John Hancock Group of Funds > John Hancock Investment Trust
Balanced Fund
$4.21B
Avg Monthly Net Assets
$5.41B
Total Assets
$13.08M
Total Liabilities
$5.39B
Net Assets
Balanced Fund is a Mutual Fund in John Hancock Investment Trust
from John Hancock Group of Funds,
based in Massachusetts,
United States of America.
The fund has seven share classes
and monthly net assets of $4.21B.
On September 27th, 2024 it reported 922 holdings, the largest
being Amazon.com Inc. (4.6%), Microsoft Corporation (4.6%) and Alphabet Inc. (4.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000001788 | SVBAX | |
| Class C | C000001790 | SVBCX | |
| Class I | C000001791 | SVBIX | |
| Class R2 | C000113485 | JBATX | |
| Class R4 | C000067864 | JBAFX | |
| Class R5 | C000067865 | JBAVX | |
| Class R6 | C000106438 | JBAWX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AAR ESCROW ISSUER LLC COMPANY GUAR 144A 03/29 6.75 | Long | Debt | US | $412K | – | 0.01 |
| ABBOTT LABORATORIES COMMON STOCK | Long | Equity-common | US | $25M | 233K | 0.46 |
| ABBVIE INC SR UNSECURED 11/29 3.2 (AbbVie Inc.) | Long | Debt | US | $6M | – | 0.11 |
| ABPCI DIRECT LENDING FUND ABS ABDLF 2020 1A A 144A | Long | ABS-other | US | $575K | – | 0.01 |
| ADAPTHEALTH LLC COMPANY GUAR 144A 03/30 5.125 | Long | Debt | US | $529K | – | 0.01 |
| AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 01/32 3.3 (AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust) | Long | Debt | IE | $2M | – | 0.04 |
| AERCAP IRELAND CAPITAL DAC / A COMPANY GUAR 10/28 3 (AerCap Ireland Capital Designated Activity Co and AerCap Global Aviation Trust) | Long | Debt | IE | $3M | – | 0.06 |
| AEROPUERTOS DOMINICANOS SIGLO SR SECURED 144A 06/34 7 (Aeropuertos Dominicanos Siglo XXI S.A.) | Long | Debt | DO | $536K | – | 0.01 |
| AES PANAMA GENERATION HOLDINGS SR SECURED 144A 05/30 4.375 (AES Panama Generation Holdings S.R.L.) | Long | Debt | PA | $1M | – | 0.02 |
| AIMCO CLO 10 LTD AIMCO 2019 10A ARR 144A | Long | ABS-collateralized bond/debt obligation | KY | $538K | – | 0.01 |
| AIR CANADA 2020-1 CLASS C PASS PASS THRU CE 144A 07/26 10.5 | Long | Debt | CA | $2M | – | 0.04 |
| AKER BP ASA COMPANY GUAR 144A 07/31 3.1 | Long | Debt | NO | $729K | – | 0.01 |
| AKER BP ASA SR UNSECURED 144A 01/30 3.75 | Long | Debt | NO | $500K | – | 0.01 |
| AKER BP ASA SR UNSECURED 144A 01/31 4 | Long | Debt | NO | $950K | – | 0.02 |
| ALBION FINANCING 1 SARL / AGGR SR SECURED 144A 10/26 6.125 | Long | Debt | LU | $1M | – | 0.02 |
| ALCOA NEDERLAND HOLDING BV COMPANY GUAR 144A 03/31 7.125 (Alcoa Nederland Holding B.V.) | Long | Debt | NL | $410K | – | 0.01 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2021 1A A2 144A | Long | ABS-other | US | $448K | – | 0.01 |
| ALIGNED DATA CENTERS ISSUER LL ADC 2023 2A A2 144A | Long | ABS-other | US | $1M | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC / SR UNSECURED 144A 06/29 6 (Allied Universal Holdco LLC / Allied Universal Finance Corp) | Long | Debt | US | $426K | – | 0.01 |
| ALLY FINANCIAL INC SR UNSECURED 06/29 VAR (Ally Financial Inc.) | Long | Debt | US | $2M | – | 0.04 |
| ALLY FINANCIAL INC SR UNSECURED 07/35 VAR (Ally Financial Inc.) | Long | Debt | US | $1M | – | 0.03 |
| ALLY FINANCIAL INC SR UNSECURED 11/27 7.1 (Ally Financial Inc.) | Long | Debt | US | $1M | – | 0.02 |
| ALPHABET INC COMMON STOCK USD.001 (Alphabet Inc.) | Long | Equity-common | US | $240M | 1M | 4.46 |
| ALTERA INFRASTRUCTURE LP | Long | Equity-common | US | $149K | 6K | 0.00 |
| AMAZON.COM INC COMMON STOCK USD.01 (Amazon.com Inc.) | Long | Equity-common | US | $246M | 1M | 4.57 |
| AMENTUM ESCROW CORP SR UNSECURED 144A 08/32 7.25 (Amentum Escrow Corporation) | Long | Debt | US | $189K | – | 0.00 |
| AMER SPORTS CO SR SECURED 144A 02/31 6.75 (Amer Sports Company) | Long | Debt | US | $360K | – | 0.01 |
| AMERICAN AIRLINES 2014-1 CLASS PASS THRU CE 04/28 3.7 | Long | Debt | US | $865K | – | 0.02 |
| AMERICAN AIRLINES 2015-1 CLASS PASS THRU CE 11/28 3.375 | Long | Debt | US | $4M | – | 0.08 |
| AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 3.575 | Long | Debt | US | $603K | – | 0.01 |
| AMERICAN AIRLINES 2016-1 CLASS PASS THRU CE 07/29 4.1 (American Airlines 2016-1 Class A Pass Through Trust) | Long | Debt | US | $2M | – | 0.03 |
| AMERICAN AIRLINES 2016-3 CLASS PASS THRU CE 04/30 3.25 (American Airlines 2016-3 Class A Pass Through Trust) | Long | Debt | US | $200K | – | 0.00 |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 02/29 3.65 | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN AIRLINES 2017-1 CLASS PASS THRU CE 08/30 4 (American Airlines 2017-1 Class A Pass Through Trust) | Long | Debt | US | $750K | – | 0.01 |
| AMERICAN AIRLINES 2017-2 CLASS PASS THRU CE 04/31 3.6 | Long | Debt | US | $813K | – | 0.02 |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/29 3.85 | Long | Debt | US | $501K | – | 0.01 |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.15 | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN AIRLINES 2019-1 CLASS PASS THRU CE 08/33 3.5 | Long | Debt | US | $2M | – | 0.04 |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/32 3.95 | Long | Debt | US | $2M | – | 0.03 |
| AMERICAN AIRLINES 2021-1 CLASS PASS THRU CE 01/36 2.875 | Long | Debt | US | $1M | – | 0.03 |
| AMERICAN AIRLINES INC SR SECURED 144A 02/28 7.25 (American Airlines Inc.) | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN ELECTRIC POWER CO INC SR UNSECURED 03/33 5.625 (American Electric Power Company Inc.) | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN HOMES 4 RENT LP SR UNSECURED 02/28 4.25 (American Homes 4 Rent L.P.) | Long | Debt | US | $1M | – | 0.02 |
| AMERICAN TOWER CORP REIT USD.01 (American Tower Corporation) | Long | Equity-common | US | $18M | 84K | 0.34 |
| AMERICAN TOWER CORP SR UNSECURED 08/29 3.8 (American Tower Corporation) | Long | Debt | US | $3M | – | 0.06 |
| AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49 | Long | Debt | US | $2M | – | 0.04 |
| AMGEN INC SR UNSECURED 03/30 5.25 (Amgen Inc.) | Long | Debt | US | $5M | – | 0.09 |
| AMGEN INC SR UNSECURED 03/33 5.25 (Amgen Inc.) | Long | Debt | US | $3M | – | 0.05 |
| AMWINS GROUP INC SR SECURED 144A 02/29 6.375 (AmWINS Group Inc.) | Long | Debt | US | $1M | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 R1 A1 144A | Long | ABS-mortgage backed security | US | $382K | – | 0.01 |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 4 A1 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST 2021- AOMT 2021 5 A1 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ANGEL OAK MORTGAGE TRUST AOMT 2024 3 A1 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 | Long | Debt | US | $1M | – | 0.02 |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 06/29 5.375 | Long | Debt | US | $1M | – | 0.03 |
| ANTERO RESOURCES CORP COMPANY GUAR 144A 03/30 5.375 (Antero Resources Corporation) | Long | Debt | US | $420K | – | 0.01 |
| APIDOS CLO XLVIII LTD APID 2024 48A A1 144A | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.02 |
| APPLE INC COMMON STOCK USD.00001 (Apple Inc.) | Long | Equity-common | US | $69M | 309K | 1.27 |
| APPLEBEE'S FUNDING LLC / IHOP DIN 2023 1A A2 144A | Long | ABS-other | US | $471K | – | 0.01 |
| APX GROUP INC COMPANY GUAR 144A 07/29 5.75 (APX Group Inc.) | Long | Debt | US | $1M | – | 0.02 |
| AQUA FINANCE TRUST 2021-A AQFIT 2021 A A 144A | Long | ABS-other | US | $475K | – | 0.01 |
| ARBYS FUNDING LLC ARBYS 2020 1A A2 144A | Long | ABS-other | US | $2M | – | 0.04 |
| ARES CAPITAL CORP SR UNSECURED 03/29 5.875 (Ares Capital Corporation) | Long | Debt | US | $1M | – | 0.02 |
| ARES CAPITAL CORP SR UNSECURED 06/28 2.875 (Ares Capital Corporation) | Long | Debt | US | $2M | – | 0.03 |
| ARES CAPITAL CORP SR UNSECURED 07/29 5.95 (Ares Capital Corporation) | Long | Debt | US | $644K | – | 0.01 |
| ARROYO MORTGAGE TRUST 2021-1R ARRW 2021 1R A1 144A | Long | ABS-mortgage backed security | US | $673K | – | 0.01 |
| ARSENAL AIC PARENT LLC SR SECURED 144A 10/30 8 | Long | Debt | US | $866K | – | 0.02 |
| ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 03/30 4.75 (Asbury Automotive Group Inc.) | Long | Debt | US | $1M | – | 0.02 |
| ASBURY AUTOMOTIVE GROUP INC COMPANY GUAR 144A 11/29 4.625 (Asbury Automotive Group Inc.) | Long | Debt | US | $773K | – | 0.01 |
| ASCENT RESOURCES UTICA HOLDING SR UNSECURED 144A 06/29 5.875 | Long | Debt | US | $2M | – | 0.03 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 05/33 5.55 (Ashtead Capital Inc.) | Long | Debt | US | $2M | – | 0.04 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/31 2.45 (Ashtead Capital Inc.) | Long | Debt | US | $925K | – | 0.02 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 10/33 5.95 (Ashtead Capital Inc.) | Long | Debt | US | $2M | – | 0.03 |
| ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25 (Ashtead Capital Inc.) | Long | Debt | US | $769K | – | 0.01 |
| ASML HOLDING NV NY REG SHRS EUR.09 (ASML Holding N.V.) | Long | Equity-common | NL | $72M | 77K | 1.34 |
| ASTRAZENECA PLC COMMON STOCK USD.25 | Long | Equity-common | GB | $31M | 198K | 0.58 |
| ATHENE HOLDING LTD SR UNSECURED 01/31 3.5 (Athene Holding Ltd.) | Long | Debt | US | $985K | – | 0.02 |
| ATLANTICA TRANSMISION SUR SA SR SECURED 144A 04/43 6.875 (Atlantica Transmision Sur S.A.) | Long | Debt | PE | $826K | – | 0.02 |
| ATLASSIAN CORP SR UNSECURED 05/29 5.25 (Atlassian Corporation) | Long | Debt | AU | $1M | – | 0.02 |
| AUTODESK INC SR UNSECURED 01/30 2.85 (Autodesk Inc.) | Long | Debt | US | $901K | – | 0.02 |
| AUTONATION INC SR UNSECURED 06/30 4.75 (AutoNation Inc.) | Long | Debt | US | $2M | – | 0.04 |
| BAE SYSTEMS PLC SR UNSECURED 144A 03/29 5.125 | Long | Debt | GB | $1M | – | 0.02 |
| BAIN CAPITAL CREDIT CLO 2024-2 BCC 2024 2A A1 144A (Bain Capital Credit Clo 2024-2 Limited) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125 | Long | Debt | US | $571K | – | 0.01 |
| BALLYROCK CLO 26 LTD BALLY 2024 26A A1A 144A (Ballyrock CLO 26 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $881K | – | 0.02 |
| BAMLL COMMERCIAL MORTGAGE SECU BAMLL 2019 BPR ENM 144A | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| BANCO SANTANDER SA 04/28 4.379 | Long | Debt | ES | $2M | – | 0.04 |
| BANK OF AMERICA CORP JR SUBORDINA 12/49 VAR (Bank of America Corporation) | Long | Debt | US | $3M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 03/29 VAR (Bank of America Corporation) | Long | Debt | US | $3M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 04/31 VAR (Bank of America Corporation) | Long | Debt | US | $3M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSECURED 04/32 VAR (Bank of America Corporation) | Long | Debt | US | $5M | – | 0.09 |
| BANK OF AMERICA CORP SR UNSECURED 06/29 VAR (Bank of America Corporation) | Long | Debt | US | $3M | – | 0.05 |
| BANK OF AMERICA CORP SUBORDINATED 03/37 VAR (Bank of America Corporation) | Long | Debt | US | $3M | – | 0.05 |
| BANK OF MONTREAL JR SUBORDINA 05/84 VAR | Long | Debt | CA | $3M | – | 0.05 |
| BANK OF NEW YORK MELLON CORP/T SR UNSECURED 03/30 VAR (The Bank of New York Mellon Corporation) | Long | Debt | US | $1M | – | 0.02 |
| BARCLAYS COMMERCIAL MORTGAGE T BBCMS 2019 C5 A2 | Long | ABS-mortgage backed security | US | $190K | – | 0.00 |
| BARCLAYS PLC JR SUBORDINA 12/99 8 | Long | Debt | GB | $985K | – | 0.02 |
| BARCLAYS PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.04 |
| BATTALION CLO XXV LTD BATLN 2024 25A A 144A | Long | ABS-collateralized bond/debt obligation | KY | $770K | – | 0.01 |
| BBCMS MORTGAGE TRUST 2020-C6 BBCMS 2020 C6 A2 | Long | ABS-mortgage backed security | US | $793K | – | 0.01 |
| BEACON ROOFING SUPPLY INC COMPANY GUAR 144A 05/29 4.125 (Beacon Roofing Supply Inc.) | Long | Debt | US | $1M | – | 0.02 |
| BENCHMARK 2019-B12 MORTGAGE TR BMARK 2019 B12 A2 | Long | ABS-mortgage backed security | US | $723K | – | 0.01 |
| BENCHMARK 2019-B13 MORTGAGE TR BMARK 2019 B13 A2 | Long | ABS-mortgage backed security | US | $689K | – | 0.01 |
| BERKSHIRE HATHAWAY INC COMMON STOCK USD.0033 (Berkshire Hathaway Inc.) | Long | Equity-common | US | $107M | 245K | 1.99 |
| BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 01/29 4 | Long | Debt | US | $2M | – | 0.04 |
| BLACKSTONE PRIVATE CREDIT FUND SR UNSECURED 144A 11/28 7.3 | Long | Debt | US | $2M | – | 0.03 |
| BLOCK INC SR UNSECURED 06/31 3.5 (Block Inc.) | Long | Debt | US | $558K | – | 0.01 |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/29 7 | Long | Debt | US | $378K | – | 0.01 |
| BLUE RACER MIDSTREAM LLC / BLU SR UNSECURED 144A 07/32 7.25 | Long | Debt | US | $185K | – | 0.00 |
| BLUELINX HOLDINGS INC SR SECURED 144A 11/29 6 (BlueLinx Holdings Inc.) | Long | Debt | US | $2M | – | 0.03 |
| BNP PARIBAS SA 144A 05/30 VAR | Long | Debt | FR | $2M | – | 0.03 |
| BNP PARIBAS SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $838K | – | 0.02 |
| BOEING CO/THE SR UNSECURED 144A 05/29 6.298 (The Boeing Company) | Long | Debt | US | $784K | – | 0.01 |
| BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625 (Booking Holdings Inc.) | Long | Debt | US | $2M | – | 0.04 |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $2M | – | 0.03 |
| BRASKEM IDESA SAPI SR SECURED 144A 02/32 6.99 (Braskem Idesa S.A.P.I.) | Long | Debt | MX | $812K | – | 0.02 |
| BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5 (Braskem Netherlands Finance B.V.) | Long | Debt | NL | $3M | – | 0.05 |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 A1 144A | Long | ABS-mortgage backed security | US | $511K | – | 0.01 |
| BRITISH AIRWAYS 2018-1 CLASS A PASS THRU CE 144A 03/33 4.125 | Long | Debt | GB | $404K | – | 0.01 |
| BRITISH AIRWAYS 2020-1 CLASS A PASS THRU CE 144A 05/34 4.25 | Long | Debt | GB | $636K | – | 0.01 |
| BRITISH AIRWAYS 2020-1 CLASS B PASS THRU CE 144A 11/28 8.375 | Long | Debt | GB | $277K | – | 0.01 |
| BROADCOM INC COMMON STOCK (Broadcom Inc.) | Long | Equity-common | US | $148M | 918K | 2.74 |
| BROADCOM INC COMPANY GUAR 04/29 4.75 (Broadcom Inc.) | Long | Debt | US | $7M | – | 0.14 |
| BROADCOM INC SR UNSECURED 144A 04/33 3.419 (Broadcom Inc.) | Long | Debt | US | $3M | – | 0.05 |
| BROOKFIELD RESIDENTIAL PROPERT SR UNSECURED 144A 06/29 5 | Long | Debt | CA | $718K | – | 0.01 |
| BRUNSWICK CORP/DE SR UNSECURED 03/29 5.85 (Brunswick Corporation) | Long | Debt | US | $900K | – | 0.02 |
| BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 02/32 4.25 (Builders FirstSource Inc.) | Long | Debt | US | $1M | – | 0.03 |
| BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 03/34 6.375 (Builders FirstSource Inc.) | Long | Debt | US | $2M | – | 0.03 |
| BUILDERS FIRSTSOURCE INC COMPANY GUAR 144A 06/32 6.375 (Builders FirstSource Inc.) | Long | Debt | US | $978K | – | 0.02 |
| BX TRUST 2022-CLS BX 2022 CLS A 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| CAESARS ENTERTAINMENT INC SR SECURED 144A 02/32 6.5 (Caesars Entertainment Inc.) | Long | Debt | US | $1M | – | 0.02 |
| CandW SENIOR FINANCE LTD SR UNSECURED 144A 09/27 6.875 (CandW Senior Finance Limited) | Long | Debt | KY | $2M | – | 0.03 |
| CDW LLC / CDW FINANCE CORP COMPANY GUAR 02/29 3.25 | Long | Debt | US | $618K | – | 0.01 |
| CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875 (CEMEX S.A.B de C.V) | Long | Debt | MX | $2M | – | 0.03 |
| CEMEX SAB DE CV COMPANY GUAR 144A 09/30 5.2 (CEMEX S.A.B de C.V) | Long | Debt | MX | $2M | – | 0.03 |
| CENCORA INC SR UNSECURED 05/30 2.8 (Cencora Inc.) | Long | Debt | US | $2M | – | 0.03 |
| CENTENE CORP SR UNSECURED 02/30 3.375 (Centene Corporation) | Long | Debt | US | $842K | – | 0.02 |
| CENTENE CORP SR UNSECURED 07/28 2.45 (Centene Corporation) | Long | Debt | US | $457K | – | 0.01 |
| CENTENE CORP SR UNSECURED 10/30 3 (Centene Corporation) | Long | Debt | US | $2M | – | 0.03 |
| CENTURY COMMUNITIES INC COMPANY GUAR 144A 08/29 3.875 (Century Communities Inc.) | Long | Debt | US | $996K | – | 0.02 |
| CF HIPPOLYTA ISSUER LLC SORT 2020 1 A1 144A | Long | ABS-other | US | $2M | – | 0.05 |
| CF HIPPOLYTA ISSUER LLC SORT 2021 1A A1 144A | Long | ABS-other | US | $2M | – | 0.04 |
| CHARLES SCHWAB CORP/THE COMMON STOCK USD.01 (The Charles Schwab Corporation) | Long | Equity-common | US | $37M | 572K | 0.69 |
| CHARLES SCHWAB CORP/THE SR UNSECURED 05/29 VAR (The Charles Schwab Corporation) | Long | Debt | US | $2M | – | 0.04 |
| CHARLES SCHWAB CORP/THE SR UNSECURED 11/29 VAR (The Charles Schwab Corporation) | Long | Debt | US | $2M | – | 0.04 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 03/28 4.2 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $3M | – | 0.06 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 10/35 6.384 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $3M | – | 0.05 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 (Cheniere Energy Inc.) | Long | Debt | US | $987K | – | 0.02 |
| CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4 (Cheniere Energy Partners L.P.) | Long | Debt | US | $3M | – | 0.05 |
| CHENIERE ENERGY PARTNERS LP COMPANY GUAR 06/33 5.95 (Cheniere Energy Partners L.P.) | Long | Debt | US | $868K | – | 0.02 |
| CHENIERE ENERGY PARTNERS LP COMPANY GUAR 10/29 4.5 (Cheniere Energy Partners L.P.) | Long | Debt | US | $2M | – | 0.03 |
| CHIPOTLE MEXICAN GRILL INC COMMON STOCK USD.01 (Chipotle Mexican Grill Inc.) | Long | Equity-common | US | $9M | 158K | 0.16 |
| CIGNA GROUP/THE COMMON STOCK USD.01 (The Cigna Group) | Long | Equity-common | US | $34M | 97K | 0.63 |
| CIMIC FINANCE USA PTY LTD COMPANY GUAR 144A 03/34 7 (CIMIC Finance (USA) Pty. Ltd.) | Long | Debt | AU | $1M | – | 0.02 |
| CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CITIGROUP INC JR SUBORDINA 12/49 VAR (Citigroup Inc.) | Long | Debt | US | $2M | – | 0.04 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR (Citigroup Inc.) | Long | Debt | US | $3M | – | 0.05 |
| CITIGROUP INC SR UNSECURED 02/30 VAR (Citigroup Inc.) | Long | Debt | US | $1M | – | 0.02 |
| CITIGROUP INC SUBORDINATED 03/26 4.6 (Citigroup Inc.) | Long | Debt | US | $194K | – | 0.00 |
| CITIGROUP INC SUBORDINATED 05/34 VAR (Citigroup Inc.) | Long | Debt | US | $3M | – | 0.05 |
| CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25 (Citizens Financial Group Inc.) | Long | Debt | US | $2M | – | 0.03 |
| CITIZENS FINANCIAL GROUP INC SR UNSECURED 07/32 VAR (Citizens Financial Group Inc.) | Long | Debt | US | $2M | – | 0.03 |
| CIVITAS RESOURCES INC COMPANY GUAR 144A 11/30 8.625 (Civitas Resources Inc.) | Long | Debt | US | $1M | – | 0.02 |
| CLI FUNDING VI LLC CLIF 2020 1A A 144A | Long | ABS-other | US | $2M | – | 0.04 |
| CLI FUNDING VIII LLC CLIF 2021 1A A 144A | Long | ABS-other | US | $1M | – | 0.03 |
| CLI FUNDING VIII LLC CLIF 2022 1A A 144A | Long | ABS-other | US | $2M | – | 0.03 |
| CLYDESDALE ACQUISITION HOLDING SR SECURED 144A 01/30 6.875 (Clydesdale Acquisition Holdings Inc.) | Long | Debt | US | $2M | – | 0.03 |
| CNA FINANCIAL CORP SR UNSECURED 08/30 2.05 (CNA Financial Corporation) | Long | Debt | US | $737K | – | 0.01 |
| CNO FINANCIAL GROUP INC SR UNSECURED 05/29 5.25 (CNO Financial Group Inc.) | Long | Debt | US | $2M | – | 0.04 |
| CNO FINANCIAL GROUP INC SR UNSECURED 06/34 6.45 (CNO Financial Group Inc.) | Long | Debt | US | $1M | – | 0.02 |
| COLT 2020-RPL1 TRUST COLT 2020 RPL1 A1 144A | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| COLT 2021-2 MORTGAGE LOAN TRUS COLT 2021 2 A1 144A | Long | ABS-mortgage backed security | US | $810K | – | 0.02 |
| COLT 2021-3 MORTGAGE LOAN TRUS COLT 2021 3 A1 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| COLT 2021-HX1 MORTGAGE LOAN TR COLT 2021 HX1 A1 144A | Long | ABS-mortgage backed security | US | $846K | – | 0.02 |
| COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681 (Columbia Pipelines Holding Company LLC) | Long | Debt | US | $1M | – | 0.03 |
| COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 08/30 5.927 (Columbia Pipelines Operating Company LLC) | Long | Debt | US | $632K | – | 0.01 |
| COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036 (Columbia Pipelines Operating Company LLC) | Long | Debt | US | $3M | – | 0.05 |
| COMERICA INC SR UNSECURED 01/30 VAR (Comerica Incorporated) | Long | Debt | US | $1M | – | 0.02 |
| COMM 2013-300P MORTGAGE TRUST COMM 2013 300P D 144A | Long | ABS-mortgage backed security | US | $711K | – | 0.01 |
| COMM 2017-PANW MORTGAGE TRUST COMM 2017 PANW A 144A | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| COMM 2018-COR3 MORTGAGE TRUST COMM 2018 COR3 XA | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| COMM 2020-CBM MORTGAGE TRUST COMM 2020 CBM A2 144A | Long | ABS-mortgage backed security | US | $964K | – | 0.02 |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A | Long | ABS-other | US | $2M | – | 0.03 |
| CONCENTRA ESCROW ISSUER CORP SR UNSECURED 144A 07/32 6.875 (Concentra Escrow Issuer Corporation) | Long | Debt | US | $273K | – | 0.01 |
| CONCENTRIX CORP SR UNSECURED 08/28 6.6 (Concentrix Corporation) | Long | Debt | US | $3M | – | 0.05 |
| CONNECT FINCO SARL / CONNECT U SR SECURED 144A 10/26 6.75 | Long | Debt | LU | $2M | – | 0.03 |
| CONOCOPHILLIPS COMMON STOCK USD.01 | Long | Equity-common | US | $42M | 381K | 0.79 |
| CONSENSUS CLOUD SOLUTIONS INC COMPANY GUAR 144A 10/28 6.5 (Consensus Cloud Solutions Inc.) | Long | Debt | US | $798K | – | 0.01 |
| CONSTELLATION ENERGY GENERATIO SR UNSECURED 01/34 6.125 (Constellation Energy Generation LLC) | Long | Debt | US | $975K | – | 0.02 |
| CONSTELLATION ENERGY GENERATIO SR UNSECURED 10/53 6.5 (Constellation Energy Generation LLC) | Long | Debt | US | $1M | – | 0.02 |
| CONTINENTAL RESOURCES INC/OK COMPANY GUAR 06/44 4.9 (Continental Resources Inc.) | Long | Debt | US | $1M | – | 0.02 |
| CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75 (Continental Resources Inc.) | Long | Debt | US | $2M | – | 0.05 |
| CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875 (Continental Resources Inc.) | Long | Debt | US | $1M | – | 0.02 |
| COREBRIDGE FINANCIAL INC JR SUBORDINA 12/52 VAR | Long | Debt | US | $974K | – | 0.02 |
| CORURIPE NETHERLANDS BV SR SECURED 144A 02/27 10 (Coruripe Netherlands B.V.) | Long | Debt | NL | $957K | – | 0.02 |
| COSTAR GROUP INC COMPANY GUAR 144A 07/30 2.8 (CoStar Group Inc.) | Long | Debt | US | $2M | – | 0.05 |
| CREDIT AGRICOLE SA 144A 10/29 VAR | Long | Debt | FR | $3M | – | 0.05 |
| CREDIT AGRICOLE SA SUBORDINATED 144A 01/30 3.25 | Long | Debt | FR | $4M | – | 0.07 |
| CSMC 2020-NET CSMC 2020 NET A 144A | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| CSMC 2021-NQM2 CSMC 2021 NQM2 A1 144A | Long | ABS-mortgage backed security | US | $775K | – | 0.01 |
| CSMC 2021-NQM3 CSMC 2021 NQM3 A1 144A | Long | ABS-mortgage backed security | US | $631K | – | 0.01 |
| CSMC 2021-NQM5 TRUST CSMC 2021 NQM5 A1 144A | Long | ABS-mortgage backed security | US | $434K | – | 0.01 |
| CSMC 2021-NQM6 CSMC 2021 NQM6 A1 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| CUMMINS INC COMMON STOCK USD2.5 (Cummins Inc.) | Long | Equity-common | US | $44M | 149K | 0.81 |
| CVS HEALTH CORP SR UNSECURED 04/30 3.75 (CVS Health Corporation) | Long | Debt | US | $2M | – | 0.03 |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2023 1A A2 144A | Long | ABS-other | US | $2M | – | 0.04 |
| CYRUSONE DATA CENTERS ISSUER I CYRUS 2024 2A A2 144A | Long | ABS-other | US | $2M | – | 0.04 |
| DATABANK ISSUER COLO 2021 1A A2 144A | Long | ABS-other | US | $1M | – | 0.02 |
| DAVITA INC COMPANY GUAR 144A 02/31 3.75 (DaVita Inc.) | Long | Debt | US | $662K | – | 0.01 |
| DAVITA INC COMPANY GUAR 144A 06/30 4.625 (DaVita Inc.) | Long | Debt | US | $2M | – | 0.04 |
| DB MASTER FINANCE LLC DNKN 2017 1A A2II 144A | Long | ABS-other | US | $1M | – | 0.02 |
| DB MASTER FINANCE LLC DNKN 2021 1A A2I 144A | Long | ABS-other | US | $3M | – | 0.06 |
| DEALER TIRE LLC / DT ISSUER LL SR UNSECURED 144A 02/28 8 | Long | Debt | US | $1M | – | 0.02 |
| DEERE and CO COMMON STOCK USD1.0 (Deere and Company) | Long | Equity-common | US | $87M | 234K | 1.62 |
| DELL INTERNATIONAL LLC / EMC C COMPANY GUAR 04/34 5.4 | Long | Debt | US | $4M | – | 0.07 |
| DELL INTERNATIONAL LLC / EMC C SR UNSECURED 10/29 5.3 | Long | Debt | US | $2M | – | 0.04 |
| DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75 | Long | Debt | US | $3M | – | 0.05 |
| DELTA AIR LINES INC SR UNSECURED 04/28 4.375 (Delta Air Lines Inc.) | Long | Debt | US | $2M | – | 0.03 |
| DEUTSCHE BANK AG/NEW YORK NY 11/29 VAR (Deutsche Bank Aktiengesellschaft) | Long | Debt | US | $2M | – | 0.03 |
| DEUTSCHE BANK AG/NEW YORK NY SUBORDINATED 01/33 VAR (Deutsche Bank Aktiengesellschaft) | Long | Debt | US | $2M | – | 0.04 |
| DEVON ENERGY CORP COMMON STOCK USD.1 (Devon Energy Corporation) | Long | Equity-common | US | $30M | 636K | 0.55 |
| DIAMOND INFRASTRUCTURE FUNDING DNFRA 2021 1A C 144A | Long | ABS-other | US | $469K | – | 0.01 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 (Diamondback Energy Inc.) | Long | Debt | US | $2M | – | 0.04 |
| DICK'S SPORTING GOODS INC COMMON STOCK USD.01 (Dick's Sporting Goods Inc.) | Long | Equity-common | US | $47M | 219K | 0.88 |
| DIGITAL REALTY TRUST INC REIT USD.01 (Digital Realty Trust Inc.) | Long | Equity-common | US | $27M | 178K | 0.49 |
| DISCOVER FINANCIAL SERVICES COMMON STOCK USD.01 | Long | Equity-common | US | $38M | 262K | 0.70 |
| DOMINION ENERGY INC JR SUBORDINA 02/55 VAR (Dominion Energy Inc.) | Long | Debt | US | $1M | – | 0.03 |
| DOMINION ENERGY INC JR SUBORDINA 06/54 VAR (Dominion Energy Inc.) | Long | Debt | US | $691K | – | 0.01 |
| DOMINION ENERGY INC SR UNSECURED 04/30 3.375 (Dominion Energy Inc.) | Long | Debt | US | $1M | – | 0.02 |
| DOMINO'S PIZZA MASTER ISSUER L DPABS 2017 1A A23 144A (Domino's Pizza Master Issuer LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2I 144A (Domino's Pizza Master Issuer LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| DRIVEN BRANDS FUNDING LLC HONK 2020 2A A2 144A | Long | ABS-other | US | $2M | – | 0.03 |
| DRIVEN BRANDS FUNDING LLC HONK 2021 1A A2 144A | Long | ABS-other | US | $2M | – | 0.04 |
| DUKE ENERGY CORP SR UNSECURED 06/30 2.45 (Duke Energy Corporation) | Long | Debt | US | $524K | – | 0.01 |
| DUKE ENERGY CORP SR UNSECURED 09/33 5.75 (Duke Energy Corporation) | Long | Debt | US | $3M | – | 0.05 |
| EDWARDS LIFESCIENCES CORP COMMON STOCK USD1.0 (Edwards Lifesciences Corporation) | Long | Equity-common | US | $21M | 333K | 0.39 |
| ELECTRICITE DE FRANCE SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $1M | – | 0.03 |
| ELECTRICITE DE FRANCE SA SR UNSECURED 144A 04/29 5.65 | Long | Debt | FR | $3M | – | 0.05 |
| ELI LILLY and CO COMMON STOCK (Eli Lilly and Company) | Long | Equity-common | US | $126M | 157K | 2.34 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 1 A1 144A | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| ELLINGTON FINANCIAL MORTGAGE T EFMT 2021 2 A1 144A | Long | ABS-mortgage backed security | US | $745K | – | 0.01 |
| ELMWOOD CLO IV LTD ELMW4 2020 1A AR 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| EMBRAER NETHERLANDS FINANCE BV COMPANY GUAR 144A 07/30 7 (Embraer Netherlands Finance B.V.) | Long | Debt | NL | $2M | – | 0.03 |
| EMRLD BORROWER LP / EMERALD CO SR SECURED 144A 12/30 6.625 | Long | Debt | US | $2M | – | 0.04 |
| ENACT HOLDINGS INC SR UNSECURED 05/29 6.25 (Enact Holdings Inc.) | Long | Debt | US | $2M | – | 0.04 |
| ENBRIDGE INC SUBORDINATED 01/84 VAR (Enbridge Inc.) | Long | Debt | CA | $1M | – | 0.02 |
| ENBRIDGE INC SUBORDINATED 03/78 VAR (Enbridge Inc.) | Long | Debt | CA | $2M | – | 0.03 |
| ENBRIDGE INC SUBORDINATED 07/77 VAR (Enbridge Inc.) | Long | Debt | CA | $2M | – | 0.04 |
| ENBRIDGE INC SUBORDINATED 07/80 VAR (Enbridge Inc.) | Long | Debt | CA | $2M | – | 0.04 |
| ENDO FINANCE HOLDINGS INC | Long | Loan | US | $676K | – | 0.01 |
| ENDO FINANCE HOLDINGS INC SR SECURED 144A 04/31 8.5 (Endo Finance Holdings Inc.) | Long | Debt | US | $340K | – | 0.01 |
| ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/28 5.3 (Energean Israel Finance Ltd.) | Long | Debt | IL | $493K | – | 0.01 |
| ENERGEAN ISRAEL FINANCE LTD SR SECURED 144A REGS 03/31 5.8 (Energean Israel Finance Ltd.) | Long | Debt | IL | $810K | – | 0.02 |
| ENERGY TRANSFER LP COMPANY GUAR 04/29 5.25 | Long | Debt | US | $2M | – | 0.04 |
| ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR | Long | Debt | US | $4M | – | 0.07 |
| ENERGY TRANSFER LP JR SUBORDINA 12/99 VAR | Long | Debt | US | $3M | – | 0.06 |
| ENERGY TRANSFER LP SR UNSECURED 03/45 5.15 | Long | Debt | US | $2M | – | 0.04 |
| ENERGY TRANSFER LP SR UNSECURED 07/29 5.25 | Long | Debt | US | $1M | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 10/47 5.4 | Long | Debt | US | $2M | – | 0.04 |
| ENOVA INTERNATIONAL INC SR UNSECURED 144A 08/29 9.125 (Enova International Inc.) | Long | Debt | US | $551K | – | 0.01 |
| ENTERPRISE PRODUCTS OPERATING COMPANY GUAR 08/77 VAR (Enterprise Products Operating LLC) | Long | Debt | US | $3M | – | 0.06 |
| EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 04/29 6.375 | Long | Debt | US | $510K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 06/30 7.5 | Long | Debt | US | $482K | – | 0.01 |
| EQT CORP COMMON STOCK (EQT Corporation) | Long | Equity-common | US | $31M | 902K | 0.58 |
| FANNIE MAE POOL FN 01/31 FIXED 8 | Long | ABS-mortgage backed security | US | $557.96 | – | 0.00 |
| FANNIE MAE POOL FN 01/36 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 01/41 FIXED 4 | Long | ABS-mortgage backed security | US | $766K | – | 0.01 |
| FANNIE MAE POOL FN 01/43 FIXED VAR | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| FANNIE MAE POOL FN 01/47 FIXED 4 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 01/49 FIXED VAR | Long | ABS-mortgage backed security | US | $309K | – | 0.01 |
| FANNIE MAE POOL FN 01/50 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN 01/52 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 01/53 FIXED 5 | Long | ABS-mortgage backed security | US | $8M | – | 0.14 |
| FANNIE MAE POOL FN 02/36 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 02/43 FIXED 3 | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| FANNIE MAE POOL FN 02/47 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN 02/50 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 02/51 FIXED 2 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FANNIE MAE POOL FN 02/52 FIXED 3 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 02/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 02/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 02/54 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 03/43 FIXED 3 | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| FANNIE MAE POOL FN 03/50 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 03/51 FIXED VAR | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FANNIE MAE POOL FN 03/52 FIXED 2.5 | Long | ABS-mortgage backed security | US | $29M | – | 0.53 |
| FANNIE MAE POOL FN 03/53 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FANNIE MAE POOL FN 03/54 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 04/31 FIXED 7.5 | Long | ABS-mortgage backed security | US | $860.44 | – | 0.00 |
| FANNIE MAE POOL FN 04/37 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 04/45 FIXED 3.5 | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| FANNIE MAE POOL FN 04/45 FIXED 3.5 | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| FANNIE MAE POOL FN 04/48 FIXED 4.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN 04/48 FIXED VAR | Long | ABS-mortgage backed security | US | $401K | – | 0.01 |
| FANNIE MAE POOL FN 04/52 FIXED 4 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FANNIE MAE POOL FN 04/52 FIXED 4 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FANNIE MAE POOL FN 04/52 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FANNIE MAE POOL FN 04/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 04/52 FIXED VAR | Long | ABS-mortgage backed security | US | $660K | – | 0.01 |
| FANNIE MAE POOL FN 04/53 FIXED 5 | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| FANNIE MAE POOL FN 04/53 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FANNIE MAE POOL FN 05/41 FIXED VAR | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| FANNIE MAE POOL FN 05/43 FIXED 3 | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| FANNIE MAE POOL FN 05/52 FIXED 4 | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| FANNIE MAE POOL FN 05/52 FIXED 4 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 05/52 FIXED 4 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 05/52 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FANNIE MAE POOL FN 05/52 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN 05/53 FIXED 5 | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| FANNIE MAE POOL FN 05/53 FIXED 5 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 05/53 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FANNIE MAE POOL FN 05/54 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 05/54 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 06/32 FIXED 7 | Long | ABS-mortgage backed security | US | $446.91 | – | 0.00 |
| FANNIE MAE POOL FN 06/42 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN 06/43 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 06/49 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 06/52 FIXED 4 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 06/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 06/52 FIXED VAR | Long | ABS-mortgage backed security | US | $12M | – | 0.22 |
| FANNIE MAE POOL FN 06/52 FIXED VAR | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| FANNIE MAE POOL FN 06/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 06/52 FIXED VAR | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| FANNIE MAE POOL FN 07/41 FIXED VAR | Long | ABS-mortgage backed security | US | $868K | – | 0.02 |
| FANNIE MAE POOL FN 07/47 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 07/48 FIXED 4.5 | Long | ABS-mortgage backed security | US | $591K | – | 0.01 |
| FANNIE MAE POOL FN 07/49 FIXED 4 | Long | ABS-mortgage backed security | US | $442K | – | 0.01 |
| FANNIE MAE POOL FN 07/49 FIXED VAR | Long | ABS-mortgage backed security | US | $986K | – | 0.02 |
| FANNIE MAE POOL FN 07/51 FIXED VAR | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| FANNIE MAE POOL FN 07/52 FIXED 4 | Long | ABS-mortgage backed security | US | $11M | – | 0.21 |
| FANNIE MAE POOL FN 07/52 FIXED 4 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN 07/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FANNIE MAE POOL FN 07/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FANNIE MAE POOL FN 07/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| FANNIE MAE POOL FN 07/52 FIXED 5 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 07/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 07/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 07/53 FIXED 4.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 07/53 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 07/53 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN 08/49 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 08/51 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FANNIE MAE POOL FN 08/51 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 08/51 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 08/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FANNIE MAE POOL FN 08/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FANNIE MAE POOL FN 08/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 08/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 08/52 FIXED 5 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FANNIE MAE POOL FN 08/52 FIXED VAR | Long | ABS-mortgage backed security | US | $11M | – | 0.20 |
| FANNIE MAE POOL FN 08/52 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FANNIE MAE POOL FN 08/52 FIXED VAR | Long | ABS-mortgage backed security | US | $746K | – | 0.01 |
| FANNIE MAE POOL FN 08/53 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 09/40 FIXED 4.5 | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| FANNIE MAE POOL FN 09/41 FIXED 4 | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| FANNIE MAE POOL FN 09/49 FIXED 3.5 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 09/49 FIXED 3.5 | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| FANNIE MAE POOL FN 09/50 FIXED 2.5 | Long | ABS-mortgage backed security | US | $8M | – | 0.14 |
| FANNIE MAE POOL FN 09/50 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 09/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN 09/52 FIXED 5 | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| FANNIE MAE POOL FN 09/52 FIXED 5 | Long | ABS-mortgage backed security | US | $7M | – | 0.12 |
| FANNIE MAE POOL FN 09/52 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FANNIE MAE POOL FN 09/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 10/41 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FANNIE MAE POOL FN 10/47 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 10/48 FIXED 4 | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| FANNIE MAE POOL FN 10/49 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 10/51 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN 10/52 FIXED 5.5 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FANNIE MAE POOL FN 10/52 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 10/52 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 10/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 10/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 11/37 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FANNIE MAE POOL FN 11/39 FIXED 4.5 | Long | ABS-mortgage backed security | US | $702K | – | 0.01 |
| FANNIE MAE POOL FN 11/49 FIXED VAR | Long | ABS-mortgage backed security | US | $547K | – | 0.01 |
| FANNIE MAE POOL FN 11/50 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 11/51 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 11/52 FIXED 5.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FANNIE MAE POOL FN 11/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 12/37 FIXED VAR | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FANNIE MAE POOL FN 12/44 FIXED 3.5 | Long | ABS-mortgage backed security | US | $487K | – | 0.01 |
| FANNIE MAE POOL FN 12/45 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FANNIE MAE POOL FN 12/47 FIXED 3.5 | Long | ABS-mortgage backed security | US | $614K | – | 0.01 |
| FANNIE MAE POOL FN 12/47 FIXED VAR | Long | ABS-mortgage backed security | US | $724K | – | 0.01 |
| FANNIE MAE POOL FN 12/50 FIXED 2 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FANNIE MAE POOL FN 12/50 FIXED VAR | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| FANNIE MAE POOL FN 12/51 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FANNIE MAE POOL FN 12/52 FIXED VAR | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FANNIE MAE POOL FN 12/52 FIXED VAR | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FANNIE MAE POOL FN 12/52 FIXED VAR | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FANNIE MAE POOL FN 12/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FANNIE MAE POOL FN 12/52 FIXED VAR | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FEDERAL HOME LOAN BANK DISCOUN DISCOUNT NOT 08/24 0.00000 (Federal Home Loan Bank Discount Notes) | Long | Debt | US | $20M | – | 0.37 |
| FIESTA PURCHASER INC SR SECURED 144A 03/31 7.875 (Fiesta Purchaser Inc.) | Long | Debt | US | $253K | – | 0.00 |
| FIFTH THIRD BANCORP JR SUBORDINA 12/49 VAR | Long | Debt | US | $1M | – | 0.02 |
| FIRST QUANTUM MINERALS LTD COMPANY GUAR 144A 06/31 8.625 (First Quantum Minerals Ltd.) | Long | Debt | CA | $567K | – | 0.01 |
| FIRSTENERGY CORP SR UNSECURED 03/30 2.65 (FirstEnergy Corp.) | Long | Debt | US | $1M | – | 0.02 |
| FIRSTENERGY CORP SR UNSECURED 03/50 3.4 (FirstEnergy Corp.) | Long | Debt | US | $351K | – | 0.01 |
| FIRSTKEY HOMES 2021-SFR1 TRUST FKH 2021 SFR1 D 144A | Long | ABS-other | US | $2M | – | 0.03 |
| FIVE GUYS HOLDINGS INC GUYS 2023 1A A2 144A (Five Guys Holdings Inc.) | Long | ABS-other | US | $1M | – | 0.03 |
| FLAGSTAR MORTGAGE TRUST 2021-1 FSMT 2021 1 A2 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FLOWSERVE CORP SR UNSECURED 10/30 3.5 (Flowserve Corporation) | Long | Debt | US | $935K | – | 0.02 |
| FLUTTER TREASURY DESIGNATED AC SR SECURED 144A 04/29 6.375 (Flutter Treasury Designated Activity Company) | Long | Debt | IE | $665K | – | 0.01 |
| FORD CREDIT AUTO OWNER TRUST 2 FORDR 2023 2 A 144A | Long | ABS-other | US | $3M | – | 0.05 |
| FORD MOTOR CO SR UNSECURED 02/32 3.25 (Ford Motor Company) | Long | Debt | US | $1M | – | 0.02 |
| FORD MOTOR CO SR UNSECURED 08/32 6.1 (Ford Motor Company) | Long | Debt | US | $2M | – | 0.04 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/29 5.8 (Ford Motor Credit Company LLC) | Long | Debt | US | $3M | – | 0.05 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 03/34 6.125 (Ford Motor Credit Company LLC) | Long | Debt | US | $2M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/28 6.8 (Ford Motor Credit Company LLC) | Long | Debt | US | $6M | – | 0.10 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 05/29 5.113 (Ford Motor Credit Company LLC) | Long | Debt | US | $3M | – | 0.06 |
| FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4 (Ford Motor Credit Company LLC) | Long | Debt | US | $3M | – | 0.06 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/30 5.9 | Long | Debt | US | $1M | – | 0.02 |
| FOUNDRY JV HOLDCO LLC SR SECURED 144A 01/34 5.875 | Long | Debt | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG 03/41 FIXED 4.5 | Long | ABS-mortgage backed security | US | $626K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG 03/43 FIXED 3 | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG 08/48 FIXED 4 | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG 10/46 FIXED 3.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC GOLD POOL FG 11/39 FIXED 5.5 | Long | ABS-mortgage backed security | US | $414K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG 11/47 FIXED 4 | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG 11/48 FIXED 3.5 | Long | ABS-mortgage backed security | US | $647K | – | 0.01 |
| FREDDIE MAC GOLD POOL FG 12/45 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREDDIE MAC GOLD POOL FG 12/46 FIXED 3.5 | Long | ABS-mortgage backed security | US | $843K | – | 0.02 |
| FREDDIE MAC POOL FR 01/48 FIXED 3.5 | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| FREDDIE MAC POOL FR 01/50 FIXED 3 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 01/52 FIXED 3 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 02/38 FIXED 4.5 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FREDDIE MAC POOL FR 02/52 FIXED 3 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 02/53 FIXED 5 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR 03/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR 03/53 FIXED 5 | Long | ABS-mortgage backed security | US | $12M | – | 0.23 |
| FREDDIE MAC POOL FR 04/47 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR 04/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FREDDIE MAC POOL FR 04/52 FIXED 4 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FREDDIE MAC POOL FR 04/52 FIXED 4 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 04/52 FIXED 4 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL FR 04/53 FIXED 4 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR 04/53 FIXED 4 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FREDDIE MAC POOL FR 04/53 FIXED 4.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR 04/53 FIXED 5 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 04/54 FIXED 5.5 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FREDDIE MAC POOL FR 05/51 FIXED 3 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 05/52 FIXED 4 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 05/52 FIXED 4 | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| FREDDIE MAC POOL FR 05/53 FIXED 4.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR 06/36 FIXED 2 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 06/52 FIXED 3 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FREDDIE MAC POOL FR 06/52 FIXED 4 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FREDDIE MAC POOL FR 06/53 FIXED 4.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 06/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL FR 07/52 FIXED 3.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FREDDIE MAC POOL FR 07/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR 07/52 FIXED 5 | Long | ABS-mortgage backed security | US | $6M | – | 0.10 |
| FREDDIE MAC POOL FR 07/52 FIXED 5 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 07/53 FIXED 5 | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| FREDDIE MAC POOL FR 07/53 FIXED 5 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 07/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL FR 08/49 FIXED 4 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 08/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 08/52 FIXED 4 | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| FREDDIE MAC POOL FR 08/52 FIXED 4 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 08/52 FIXED 4 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 08/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $956K | – | 0.02 |
| FREDDIE MAC POOL FR 08/52 FIXED 5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL FR 08/53 FIXED 4.5 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| FREDDIE MAC POOL FR 08/53 FIXED 5 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| FREDDIE MAC POOL FR 08/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $16M | – | 0.30 |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 09/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR 09/52 FIXED 5 | Long | ABS-mortgage backed security | US | $9M | – | 0.16 |
| FREDDIE MAC POOL FR 09/52 FIXED 5.5 | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| FREDDIE MAC POOL FR 09/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.08 |
| FREDDIE MAC POOL FR 10/49 FIXED 3 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 10/49 FIXED 3 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| FREDDIE MAC POOL FR 10/52 FIXED 5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL FR 11/34 FIXED 2.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR 11/50 FIXED 2.5 | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| FREDDIE MAC POOL FR 11/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 11/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FREDDIE MAC POOL FR 11/52 FIXED 5 | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| FREDDIE MAC POOL FR 12/37 FIXED 4.5 | Long | ABS-mortgage backed security | US | $859K | – | 0.02 |
| FREDDIE MAC POOL FR 12/49 FIXED 3 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| FREDDIE MAC POOL FR 12/49 FIXED 3 | Long | ABS-mortgage backed security | US | $623K | – | 0.01 |
| FREDDIE MAC POOL FR 12/51 FIXED 2.5 | Long | ABS-mortgage backed security | US | $982K | – | 0.02 |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| FREDDIE MAC POOL FR 12/52 FIXED 4.5 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| FREDDIE MAC POOL FR 12/52 FIXED 5 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| FREDDIE MAC POOL FR 12/52 FIXED 5 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| FREDDIE MAC POOL FR 12/52 FIXED 5 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FREEPORT-MCMORAN INC COMMON STOCK USD.1 (Freeport-McMoRan Inc.) | Long | Equity-common | US | $81M | 2M | 1.50 |
| FREEPORT-MCMORAN INC COMPANY GUAR 03/30 4.25 (Freeport-McMoRan Inc.) | Long | Debt | US | $2M | – | 0.04 |
| FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45 (Freeport-McMoRan Inc.) | Long | Debt | US | $3M | – | 0.05 |
| FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4 (Freeport-McMoRan Inc.) | Long | Debt | US | $2M | – | 0.03 |
| FRESENIUS MEDICAL CARE US FINA COMPANY GUAR 144A 02/31 2.375 (Fresenius Medical Care US Finance III Inc.) | Long | Debt | US | $3M | – | 0.05 |
| FULL HOUSE RESORTS INC SR SECURED 144A 02/28 8.25 (Full House Resorts Inc.) | Long | Debt | US | $719K | – | 0.01 |
| GARTNER INC COMPANY GUAR 144A 07/28 4.5 (Gartner Inc.) | Long | Debt | US | $2M | – | 0.04 |
| GCAT 2021-NQM1 TRUST GCAT 2021 NQM1 A1 144A | Long | ABS-mortgage backed security | US | $452K | – | 0.01 |
| GCAT 2021-NQM2 TRUST GCAT 2021 NQM2 A1 144A | Long | ABS-mortgage backed security | US | $553K | – | 0.01 |
| GCAT 2021-NQM3 TRUST GCAT 2021 NQM3 A1 144A | Long | ABS-mortgage backed security | US | $846K | – | 0.02 |
| GCI LLC SR UNSECURED 144A 10/28 4.75 | Long | Debt | US | $2M | – | 0.03 |
| GEMS MENASA CAYMAN LTD / GEMS SR SECURED 144A 07/26 7.125 | Long | Debt | AE | $771K | – | 0.01 |
| GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 04/34 5.95 (General Motors Financial Company Inc.) | Long | Debt | US | $2M | – | 0.03 |
| GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 06/30 3.6 (General Motors Financial Company Inc.) | Long | Debt | US | $5M | – | 0.10 |
| GENERAL MOTORS FINANCIAL CO IN SR UNSECURED 10/28 2.4 (General Motors Financial Company Inc.) | Long | Debt | US | $4M | – | 0.08 |
| GEORGIA POWER CO SR UNSECURED 05/33 4.95 (Georgia Power Company) | Long | Debt | US | $1M | – | 0.02 |
| GILEAD SCIENCES INC COMMON STOCK USD.001 (Gilead Sciences Inc.) | Long | Equity-common | US | $39M | 510K | 0.72 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR (Global Atlantic (Fin) Company) | Long | Debt | US | $1M | – | 0.02 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR (Global Atlantic (Fin) Company) | Long | Debt | US | $596K | – | 0.01 |
| GLOBAL INFRASTRUCTURE SOLUTION COMPANY GUAR 144A 06/29 5.625 (Global Infrastructure Solutions Inc.) | Long | Debt | US | $1M | – | 0.03 |
| GLOBAL PARTNERS LP / GLP FINAN COMPANY GUAR 144A 01/32 8.25 | Long | Debt | US | $367K | – | 0.01 |
| GLOBO COMUNICACAO E PARTICIPAC SR UNSECURED 144A 01/30 4.875 (Globo Comunicacao e Participacoes S/A) | Long | Debt | BR | $834K | – | 0.02 |
| GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/30 4 (GLP Capital L.P. / GLP Financing II Inc.) | Long | Debt | US | $801K | – | 0.01 |
| GLP CAPITAL LP / GLP FINANCING COMPANY GUAR 01/32 3.25 (GLP Capital L.P. / GLP Financing II Inc.) | Long | Debt | US | $753K | – | 0.01 |
| GM FINANCIAL REVOLVING RECEIVA GMREV 2024 1 A 144A | Long | ABS-other | US | $933K | – | 0.02 |
| GOLDEN STATE TOBACCO SECURITIZ GLDGEN 06/50 FIXED 4.214 (Golden State Tobacco Securitization Corporation) | Long | Debt | US | $1M | – | 0.02 |
| GOLDENTREE LOAN MANAGEMENT US GLM 2024 20A A 144A (Goldentree Loan Management US CLO 20 Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $785K | – | 0.01 |
| GOLDMAN SACHS GROUP INC/THE COMMON STOCK USD.01 (The Goldman Sachs Group Inc.) | Long | Equity-common | US | $27M | 54K | 0.51 |
| GOLDMAN SACHS GROUP INC/THE SR UNSECURED 04/32 VAR (The Goldman Sachs Group Inc.) | Long | Debt | US | $6M | – | 0.11 |
| GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/32 VAR (The Goldman Sachs Group Inc.) | Long | Debt | US | $2M | – | 0.04 |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2020 1A A2 144A | Long | ABS-other | KY | $587K | – | 0.01 |
| GOLUB CAPITAL PARTNERS ABS FUN GCPAF 2021 1A A2 144A | Long | ABS-other | KY | $1M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2012 114 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2016 174 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 109 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 124 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 135 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 140 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 159 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 169 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $721K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 20 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 22 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 41 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 46 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 61 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 158 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 35 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 43 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 68 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 69 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 81 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $192K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 9 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2019 131 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 100 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 108 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 114 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $627K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 118 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $566K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 119 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 120 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 137 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 150 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $565K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 170 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $709K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2020 92 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $583K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 110 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $486K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 163 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $532K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 183 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $426K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 3 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 40 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2021 47 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 181 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $346K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 21 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $282K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 53 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $857K | – | 0.02 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2022 57 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $742K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2023 197 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION | Long | ABS-mortgage backed security | US | $684K | – | 0.01 |
| GRAPHIC PACKAGING INTERNATIONA COMPANY GUAR 144A 03/29 3.5 (Graphic Packaging International LLC) | Long | Debt | US | $1M | – | 0.02 |
| GROUP 1 AUTOMOTIVE INC COMPANY GUAR 144A 08/28 4 (Group 1 Automotive Inc.) | Long | Debt | US | $770K | – | 0.01 |
| GS MORTGAGE SECURITIES CORP TR GSMS 2020 UPTN A 144A | Long | ABS-mortgage backed security | US | $571K | – | 0.01 |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2020 NQM1 A1 144A | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| GS MORTGAGE-BACKED SECURITIES GSMBS 2021 NQM1 A1 144A | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| HCA INC COMPANY GUAR 04/31 5.45 (HCA Inc.) | Long | Debt | US | $669K | – | 0.01 |
| HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 02/30 4.25 | Long | Debt | US | $370K | – | 0.01 |
| HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 06/29 6.5 | Long | Debt | US | $382K | – | 0.01 |
| HESS MIDSTREAM OPERATIONS LP COMPANY GUAR 144A 10/30 5.5 | Long | Debt | US | $173K | – | 0.00 |
| HI-FI MUSIC IP ISSUER LP HIFI 2022 1A A2 144A | Long | ABS-other | CA | $2M | – | 0.03 |
| HILTON GRAND VACATIONS BORROWE SR SECURED 144A 01/32 6.625 | Long | Debt | US | $2M | – | 0.03 |
| HILTON GRAND VACATIONS BORROWE SR UNSECURED 144A 06/29 5 | Long | Debt | US | $1M | – | 0.03 |
| HONEYWELL INTERNATIONAL INC COMMON STOCK USD1.0 (Honeywell International Inc.) | Long | Equity-common | US | $24M | 119K | 0.45 |
| HOTWIRE FUNDING LLC HWIRE 2024 1A A2 144A | Long | ABS-other | US | $449K | – | 0.01 |
| HOWARD MIDSTREAM ENERGY PARTNE SR UNSECURED 144A 07/32 7.375 (Howard Midstream Energy Partners LLC) | Long | Debt | US | $238K | – | 0.00 |
| HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR (Huntington Bancshares Incorporated) | Long | Debt | US | $1M | – | 0.03 |
| HUNTINGTON INGALLS INDUSTRIES COMPANY GUAR 05/30 4.2 (Huntington Ingalls Industries Inc.) | Long | Debt | US | $1M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/29 5.3 | Long | Debt | US | $974K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 5.68 | Long | Debt | US | $2M | – | 0.03 |
| ICON INVESTMENTS SIX DAC SR SECURED 05/29 5.849 (Icon Investments Six Designated Activity Company) | Long | Debt | IE | $1M | – | 0.02 |
| ILIAD HOLDING SASU SR SECURED 144A 04/31 8.5 | Long | Debt | FR | $602K | – | 0.01 |
| IMPERIAL FUND MORTGAGE TRUST 2 IMPRL 2021 NQM1 A1 144A | Long | ABS-mortgage backed security | US | $540K | – | 0.01 |
| INFINEON TECHNOLOGIES AG COMMON STOCK | Long | Equity-common | DE | $47M | 1M | 0.88 |
| ING GROEP NV JR SUBORDINA 12/49 VAR (ING Groep N.V.) | Long | Debt | NL | $563K | – | 0.01 |
| ING GROEP NV SR UNSECURED 03/30 VAR (ING Groep N.V.) | Long | Debt | NL | $1M | – | 0.02 |
| ING GROEP NV SR UNSECURED 09/34 VAR (ING Groep N.V.) | Long | Debt | NL | $1M | – | 0.02 |
| INGERSOLL RAND INC COMMON STOCK USD.01 (Ingersoll Rand Inc.) | Long | Equity-common | US | $61M | 608K | 1.13 |
| IQVIA INC SR SECURED 02/29 6.25 (IQVIA Inc.) | Long | Debt | US | $1M | – | 0.02 |
| IRON MOUNTAIN INC COMPANY GUAR 144A 07/30 5.25 (Iron Mountain Incorporated) | Long | Debt | US | $896K | – | 0.02 |
| IRON MOUNTAIN INFORMATION MANA COMPANY GUAR 144A 07/32 5 (Iron Mountain Information Management Services Inc.) | Long | Debt | US | $357K | – | 0.01 |
| JACOBS ENTERTAINMENT INC SR UNSECURED 144A 02/29 6.75 (Jacobs Entertainment Inc.) | Long | Debt | US | $531K | – | 0.01 |
| JB POINDEXTER and CO INC SR UNSECURED 144A 12/31 8.75 (J.B. Poindexter and Co. Inc.) | Long | Debt | US | $1M | – | 0.02 |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625 | Long | Debt | LU | $1M | – | 0.03 |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75 | Long | Debt | LU | $2M | – | 0.04 |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 12/31 3.75 | Long | Debt | LU | $386K | – | 0.01 |
| JEFFERIES FINANCIAL GROUP INC SR UNSECURED 04/34 6.2 (Jefferies Financial Group Inc.) | Long | Debt | US | $2M | – | 0.03 |
| JEFFERIES FINANCIAL GROUP INC SR UNSECURED 07/28 5.875 (Jefferies Financial Group Inc.) | Long | Debt | US | $2M | – | 0.03 |
| JETBLUE 2019-1 CLASS AA PASS T PASS THRU CE 11/33 2.75 | Long | Debt | US | $1M | – | 0.02 |
| JH COLLATERAL | Long | Short-term investment vehicle | US | $69M | 7M | 1.28 |
| JP MORGAN CHASE COMMERCIAL MOR JPMCC 2020 NNN AFX 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| JPMORGAN CHASE + CO COMMON STOCK USD1.0 (JPMorgan Chase and Co.) | Long | Equity-common | US | $123M | 576K | 2.27 |
| JPMORGAN CHASE + CO JR SUBORDINA 12/99 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $2M | – | 0.04 |
| JPMORGAN CHASE + CO SR UNSECURED 01/30 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $2M | – | 0.05 |
| JPMORGAN CHASE + CO SR UNSECURED 04/30 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $1M | – | 0.03 |
| JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $3M | – | 0.06 |
| JPMORGAN CHASE + CO SR UNSECURED 12/29 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $985K | – | 0.02 |
| JPMORGAN CHASE + CO SUBORDINATED 05/31 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $3M | – | 0.05 |
| JPMORGAN CHASE and CO SR UNSECURED 07/30 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $2M | – | 0.04 |
| KB HOME COMPANY GUAR 06/31 4 | Long | Debt | US | $1M | – | 0.02 |
| KINDER MORGAN ENERGY PARTNERS COMPANY GUAR 03/32 7.75 (Kinder Morgan Energy Partners L.P.) | Long | Debt | US | $1M | – | 0.02 |
| KOHL'S CORP SR UNSECURED 05/31 4.625 (Kohl's Corporation) | Long | Debt | US | $875K | – | 0.02 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 06/42 5 (Kraft Heinz Foods Company) | Long | Debt | US | $892K | – | 0.02 |
| KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375 (Kraft Heinz Foods Company) | Long | Debt | US | $3M | – | 0.06 |
| KRONOS ACQUISITION HOLDINGS IN SR SECURED 144A 06/31 8.25 (Kronos Acquisition Holdings Inc.) | Long | Debt | CA | $294K | – | 0.01 |
| LAZARD GROUP LLC SR UNSECURED 03/29 4.375 | Long | Debt | US | $2M | – | 0.04 |
| LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125 (Lcpr Senior Secured Financing Designated Activity Company) | Long | Debt | IE | $1M | – | 0.02 |
| LEVIATHAN BOND LTD SR SECURED 144A REGS 06/27 6.5 (Leviathan Bond Ltd.) | Long | Debt | IL | $2M | – | 0.04 |
| LEVIATHAN BOND LTD SR SECURED 144A REGS 06/30 6.7 (Leviathan Bond Ltd.) | Long | Debt | IL | $369K | – | 0.01 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR (Liberty Mutual Group Inc.) | Long | Debt | US | $1M | – | 0.03 |
| LINDE PLC COMMON STOCK | Long | Equity-common | US | $49M | 109K | 0.91 |
| LINEAGE INC REIT (Lineage Inc.) | Long | Equity-common | US | $4M | 44K | 0.07 |
| LITHIA MOTORS INC COMPANY GUAR 144A 01/31 4.375 (Lithia Motors Inc.) | Long | Debt | US | $518K | – | 0.01 |
| LITHIA MOTORS INC COMPANY GUAR 144A 12/27 4.625 (Lithia Motors Inc.) | Long | Debt | US | $469K | – | 0.01 |
| LITHIA MOTORS INC SR UNSECURED 144A 06/29 3.875 (Lithia Motors Inc.) | Long | Debt | US | $524K | – | 0.01 |
| LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875 | Long | Debt | SG | $515K | – | 0.01 |
| LOWE'S COS INC COMMON STOCK USD.5 (Lowe`s Companies Inc.) | Long | Equity-common | US | $83M | 337K | 1.54 |
| LULULEMON ATHLETICA INC COMMON STOCK USD.005 (Lululemon Athletica Inc.) | Long | Equity-common | CA | $35M | 135K | 0.65 |
| MACQUARIE BANK LTD SUBORDINATED 144A 06/30 3.624 (Macquarie Bank Limited) | Long | Debt | AU | $1M | – | 0.03 |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/30 5.875 | Long | Debt | US | $824K | – | 0.02 |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125 | Long | Debt | US | $1M | – | 0.02 |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 04/29 5.875 | Long | Debt | US | $896K | – | 0.02 |
| MAGNETITE XL LTD MAGNE 2024 40A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.02 |
| MandT BANK CORP JR SUBORDINA 12/49 VAR (MandT Bank Corporation) | Long | Debt | US | $721K | – | 0.01 |
| MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95 | Long | Debt | GB | $2M | – | 0.04 |
| MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45 (Marvell Technology Inc.) | Long | Debt | US | $2M | – | 0.05 |
| MASTEC INC COMPANY GUAR 144A 08/28 4.5 (MasTec Inc.) | Long | Debt | US | $859K | – | 0.02 |
| MASTEC INC SR UNSECURED 06/29 5.9 (MasTec Inc.) | Long | Debt | US | $1M | – | 0.02 |
| MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125 | Long | Debt | US | $944K | – | 0.02 |
| MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 10/31 3.625 | Long | Debt | US | $405K | – | 0.01 |
| MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25 (MC Brazil Downstream Trading S.a r.l.) | Long | Debt | LU | $2M | – | 0.03 |
| MCKESSON CORP COMMON STOCK USD.01 (McKesson Corporation) | Long | Equity-common | US | $34M | 56K | 0.64 |
| METLIFE INC JR SUBORDINA 12/66 6.4 (MetLife Inc.) | Long | Debt | US | $2M | – | 0.04 |
| METRONET INFRASTRUCTURE ISSUER MNET 2023 1A A2 144A (Metronet Infrastructure Issuer LLC) | Long | ABS-other | US | $2M | – | 0.03 |
| MFA 2021-NQM1 TRUST MFRA 2021 NQM1 A1 144A | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75 | Long | Debt | US | $3M | – | 0.05 |
| MICHAELS COS INC/THE SR SECURED 144A 05/28 5.25 (The Michaels Companies Inc.) | Long | Debt | US | $1M | – | 0.03 |
| MICHAELS COS INC/THE SR UNSECURED 144A 05/29 7.875 (The Michaels Companies Inc.) | Long | Debt | US | $928K | – | 0.02 |
| MICRON TECHNOLOGY INC COMMON STOCK USD.1 (Micron Technology Inc.) | Long | Equity-common | US | $46M | 419K | 0.85 |
| MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3 (Micron Technology Inc.) | Long | Debt | US | $1M | – | 0.02 |
| MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327 (Micron Technology Inc.) | Long | Debt | US | $2M | – | 0.04 |
| MICRON TECHNOLOGY INC SR UNSECURED 04/32 2.703 (Micron Technology Inc.) | Long | Debt | US | $1M | – | 0.03 |
| MICRON TECHNOLOGY INC SR UNSECURED 11/29 6.75 (Micron Technology Inc.) | Long | Debt | US | $4M | – | 0.08 |
| MICROSOFT CORP COMMON STOCK USD.00000625 (Microsoft Corporation) | Long | Equity-common | US | $246M | 588K | 4.56 |
| MIDWEST GAMING BORROWER LLC / SR SECURED 144A 05/29 4.875 | Long | Debt | US | $2M | – | 0.03 |
| MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 03/29 6.25 (Millicom International Cellular S.A.) | Long | Debt | LU | $1M | – | 0.02 |
| MILLICOM INTERNATIONAL CELLULA SR UNSECURED 144A 04/32 7.375 (Millicom International Cellular S.A.) | Long | Debt | LU | $674K | – | 0.01 |
| MOHEGAN TRIBAL GAMING AUTHORIT SECURED 144A 02/26 8 (Mohegan Tribal Gaming Authority) | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 01/30 VAR | Long | Debt | US | $4M | – | 0.07 |
| MORGAN STANLEY SR UNSECURED 04/29 VAR | Long | Debt | US | $2M | – | 0.03 |
| MORGAN STANLEY SR UNSECURED 07/32 VAR | Long | Debt | US | $977K | – | 0.02 |
| MORGAN STANLEY SR UNSECURED 07/35 VAR | Long | Debt | US | $1M | – | 0.02 |
| MORGAN STANLEY SUBORDINATED 09/36 VAR | Long | Debt | US | $3M | – | 0.05 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75 (Motorola Solutions Inc.) | Long | Debt | US | $2M | – | 0.04 |
| MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3 (Motorola Solutions Inc.) | Long | Debt | US | $2M | – | 0.05 |
| MPLX LP SR UNSECURED 03/33 5 | Long | Debt | US | $1M | – | 0.02 |
| MPLX LP SR UNSECURED 09/32 4.95 | Long | Debt | US | $1M | – | 0.02 |
| MSCI INC COMPANY GUAR 144A 11/31 3.625 (MSCI Inc.) | Long | Debt | US | $2M | – | 0.04 |
| NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 08/28 5.5 (Nationstar Mortgage Holdings Inc.) | Long | Debt | US | $861K | – | 0.02 |
| NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125 (Nationstar Mortgage Holdings Inc.) | Long | Debt | US | $457K | – | 0.01 |
| NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 ALXA C 144A | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $3M | – | 0.05 |
| NATWEST GROUP PLC JR SUBORDINA 12/99 VAR | Long | Debt | GB | $2M | – | 0.03 |
| NAVIENT STUDENT LOAN TRUST 202 NAVSL 2020 2A A1A 144A | Long | ABS-other | US | $768K | – | 0.01 |
| NBM US HOLDINGS INC COMPANY GUAR 144A 08/29 6.625 (NBM US Holdings Inc.) | Long | Debt | US | $2M | – | 0.03 |
| NEIGHBORLY ISSUER 2022-1 NBLY 2022 1A A2 144A | Long | ABS-other | US | $1M | – | 0.02 |
| NEIGHBORLY ISSUER LLC NBLY 2021 1A A2 144A | Long | ABS-other | US | $3M | – | 0.06 |
| NETFLIX INC SR UNSECURED 04/28 4.875 (Netflix Inc.) | Long | Debt | US | $4M | – | 0.08 |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A | Long | ABS-other | US | $3M | – | 0.05 |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 B1 144A | Long | ABS-other | US | $879K | – | 0.02 |
| NEWMONT CORP COMPANY GUAR 10/29 2.8 (Newmont Corporation) | Long | Debt | US | $751K | – | 0.01 |
| NEWS CORP SR UNSECURED 144A 05/29 3.875 (News Corporation) | Long | Debt | US | $1M | – | 0.02 |
| NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 06/30 2.25 (NextEra Energy Capital Holdings Inc.) | Long | Debt | US | $697K | – | 0.01 |
| NEXTERA ENERGY CAPITAL HOLDING COMPANY GUAR 09/54 VAR (NextEra Energy Capital Holdings Inc.) | Long | Debt | US | $2M | – | 0.04 |
| NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 09/27 4.5 (NextEra Energy Operating Partners LP) | Long | Debt | US | $440K | – | 0.01 |
| NEXTERA ENERGY OPERATING PARTN COMPANY GUAR 144A 10/26 3.875 (NextEra Energy Operating Partners LP) | Long | Debt | US | $2M | – | 0.03 |
| NISOURCE INC SR UNSECURED 02/31 1.7 (NiSource Inc.) | Long | Debt | US | $485K | – | 0.01 |
| NISOURCE INC SR UNSECURED 03/28 5.25 (NiSource Inc.) | Long | Debt | US | $385K | – | 0.01 |
| NISOURCE INC SR UNSECURED 05/30 3.6 (NiSource Inc.) | Long | Debt | US | $1M | – | 0.02 |
| NOVELIS CORP COMPANY GUAR 144A 01/30 4.75 (Novelis Corporation) | Long | Debt | US | $2M | – | 0.03 |
| NRG ENERGY INC COMPANY GUAR 144A 02/31 3.625 (NRG Energy Inc.) | Long | Debt | US | $922K | – | 0.02 |
| NRG ENERGY INC COMPANY GUAR 144A 02/32 3.875 (NRG Energy Inc.) | Long | Debt | US | $2M | – | 0.04 |
| NRG ENERGY INC JR SUBORDINA 144A 12/99 VAR (NRG Energy Inc.) | Long | Debt | US | $2M | – | 0.03 |
| NRG ENERGY INC SR SECURED 144A 03/33 7 (NRG Energy Inc.) | Long | Debt | US | $2M | – | 0.04 |
| NRG ENERGY INC SR SECURED 144A 06/29 4.45 (NRG Energy Inc.) | Long | Debt | US | $1M | – | 0.02 |
| NRZ EXCESS SPREAD-COLLATERALIZ NZES 2021 FHT1 A 144A | Long | ABS-other | US | $204K | – | 0.00 |
| NXP BV / NXP FUNDING LLC / NXP COMPANY GUAR 06/26 3.875 | Long | Debt | NL | $388K | – | 0.01 |
| NYMT LOAN TRUST 2022-CP1 NYMT 2022 CP1 A1 144A | Long | ABS-mortgage backed security | US | $659K | – | 0.01 |
| OBX 2020-EXP2 TRUST OBX 2020 EXP2 A3 144A | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| OBX 2021-NQM2 TRUST OBX 2021 NQM2 A1 144A | Long | ABS-mortgage backed security | US | $799K | – | 0.01 |
| OBX 2021-NQM3 TRUST OBX 2021 NQM3 A1 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/32 5.375 (Occidental Petroleum Corporation) | Long | Debt | US | $904K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP SR UNSECURED 03/46 6.6 (Occidental Petroleum Corporation) | Long | Debt | US | $931K | – | 0.02 |
| OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625 (Occidental Petroleum Corporation) | Long | Debt | US | $3M | – | 0.05 |
| OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45 (Occidental Petroleum Corporation) | Long | Debt | US | $2M | – | 0.05 |
| OHA CREDIT PARTNERS XI LTD OAKC 2015 11A A1R2 144A (OHA Credit Partners XI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $923K | – | 0.02 |
| ONEMAIN FINANCE CORP COMPANY GUAR 01/29 9 (OneMain Finance Corporation) | Long | Debt | US | $1M | – | 0.02 |
| ONEOK INC COMPANY GUAR 09/33 6.05 (ONEOK Inc.) | Long | Debt | US | $2M | – | 0.04 |
| ONEOK INC COMPANY GUAR 09/53 6.625 (ONEOK Inc.) | Long | Debt | US | $3M | – | 0.05 |
| ONEOK INC COMPANY GUAR 11/28 5.65 (ONEOK Inc.) | Long | Debt | US | $968K | – | 0.02 |
| ORACLE CORP SR UNSECURED 04/30 2.95 (Oracle Corporation) | Long | Debt | US | $2M | – | 0.05 |
| OVINTIV INC COMPANY GUAR 05/28 5.65 (Ovintiv Inc.) | Long | Debt | US | $791K | – | 0.01 |
| OVINTIV INC COMPANY GUAR 07/33 6.25 (Ovintiv Inc.) | Long | Debt | US | $613K | – | 0.01 |
| OVINTIV INC COMPANY GUAR 11/31 7.2 (Ovintiv Inc.) | Long | Debt | US | $348K | – | 0.01 |
| OWENS CORNING SR UNSECURED 06/30 3.875 | Long | Debt | US | $244K | – | 0.00 |
| OWENS CORNING SR UNSECURED 08/29 3.95 | Long | Debt | US | $2M | – | 0.04 |
| OWENS CORNING SR UNSECURED 144A 02/30 3.5 | Long | Debt | US | $483K | – | 0.01 |
| OWENS-BROCKWAY GLASS CONTAINER COMPANY GUAR 144A 05/31 7.25 (Owens-Brockway Glass Container Inc.) | Long | Debt | US | $516K | – | 0.01 |
| PALMER SQUARE CLO 2024-2 LTD PLMRS 2024 2A A1 144A | Long | ABS-collateralized bond/debt obligation | KY | $988K | – | 0.02 |
| PANTHER ESCROW ISSUER LLC SR SECURED 144A 06/31 7.125 | Long | Debt | US | $2M | – | 0.04 |
| PARKLAND CORP COMPANY GUAR 144A 05/30 4.625 (Parkland Corporation) | Long | Debt | CA | $1M | – | 0.02 |
| PARKLAND CORP COMPANY GUAR 144A 10/29 4.5 (Parkland Corporation) | Long | Debt | CA | $960K | – | 0.02 |
| PETROLEOS MEXICANOS COMPANY GUAR 01/50 7.69 | Long | Debt | MX | $3M | – | 0.05 |
| PETROLEOS MEXICANOS COMPANY GUAR 06/29 8.75 | Long | Debt | MX | $1M | – | 0.02 |
| PILGRIM'S PRIDE CORP COMPANY GUAR 07/33 6.25 (Pilgrim's Pride Corporation) | Long | Debt | US | $1M | – | 0.03 |
| PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 05/49 VAR (The PNC Financial Services Group Inc.) | Long | Debt | US | $1M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR (The PNC Financial Services Group Inc.) | Long | Debt | US | $3M | – | 0.05 |
| PNC FINANCIAL SERVICES GROUP I JR SUBORDINA 12/99 VAR (The PNC Financial Services Group Inc.) | Long | Debt | US | $1M | – | 0.03 |
| PNC FINANCIAL SERVICES GROUP I SR UNSECURED 06/29 VAR (The PNC Financial Services Group Inc.) | Long | Debt | US | $3M | – | 0.06 |
| PNC FINANCIAL SERVICES GROUP I SR UNSECURED 08/34 VAR (The PNC Financial Services Group Inc.) | Long | Debt | US | $2M | – | 0.04 |
| POPULAR INC SR UNSECURED 03/28 7.25 (Popular Inc.) | Long | Debt | PR | $2M | – | 0.03 |
| PROCTER and GAMBLE CO/THE COMMON STOCK (The Procter and Gamble Company) | Long | Equity-common | US | $49M | 306K | 0.91 |
| PROVIDENT FUNDING MORTGAGE TRU PFMT 2020 F1 A2 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| QORVO INC COMPANY GUAR 10/29 4.375 (Qorvo Inc.) | Long | Debt | US | $1M | – | 0.02 |
| QORVO INC COMPANY GUAR 144A 04/31 3.375 (Qorvo Inc.) | Long | Debt | US | $1M | – | 0.02 |
| REGAL REXNORD CORP COMPANY GUAR 04/33 6.4 (Regal Rexnord Corporation) | Long | Debt | US | $1M | – | 0.02 |
| REGENERON PHARMACEUTICALS INC COMMON STOCK USD.001 (Regeneron Pharmaceuticals Inc.) | Long | Equity-common | US | $24M | 22K | 0.45 |
| REGENERON PHARMACEUTICALS INC SR UNSECURED 09/30 1.75 (Regeneron Pharmaceuticals Inc.) | Long | Debt | US | $2M | – | 0.04 |
| REGIONS FINANCIAL CORP SR UNSECURED 06/30 VAR (Regions Financial Corporation) | Long | Debt | US | $2M | – | 0.04 |
| RENAISSANCE HOME EQUITY LOAN T RAMC 2005 2 AF4 (Renaissance Home Equity Loan Trust 2005-2) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/29 4.625 | Long | Debt | US | $1M | – | 0.03 |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 04/31 4.625 | Long | Debt | US | $718K | – | 0.01 |
| RESORTS WORLD LAS VEGAS LLC / COMPANY GUAR 144A 07/30 8.45 | Long | Debt | US | $1M | – | 0.02 |
| RETAINED VANTAGE DATA CENTERS VDCR 2023 1A A2A 144A (Retained Vantage Data Centers Issuer LLC) | Long | ABS-other | US | $2M | – | 0.04 |
| ROCKET SOFTWARE INC SR SECURED 144A 11/28 9 (Rocket Software Inc.) | Long | Debt | US | $931K | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 02/33 6 (Royal Caribbean Cruises Ltd.) | Long | Debt | US | $2M | – | 0.03 |
| ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 03/32 6.25 (Royal Caribbean Cruises Ltd.) | Long | Debt | US | $364K | – | 0.01 |
| SABINE PASS LIQUEFACTION LLC SR SECURED 05/30 4.5 | Long | Debt | US | $3M | – | 0.06 |
| SALESFORCE INC COMMON STOCK USD.001 (Salesforce Inc.) | Long | Equity-common | US | $57M | 222K | 1.07 |
| SAP SE ADR | Long | Equity-common | DE | $60M | 282K | 1.11 |
| SASOL FINANCING USA LLC COMPANY GUAR 03/31 5.5 | Long | Debt | US | $957K | – | 0.02 |
| SAUDI ARABIAN OIL CO SR UNSECURED 144A 07/34 5.25 (Saudi Arabian Oil Company) | Long | Debt | SA | $1M | – | 0.02 |
| SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599 | Long | Debt | US | $675K | – | 0.01 |
| SBL HOLDINGS INC SR UNSECURED 144A 02/31 5 (SBL Holdings LLC) | Long | Debt | US | $2M | – | 0.03 |
| SEMPRA JR SUBORDINA 10/54 VAR | Long | Debt | US | $1M | – | 0.03 |
| SEMPRA SR UNSECURED 08/33 5.5 | Long | Debt | US | $2M | – | 0.03 |
| SERVPRO MASTER ISSUER LLC SPRO 2024 1A A2 144A | Long | ABS-other | US | $759K | – | 0.01 |
| SESAC FINANCE LLC SESAC 2019 1 A2 144A | Long | ABS-other | US | $2M | – | 0.04 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 07/28 4 (Sirius XM Radio Inc.) | Long | Debt | US | $1M | – | 0.02 |
| SIRIUS XM RADIO INC COMPANY GUAR 144A 08/27 5 (Sirius XM Radio Inc.) | Long | Debt | US | $2M | – | 0.04 |
| SLG OFFICE TRUST 2021-OVA SLG 2021 OVA D 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2021 A APT2 144A | Long | ABS-other | US | $623K | – | 0.01 |
| SMB PRIVATE EDUCATION LOAN TRU SMB 2024 A A1A 144A | Long | ABS-other | US | $1M | – | 0.03 |
| SMBC AVIATION CAPITAL FINANCE COMPANY GUAR 144A 06/28 2.3 (SMBC Aviation Capital Finance Designated Activity Company) | Long | Debt | IE | $602K | – | 0.01 |
| SOCIETE GENERALE SA 144A 01/29 VAR | Long | Debt | FR | $3M | – | 0.05 |
| SOCIETE GENERALE SA 144A 01/30 VAR | Long | Debt | FR | $933K | – | 0.02 |
| SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $2M | – | 0.03 |
| SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR | Long | Debt | FR | $1M | – | 0.02 |
| SOLVENTUM CORP COMPANY GUAR 144A 03/29 5.4 (Solventum Corporation) | Long | Debt | US | $2M | – | 0.03 |
| SOLVENTUM CORP COMPANY GUAR 144A 03/31 5.45 (Solventum Corporation) | Long | Debt | US | $4M | – | 0.07 |
| SONIC CAPITAL LLC SONIC 2020 1A A2I 144A | Long | ABS-other | US | $2M | – | 0.04 |
| SONIC CAPITAL LLC SONIC 2021 1A A2I 144A | Long | ABS-other | US | $2M | – | 0.03 |
| SOUTHERN CO/THE SR UNSECURED 03/34 5.7 (The Southern Company) | Long | Debt | US | $2M | – | 0.03 |
| SOUTHWESTERN ENERGY CO COMPANY GUAR 02/32 4.75 (Southwestern Energy Company) | Long | Debt | US | $679K | – | 0.01 |
| STARWOOD MORTGAGE RESIDENTIAL STAR 2022 1 A1 144A | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| STARWOOD PROPERTY TRUST INC SR UNSECURED 144A 04/29 7.25 (Starwood Property Trust Inc.) | Long | Debt | US | $267K | – | 0.00 |
| STATE BOARD OF ADMINISTRATION FLSGEN 07/27 FIXED 1.705 (State Board of Administration Finance Corporation) | Long | Debt | US | $853K | – | 0.02 |
| STRYKER CORP COMMON STOCK USD.1 (Stryker Corporation) | Long | Equity-common | US | $38M | 115K | 0.70 |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A | Long | ABS-other | US | $983K | – | 0.02 |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A | Long | ABS-other | US | $888K | – | 0.02 |
| SUMMIT MATERIALS LLC / SUMMIT COMPANY GUAR 144A 01/31 7.25 | Long | Debt | US | $374K | – | 0.01 |
| SUNBIRD ENGINE FINANCE LLC SUNBD 2020 1A A 144A | Long | ABS-other | KY | $310K | – | 0.01 |
| SUNCOR ENERGY INC COMMON STOCK (Suncor Energy Inc.) | Long | Equity-common | CA | $36M | 895K | 0.66 |
| SUNOCO LP / SUNOCO FINANCE COR COMPANY GUAR 04/30 4.5 (Sunoco LP and Sunoco Finance Corp.) | Long | Debt | US | $1M | – | 0.03 |
| SUNOCO LP COMPANY GUAR 144A 05/29 7 | Long | Debt | US | $1M | – | 0.02 |
| SUNOCO LP COMPANY GUAR 144A 05/32 7.25 | Long | Debt | US | $1M | – | 0.02 |
| SWITCH ABS ISSUER LLC SWTCH 2024 2A A2 144A | Long | ABS-other | US | $609K | – | 0.01 |
| SYSCO CORP COMMON STOCK USD1.0 (Sysco Corporation) | Long | Equity-common | US | $27M | 346K | 0.49 |
| T-MOBILE USA INC COMPANY GUAR 04/29 3.375 (T-Mobile USA Inc.) | Long | Debt | US | $2M | – | 0.03 |
| T-MOBILE USA INC COMPANY GUAR 04/30 3.875 (T-Mobile USA Inc.) | Long | Debt | US | $6M | – | 0.12 |
| TACO BELL FUNDING LLC BELL 2021 1A A2I 144A | Long | ABS-other | US | $3M | – | 0.05 |
| TALOS PRODUCTION INC SECURED 144A 02/29 9 (Talos Production Inc.) | Long | Debt | US | $169K | – | 0.00 |
| TALOS PRODUCTION INC SECURED 144A 02/31 9.375 (Talos Production Inc.) | Long | Debt | US | $213K | – | 0.00 |
| TAPESTRY INC SR UNSECURED 11/30 7.7 (Tapestry Inc.) | Long | Debt | US | $1M | – | 0.02 |
| TAPESTRY INC SR UNSECURED 11/33 7.85 (Tapestry Inc.) | Long | Debt | US | $979K | – | 0.02 |
| TARGA RESOURCES CORP COMPANY GUAR 03/29 6.15 (Targa Resources Corp.) | Long | Debt | US | $2M | – | 0.03 |
| TARGA RESOURCES CORP COMPANY GUAR 04/52 4.95 (Targa Resources Corp.) | Long | Debt | US | $2M | – | 0.04 |
| TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/32 4 (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $2M | – | 0.03 |
| TEACHERS INSURANCE and ANNUITY A SUBORDINATED 144A 05/47 4.27 (Teachers Insurance and Annuity Association of America) | Long | Debt | US | $2M | – | 0.03 |
| TELEPHONE AND DATA SYSTEMS INC PREFERRED STOCK 6.625 (Telephone and Data Systems Inc.) | Long | Equity-preferred | US | $643K | 33K | 0.01 |
| THERMO FISHER SCIENTIFIC INC SR UNSECURED 08/30 4.977 (Thermo Fisher Scientific Inc.) | Long | Debt | US | $1M | – | 0.02 |
| TIF FUNDING II LLC TIF 2021 1A A 144A | Long | ABS-other | US | $1M | – | 0.02 |
| TOMRA SYSTEMS ASA COMMON STOCK NOK.5 | Long | Equity-common | NO | $10M | 599K | 0.18 |
| TOTAL PLAY TELECOMUNICACIONES COMPANY GUAR 144A 09/28 6.375 (Total Play Telecomunicaciones S.A. de C.V.) | Long | Debt | MX | $843K | – | 0.02 |
| TOWD POINT MORTGAGE TRUST 2018 TPMT 2018 4 A1 144A | Long | ABS-mortgage backed security | US | $620K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 1 A1 144A | Long | ABS-mortgage backed security | US | $681K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2019 TPMT 2019 4 A1 144A | Long | ABS-mortgage backed security | US | $667K | – | 0.01 |
| TOWD POINT MORTGAGE TRUST 2020 TPMT 2020 4 A1 144A | Long | ABS-mortgage backed security | US | $995K | – | 0.02 |
| TRAVEL + LEISURE CO SR SECURED 144A 03/30 4.625 (Travel + Leisure Co.) | Long | Debt | US | $577K | – | 0.01 |
| TRINET GROUP INC COMPANY GUAR 144A 03/29 3.5 (TriNet Group Inc.) | Long | Debt | US | $551K | – | 0.01 |
| TRITON CONTAINER FINANCE VIII TCF 2020 1A A 144A | Long | ABS-other | US | $2M | – | 0.04 |
| TRITON CONTAINER FINANCE VIII TCF 2021 1A A 144A | Long | ABS-other | US | $1M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSECURED 01/30 VAR (Truist Financial Corporation) | Long | Debt | US | $3M | – | 0.05 |
| TRUIST FINANCIAL CORP SR UNSECURED 06/34 VAR (Truist Financial Corporation) | Long | Debt | US | $2M | – | 0.04 |
| TRUIST FINANCIAL CORP SR UNSECURED 10/29 VAR (Truist Financial Corporation) | Long | Debt | US | $1M | – | 0.03 |
| TRUST FIBRA UNO SR UNSECURED 144A 02/34 7.375 | Long | Debt | MX | $2M | – | 0.04 |
| UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5 (Uber Technologies Inc.) | Long | Debt | US | $2M | – | 0.05 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $1M | – | 0.02 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $938K | – | 0.02 |
| UBS GROUP AG SR UNSECURED 144A 02/30 VAR | Long | Debt | CH | $2M | – | 0.03 |
| UBS GROUP AG SR UNSECURED 144A 09/34 VAR | Long | Debt | CH | $1M | – | 0.03 |
| ULTA BEAUTY INC COMMON STOCK (Ulta Beauty Inc.) | Long | Equity-common | US | $22M | 61K | 0.41 |
| UNITED AIRLINES 2016-1 CLASS A PASS THRU CE 01/30 3.45 (United Airlines 2016-1 Class A Pass Through Trust) | Long | Debt | US | $1M | – | 0.03 |
| UNITED AIRLINES 2018-1 CLASS B PASS THRU CE 09/27 4.6 | Long | Debt | US | $619K | – | 0.01 |
| UNITED AIRLINES 2019-1 CLASS A PASS THRU CE 08/31 4.55 | Long | Debt | US | $1M | – | 0.02 |
| UNITED AIRLINES 2020-1 CLASS A PASS THRU CE 04/29 5.875 | Long | Debt | US | $2M | – | 0.04 |
| UNITED AIRLINES 2023-1 CLASS A PASS THRU CE 07/37 5.8 | Long | Debt | US | $2M | – | 0.05 |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.45 | Long | Debt | US | $2M | – | 0.04 |
| UNITED AIRLINES 2024-1 CLASS A PASS THRU CE 08/38 5.875 | Long | Debt | US | $2M | – | 0.03 |
| UNITED AIRLINES INC SR SECURED 144A 04/29 4.625 (United Airlines Inc.) | Long | Debt | US | $509K | – | 0.01 |
| UNITED STATES TREASURY NOTE/BO 02/52 2.25 (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.06 |
| UNITED STATES TREASURY NOTE/BO 02/54 4.25 (United States Treasury Note/Bond) | Long | Debt | US | $57M | – | 1.06 |
| UNITED STATES TREASURY NOTE/BO 03/31 4.125 (United States Treasury Note/Bond) | Long | Debt | US | $35M | – | 0.65 |
| UNITED STATES TREASURY NOTE/BO 05/31 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $5M | – | 0.10 |
| UNITED STATES TREASURY NOTE/BO 05/34 4.375 (United States Treasury Note/Bond) | Long | Debt | US | $58M | – | 1.08 |
| UNITED STATES TREASURY NOTE/BO 05/44 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $45M | – | 0.83 |
| UNITED STATES TREASURY NOTE/BO 05/54 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.04 |
| UNITED STATES TREASURY NOTE/BO 06/29 4.25 (United States Treasury Note/Bond) | Long | Debt | US | $18M | – | 0.33 |
| UNITED STATES TREASURY NOTE/BO 06/31 4.25 (United States Treasury Note/Bond) | Long | Debt | US | $74M | – | 1.37 |
| UNITED STATES TREASURY NOTE/BO 07/29 4 (United States Treasury Note/Bond) | Long | Debt | US | $43M | – | 0.80 |
| UNITED STATES TREASURY NOTE/BO 07/31 4.125 (United States Treasury Note/Bond) | Long | Debt | US | $49M | – | 0.92 |
| UNITED STATES TREASURY NOTE/BO 08/42 3.375 (United States Treasury Note/Bond) | Long | Debt | US | $57M | – | 1.05 |
| UNITED STATES TREASURY NOTE/BO 08/52 3 (United States Treasury Note/Bond) | Long | Debt | US | $9M | – | 0.18 |
| UNITED STATES TREASURY NOTE/BO 11/42 4 (United States Treasury Note/Bond) | Long | Debt | US | $33M | – | 0.61 |
| UNITED STATES TREASURY NOTE/BO 11/43 4.75 (United States Treasury Note/Bond) | Long | Debt | US | $46M | – | 0.85 |
| UNITED STATES TREASURY NOTE/BO 11/48 3.375 (United States Treasury Note/Bond) | Long | Debt | US | $7M | – | 0.13 |
| UNIVERSAL HEALTH SERVICES INC SR SECURED 10/30 2.65 (Universal Health Services Inc.) | Long | Debt | US | $2M | – | 0.03 |
| US 10YR NOTE CBT 0924 | Derivative-interest rate | US | $203K | – | 0.00 | |
| US BANCORP COMMON STOCK USD.01 (U.S. Bancorp) | Long | Equity-common | US | $19M | 424K | 0.35 |
| US BANCORP SR UNSECURED 01/30 VAR (U.S. Bancorp) | Long | Debt | US | $2M | – | 0.03 |
| US BANCORP SR UNSECURED 06/34 VAR (U.S. Bancorp) | Long | Debt | US | $2M | – | 0.04 |
| VALERO ENERGY CORP COMMON STOCK USD.01 (Valero Energy Corporation) | Long | Equity-common | US | $66M | 409K | 1.23 |
| VALVOLINE INC COMMON STOCK USD.01 (Valvoline Inc.) | Long | Equity-common | US | $46M | 982K | 0.85 |
| VALVOLINE INC SR UNSECURED 144A 06/31 3.625 (Valvoline Inc.) | Long | Debt | US | $1M | – | 0.02 |
| VANTAGE DATA CENTERS LLC VDC 2020 2A A2 144A | Long | ABS-other | US | $1M | – | 0.03 |
| VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5 | Long | Debt | NO | $403K | – | 0.01 |
| VAR ENERGI ASA SR UNSECURED 144A 11/32 8 | Long | Debt | NO | $4M | – | 0.08 |
| VAREX IMAGING CORP SR SECURED 144A 10/27 7.875 (Varex Imaging Corporation) | Long | Debt | US | $899K | – | 0.02 |
| VELOCITY VEHICLE GROUP LLC SR UNSECURED 144A 06/29 8 | Long | Debt | US | $430K | – | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/29 3.875 (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $440K | – | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS SR SECURED 144A 08/31 4.125 (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $1M | – | 0.02 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 01/30 7 (Venture Global LNG Inc.) | Long | Debt | US | $1M | – | 0.02 |
| VENTURE GLOBAL LNG INC SR SECURED 144A 02/29 9.5 (Venture Global LNG Inc.) | Long | Debt | US | $2M | – | 0.04 |
| VERIZON COMMUNICATIONS INC SR UNSECURED 03/31 2.55 (Verizon Communications Inc.) | Long | Debt | US | $2M | – | 0.04 |
| VERTEX PHARMACEUTICALS INC COMMON STOCK USD.01 (Vertex Pharmaceuticals Incorporated) | Long | Equity-common | US | $33M | 67K | 0.61 |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 A1 144A | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 3 A1 144A | Long | ABS-mortgage backed security | US | $875K | – | 0.02 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 4 A1 144A | Long | ABS-mortgage backed security | US | $521K | – | 0.01 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A | Long | ABS-mortgage backed security | US | $891K | – | 0.02 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 R1 A1 144A | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| VIACOMCBS INC SR UNSECURED 03/43 4.375 (Paramount Global) | Long | Debt | US | $973K | – | 0.02 |
| VIACOMCBS INC SR UNSECURED 05/32 4.2 (Paramount Global) | Long | Debt | US | $460K | – | 0.01 |
| VIACOMCBS INC SR UNSECURED 05/50 4.95 (Paramount Global) | Long | Debt | US | $2M | – | 0.03 |
| VIATRIS INC COMPANY GUAR 06/30 2.7 | Long | Debt | US | $3M | – | 0.05 |
| VIATRIS INC COMPANY GUAR 06/50 4 | Long | Debt | US | $5M | – | 0.10 |
| VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 02/29 3.875 (VICI Properties LP / VICI Note Co Inc) | Long | Debt | US | $946K | – | 0.02 |
| VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125 (VICI Properties LP / VICI Note Co Inc) | Long | Debt | US | $991K | – | 0.02 |
| VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625 (VICI Properties LP / VICI Note Co Inc) | Long | Debt | US | $2M | – | 0.04 |
| VICI PROPERTIES LP SR UNSECURED 05/32 5.125 (VICI Properties L.P.) | Long | Debt | US | $965K | – | 0.02 |
| VINCI SA COMMON STOCK EUR2.5 | Long | Equity-common | FR | $70M | 610K | 1.29 |
| VISTRA CORP JR SUBORDINA 144A VAR (Vistra Corp.) | Long | Debt | US | $527K | – | 0.01 |
| VISTRA OPERATIONS CO LLC COMPANY GUAR 144A 04/32 6.875 (Vistra Operations Company LLC) | Long | Debt | US | $824K | – | 0.02 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3 (Vistra Operations Company LLC) | Long | Debt | US | $3M | – | 0.06 |
| VISTRA OPERATIONS CO LLC SR SECURED 144A 10/33 6.95 (Vistra Operations Company LLC) | Long | Debt | US | $2M | – | 0.04 |
| VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875 (Vital Energy Inc.) | Long | Debt | US | $802K | – | 0.01 |
| VODAFONE GROUP PLC JR SUBORDINA 04/79 VAR (Vodafone Group Public Limited Company) | Long | Debt | GB | $2M | – | 0.03 |
| VODAFONE GROUP PLC SR UNSECURED 02/53 5.625 (Vodafone Group Public Limited Company) | Long | Debt | GB | $1M | – | 0.02 |
| VR FUNDING LLC VINE 2020 1A A 144A | Long | ABS-other | US | $1M | – | 0.02 |
| WALMART INC COMMON STOCK USD.1 (Walmart Inc.) | Long | Equity-common | US | $149M | 2M | 2.76 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/32 4.279 (WarnerMedia Holdings Inc.) | Long | Debt | US | $7M | – | 0.13 |
| WATCO COS LLC / WATCO FINANCE SR UNSECURED 144A 08/32 7.125 (Watco Finance Corp.) | Long | Debt | US | $652K | – | 0.01 |
| WELLS FARGO and CO JR SUBORDINA 12/49 VAR (Wells Fargo and Company) | Long | Debt | US | $2M | – | 0.03 |
| WELLS FARGO and CO PREFERRED STOCK 7.5 (Wells Fargo and Company) | Long | Equity-preferred | US | $180K | 150 | 0.00 |
| WELLS FARGO and CO SR UNSECURED 01/30 VAR (Wells Fargo and Company) | Long | Debt | US | $3M | – | 0.06 |
| WELLS FARGO and CO SR UNSECURED 03/33 VAR (Wells Fargo and Company) | Long | Debt | US | $5M | – | 0.09 |
| WELLS FARGO and CO SR UNSECURED 10/30 VAR (Wells Fargo and Company) | Long | Debt | US | $4M | – | 0.08 |
| WENDY'S FUNDING LLC WEN 2021 1A A2I 144A | Long | ABS-other | US | $2M | – | 0.04 |
| WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05 | Long | Debt | US | $2M | – | 0.03 |
| WHISTLER PIPELINE LLC SR UNSECURED 144A 09/29 5.4 | Long | Debt | US | $900K | – | 0.02 |
| WHISTLER PIPELINE LLC SR UNSECURED 144A 09/31 5.7 | Long | Debt | US | $1M | – | 0.02 |
| WILLIAMS COS INC/THE SR UNSECURED 08/32 4.65 (The Williams Companies Inc.) | Long | Debt | US | $2M | – | 0.03 |
| WILLIAMS SCOTSMAN INC SR SECURED 144A 06/29 6.625 (Williams Scotsman Inc.) | Long | Debt | US | $704K | – | 0.01 |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2020 A A 144A (Willis Engine Structured Trust V) | Long | ABS-other | US | $304K | – | 0.01 |
| WMG ACQUISITION CORP SR SECURED 144A 07/30 3.875 (WMG Acquisition Corp.) | Long | Debt | US | $1M | – | 0.02 |
| ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A | Long | ABS-other | US | $1M | – | 0.03 |
Address
John Hancock Investment Trust
200 Berkeley Street
Boston
Massachusetts
02116
United States of America
Websites
Directors
Hassell H. McClellan
James R. Boyle
William H. Cunningham
Grace K. Fey
Deborah C. Jackson
Gregory A. Russo
Steven R. Pruchansky
Andrew G. Arnott
Frances G. Rathke
Noni L. Ellison
Dean C. Garfield
Paul Lorentz
Transfer Agents
John Hancock Signature Services, Inc.
Pricing Services
Refinitiv
ICE Data Services
Pricing Direct
S&P Global Market Intelligence
Bloomberg LP
Citibank, N.A.
Custodians
Citibank, N.A.
Shareholder Servicing Agents
John Hancock Signature Services, Inc.
Admins
John Hancock Investment Management LLC
Brokers
Sanford C. Bernstein & Co., LLC
J.P. Morgan Securities LLC
Capital Institutional Services, Inc.
Piper Jaffray & Co.
Evercore Group L.L.C.