Delaware Funds by Macquarie > Optimum Fund Trust
Optimum Fixed Income Fund
$2.65B
Avg Monthly Net Assets
$3.93B
Total Assets
$1.27B
Total Liabilities
$2.66B
Net Assets
Optimum Fixed Income Fund is a Mutual Fund in Optimum Fund Trust
from Delaware Funds by Macquarie,
based in Pennsylvania,
United States of America.
The fund has three share classes
and monthly net assets of $2.65B.
On August 27th, 2024 it reported 1,549 holdings, the largest
being STANDARD CHARTERED BANK (8.6%), J.P. MORGAN SECURITIES LLC (6.5%) and Fannie Mae or Freddie Mac (5.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000006443 | OAFIX | |
| Class C | C000006445 | OCFIX | |
| Institutional Class | C000006446 | OIFIX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-78K | – | -0.00 | |
| 3R Lux SARL | Long | Debt | LU | $431K | – | 0.02 |
| 522 Funding CLO 2018-3A Ltd (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $947K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $6M | – | 0.23 |
| AbbVie Inc | Long | Debt | US | $3M | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $727K | – | 0.03 |
| ABFC 2006-HE1 Trust (Asset Backed Funding Certifica) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| ABN AMRO Bank NV | Long | Debt | NL | $4M | – | 0.13 |
| Abu Dhabi Developmental Holding Co PJSC (ABU DHABI DEVELOPMENT HO) | Long | Debt | AE | $2M | – | 0.06 |
| Abu Dhabi National Energy Co PJSC | Long | Debt | AE | $179K | – | 0.01 |
| Access Bank PLC | Long | Debt | NG | $286K | – | 0.01 |
| Adagio V CLO DAC (Adagio CLO) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.04 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $211K | – | 0.01 |
| Adjustable Rate Mortgage Trust 2005-10 | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Adjustable Rate Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $3M | – | 0.10 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $4M | – | 0.15 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $493K | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $296K | – | 0.01 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $147K | – | 0.01 |
| Aeropuerto Internacional de Tocumen SA (AEROPUERTO INTL TOCUMEN) | Long | Debt | PA | $148K | – | 0.01 |
| Aeropuertos Argentina 2000 SA (AEROPUERTOS ARGENT 2000) | Long | Debt | AR | $272K | – | 0.01 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $248K | – | 0.01 |
| AES Andes SA | Long | Debt | CL | $317K | – | 0.01 |
| AES Andes SA | Long | Debt | CL | $316K | – | 0.01 |
| African Development Bank | Long | Debt | $314K | – | 0.01 | |
| AIA Group Ltd | Long | Debt | HK | $962K | – | 0.04 |
| AIA Group Ltd | Long | Debt | HK | $303K | – | 0.01 |
| AIA Group Ltd | Long | Debt | HK | $182K | – | 0.01 |
| Air Canada | Long | Debt | CA | $286K | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $5M | – | 0.20 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.07 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.07 |
| Air Lease Corp | Long | Debt | US | $1M | – | 0.05 |
| Air Lease Corp | Long | Debt | US | $648K | – | 0.02 |
| Akbank TAS | Long | Debt | TR | $196K | – | 0.01 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $156K | – | 0.01 |
| Alfa Desarrollo SpA | Long | Debt | CL | $224K | – | 0.01 |
| Alibaba Group Holding Ltd | Long | Debt | KY | $178K | – | 0.01 |
| Alsea SAB de CV (ALSEA S.A.) | Long | Debt | MX | $202K | – | 0.01 |
| Alternative Loan Trust Resecuritization 2008-2R (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $377K | – | 0.01 |
| Altice France SA | Long | Debt | FR | $770K | – | 0.03 |
| America Movil SAB de CV | Long | Debt | MX | $308K | – | 0.01 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $935K | – | 0.04 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $425K | – | 0.02 |
| American Airlines 2016-3 Class AA Pass Through Trust (AMER AIRLINE 16-3 AA PTT) | Long | Debt | US | $776K | – | 0.03 |
| American Airlines 2019-1 Class AA Pass Through Trust (AMER AIRLINE 19-1AA PTT) | Long | Debt | US | $140K | – | 0.01 |
| American Airlines 2021-1 Class A Pass Through Trust (AMER AIRLINE 21-1A EETC) | Long | Debt | US | $79K | – | 0.00 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | $331K | – | 0.01 | |
| American Municipal Power Inc (AMERICAN MUNI PWR-OHIO INC OH) | Long | Debt | US | $2M | – | 0.07 |
| American Tower Corp | Long | Debt | US | $5M | – | 0.18 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.08 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.06 |
| American Tower Corp | Long | Debt | US | $878K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $287K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $3M | – | 0.12 |
| Amphenol Corp | Long | Debt | US | $823K | – | 0.03 |
| Amphenol Corp | Long | Debt | US | $705K | – | 0.03 |
| Amphenol Corp | Long | Debt | US | $583K | – | 0.02 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| Anchorage Capital CLO 9 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Angel Oak Mortgage Trust 2024-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $289K | – | 0.01 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $188K | – | 0.01 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $177K | – | 0.01 |
| Antofagasta PLC | Long | Debt | GB | $321K | – | 0.01 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $3M | – | 0.11 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $978K | – | 0.04 |
| Aon North America Inc | Long | Debt | US | $2M | – | 0.09 |
| Aon North America Inc | Long | Debt | US | $367K | – | 0.01 |
| Apex Credit Clo 2018-I Ltd (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Apidos CLO XXIV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Appalachian Power Co | Long | Debt | US | $2M | – | 0.07 |
| Aqueduct European CLO 1-2017 DAC | Long | ABS-collateralized bond/debt obligation | IE | $847K | – | 0.03 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | $3M | – | 0.10 | |
| Ares European CLO VII DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $730K | – | 0.03 |
| Ares European CLO X DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| Ares European CLO XII DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $321K | – | 0.01 |
| Ares European CLO XIV DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.15 |
| Ares XL CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $596K | – | 0.02 |
| Ares XXXIV CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Argent Securities Trust 2006-M1 (Argent Securities Inc.) | Long | ABS-other | US | $280K | – | 0.01 |
| Argent Securities Trust 2006-W4 (Argent Securities Inc.) | Long | ABS-other | US | $132K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $194K | – | 0.01 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $170K | – | 0.01 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $18K | – | 0.00 |
| Astrazeneca Finance LLC | Long | Debt | US | $4M | – | 0.15 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.10 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.10 |
| Athene Holding Ltd | Long | Debt | US | $2M | – | 0.06 |
| Athene Holding Ltd | Long | Debt | US | $802K | – | 0.03 |
| Athene Holding Ltd | Long | Debt | US | $761K | – | 0.03 |
| AUD/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| Aurium CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.12 |
| Aviation Capital Group LLC | Long | Debt | US | $4M | – | 0.14 |
| Aviation Capital Group LLC | Long | Debt | US | $1M | – | 0.05 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $104K | – | 0.00 |
| Azul Secured Finance LLP | Long | Debt | US | $194K | – | 0.01 |
| Bacardi Ltd | Long | Debt | BM | $494K | – | 0.02 |
| Bahrain Government International Bond (KINGDOM OF BAHRAIN) | Long | Debt | BH | $313K | – | 0.01 |
| Bain Capital Euro Clo 2018-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| Banc of America Funding 2005-E Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Banc of America Funding 2006-I Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Banc of America Mortgage 2003-D Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $442.09 | – | 0.00 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $334K | – | 0.01 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $270K | – | 0.01 |
| Banco de Credito e Inversiones SA (BANC CREDITO INVERSIONES) | Long | Debt | CL | $367K | – | 0.01 |
| Banco GNB Sudameris SA | Long | Debt | CO | $329K | – | 0.01 |
| Banco Industrial SA/Guatemala | Long | Debt | GT | $165K | – | 0.01 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $312K | – | 0.01 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $202K | – | 0.01 |
| Banco Nacional de Panama | Long | Debt | PA | $154K | – | 0.01 |
| Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | Long | Debt | MX | $224K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $1M | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $985K | – | 0.04 |
| Banco Santander SA | Long | Debt | ES | $906K | – | 0.03 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $273K | – | 0.01 |
| BANK 2017-BNK5 | Long | ABS-mortgage backed security | US | $562K | – | 0.02 |
| BANK 2017-BNK7 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BANK 2022-BNK39 | Long | ABS-mortgage backed security | US | $611K | – | 0.02 |
| BANK 2022-BNK40 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $367K | – | 0.01 |
| Bank Leumi Le-Israel BM | Long | Debt | IL | $259K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.25 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $886K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $699K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $491K | – | 0.02 |
| Bank of Montreal | Long | Debt | CA | $2M | – | 0.06 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $3M | – | 0.13 |
| Banque Ouest Africaine de Developpement | Long | Debt | $173K | – | 0.01 | |
| Bapco Energies BSC Closed (BAPCO ENERGIES BSCC) | Long | Debt | BH | $204K | – | 0.01 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.12 |
| Barclays PLC | Long | Debt | GB | $3M | – | 0.11 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.08 |
| Barclays PLC | Long | Debt | GB | $2M | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $934K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $833K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $616K | – | 0.02 |
| Bayer US Finance II LLC | Long | Debt | US | $190K | – | 0.01 |
| Bayer US Finance LLC | Long | Debt | US | $809K | – | 0.03 |
| Bayer US Finance LLC | Long | Debt | US | $615K | – | 0.02 |
| Bayer US Finance LLC | Long | Debt | US | $409K | – | 0.02 |
| Bayer US Finance LLC | Long | Debt | US | $204K | – | 0.01 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $233K | – | 0.01 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $186K | – | 0.01 |
| Bear Stearns ARM Trust 2003-5 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2005-FR1 | Long | ABS-mortgage backed security | US | $867K | – | 0.03 |
| Bear Stearns Asset Backed Securities Trust 2007-SD1 | Long | ABS-other | US | $40K | – | 0.00 |
| Becton Dickinson Euro Finance Sarl | Long | Debt | LU | $496K | – | 0.02 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Benchmark 2020-B20 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.40 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Benchmark 2020-B22 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Benchmark 2021-B24 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Benchmark 2021-B29 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Benchmark 2022-B32 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $728K | – | 0.03 |
| Benchmark 2022-B33 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $702K | – | 0.03 |
| Benchmark 2022-B35 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Benefit Street Partners Clo XII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $278K | – | 0.01 |
| Benefit Street Partners CLO XVII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.03 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $186K | – | 0.01 |
| Berkshire Hathaway Energy Co | Long | Debt | US | $3M | – | 0.10 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $387K | – | 0.01 |
| Bermuda Government International Bond (GOVT OF BERMUDA) | Long | Debt | BM | $246K | – | 0.01 |
| BERRY GLOBAL INC | Long | Loan | US | $552K | – | 0.02 |
| Bidvest Group UK PLC/The | Long | Debt | GB | $201K | – | 0.01 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $328K | – | 0.01 |
| Black Diamond CLO 2019-1 DAC (Black Diamond CLO Ltd) | Long | ABS-collateralized bond/debt obligation | IE | $281K | – | 0.01 |
| Blackrock European CLO VII DAC (BlackRock European CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| BlackRock Liquidity FedFund | Long | Short-term investment vehicle | US | $8M | 8M | 0.31 |
| Blue Owl Capital Corp | Long | Debt | US | $442K | – | 0.02 |
| BlueMountain Fuji EUR CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.06 |
| BMO 2022-C1 Mortgage Trust | Long | ABS-mortgage backed security | US | $526K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.09 |
| BNP Paribas SA | Long | Debt | FR | $2M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $700K | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $524K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $500K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $252K | – | 0.01 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $266K | – | 0.01 |
| BNPP AM Euro CLO 2019 DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.04 |
| BOC Aviation USA Corp | Long | Debt | US | $533K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $719K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $710K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $611K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $512K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $504K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $410K | – | 0.02 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $436K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $1M | – | 0.05 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $988K | – | 0.04 |
| BP Capital Markets PLC | Long | Debt | GB | $3M | – | 0.10 |
| BPCE SA | Long | Debt | FR | $5M | – | 0.19 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.13 |
| Brazil Letras do Tesouro Nacional (LETRA TESOURO NACIONAL) | Long | Debt | BR | $4M | – | 0.14 |
| Brazil Letras do Tesouro Nacional (LETRA TESOURO NACIONAL) | Long | Debt | BR | $3M | – | 0.11 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.04 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $193K | – | 0.01 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $168K | – | 0.01 |
| British Airways 2018-1 Class AA Pass Through Trust (BRITISH AIR 18-1 AA PTT) | Long | Debt | US | $846K | – | 0.03 |
| British Airways 2019-1 Class AA Pass Through Trust (BRITISH AIR 19-1 AA PTT) | Long | Debt | US | $218K | – | 0.01 |
| BRL/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $474K | – | 0.02 | |
| BRL/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $80K | – | 0.00 | |
| BRL/USD FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $316.63 | – | 0.00 | |
| Broadcom Inc | Long | Debt | US | $5M | – | 0.20 |
| Broadcom Inc | Long | Debt | US | $2M | – | 0.08 |
| Broadcom Inc | Long | Debt | US | $1M | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $108K | – | 0.00 |
| BROADCOM INC | Long | Loan | US | $3M | – | 0.10 |
| Brookfield Capital Finance LLC | Long | Debt | US | $4M | – | 0.15 |
| CAD/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| Cairn CLO X DAC (Cairn CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.06 |
| Calpine Corp | Long | Debt | US | $981K | – | 0.04 |
| Calpine Corp | Long | Debt | US | $297K | – | 0.01 |
| Calpine Corp | Long | Debt | US | $293K | – | 0.01 |
| CALPINE CORP | Long | Loan | US | $238K | – | 0.01 |
| CALPINE CORP | Long | Loan | US | $182K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $5M | – | 0.20 |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $104K | – | 0.00 | |
| Canacol Energy Ltd | Long | Debt | CA | $265K | – | 0.01 |
| Cantor Commercial Real Estate Lending 2019-CF1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Cantor Commercial Real Estate Lending 2019-CF2 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Cantor Commercial Real Estate Lending 2019-CF3 | Long | ABS-mortgage backed security | US | $696K | – | 0.03 |
| Cantor Fitzgerald LP | Long | Debt | US | $3M | – | 0.11 |
| Cardinal Health Inc | Long | Debt | US | $3M | – | 0.13 |
| Carlyle Euro CLO 2019-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $640K | – | 0.02 |
| Carlyle Euro CLO 2021-2 DAC (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| Carlyle Global Market Strategies CLO 2013-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $736K | – | 0.03 |
| Carlyle Global Market Strategies Euro CLO 2014-2 Ltd | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.06 |
| Carlyle US CLO 2017-1 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $953K | – | 0.04 |
| Carnival Corp | Long | Debt | PA | $1M | – | 0.04 |
| Carnival Corp | Long | Debt | PA | $470K | – | 0.02 |
| Carvana Auto Receivables Trust 2024-N2 | Long | ABS-other | US | $300K | – | 0.01 |
| Carvana Auto Receivables Trust 2024-P2 | Long | ABS-other | US | $4M | – | 0.15 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $7M | – | 0.25 |
| Castlelake Aviation One DAC | Long | Loan | IE | $2M | – | 0.06 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $3M | – | 0.11 |
| CD 2017-CD6 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| CD 2019-CD8 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.38 |
| CDS BOEING CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS BOEING CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS BRITISH TELECOMMUNICATIONS PLC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $25K | – | 0.00 | |
| CDS BRITISH TELECOMMUNICATIONS PLC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $13K | – | 0.00 | |
| CDS CDX.NA.IG.35 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $28K | – | 0.00 | |
| CDS CDX.NA.IG.35 (CREDIT SUISSE SECURITIES (USA) LLC) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS CDX.NA.IG.37.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS CMBX.NA.AAA.8 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $-2K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (J.P. MORGAN SECURITIES LLC) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS GENERAL ELECTRIC COMPANY (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $24K | – | 0.00 | |
| CDS GENERAL ELECTRIC COMPANY (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $10K | – | 0.00 | |
| CDS GENERAL MOTORS CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $42K | – | 0.00 | |
| CDS GENERAL MOTORS CO (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $26K | – | 0.00 | |
| CDS HOCHTIEF AG (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $129K | – | 0.00 | |
| CDS HOCHTIEF AG (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $129K | – | 0.00 | |
| CDS ISRAEL GOVERNMENT INTERNATIONAL BOND (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-9K | – | -0.00 | |
| CDS ITRAXX.EU.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS MEXICO (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS MEXICO (J.P. MORGAN SECURITIES LLC) | Derivative-credit | US | $-20K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (J.P. MORGAN SECURITIES LLC) | Derivative-credit | US | $10K | – | 0.00 | |
| CDS TESCO PLC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $61K | – | 0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $4M | – | 0.14 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $2M | – | 0.09 |
| Cellnex Finance Co SA | Long | Debt | ES | $3M | – | 0.13 |
| Cemex SAB de CV | Long | Debt | MX | $235K | – | 0.01 |
| Cencosud SA | Long | Debt | CL | $362K | – | 0.01 |
| Centex Home Equity Loan Trust 2002-A | Long | ABS-mortgage backed security | US | $115.86 | – | 0.00 |
| Central American Bottling Corp / CBC Bottling Holdco SL / Beliv Holdco SL (CNTL AMR BOTTLING CORP) | Long | Debt | VG | $206K | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2016-C7 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| CHARTER COMMUNICATIONS OPER | Long | Loan | US | $2M | – | 0.07 |
| Charter Communications Operating LLC | Long | Loan | US | $468K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.14 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.10 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.10 |
| Chase Auto Owner Trust 2024-2 | Long | ABS-other | US | $3M | – | 0.11 |
| Chase Home Lending Mortgage Trust Series 2024-RPL1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Chase Home Lending Mortgage Trust Series 2024-RPL3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Chase Mortgage Finance Trust Series 2005-A1 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Cheniere Energy Partners LP | Long | Debt | US | $5M | – | 0.18 |
| Cheniere Energy Partners LP | Long | Debt | US | $2M | – | 0.06 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $3M | – | 0.12 |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue (CHICAGO IL TRANSIT AUTH SALES) | Long | Debt | US | $2M | – | 0.07 |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue (CHICAGO IL TRANSIT AUTH SALES) | Long | Debt | US | $2M | – | 0.07 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $237K | – | 0.01 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $144K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| CIBANCO SA Institucion de Banca Multiple Trust CIB/3332 (CIBANCO SA INS DE BANCA) | Long | Debt | MX | $304K | – | 0.01 |
| CIMB Bank Bhd | Long | Debt | MY | $320K | – | 0.01 |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $3M | – | 0.12 |
| Citibank NA | Long | Debt | US | $3M | – | 0.10 |
| Citibank NA | Long | Debt | US | $959K | – | 0.04 |
| Citicorp Residential Mortgage Trust Series 2006-3 | Long | ABS-other | US | $75K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2014-GC25 | Long | ABS-mortgage backed security | US | $782K | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2016-P3 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $598K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $954K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $897K | – | 0.03 |
| Citizens Auto Receivables Trust 2023-1 | Long | ABS-other | US | $4M | – | 0.14 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.09 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $2M | – | 0.08 |
| CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23) | Long | Debt | KY | $338K | – | 0.01 |
| CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23) | Long | Debt | KY | $198K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $211K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $141K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $141K | – | 0.01 |
| COLT 2024-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Comcast Corp | Long | Debt | US | $4M | – | 0.13 |
| Comcast Corp | Long | Debt | US | $294K | – | 0.01 |
| COMM 2014-CCRE20 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COMM 2015-3BP Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $555K | – | 0.02 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $764K | – | 0.03 |
| COMM 2016-CR28 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| COMM 2018-HCLV Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Commonwealth of Puerto Rico (PUERTO RICO CMWLTH) | Long | Debt | US | $79K | – | 0.00 |
| CONCENTRA HEALTH SERVICES INC | Long | Loan | US | $2M | – | 0.06 |
| CONNECT FINCO SARL | Long | Loan | LU | $589K | – | 0.02 |
| Connect Finco SARL / Connect US Finco LLC (CONNECT FINCO SARL/CONNE) | Long | Debt | $2M | – | 0.07 | |
| Connecticut Avenue Securities Trust 2019-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Connecticut Avenue Securities Trust 2022-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $924K | – | 0.03 |
| Connecticut Avenue Securities Trust 2024-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Consorcio Transmantaro SA (TRANSMANTARO) | Long | Debt | PE | $263K | – | 0.01 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $2M | – | 0.06 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $3M | – | 0.12 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $2M | – | 0.07 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $1M | – | 0.05 |
| Corp Andina de Fomento | Long | Debt | $200K | – | 0.01 | |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $158K | – | 0.01 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $155K | – | 0.01 |
| Coty Inc | Long | Debt | US | $1M | – | 0.06 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $24K | – | 0.00 |
| Credit Agricole SA | Long | Debt | FR | $3M | – | 0.10 |
| Credit Suisse Group AG | Long | Debt | CH | $240K | – | 0.01 |
| Credit Suisse Group AG | Long | Debt | CH | $228K | – | 0.01 |
| Credit Suisse Group AG | Long | Debt | CH | $48K | – | 0.00 |
| Cromwell Ereit Lux Finco Sarl (CROMWELL EREIT LU FINCO) | Long | Debt | LU | $618K | – | 0.02 |
| Cross 2024-H3 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Crown Castle Inc | Long | Debt | US | $4M | – | 0.15 |
| CSC Holdings LLC | Long | Debt | US | $223K | – | 0.01 |
| CSMC Mortgage-Backed Trust 2007-1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2007-3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2007-3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| CSMC Mortgage-Backed Trust 2007-3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| CSMC Series 2005-1R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| CSN Resources SA | Long | Debt | LU | $308K | – | 0.01 |
| CT Trust | Long | Debt | GT | $251K | – | 0.01 |
| CVC Cordatus Loan Fund VII DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $4M | – | 0.15 |
| CVS Pass-Through Trust | Long | Debt | US | $54K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2005-2 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $4M | – | 0.14 |
| CWABS Asset-Backed Certificates Trust 2006-1 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $18K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2006-11 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $20K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2006-17 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $446K | – | 0.02 |
| CWABS Asset-Backed Certificates Trust 2006-25 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $739K | – | 0.03 |
| CWABS Asset-Backed Certificates Trust 2007-6 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $753K | – | 0.03 |
| CyrusOne Data Centers Issuer I LLC | Long | ABS-other | US | $5M | – | 0.17 |
| DAE Funding LLC | Long | Debt | US | $2M | – | 0.09 |
| Danske Bank A/S | Long | Debt | DK | $3M | – | 0.13 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $1M | – | 0.06 |
| DaVita Inc | Long | Debt | US | $497K | – | 0.02 |
| DaVita Inc | Long | Debt | US | $495K | – | 0.02 |
| DAVITA INC | Long | Loan | US | $2M | – | 0.09 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $859K | – | 0.03 |
| Delta Air Lines Inc | Long | Debt | US | $919K | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $6M | – | 0.21 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $3M | – | 0.11 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.08 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.07 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $2M | – | 0.06 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.05 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $1M | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $665K | – | 0.02 |
| Development Bank of Kazakhstan JSC | Long | Debt | KZ | $199K | – | 0.01 |
| Diamond Infrastructure Funding LLC | Long | ABS-other | US | $4M | – | 0.16 |
| Diamondback Energy Inc | Long | Debt | US | $5M | – | 0.20 |
| Diamondback Energy Inc | Long | Debt | US | $3M | – | 0.11 |
| Diamondback Energy Inc | Long | Debt | US | $670K | – | 0.03 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $1M | – | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $449K | – | 0.02 |
| Dominican Republic International Bond | Long | Debt | DO | $197K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $194K | – | 0.01 |
| Domino's Pizza Master Issuer LLC (Dominos Pizza Master Issuer LL) | Long | ABS-other | US | $6M | – | 0.24 |
| Dryden 27 R Euro CLO 2017 DAC (Dryden Leveraged Loan CDO) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.09 |
| Dryden 36 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Dryden 52 Euro CLO 2017 DAC (Dryden Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| Dryden 54 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| DTE Energy Co | Long | Debt | US | $1M | – | 0.05 |
| Duke Energy Carolinas LLC | Long | Debt | US | $5M | – | 0.18 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.06 |
| Duke Energy Indiana LLC | Long | Debt | US | $848K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $246K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $153K | – | 0.01 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $128K | – | 0.00 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $80K | – | 0.00 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $17K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $271K | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $190K | – | 0.01 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $273K | – | 0.01 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $134K | – | 0.01 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $106K | – | 0.00 |
| El Salvador Government International Bond (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $5K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $1M | – | 0.05 |
| Elevance Health Inc | Long | Debt | US | $784K | – | 0.03 |
| Emirates NBD Bank PJSC | Long | Debt | AE | $289K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $5M | – | 0.19 |
| Enbridge Inc | Long | Debt | CA | $1M | – | 0.05 |
| Enbridge Inc | Long | Debt | CA | $553K | – | 0.02 |
| Encore Capital Group Inc | Long | Debt | US | $408K | – | 0.02 |
| Energean Israel Finance Ltd | Long | Debt | IL | $132K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.17 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.13 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.12 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.10 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $690K | – | 0.03 |
| Engie Energia Chile SA | Long | Debt | CL | $385K | – | 0.01 |
| Engie SA | Long | Debt | FR | $969K | – | 0.04 |
| Engie SA | Long | Debt | FR | $911K | – | 0.03 |
| Eni SpA | Long | Debt | IT | $1M | – | 0.04 |
| Eni SpA | Long | Debt | IT | $1M | – | 0.04 |
| Entegris Inc | Long | Debt | US | $1M | – | 0.04 |
| ENTEGRIS INC | Long | Loan | US | $769K | – | 0.03 |
| Entergy Arkansas LLC | Long | Debt | US | $693K | – | 0.03 |
| Entergy Louisiana LLC | Long | Debt | US | $207K | – | 0.01 |
| Entergy Texas Inc | Long | Debt | US | $501K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $3M | – | 0.10 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.09 |
| EPICOR SOFTWARE CORP | Long | Loan | US | $778K | – | 0.03 |
| EPICOR SOFTWARE CORP | Long | Loan | US | $80K | – | 0.00 |
| EPR Properties | Long | Debt | US | $2M | – | 0.06 |
| EquiFirst Mortgage Loan Trust 2004-2 | Long | ABS-mortgage backed security | US | $578K | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $728K | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $691K | – | 0.03 |
| EUR/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $81K | – | 0.00 | |
| EUR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| EUR/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-143K | – | -0.01 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-189K | – | -0.01 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-256K | – | -0.01 | |
| Euro-Galaxy III CLO DAC (Euro Galaxy CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.16 |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-25K | – | -0.00 | |
| Exelon Corp | Long | Debt | US | $641K | – | 0.02 |
| Export-Import Bank of Korea (EXPORT-IMPORT BANK KOREA) | Long | Debt | KR | $202K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.09 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $954K | – | 0.04 |
| Fannie Mae Grantor Trust 1999-T2 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Grantor Trust 2004-T1 (FannieMae Grantor Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $140M | – | 5.27 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $123M | – | 4.62 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $107M | – | 4.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $96M | – | 3.60 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $65M | – | 2.42 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $64M | – | 2.40 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $46M | – | 1.73 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $40M | – | 1.51 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $39M | – | 1.48 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $32M | – | 1.22 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $29M | – | 1.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.46 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.41 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $997K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $993K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $991K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $963K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $937K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $919K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $906K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $783K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $768K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $752K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $702K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $701K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $661K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $603K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $566K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $540K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $500K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $464K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $439K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $981.62 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $641.27 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $617.26 | – | 0.00 |
| Fannie Mae REMIC Trust 2004-W11 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $751K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $348K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $966.02 | – | 0.00 |
| Fannie Mae Trust 2004-W15 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fidelity Government Portfolio | Long | Short-term investment vehicle | US | $8M | 8M | 0.31 |
| Fifth Third Bancorp | Long | Debt | US | $4K | – | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $926.59 | – | 0.00 |
| Fifth Third Bank NA | Long | Debt | US | $2M | – | 0.06 |
| First Abu Dhabi Bank PJSC | Long | Debt | AE | $314K | – | 0.01 |
| First Franklin Mortgage Loan Trust 2006-FF5 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $496K | – | 0.02 |
| First Quantum Minerals Ltd | Long | Debt | CA | $288K | – | 0.01 |
| Fiserv Inc | Long | Debt | US | $3M | – | 0.12 |
| Flagstar Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $639K | – | 0.02 |
| FLUTTER FINANCING BV | Long | Loan | NL | $2M | – | 0.06 |
| FMG Resources August 2006 Pty Ltd (FMG RESOURCES AUG 2006) | Long | Debt | AU | $5M | – | 0.19 |
| Ford Credit Auto Owner Trust 2024-B | Long | ABS-other | US | $4M | – | 0.17 |
| Ford Credit Floorplan Master Owner Trust A Series 2024-1 | Long | ABS-other | US | $7M | – | 0.25 |
| Ford Motor Credit Co LLC | Long | Debt | US | $6M | – | 0.23 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.05 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $1M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $841K | – | 0.03 |
| Ford Motor Credit Co LLC | Long | Debt | US | $658K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $596K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $553K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $523K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $475K | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $321K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $265K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $210K | – | 0.01 |
| Foxconn Far East Ltd | Long | Debt | KY | $232K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $654K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38.22 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.46 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.43 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $991K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $798K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $741K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $693K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $567K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freeport Indonesia PT | Long | Debt | ID | $228K | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $198K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $998K | – | 0.04 |
| FREMF 2017-K71 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Fremont Home Loan Trust 2004-B | Long | ABS-other | US | $2M | – | 0.06 |
| Frontier Communications Holdings LLC | Long | Debt | US | $1M | – | 0.05 |
| Frontier Communications Holdings LLC | Long | Loan | US | $1M | – | 0.04 |
| Frontier Communications Holdings LLC | Long | Debt | US | $777K | – | 0.03 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC | Long | Loan | US | $2M | – | 0.08 |
| Frontier Issuer LLC | Long | ABS-other | US | $1M | – | 0.05 |
| FS Rialto 2022-Fl4 Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.13 |
| Future Retail Ltd | Long | Debt | IN | $4K | – | 0.00 |
| Gabon Government International Bond (REPUBLIC OF GABON) | Long | Debt | GA | $151K | – | 0.01 |
| Gaci First Investment Co | Long | Debt | KY | $250K | – | 0.01 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $209K | – | 0.01 |
| Galaxy XXI CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| GCAT 2024-NQM2 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| GDB Debt Recovery Authority of Puerto Rico (GDB DEBT RECOVERY AUTH OF CMWL) | Long | Debt | US | $6M | – | 0.21 |
| GE Capital UK Funding Unlimited Co | Long | Debt | IE | $391K | – | 0.01 |
| GE-WMC Mortgage Securities Trust 2006-1 (GE-WMC Mortgage Securities LLC) | Long | ABS-other | US | $657K | – | 0.02 |
| General Motors Co | Long | Debt | US | $1M | – | 0.04 |
| General Motors Co | Long | Debt | US | $421K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $4M | – | 0.15 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $586K | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $586K | – | 0.02 |
| Geopark Ltd | Long | Debt | BM | $291K | – | 0.01 |
| Georgia Government International Bond (REPUBLIC OF GEORGIA) | Long | Debt | GE | $184K | – | 0.01 |
| Georgia Power Co | Long | Debt | US | $3M | – | 0.12 |
| Georgian Railway JSC | Long | Debt | GE | $529K | – | 0.02 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $117K | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $570K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $2M | – | 0.07 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $2M | – | 0.09 |
| GLS Auto Select Receivables Trust 2024-3 | Long | ABS-other | US | $500K | – | 0.02 |
| GM Financial Consumer Automobile Receivables Trust 2024-2 (GM Financial Securitized Term) | Long | ABS-other | US | $4M | – | 0.15 |
| GMACM Mortgage Loan Trust 2006-J1 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Golden Credit Card Trust | Long | ABS-other | CA | $2M | – | 0.07 |
| Golden State Tobacco Securitization Corp (GOLDEN ST TOBACCO SECURITIZATI) | Long | Debt | US | $2M | – | 0.06 |
| GoldenTree Loan Management EUR CLO 3 DAC | Long | ABS-collateralized bond/debt obligation | IE | $292K | – | 0.01 |
| Goldman Sachs Bank USA/New York NY | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Financial Square Government Fund | Long | Short-term investment vehicle | US | $8M | 8M | 0.31 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.22 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $3M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $912K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $736K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $730K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $722K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $482K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Greensaif Pipelines Bidco Sarl | Long | Debt | LU | $469K | – | 0.02 |
| GreenState Auto Receivables Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.15 |
| Grupo Aeromexico SAB de CV | Long | Equity-common | MX | $961K | 50K | 0.04 |
| Grupo Aeromexico SAB de CV | Long | Debt | MX | $396K | – | 0.01 |
| GS Mortgage Securities Trust 2017-GS5 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GS Mortgage Securities Trust 2019-GC39 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| GS Mortgage Securities Trust 2020-GC47 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| GS Mortgage-Backed Securities Corp Trust 2021-PJ4 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage-Backed Securities Trust 2021-PJ7 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GSAMP Trust 2006-FM3 | Long | ABS-other | US | $344K | – | 0.01 |
| GSAMP Trust 2007-SEA1 | Long | ABS-other | US | $349K | – | 0.01 |
| GSR Mortgage Loan Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Haleon UK Capital PLC | Long | Debt | GB | $491K | – | 0.02 |
| Haleon US Capital LLC | Long | Debt | US | $464K | – | 0.02 |
| Harvest CLO XVI DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| Harvest CLO XXI DAC | Long | ABS-collateralized bond/debt obligation | IE | $252K | – | 0.01 |
| HCA Inc | Long | Debt | US | $4M | – | 0.15 |
| HCA Inc | Long | Debt | US | $3M | – | 0.12 |
| HCA Inc | Long | Debt | US | $3M | – | 0.10 |
| HCA Inc | Long | Debt | US | $2M | – | 0.09 |
| HDFC Bank Ltd | Long | Debt | IN | $319K | – | 0.01 |
| HGI CRE CLO 2021-FL3 Ltd (HGI CRE CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.11 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $627K | – | 0.02 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $606K | – | 0.02 |
| HILTON DOMESTIC OPERATING CO INC | Long | Loan | US | $1M | – | 0.04 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $840K | – | 0.03 |
| Hilton USA Trust 2016-SFP | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Holcim Finance Luxembourg SA (HOLCIM FINANCE LUX SA) | Long | Debt | LU | $946K | – | 0.04 |
| Holcim Finance Luxembourg SA (HOLCIM FINANCE LUX SA) | Long | Debt | LU | $904K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Home Depot Inc/The | Long | Debt | US | $534K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $457K | – | 0.02 |
| Home Equity Mortgage Loan Asset-Backed Trust Series INABS 2007-A (IndyMac Residential Asset Back) | Long | ABS-other | US | $661K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.13 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.09 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.07 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $1M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $612K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $497K | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $427K | – | 0.02 |
| HSI Asset Securitization Corp Trust 2006-HE1 (HSI Asset Securitization Corpo) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| HTA Group Ltd/Mauritius | Long | Debt | MU | $364K | – | 0.01 |
| Huarong Finance 2017 Co Ltd | Long | Debt | VG | $278K | – | 0.01 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $2M | – | 0.07 |
| Hutama Karya Persero PT | Long | Debt | ID | $416K | – | 0.02 |
| Hyatt Hotels Corp | Long | Debt | US | $297K | – | 0.01 |
| Hyundai Capital America | Long | Debt | US | $828K | – | 0.03 |
| Hyundai Capital America | Long | Debt | US | $772K | – | 0.03 |
| ICICI Bank Ltd/Dubai | Long | Debt | IN | $195K | – | 0.01 |
| IHS Holding Ltd | Long | Debt | KY | $228K | – | 0.01 |
| IHS Holding Ltd | Long | Debt | KY | $190K | – | 0.01 |
| Indigo Group SAS | Long | Debt | FR | $2M | – | 0.06 |
| Indofood CBP Sukses Makmur Tbk PT | Long | Debt | ID | $229K | – | 0.01 |
| Indofood CBP Sukses Makmur Tbk PT | Long | Debt | ID | $166K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $198K | – | 0.01 |
| INEOS Styrolution Ludwigshafen GmbH (STYROLUTION) | Long | Debt | DE | $302K | – | 0.01 |
| INFORMATICA LLC | Long | Loan | US | $623K | – | 0.02 |
| Infraestructura Energetica Nova SAPI de CV | Long | Debt | MX | $218K | – | 0.01 |
| ING Groep NV | Long | Debt | NL | $4M | – | 0.15 |
| ING Groep NV | Long | Debt | NL | $3M | – | 0.10 |
| ING Groep NV | Long | Debt | NL | $850K | – | 0.03 |
| INR/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $195.38 | – | 0.00 | |
| International Container Terminal Services Inc | Long | Debt | PH | $427K | – | 0.02 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $3M | – | 0.10 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $1M | – | 0.05 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $856K | – | 0.03 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $220K | – | 0.01 |
| Invesco Euro CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $266K | – | 0.01 |
| IRB HOLDING CORP | Long | Loan | US | $4M | – | 0.13 |
| Iron Mountain Inc | Long | Debt | US | $629K | – | 0.02 |
| Iron Mountain Information Management Services Inc (IRON MOUNTAIN INFO MGMT) | Long | Debt | US | $2M | – | 0.07 |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-65K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-68K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-91K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $48K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $36K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-128K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-142K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-190K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-263K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-290K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $633K | – | 0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $114K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-44K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-73K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-98K | – | -0.00 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $6M | – | 0.23 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5M | – | 0.20 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.09 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2M | – | 0.07 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1M | – | 0.05 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $647K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $622K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $442K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $364K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $280K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $231K | – | 0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $212K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $144K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $126K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $125K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $117K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $72K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $70K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $70K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $69K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $64K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $55K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $52K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $50K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $41K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $29K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $23K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $20K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $17K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $8K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-20K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-23K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-24K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-26K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-35K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-38K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-39K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-40K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-42K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-45K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-47K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-56K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-84K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-86K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-96K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-96K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-97K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-102K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-129K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-143K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-204K | – | -0.01 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-1M | – | -0.05 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3M | – | -0.10 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3M | – | -0.11 | |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3M | – | -0.11 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8M | – | -0.29 | |
| IRS ZCS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| IRS ZCS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-301K | – | -0.01 | |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $1M | – | 0.05 |
| Ivory Coast Government International Bond | Long | Debt | CI | $263K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $178K | – | 0.01 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $5M | – | 0.19 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $246K | – | 0.01 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.09 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.07 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $2M | – | 0.06 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $923K | – | 0.03 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $339K | – | 0.01 |
| Jones Deslauriers Insurance Management Inc | Long | Debt | CA | $2M | – | 0.09 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $195K | – | 0.01 |
| JP Morgan Alternative Loan Trust 2007-A2 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Mortgage Acquisition Trust 2006-CW2 | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A6 | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A7 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| JP Morgan Mortgage Trust 2007-A1 | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| JP Morgan Mortgage Trust 2014-2 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| JP Morgan Mortgage Trust 2014-2 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| JP Morgan Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $363K | – | 0.01 |
| JP Morgan Mortgage Trust 2015-4 | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| JP Morgan Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| JP Morgan Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| JP Morgan Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $660K | – | 0.02 |
| JP Morgan Mortgage Trust 2017-2 | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-7 | Long | ABS-mortgage backed security | US | $345K | – | 0.01 |
| JP Morgan Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $524K | – | 0.02 |
| JP Morgan Mortgage Trust 2021-10 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Mortgage Trust 2021-13 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JP Morgan Trust 2015-5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| JP Morgan Trust 2015-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $138K | – | 0.01 |
| JP Morgan Trust 2015-6 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $134K | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2015-C31 | Long | ABS-mortgage backed security | US | $7M | – | 0.27 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 | Long | ABS-mortgage backed security | US | $989K | – | 0.04 |
| JPMDB Commercial Mortgage Securities Trust 2017-C7 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $966K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $861K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $426K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $399K | – | 0.01 |
| JPMorgan Chase Bank NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $4M | – | 0.15 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $180K | – | 0.01 |
| JPY/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $115K | – | 0.00 | |
| JPY/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| JSW Hydro Energy Ltd | Long | Debt | IN | $223K | – | 0.01 |
| Jubilee CLO 2014-XI DAC (Jubilee CDO BV) | Long | ABS-collateralized bond/debt obligation | IE | $727K | – | 0.03 |
| Jubilee CLO 2014-XII DAC (Jubilee CDO BV) | Long | ABS-collateralized bond/debt obligation | IE | $410K | – | 0.02 |
| Jubilee CLO 2016-XVII DAC (Jubilee CDO BV) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.06 |
| Jubilee CLO 2016-XVII DAC (Jubilee CDO BV) | Long | ABS-collateralized bond/debt obligation | IE | $532K | – | 0.02 |
| Jyske Realkredit A/S | Long | Debt | DK | $0.13 | – | 0.00 |
| Kazakhstan Government International Bond (REPUBLIC OF KAZAKHSTAN) | Long | Debt | KZ | $239K | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $264K | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $194K | – | 0.01 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $992K | – | 0.04 |
| KeyBank NA/Cleveland OH (KEY BANK NA) | Long | Debt | US | $873K | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $981K | – | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $519K | – | 0.02 |
| KKR CLO 18 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $266K | – | 0.01 |
| Kookmin Bank | Long | Debt | KR | $256K | – | 0.01 |
| Korea Housing Finance Corp | Long | Debt | KR | $245K | – | 0.01 |
| Korea Hydro & Nuclear Power Co Ltd | Long | Debt | KR | $260K | – | 0.01 |
| Kosmos Energy Ltd | Long | Debt | US | $416K | – | 0.02 |
| KRW/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $28.57 | – | 0.00 | |
| Laurelin 2016-1 DAC (Laurelin BV) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| LCM XV LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Lehman Mortgage Trust 2007-10 | Long | ABS-mortgage backed security | US | $327K | – | 0.01 |
| LIGHT & WONDER INTERNATIONAL INC (LIGHT & WONDER INTL INC) | Long | Loan | US | $2M | – | 0.07 |
| Lloyds Banking Group PLC | Long | Debt | GB | $4M | – | 0.14 |
| Lloyds Banking Group PLC | Long | Debt | GB | $1M | – | 0.05 |
| Lloyds Banking Group PLC | Long | Debt | GB | $893K | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $294K | – | 0.01 |
| Lloyds Banking Group PLC | Long | Debt | GB | $214K | – | 0.01 |
| Logicor Financing Sarl | Long | Debt | LU | $3M | – | 0.13 |
| Long Beach Mortgage Loan Trust 2006-1 | Long | ABS-other | US | $2M | – | 0.07 |
| Long Beach Mortgage Loan Trust 2006-7 | Long | ABS-other | US | $1M | – | 0.04 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-13K | – | -0.00 | |
| Ludgate Funding PLC | Long | ABS-mortgage backed security | GB | $974K | – | 0.04 |
| Ludgate Funding PLC | Long | ABS-mortgage backed security | GB | $412K | – | 0.02 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $2M | – | 0.08 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $878K | – | 0.03 |
| MAF Global Securities Ltd | Long | Debt | KY | $220K | – | 0.01 |
| Man GLG Euro Clo III DAC | Long | ABS-collateralized bond/debt obligation | IE | $377K | – | 0.01 |
| Man GLG Euro CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| Man GLG US CLO (Man GLG US CLO 2018-1 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Mansard Mortgages 2007-1 PLC (Mansard Mortgages Plc) | Long | ABS-mortgage backed security | GB | $445K | – | 0.02 |
| Marathon CLO 2021-16 Ltd (Marathon CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Marathon Static CLO 2022-18 Ltd (Marathon Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Marriott International Inc/MD | Long | Debt | US | $780K | – | 0.03 |
| MARRIOTT OWNERSHIP RESORTS INC | Long | Loan | US | $2M | – | 0.07 |
| MASTR Adjustable Rate Mortgages Trust 2004-4 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| MASTR Alternative Loan Trust 2004-3 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $925.29 | – | 0.00 |
| MASTR Alternative Loan Trust 2004-5 (MASTR Alternative Loans Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $1M | – | 0.05 |
| Medco Maple Tree Pte Ltd | Long | Debt | SG | $419K | – | 0.02 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $313K | – | 0.01 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $188K | – | 0.01 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $180K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series MLMI 2004-A1 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $365K | – | 0.01 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $189K | – | 0.01 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $900K | – | 0.03 |
| MFB Magyar Fejlesztesi Bank Zrt (HUNGARIAN DEVELOPMENT BA) | Long | Debt | HU | $219K | – | 0.01 |
| MGM China Holdings Ltd | Long | Debt | KY | $472K | – | 0.02 |
| MGM China Holdings Ltd | Long | Debt | KY | $396K | – | 0.01 |
| MHP Lux SA | Long | Debt | LU | $304K | – | 0.01 |
| Mileage Plus Holdings LLC (MILEAGE PLUS HOLDINGS IN) | Long | Loan | US | $613K | – | 0.02 |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd (MILEAGE PLUS HLDINGS LLC) | Long | Debt | US | $421K | – | 0.02 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $285K | – | 0.01 |
| Minejesa Capital BV | Long | Debt | NL | $181K | – | 0.01 |
| Minerva Luxembourg SA | Long | Debt | LU | $429K | – | 0.02 |
| MISC Capital Two Labuan Ltd | Long | Debt | MY | $301K | – | 0.01 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $2M | – | 0.06 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $2M | – | 0.06 |
| Mizuho Financial Group Inc | Long | Debt | JP | $3M | – | 0.11 |
| Mizuho Financial Group Inc | Long | Debt | JP | $2M | – | 0.06 |
| Mizuho Financial Group Inc | Long | Debt | JP | $2M | – | 0.06 |
| Mizuho Financial Group Inc | Long | Debt | JP | $1M | – | 0.04 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | NL | $401K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.18 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.17 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $871K | – | 0.03 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE1 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $2M | – | 0.07 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $932K | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $419K | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Morgan Stanley Capital I Trust 2014-150E | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $899K | – | 0.03 |
| Morgan Stanley Capital I Trust 2020-HR8 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Morgan Stanley Residential Mortgage Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $533K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-1 | Long | ABS-mortgage backed security | US | $481K | – | 0.02 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $538K | – | 0.02 |
| Movida Europe SA | Long | Debt | LU | $301K | – | 0.01 |
| MPH Acquisition Holdings LLC | Long | Loan | US | $1M | – | 0.06 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $8M | 8M | 0.31 |
| Municipal Electric Authority of Georgia (MUNI ELEC AUTH OF GEORGIA) | Long | Debt | US | $2M | – | 0.07 |
| Murphy Oil Corp | Long | Debt | US | $1M | – | 0.04 |
| MV24 Capital BV | Long | Debt | NL | $301K | – | 0.01 |
| MXN/USD FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $-760.83 | – | -0.00 | |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $5M | – | 0.19 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $750K | – | 0.03 |
| NatWest Group PLC | Long | Debt | GB | $5M | – | 0.19 |
| NatWest Group PLC | Long | Debt | GB | $4M | – | 0.14 |
| NatWest Group PLC | Long | Debt | GB | $588K | – | 0.02 |
| NBK SPC Ltd | Long | Debt | AE | $460K | – | 0.02 |
| NBK SPC Ltd | Long | Debt | AE | $313K | – | 0.01 |
| Nevada Power Co | Long | Debt | US | $2M | – | 0.06 |
| New Century Home Equity Loan Trust 2005-1 | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| New Jersey Transportation Trust Fund Authority (NEW JERSEY ST TRANSPRTN TRUST) | Long | Debt | US | $2M | – | 0.06 |
| New Residential Mortgage Loan Trust 2018-RPL1 | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| New Residential Mortgage Loan Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $698K | – | 0.03 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $725K | – | 0.03 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $4M | – | 0.15 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $3M | – | 0.13 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $3M | – | 0.10 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $292K | – | 0.01 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $262K | – | 0.01 |
| Nissan Master Owner Trust Receivables | Long | ABS-other | US | $8M | – | 0.30 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $260K | – | 0.01 |
| Nissan Motor Co Ltd | Long | Debt | JP | $1M | – | 0.05 |
| Nissan Motor Co Ltd | Long | Debt | JP | $558K | – | 0.02 |
| North Macedonia Government International Bond | Long | Debt | MK | $156K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $3M | – | 0.10 |
| Novelis Corp | Long | Debt | US | $529K | – | 0.02 |
| NuStar Logistics LP | Long | Debt | US | $2M | – | 0.06 |
| NuStar Logistics LP | Long | Debt | US | $139K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $3M | – | 0.12 | |
| Nykredit Realkredit AS | Long | Debt | DK | $0.08 | – | 0.00 |
| Oak Hill European Credit Partners IV Designated Activity Co | Long | ABS-collateralized bond/debt obligation | IE | $220K | – | 0.01 |
| OBX 2024-NQM8 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.08 |
| OCP Euro CLO 2020-4 DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $424K | – | 0.02 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $313K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $173K | – | 0.01 |
| Oglethorpe Power Corp | Long | Debt | US | $1M | – | 0.04 |
| Oglethorpe Power Corp | Long | Debt | US | $365K | – | 0.01 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $350K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $1M | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $711K | – | 0.03 |
| ONEOK Inc | Long | Debt | US | $504K | – | 0.02 |
| Option One Mortgage Loan Trust 2005-1 | Long | ABS-mortgage backed security | US | $692K | – | 0.03 |
| Option One Mortgage Loan Trust 2007-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $446K | – | 0.02 |
| Oryx Funding Ltd | Long | Debt | KY | $415K | – | 0.02 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $215K | – | 0.01 |
| OZLM IX Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $844K | – | 0.03 |
| OZLM XXIV Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $5M | – | 0.19 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.11 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $1M | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $907K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $732K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $719K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $663K | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $391K | – | 0.01 |
| PacifiCorp | Long | Debt | US | $603K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $543K | – | 0.02 |
| PacifiCorp | Long | Debt | US | $360K | – | 0.01 |
| Palmer Square European Loan Funding 2021-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.05 |
| Palmer Square Loan Funding 2021-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $237K | – | 0.01 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Panama Bonos del Tesoro | Long | Debt | PA | $161K | – | 0.01 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $353K | – | 0.01 |
| Pedernales Electric Cooperative Inc | Long | Debt | US | $513K | – | 0.02 |
| PEER HOLDING III BV | Long | Loan | NL | $3M | – | 0.13 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $2M | – | 0.08 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $988K | – | 0.04 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $183K | – | 0.01 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $289K | – | 0.01 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $164K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $273K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $484K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $365K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $257K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $100K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $64K | – | 0.00 |
| Petronas Capital Ltd | Long | Debt | MY | $404K | – | 0.02 |
| Petronas Capital Ltd | Long | Debt | MY | $167K | – | 0.01 |
| PG&E Corp | Long | Debt | US | $1M | – | 0.04 |
| PLN/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-744.07 | – | -0.00 | |
| Pluspetrol Camisea SA / Pluspetrol Lote 56 SA (PLUSPETROL CAM/PLUS LOTE) | Long | Debt | PE | $421K | – | 0.02 |
| PNC Bank NA | Long | Debt | US | $2M | – | 0.09 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $1M | – | 0.04 |
| Popular Inc | Long | Debt | US | $879K | – | 0.03 |
| PRKCM 2024-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $942K | – | 0.04 |
| Prosus NV | Long | Debt | NL | $349K | – | 0.01 |
| PRPM 2024-RPL1 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| PTTEP Treasury Center Co Ltd | Long | Debt | TH | $371K | – | 0.01 |
| Puma International Financing SA | Long | Debt | LU | $436K | – | 0.02 |
| Qatar Government International Bond (STATE OF QATAR) | Long | Debt | QA | $360K | – | 0.01 |
| QazaqGaz NC JSC | Long | Debt | KZ | $404K | – | 0.02 |
| QNB Finance Ltd | Long | Debt | KY | $248K | – | 0.01 |
| RAAC Series 2005-SP2 Trust | Long | ABS-other | US | $117K | – | 0.00 |
| Raizen Fuels Finance SA | Long | Debt | LU | $438K | – | 0.02 |
| Raizen Fuels Finance SA | Long | Debt | LU | $203K | – | 0.01 |
| RALI Series 2007-QA5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| RALI Series 2007-QH8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $819K | – | 0.03 |
| RCKT Mortgage Trust 2021-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $520K | – | 0.02 |
| RCKT Mortgage Trust 2021-6 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Realkredit Danmark A/S | Long | Debt | DK | $0.11 | – | 0.00 |
| Realkredit Danmark A/S | Long | Debt | DK | $0.1 | – | 0.00 |
| Realkredit Danmark A/S | Long | Debt | DK | $0.08 | – | 0.00 |
| Reperforming Loan REMIC Trust 2006-R1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $317K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $199K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $3M | – | 0.11 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $255K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $151K | – | 0.01 |
| REPURCHASE AGREEMENT (STANDARD CHARTERED BANK) | Long | Repurchase agreement | US | $230M | – | 8.63 |
| REPURCHASE AGREEMENT (J.P. MORGAN SECURITIES LLC) | Long | Repurchase agreement | US | $172M | – | 6.47 |
| Rizal Commercial Banking Corp | Long | Debt | PH | $301K | – | 0.01 |
| Rogers Communications Inc | Long | Debt | CA | $2M | – | 0.08 |
| Rogers Communications Inc | Long | Debt | CA | $2M | – | 0.07 |
| Rolls-Royce PLC | Long | Debt | GB | $1M | – | 0.04 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.06 |
| Romanian Government International Bond | Long | Debt | RO | $186K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $86K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $78K | – | 0.00 |
| ROPER INDUSTRIAL PRODUCT | Long | Loan | US | $2M | – | 0.07 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $632K | – | 0.02 |
| Royalty Pharma PLC | Long | Debt | GB | $3M | – | 0.10 |
| Royalty Pharma PLC | Long | Debt | GB | $1M | – | 0.05 |
| Royalty Pharma PLC | Long | Debt | GB | $1M | – | 0.04 |
| Samarco Mineracao SA | Long | Debt | BR | $210K | – | 0.01 |
| SAN Miguel Industrias Pet SA / NG PET R&P Latin America SA | Long | Debt | PE | $176K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $2M | – | 0.07 |
| Sands China Ltd | Long | Debt | KY | $358K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $352K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $277K | – | 0.01 |
| Sands China Ltd | Long | Debt | KY | $182K | – | 0.01 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $3M | – | 0.13 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $3M | – | 0.11 |
| Santos Finance Ltd | Long | Debt | AU | $1M | – | 0.06 |
| Sasol Financing USA LLC | Long | Debt | US | $346K | – | 0.01 |
| Saudi Arabian Oil Co | Long | Debt | SA | $375K | – | 0.01 |
| Saudi Arabian Oil Co | Long | Debt | SA | $143K | – | 0.01 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $170K | – | 0.01 |
| Sculptor European CLO V DAC (Ozlme) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.13 |
| Segovia European CLO 6-2019 DAC (Segovia European CLO 6 - 2019) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.06 |
| Sempra | Long | Debt | US | $565K | – | 0.02 |
| Sequoia Mortgage Trust 2004-5 | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Sequoia Mortgage Trust 2007-1 | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Sequoia Mortgage Trust 2015-1 | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Sequoia Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Sequoia Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $197K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $183K | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $103K | – | 0.00 |
| Sherwin-Williams Co/The | Long | Debt | US | $2M | – | 0.09 |
| Shinhan Bank Co Ltd | Long | Debt | KR | $252K | – | 0.01 |
| Shinhan Financial Group Co Ltd | Long | Debt | KR | $198K | – | 0.01 |
| SierraCol Energy Andina LLC (SIERRACOL ENRGY ANDINA) | Long | Debt | US | $340K | – | 0.01 |
| Signal Peak CLO 5 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Silknet JSC | Long | Debt | GE | $250K | – | 0.01 |
| Sirius Real Estate Ltd | Long | Debt | GG | $2M | – | 0.09 |
| Sisecam UK PLC | Long | Debt | GB | $336K | – | 0.01 |
| SkyMiles IP Ltd | Long | Loan | KY | $220K | – | 0.01 |
| Sociedad Quimica y Minera de Chile SA | Long | Debt | CL | $314K | – | 0.01 |
| Sofi Professional Loan Program 2016-F LLC (Social Professional Loan Progr) | Long | ABS-other | US | $60K | – | 0.00 |
| Sound Point CLO IX Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Sound Point Clo XVI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Soundview Home Loan Trust 2006-OPT1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $1M | – | 0.05 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $674K | – | 0.03 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $2M | – | 0.09 |
| Southern Gas Corridor CJSC | Long | Debt | AZ | $201K | – | 0.01 |
| Sprint Capital Corp | Long | Debt | US | $3M | – | 0.13 |
| Sprint LLC | Long | Debt | US | $206K | – | 0.01 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $273K | – | 0.01 |
| Sri Lanka Government International Bond (REPUBLIC OF SRI LANKA) | Long | Debt | LK | $149K | – | 0.01 |
| Standard Chartered PLC | Long | Debt | GB | $393K | – | 0.01 |
| STANDARD INDUSTRIES INC | Long | Loan | US | $1M | – | 0.04 |
| Standard Industries Inc/NJ | Long | Debt | US | $905K | – | 0.03 |
| STAPLES INC | Long | Loan | US | $1M | – | 0.05 |
| Star Energy Geothermal Wayang Windu Ltd | Long | Debt | VG | $256K | – | 0.01 |
| Starwood Property Trust Inc | Long | Debt | US | $3M | – | 0.13 |
| Stratton Mortgage Funding 2024-2 PLC (Stratton Mortgage Funding PLC) | Long | ABS-mortgage backed security | GB | $1M | – | 0.04 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-1 | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Structured Asset Investment Loan Trust 2003-BC2 | Long | ABS-other | US | $15K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2005-AR5 | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC1 | Long | ABS-other | US | $781K | – | 0.03 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC2 | Long | ABS-other | US | $2M | – | 0.06 |
| STS OPERATING INC | Long | Loan | US | $2M | – | 0.06 |
| Studio City Finance Ltd | Long | Debt | VG | $418K | – | 0.02 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.09 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.07 |
| Sumitomo Mitsui Trust Bank Ltd (SUMITOMO MITSUI TR BK LT) | Long | Debt | JP | $3M | – | 0.10 |
| Summit Digitel Infrastructure Ltd | Long | Debt | IN | $278K | – | 0.01 |
| Sunac China Holdings Ltd | Long | Debt | KY | $62K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $32K | – | 0.00 |
| SVB Financial Group | Long | Debt | US | $1M | – | 0.05 |
| SVB Financial Group | Long | Debt | US | $474K | – | 0.02 |
| SVB Financial Group | Long | Debt | US | $21K | – | 0.00 |
| Sweihan PV Power Co PJSC | Long | Debt | AE | $175K | – | 0.01 |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $20K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $19K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $17K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $13K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $13K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $12K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $11K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $10K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $7K | – | 0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-339.65 | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| SWOP IRS EUR (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-72.15 | – | -0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-125.97 | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-168.96 | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-307.94 | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-504.83 | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-627.57 | – | -0.00 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-758.67 | – | -0.00 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-888.12 | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS BANK USA) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| SWOP IRS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-40K | – | -0.00 | |
| Symphony CLO XXIV Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Symphony Static CLO I Ltd (Symphony Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $287K | – | 0.01 |
| System Energy Resources Inc | Long | Debt | US | $757K | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $776K | – | 0.03 |
| Targa Resources Corp | Long | Debt | US | $270K | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $2M | – | 0.09 |
| TAV Havalimanlari Holding AS | Long | Debt | TR | $630K | – | 0.02 |
| TBC Bank JSC | Long | Debt | GE | $389K | – | 0.01 |
| TCI-Symphony CLO 2017-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $746K | – | 0.03 |
| TD SYNNEX Corp | Long | Debt | US | $988K | – | 0.04 |
| TD SYNNEX Corp | Long | Debt | US | $713K | – | 0.03 |
| Teledyne Technologies Inc | Long | Debt | US | $1M | – | 0.06 |
| Tencent Holdings Ltd | Long | Debt | KY | $174K | – | 0.01 |
| Tencent Holdings Ltd | Long | Debt | KY | $156K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $2M | – | 0.09 |
| Tenet Healthcare Corp | Long | Debt | US | $1M | – | 0.05 |
| Tennessee Gas Pipeline Co LLC | Long | Debt | US | $5M | – | 0.21 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $272K | – | 0.01 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $193K | – | 0.01 |
| Thaioil Treasury Center Co Ltd (THAIOIL TRSRY CENTER) | Long | Debt | TH | $177K | – | 0.01 |
| THL Credit Wind River 2019-3 Clo Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| Tikehau CLO DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.07 |
| Time Warner Cable LLC | Long | Debt | US | $2M | – | 0.08 |
| TMS Issuer Sarl | Long | Debt | LU | $204K | – | 0.01 |
| Tobacco Settlement Finance Authority (TOBACCO SETTLEMENT FIN AUTH WV) | Long | Debt | US | $429K | – | 0.02 |
| Tobacco Settlement Finance Authority (TOBACCO SETTLEMENT FIN AUTH WV) | Long | Debt | US | $270K | – | 0.01 |
| Tobacco Settlement Finance Authority (TOBACCO SETTLEMENT FIN AUTH WV) | Long | Debt | US | $265K | – | 0.01 |
| Tobacco Settlement Finance Authority (TOBACCO SETTLEMENT FIN AUTH WV) | Long | Debt | US | $233K | – | 0.01 |
| Toro European CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $321K | – | 0.01 |
| Toro European CLO 7 DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.08 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $763K | – | 0.03 |
| TotalEnergies Capital SA | Long | Debt | FR | $1M | – | 0.04 |
| Towd Point Mortgage Trust 2017-4 | Long | ABS-mortgage backed security | US | $545K | – | 0.02 |
| Towd Point Mortgage Trust 2018-1 | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Towd Point Mortgage Trust 2019-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Toyota Auto Receivables 2024-B Owner Trust (Toyota Auto Receivables Owner) | Long | ABS-other | US | $6M | – | 0.21 |
| TRANS UNION LLC6/06/2031 | Long | Loan | US | $1M | – | 0.06 |
| Transportadora de Gas del Sur SA (TRANSPORT DE GAS DEL SUR) | Long | Debt | AR | $217K | – | 0.01 |
| Truist Bank | Long | Debt | US | $5M | – | 0.19 |
| Truist Financial Corp | Long | Debt | US | $1M | – | 0.05 |
| Trust Fibra Uno (TRUST FIBRAUNO) | Long | Debt | MX | $301K | – | 0.01 |
| TRY/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $35K | – | 0.00 | |
| TRY/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| TRY/USD FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| TSMC Arizona Corp | Long | Debt | US | $296K | – | 0.01 |
| TSMC Global Ltd | Long | Debt | VG | $207K | – | 0.01 |
| Turk Telekomunikasyon AS | Long | Debt | TR | $311K | – | 0.01 |
| Turkiye Garanti Bankasi AS | Long | Debt | TR | $320K | – | 0.01 |
| Turkiye Garanti Bankasi AS | Long | Debt | TR | $203K | – | 0.01 |
| Turkiye Government International Bond (REPUBLIC OF TURKIYE) | Long | Debt | TR | $307K | – | 0.01 |
| Turkiye Government International Bond (REPUBLIC OF TURKIYE) | Long | Debt | TR | $218K | – | 0.01 |
| Turkiye Ihracat Kredi Bankasi AS (TURK IHRACAT KR) | Long | Debt | TR | $341K | – | 0.01 |
| Turkiye Is Bankasi AS (TURKIYE IS BANKASI A.S) | Long | Debt | TR | $401K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.07 |
| UBS Group AG | Long | Debt | CH | $957K | – | 0.04 |
| UKG INC | Long | Loan | US | $1M | – | 0.05 |
| Ukraine Government International Bond | Long | Debt | UA | $155K | – | 0.01 |
| UltraTech Cement Ltd | Long | Debt | IN | $186K | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $658K | – | 0.02 |
| United Airlines 2020-1 Class A Pass Through Trust (UNITED AIR 2020-1 A PTT) | Long | Debt | US | $1M | – | 0.04 |
| United Airlines Inc | Long | Debt | US | $3M | – | 0.12 |
| United Airlines Inc | Long | Debt | US | $1M | – | 0.05 |
| United Auto Credit Securitization Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.06 |
| United Rentals North America Inc | Long | Debt | US | $530K | – | 0.02 |
| United States Treasury Floating Rate Note (US TREASURY FRN) | Long | Debt | US | $19M | – | 0.70 |
| United States Treasury Floating Rate Note (US TREASURY FRN) | Long | Debt | US | $8M | – | 0.31 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $32M | – | 1.19 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $18M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $36M | – | 1.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $35M | – | 1.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $26M | – | 1.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.81 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $21M | – | 0.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.61 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.58 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.58 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $15M | – | 0.56 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $14M | – | 0.53 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $13M | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $13M | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.47 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.41 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.37 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9M | – | 0.34 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.28 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $693K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $689K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $550K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $530K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $63K | – | 0.00 |
| United States Treasury Strip Principal (STRIP PRINC) | Long | Debt | US | $2M | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $4M | – | 0.15 |
| UnitedHealth Group Inc | Long | Debt | US | $3M | – | 0.10 |
| UnitedHealth Group Inc | Long | Debt | US | $616K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $581K | – | 0.02 |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $925K | – | 0.03 | |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $252K | – | 0.01 |
| US Airways 2013-1 Class A Pass Through Trust (US AIRWAYS 2013-1A PTT) | Long | Debt | US | $34K | – | 0.00 |
| US Bancorp | Long | Debt | US | $3M | – | 0.10 |
| US Bancorp | Long | Debt | US | $1M | – | 0.04 |
| US Bancorp | Long | Debt | US | $1M | – | 0.04 |
| US Bancorp | Long | Debt | US | $742K | – | 0.03 |
| US Bancorp | Long | Debt | US | $496K | – | 0.02 |
| US Bancorp | Long | Debt | US | $194K | – | 0.01 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $36K | – | 0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-127K | – | -0.00 | |
| USD CALL VERSUS CNH PUT (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $155K | – | 0.01 | |
| USD CALL VERSUS CNH PUT (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $98K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $53K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $50K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $41K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| USD/AUD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| USD/AUD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/BRL FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $176K | – | 0.01 | |
| USD/BRL FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $109K | – | 0.00 | |
| USD/BRL FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-100K | – | -0.00 | |
| USD/BRL FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $-187K | – | -0.01 | |
| USD/BRL FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-426K | – | -0.02 | |
| USD/EUR FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $1M | – | 0.05 | |
| USD/EUR FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $429.26 | – | 0.00 | |
| USD/EUR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| USD/GBP FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/INR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $48.88 | – | 0.00 | |
| USD/INR FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $-23.32 | – | -0.00 | |
| USD/JPY FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-135K | – | -0.01 | |
| USD/KRW FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $193.06 | – | 0.00 | |
| USD/KRW FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $121.36 | – | 0.00 | |
| USD/KRW FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-14.94 | – | -0.00 | |
| USD/MXN FORWARD (CITIGROUP INC.) | Derivative-foreign exchange | US | $-88.71 | – | -0.00 | |
| USD/MXN FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-155K | – | -0.01 | |
| USD/MXN FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-168K | – | -0.01 | |
| USD/TRY FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $92K | – | 0.00 | |
| USD/TRY FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| USD/TRY FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USI INC/NY | Long | Loan | US | $701K | – | 0.03 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $318K | – | 0.01 |
| Venezuela Government International Bond (REPUBLIC OF VENEZUELA) | Long | Debt | VE | $56K | – | 0.00 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $468K | – | 0.02 |
| Venture 34 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Venture 38 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Venture XVII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1K | – | 0.00 |
| Venture XXIV CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $105K | – | 0.00 |
| Venture XXIX CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Venture XXVI CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $961K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $990K | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $745K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $693K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $456K | – | 0.02 |
| Verus Securitization Trust 2023-7 | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Verus Securitization Trust 2024-4 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Viasat Inc | Long | Loan | US | $1M | – | 0.05 |
| Vibrant Clo IV Ltd (Vibrant CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Vibrant Clo VII Ltd (Vibrant CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Vibrant CLO XI Ltd (Vibrant CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| VICI Properties LP | Long | Debt | US | $2M | – | 0.09 |
| VICI Properties LP | Long | Debt | US | $98K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $145K | – | 0.01 |
| Virgin Media Bristol LLC | Long | Loan | US | $204K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $4M | – | 0.15 |
| Vistra Corp | Long | Debt | US | $1M | – | 0.06 |
| Vistra Operations Co LLC | Long | Debt | US | $6M | – | 0.24 |
| Vistra Operations Co LLC | Long | Debt | US | $597K | – | 0.02 |
| VISTRA OPERATIONS CO LLC | Long | Loan | US | $503K | – | 0.02 |
| VMC Finance 2021-FL4 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $122K | – | 0.00 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $1M | – | 0.04 |
| Voya 2012-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $792K | – | 0.03 |
| Voya CLO 2014-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $599K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR16 Trust | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY1 Trust | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY7 Trust | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $651K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $394K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $390K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $380K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $4M | – | 0.14 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $958K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $862K | – | 0.03 |
| Wells Fargo Bank NA | Long | Debt | US | $2M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2014-LC18 | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS3 | Long | ABS-mortgage backed security | US | $495K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Wells Fargo Mortgage Backed Securities 2006-AR11 Trust | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Wells Fargo Mortgage Backed Securities 2020-1 Trust | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| West China Cement Ltd | Long | Debt | JE | $213K | – | 0.01 |
| Woodside Finance Ltd | Long | Debt | AU | $385K | – | 0.01 |
| World Omni Auto Receivables Trust 2024-B | Long | ABS-other | US | $2M | – | 0.06 |
| Wynn Macau Ltd | Long | Debt | KY | $196K | – | 0.01 |
| Wynn Macau Ltd | Long | Debt | KY | $191K | – | 0.01 |
| XP Inc | Long | Debt | BR | $248K | – | 0.01 |
| Yapi ve Kredi Bankasi AS | Long | Debt | TR | $318K | – | 0.01 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $422K | – | 0.02 |
Address
Optimum Fund Trust
100 Independence
610 Market Street
Philadelphia
Pennsylvania
19106
United States of America
Websites
Directors
Dianna Gonzales-Burdin
John Leonard
Kevin G. Chavers
Mark K. Hancock
Pamela J. Moret
Robert J. Christian
Robert Pettman
Stephen P. Mullin
Susan M. Stalnecker
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Delaware Investments Fund Services Company
Pricing Services
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
LSEG Data & Analytics
S&P Global Inc.
Custodians
Banco Itau Uruguay S.A.
Banco Santander - Chile
Bank Hapoalim B.M.
Bank Polska Kasa Opieki S.A.
Banque Nationale de Belgique SA/NV
Caceis Bank
Citibanamex, Mexico City
Citibank Argentina
Citibank Europe PLC (Czech Republic)
Citibank Europe PLC (Portugal)
Citibank Europe PLC, Hungarian Branch Office
Citibank Europe plc Dublin, Romania Branch
Citibank Europe plc, pobocka zahranicnej banky
Citibank N.A., Brazilian Branch
Citibank N.A., Sucursal De Lima
Citibank ZAO
Cititrust S.A., Bogota
Deutsche Bank, Istanbul
Euroclear Bank
Euroclear Belgium
Euroclear France
HSBC Bank (Taiwan) Limited
HSBC Bank Australia Limited
HSBC Bank Bermuda Limited
HSBC Bank Egypt S.A.E.
HSBC HK BOND CONNECT
HSBC New Zealand
HSBC Shanghai
HSBC Shenzhen
Landsbankinn hf.
Mizuho Bank, Ltd.
SEB Pank AS
STANBIC IBTC BANK PLC
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Skandinaviska Enskilda Banken AB, Copenhagen Branch
Skandinaviska Enskilda Banken AB, Helsinki Branch
Skandinaviska Enskilda Banken AB, Oslo Branch
Skandinaviska Enskilda Banken AB, Stockholm
Standard Chartered Bank, India Branch
Standard Chartered Bank, Indonesia Branch
Standard Chartered Bank, Philippines Branch
THE STANDARD BANK OF SOUTH AFRICA
TMX GROUP LIMITED
The Bank of New York Mellon
The Bank of New York Mellon (Ireland)
The Bank of New York Mellon (United Kingdom)
The Bank of New York Mellon SA/NV, Asset Servicing, Niederlassung Frankfurt am Main
The Bank of New York Mellon, SA/NV (Italy)
The Bank of New York Mellon, SA/NV (Netherlands)
The Hongkong and Shanghai Banking Corporation (Hong Kong)
The Hongkong and Shanghai Banking Corporation (Thailand)
The Hongkong and Shanghai Banking Corporation, Seoul
UBS SWITZERLAND AG (T2S)
UBS Switzerland AG
UniCredit Bank Austria AG
Shareholder Servicing Agents
Delaware Investments Fund Services Company
Admins
BNY Mellon Investment Servicing (US) Inc.
Brokers
J.P. Morgan Securities LLC
GOLDMAN SACHS & CO. LLC
CitiGroup Global Markets Inc.
MORGAN STANLEY & CO. LLC
BNP Paribas Securities Corp.
RBC CAPITAL MARKETS, LLC
ADVANTAGE SECURITIES LLC
WELLS FARGO SECURITIES, LLC
STANDARD CHARTERED SECURITIES NORTH AMERICA LLC
BOFA SECURITIES, INC.