLC | Long | Debt | US | $7M | – | 0.07 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $3M | – | 0.03 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $452K | – | 0.00 | |
| NYU Langone Hospitals | Long | Debt | US | $9M | – | 0.09 |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $198K | – | 0.00 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $6M | – | 0.07 |
| OBX 2018-1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $841K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $5M | – | 0.05 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $1M | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $470K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $315K | – | 0.00 |
| Oglethorpe Power Corp | Long | Debt | US | $500K | – | 0.01 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $944K | – | 0.01 |
| Ohio State University/The (OHIO ST UNIV) | Long | Debt | US | $2M | – | 0.02 |
| OhioHealth Corp | Long | Debt | US | $171K | – | 0.00 |
| ONE 2021-PARK Mortgage Trust (ONE Park Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $8M | – | 0.09 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $584K | – | 0.01 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.02 |
| OneMain Direct Auto Receivables Trust 2021-1 | Long | ABS-other | US | $1M | – | 0.01 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $9M | – | 0.09 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $7M | – | 0.07 |
| OneMain Financial Issuance Trust 2022-2 | Long | ABS-other | US | $2M | – | 0.02 |
| OneMain Financial Issuance Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.03 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $17M | – | 0.18 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $6M | – | 0.06 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $4M | – | 0.04 |
| Onemain Financial Issuance Trust 2024-1 | Long | ABS-other | US | $15M | – | 0.16 |
| ONEOK Inc | Long | Debt | US | $17M | – | 0.18 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $957K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $894K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $855K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $712K | – | 0.01 |
| ONEOK Partners LP | Long | Debt | US | $4M | – | 0.05 |
| Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR) | Long | Debt | CA | $3M | – | 0.04 |
| OPG Trust 2021-PORT | Long | ABS-mortgage backed security | US | $17M | – | 0.18 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| Option One Mortgage Accept Corp Asset Back Certs Ser 2003 5 (Option One Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $12M | – | 0.13 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $76K | – | 0.00 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $1M | – | 0.01 |
| Orbia Advance Corp SAB de CV | Long | Debt | MX | $1M | – | 0.01 |
| Orlando Health Obligated Group (ORLANDO HEALTH OBL GRP) | Long | Debt | US | $2M | – | 0.02 |
| Owens Corning | Long | Debt | US | $751K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $11M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $6M | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $677K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $333K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $139K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $6M | – | 0.07 |
| PacifiCorp | Long | Debt | US | $5M | – | 0.05 |
| PacifiCorp | Long | Debt | US | $2M | – | 0.02 |
| PacifiCorp | Long | Debt | US | $2M | – | 0.02 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $1M | – | 0.01 |
| PeaceHealth Obligated Group | Long | Debt | US | $132K | – | 0.00 |
| PECO Energy Co | Long | Debt | US | $2M | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $812K | – | 0.01 |
| Pennsylvania State University/The (PENNSYLVANIA ST UNIV) | Long | Debt | US | $130K | – | 0.00 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $3M | – | 0.03 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $1M | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $21M | – | 0.23 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $212K | – | 0.00 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $2M | – | 0.02 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $717K | – | 0.01 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $165K | – | 0.00 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $110K | – | 0.00 |
| Petrobras Global Finance BV | Long | Debt | NL | $5M | – | 0.05 |
| Petrobras Global Finance BV | Long | Debt | NL | $4M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $8M | – | 0.09 |
| Petroleos Mexicanos | Long | Debt | MX | $8M | – | 0.09 |
| Petroleos Mexicanos | Long | Debt | MX | $6M | – | 0.06 |
| Petroleos Mexicanos | Long | Debt | MX | $5M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $5M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $481K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $191K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $130K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $102K | – | 0.00 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $225M | 225M | 2.43 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $35M | – | 0.38 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.01 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $1M | – | 0.01 |
| Phillips 66 Co | Long | Debt | US | $972K | – | 0.01 |
| Piedmont Healthcare Inc | Long | Debt | US | $2M | – | 0.02 |
| Piedmont Healthcare Inc | Long | Debt | US | $1M | – | 0.01 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $2M | – | 0.02 |
| Pilgrim's Pride Corp | Long | Debt | US | $8M | – | 0.08 |
| Pilgrim's Pride Corp | Long | Debt | US | $7M | – | 0.07 |
| Pilgrim's Pride Corp | Long | Debt | US | $3M | – | 0.03 |
| Pioneer Natural Resources Co | Long | Debt | US | $7M | – | 0.08 |
| Pioneer Natural Resources Co | Long | Debt | US | $5M | – | 0.06 |
| Pioneer Natural Resources Co | Long | Debt | US | $1M | – | 0.02 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $281K | – | 0.00 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $37K | – | 0.00 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| PMT Credit Risk Transfer Trust 2024-2R | Long | ABS-mortgage backed security | US | $19M | – | 0.21 |
| PMT Issuer Trust - FMSR (Pnmac Gmsr Issuer Trust) | Long | ABS-mortgage backed security | US | $24M | – | 0.26 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $11M | – | 0.12 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $4M | – | 0.05 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $824K | – | 0.01 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $343K | – | 0.00 |
| Power Finance Corp Ltd | Long | Debt | IN | $2M | – | 0.02 |
| Power Finance Corp Ltd | Long | Debt | IN | $1M | – | 0.01 |
| Power Finance Corp Ltd | Long | Debt | IN | $348K | – | 0.00 |
| Power Finance Corp Ltd | Long | Debt | IN | $229K | – | 0.00 |
| Power Finance Corp Ltd | Long | Debt | IN | $205K | – | 0.00 |
| Presbyterian Healthcare Services (PRESBYTERIAN HEALTHC SER) | Long | Debt | US | $902K | – | 0.01 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $764K | – | 0.01 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $759K | – | 0.01 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $86K | – | 0.00 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $71K | – | 0.00 |
| Prosus NV | Long | Debt | NL | $2M | – | 0.02 |
| Prosus NV | Long | Debt | NL | $177K | – | 0.00 |
| Prosus NV | Long | Debt | NL | $177K | – | 0.00 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $19M | – | 0.21 |
| PRPM 2024-RPL2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue (PUERTO RICO SALES TAX FING COR) | Long | Debt | US | $750K | – | 0.01 |
| Puget Energy Inc | Long | Debt | US | $5M | – | 0.06 |
| Quest Diagnostics Inc | Long | Debt | US | $2M | – | 0.02 |
| Quest Diagnostics Inc | Long | Debt | US | $2M | – | 0.02 |
| Quest Diagnostics Inc | Long | Debt | US | $1M | – | 0.01 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $6M | – | 0.06 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $38K | – | 0.00 |
| Rathlin Residential 2021-1 DAC | Long | ABS-other | IE | $5M | – | 0.06 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $4M | – | 0.05 |
| Realty Income Corp | Long | Debt | US | $16M | – | 0.18 |
| Realty Income Corp | Long | Debt | US | $8M | – | 0.09 |
| Realty Income Corp | Long | Debt | US | $8M | – | 0.08 |
| Realty Income Corp | Long | Debt | US | $4M | – | 0.04 |
| Realty Income Corp | Long | Debt | US | $3M | – | 0.03 |
| Realty Income Corp | Long | Debt | US | $3M | – | 0.03 |
| Regal Rexnord Corp | Long | Debt | US | $6M | – | 0.06 |
| Regal Rexnord Corp | Long | Debt | US | $75K | – | 0.00 |
| Regional Management Issuance Trust 2022-1 | Long | ABS-other | US | $6M | – | 0.07 |
| Regional Transportation District Sales Tax Revenue (REGL TRANSPRTN DIST CO SALES T) | Long | Debt | US | $998K | – | 0.01 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $28M | – | 0.30 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $178K | – | 0.00 |
| Resolution Funding Corp Principal Strip (RFC PRINCIPAL STRIP) | Long | Debt | US | $69K | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $6M | – | 0.07 |
| Reynolds American Inc | Long | Debt | US | $427K | – | 0.00 |
| RFMSI Series 2003-S9 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Rogers Communications Inc | Long | Debt | CA | $320K | – | 0.00 |
| Rogers Communications Inc | Long | Debt | CA | $307K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $7M | – | 0.08 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $412K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $309K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $251K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $230K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $198K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $151K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $138K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $95K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $94K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $80K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $66K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $46K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $31K | – | 0.00 |
| Rutgers The State University of New Jersey (RUTGERS NJ ST UNIV) | Long | Debt | US | $790K | – | 0.01 |
| SA Global Sukuk Ltd | Long | Debt | KY | $172K | – | 0.00 |
| Sales Tax Securitization Corp | Long | Debt | US | $71K | – | 0.00 |
| Salmon River Export LLC | Long | Debt | US | $88K | – | 0.00 |
| Salt River Project Agricultural Improvement & Power District (SALT RIVER AZ PROJ AGRIC IMPT) | Long | Debt | US | $780K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $301K | – | 0.00 |
| Sands China Ltd | Long | Debt | KY | $1M | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2022-A | Long | ABS-other | US | $99K | – | 0.00 |
| Santander Bank Auto Credit-Linked Notes Series 2022-C | Long | ABS-other | US | $554K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $900K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $816K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2020-2 | Long | ABS-other | US | $19K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2020-3 | Long | ABS-other | US | $281K | – | 0.00 |
| Santander Drive Auto Receivables Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.03 |
| Santander Drive Auto Receivables Trust 2021-2 | Long | ABS-other | US | $3M | – | 0.04 |
| Santander Drive Auto Receivables Trust 2022-5 | Long | ABS-other | US | $989K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2022-6 | Long | ABS-other | US | $694K | – | 0.01 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $2M | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $4M | – | 0.04 |
| Santos Finance Ltd | Long | Debt | AU | $17M | – | 0.18 |
| Santos Finance Ltd | Long | Debt | AU | $654K | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $2M | – | 0.02 |
| Sasol Financing USA LLC | Long | Debt | US | $980K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $762K | – | 0.01 |
| Sempra | Long | Debt | US | $6M | – | 0.06 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $16M | – | 0.17 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $7M | – | 0.08 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $6M | – | 0.07 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $6M | – | 0.06 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $3M | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.02 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.02 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $617K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $203K | – | 0.00 |
| Shamrock Residential | Long | ABS-mortgage backed security | IE | $5M | – | 0.05 |
| Shops at Crystals Trust 2016-CSTL | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $11M | – | 0.12 |
| SMB Private Education Loan Trust 2024-D | Long | ABS-other | US | $6M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $8M | – | 0.09 |
| Societe Generale SA | Long | Debt | FR | $6M | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $1M | – | 0.01 |
| SoFi Consumer Loan Program 2021-1 Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $2M | – | 0.02 |
| SoFi Consumer Loan Program 2021-1 Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $2M | – | 0.02 |
| Sofi Professional Loan Program 2019-C LLC (Social Professional Loan Progr) | Long | ABS-other | US | $3M | – | 0.03 |
| SoFi Professional Loan Program 2020-ATrust (Social Professional Loan Progr) | Long | ABS-other | US | $5M | – | 0.05 |
| Sompo International Holdings Ltd (SOMPO INTL HLDS LTD) | Long | Debt | BM | $557K | – | 0.01 |
| South32 Treasury Ltd | Long | Debt | AU | $4M | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5M | – | 0.05 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $1M | – | 0.01 |
| Southern Gas Corridor CJSC | Long | Debt | AZ | $262K | – | 0.00 |
| Southern Gas Corridor CJSC | Long | Debt | AZ | $201K | – | 0.00 |
| Southern Power Co | Long | Debt | US | $319K | – | 0.00 |
| Southwest Airlines Co | Long | Debt | US | $16M | – | 0.17 |
| Sprint LLC | Long | Debt | US | $375K | – | 0.00 |
| State Board of Administration Finance Corp (FLORIDA ST BRD OF ADMIN FIN CO) | Long | Debt | US | $325K | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $237K | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $196K | – | 0.00 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $434K | – | 0.00 |
| State Oil Co of the Azerbaijan Republic | Long | Debt | AZ | $665K | – | 0.01 |
| Steel Dynamics Inc | Long | Debt | US | $735K | – | 0.01 |
| Steel Dynamics Inc | Long | Debt | US | $120K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-18 | Long | ABS-mortgage backed security | US | $787K | – | 0.01 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $573K | – | 0.01 |
| Structured Asset Investment Loan Trust 2004-BNC1 | Long | ABS-other | US | $866K | – | 0.01 |
| Stryker Corp | Long | Debt | US | $441K | – | 0.00 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $5M | – | 0.05 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $437K | – | 0.00 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $24M | – | 0.26 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $12M | – | 0.13 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $2M | – | 0.03 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $2M | – | 0.02 |
| Suncor Energy Inc | Long | Debt | CA | $1M | – | 0.02 |
| Suncor Energy Inc | Long | Debt | CA | $1M | – | 0.01 |
| Suncor Energy Inc | Long | Debt | CA | $193K | – | 0.00 |
| Sunrun Artemis Issuer 2024-2 LLC | Long | ABS-other | US | $18M | – | 0.19 |
| Sutter Health | Long | Debt | US | $7M | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $45M | – | 0.48 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $662K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $583K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $425K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $81K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $59K | – | 0.00 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $537K | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $8M | – | 0.09 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.03 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $3M | – | 0.04 |
| Taurus 2021-4 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $16M | – | 0.18 |
| Taurus 2021-4 UK DAC (Taurus CMBS) | Long | ABS-mortgage backed security | IE | $298K | – | 0.00 |
| TD SYNNEX Corp | Long | Debt | US | $7M | – | 0.07 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $3M | – | 0.03 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $94K | – | 0.00 |
| Teledyne Technologies Inc | Long | Debt | US | $11M | – | 0.12 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $590K | – | 0.01 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $132K | – | 0.00 |
| Texas Health Resources | Long | Debt | US | $303K | – | 0.00 |
| Texas Health Resources | Long | Debt | US | $168K | – | 0.00 |
| Textron Inc | Long | Debt | US | $5M | – | 0.05 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.07 | – | 0.00 | |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.07 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $5M | – | 0.05 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $1M | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $1M | – | 0.01 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $636K | – | 0.01 |
| Total Play Telecomunicaciones SA de CV | Long | Debt | MX | $125K | – | 0.00 |
| Towd Point HE Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.03 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $19M | – | 0.21 |
| Towd Point Mortgage Trust 2019-HY3 | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| Towd Point Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Towd Point Mortgage Trust 2021-SJ1 | Long | ABS-mortgage backed security | US | $6M | – | 0.07 |
| Towd Point Mortgage Trust 2021-SJ2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $7M | – | 0.08 |
| TRS TREASURY BOND (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-3M | – | -0.03 | |
| Truist Financial Corp | Long | Debt | US | $11M | – | 0.12 |
| Truist Financial Corp | Long | Debt | US | $10M | – | 0.11 |
| Trustees of Princeton University/The (TRUSTEES PRINCETON UNIV) | Long | Debt | US | $16M | – | 0.17 |
| Trustees of the University of Pennsylvania/The (UNIVERSITY OF PENNSYLVAN) | Long | Debt | US | $68K | – | 0.00 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| UBS Commercial Mortgage Trust 2017-C2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $16M | – | 0.18 |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| UBS Commercial Mortgage Trust 2018-C12 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| UBS Commercial Mortgage Trust 2018-C8 | Long | ABS-mortgage backed security | US | $437K | – | 0.00 |
| UBS Commercial Mortgage Trust 2019-C16 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $828K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $386K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $2M | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $1M | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $1M | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $653K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $429K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $321K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $264K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $216K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $114K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $57K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $57K | – | 0.00 |
| UniCredit SpA | Long | Debt | IT | $533K | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $359K | – | 0.00 |
| United Airlines 2015-1 Class AA Pass Through Trust (UNITED AIR 2015-1 AA PTT) | Long | Debt | US | $1M | – | 0.01 |
| United Airlines 2016-1 Class AA Pass Through Trust (UNITED AIR 2016-1 AA PTT) | Long | Debt | US | $887K | – | 0.01 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $677K | – | 0.01 |
| United Group BV | Long | Debt | NL | $6M | – | 0.07 |
| United Group BV | Long | Debt | NL | $5M | – | 0.05 |
| United States Small Business Administration (Small Business Administration) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $91M | – | 0.98 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $68M | – | 0.73 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $65M | – | 0.70 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $25M | – | 0.27 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $47M | – | 0.51 |
| UnitedHealth Group Inc | Long | Debt | US | $31M | – | 0.34 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $547K | – | 0.01 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $764K | – | 0.01 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $316K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $309K | – | 0.00 |
| University of Chicago/The | Long | Debt | US | $61K | – | 0.00 |
| University of Michigan (UNIV OF MICHIGAN MI) | Long | Debt | US | $4M | – | 0.04 |
| University of Michigan (UNIV OF MICHIGAN MI) | Long | Debt | US | $853K | – | 0.01 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $797K | – | 0.01 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $48K | – | 0.00 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $3M | – | 0.03 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $200K | – | 0.00 |
| UPMC | Long | Debt | US | $2M | – | 0.02 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $922K | – | 0.01 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $331K | – | 0.00 | |
| US Bancorp | Long | Debt | US | $8M | – | 0.08 |
| US Bancorp | Long | Debt | US | $4M | – | 0.04 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.02 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $2M | – | 0.02 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $311K | – | 0.00 | |
| USD/EUR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $99K | – | 0.00 | |
| USD/GBP FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $-99K | – | -0.00 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $6M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $17M | – | 0.19 |
| Verizon Communications Inc | Long | Debt | US | $6M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.06 |
| Verus Securitization Trust 2024-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Viatris Inc | Long | Debt | US | $14M | – | 0.15 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $3M | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $643K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $538K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $354K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $294K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $65K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $18K | – | 0.00 |
| Vistra Operations Co LLC | Long | Debt | US | $6M | – | 0.07 |
| Vulcan Materials Co | Long | Debt | US | $215K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust | Long | ABS-mortgage backed security | US | $539K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA3 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $29M | – | 0.31 |
| Warnermedia Holdings Inc | Long | Debt | US | $7M | – | 0.08 |
| Washington State Housing Finance Commission (WASHINGTON ST HSG FIN COMMISSI) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Washington University/The | Long | Debt | US | $1M | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $32M | – | 0.34 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $29M | – | 0.31 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $24M | – | 0.26 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $24M | – | 0.26 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $23M | – | 0.25 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $10M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2015-LC20 | Long | ABS-mortgage backed security | US | $12M | – | 0.13 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2016-C36 | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2016-LC24 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-LC25 | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| Wells Fargo Commercial Mortgage Trust 2017-C38 | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2017-C40 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-C41 | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2017-C42 | Long | ABS-mortgage backed security | US | $469K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2017-RB1 | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2021-C60 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2021-C61 | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2021-FCMT | Long | ABS-mortgage backed security | US | $8M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $15M | – | 0.17 |
| Welltower OP LLC | Long | Debt | US | $17M | – | 0.19 |
| Welltower OP LLC | Long | Debt | US | $3M | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $16M | – | 0.17 |
| Western Midstream Operating LP | Long | Debt | US | $12M | – | 0.13 |
| Western Midstream Operating LP | Long | Debt | US | $4M | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $3M | – | 0.03 |
| Western Midstream Operating LP | Long | Debt | US | $2M | – | 0.02 |
| Western Union Co/The | Long | Debt | US | $4M | – | 0.04 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $1M | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $117K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $9M | – | 0.10 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $9M | – | 0.09 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $8M | – | 0.08 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $4M | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $3M | – | 0.04 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $3M | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $3M | – | 0.03 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $2M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $1M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $570K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $519K | – | 0.01 |
| Willis-Knighton Medical Center (WILLIS-KNIGHTON MED CTR) | Long | Debt | US | $280K | – | 0.00 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $5M | – | 0.06 |
| WP Carey Inc | Long | Debt | US | $10M | – | 0.11 |
| Wynn Macau Ltd | Long | Debt | KY | $1000K | – | 0.01 |
| Yale University | Long | Debt | US | $4M | – | 0.04 |
| Yale University | Long | Debt | US | $493K | – | 0.01 |
| Yara International ASA | Long | Debt | NO | $4M | – | 0.05 |
| Yara International ASA | Long | Debt | NO | $809K | – | 0.01 |
Address
Advanced Series Trust
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Directors
Susan Davenport Austin
Robert F. Gunia
Sherry S. Barrat
Stephen M. Chipman
Jessica M. Bibliowicz
Thomas M. O'Brien
Kay Ryan Booth
Timothy S. Cronin
Transfer Agents
Prudential Mutual Fund Services LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
LSEG US FIN CORP.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
Bloomberg Finance L.P.
Custodians
The Bank of New York Mellon
The Bank of New York Mellon SA/NV (Belgium)
Euroclear Bank SA/NV (Belgium)
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
J.P. Morgan Securities LLC
GOLDMAN SACHS & CO. LLC
CitiGroup Global Markets Inc.
BOFA SECURITIES, INC.