Brighthouse Funds Trust II
BlackRock Bond Income Portfolio
$2.81B
Avg Monthly Net Assets
$3.15B
Total Assets
$334.18M
Total Liabilities
$2.81B
Net Assets
BlackRock Bond Income Portfolio is an Underlying fund in Brighthouse Funds Trust II
,
based in North Carolina,
United States of America.
The fund has three share classes
and monthly net assets of $2.81B.
On August 29th, 2024 it reported 2,831 holdings, the largest
being Fixed Income Clearing Corp. (2.7%), UMBS, TBA (2.3%) and United States Treasury (1.2%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000017802 | ||
| Class B | C000017803 | ||
| Class E | C000017804 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $455K | – | 0.02 |
| 3 MONTH SOFR FUT JUN24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 3 MONTH SOFR FUT SEP24 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-152.76 | – | -0.00 | |
| 3 MONTH SOFR FUT SEP25 (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| 510 Loan Acquisition Trust 2020-1 | Long | ABS-other | US | $690K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $4M | – | 0.16 |
| AbbVie Inc | Long | Debt | US | $3M | – | 0.09 |
| AbbVie Inc | Long | Debt | US | $900K | – | 0.03 |
| ABRA Global Finance | Long | Debt | KY | $365K | – | 0.01 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE4 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| ACE03 MH1 B2 | Long | Debt | US | $344K | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $2M | – | 0.07 |
| AEP Texas Inc | Long | Debt | US | $1M | – | 0.05 |
| AEP Texas Inc | Long | Debt | US | $422K | – | 0.02 |
| AEP Texas Inc | Long | Debt | US | $289K | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $260K | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $2M | – | 0.07 |
| AEP Transmission Co LLC | Long | Debt | US | $640K | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $628K | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $443K | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $273K | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $264K | – | 0.01 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $205K | – | 0.01 |
| AES Andes SA | Long | Debt | CL | $285K | – | 0.01 |
| AES Panama Generation Holdings SRL (AES PANAMA GENERATION HL) | Long | Debt | PA | $168K | – | 0.01 |
| Affinity Interactive | Long | Debt | US | $171K | – | 0.01 |
| Agate Bay Mortgage Trust 2015-1 (Agate Bay Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Agate Bay Mortgage Trust 2015-3 (Agate Bay Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Agate Bay Mortgage Trust 2015-4 (Agate Bay Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Agilent Technologies Inc | Long | Debt | US | $282K | – | 0.01 |
| Agilent Technologies Inc | Long | Debt | US | $279K | – | 0.01 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| AGL CLO 14 Ltd (AGL CLO 14, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| AGL CLO 14 Ltd (AGL CLO 14, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| AGL CLO 32 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| AGL Core CLO 15 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| AGL Core CLO 2 Ltd (AGL Core CLO 2 LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $953K | – | 0.03 |
| AGL Core CLO 4 LTD (AGL Core 4 CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $861K | – | 0.03 |
| Aimbridge Acquisition Co Inc 2019 Term Loan B | Long | Loan | US | $359K | – | 0.01 |
| Aimbridge Acquisition Co Inc 2020 Incremental Term Loan B | Long | Loan | US | $147K | – | 0.01 |
| Aimco CLO 11 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $332K | – | 0.01 |
| AIMCO CLO 21 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $250K | – | 0.01 |
| AIMCO CLO Series 2015-A | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Air Baltic Corp AS (AIR BALTIC CORPORATION) | Long | Debt | LV | $171K | – | 0.01 |
| Air Canada 2017-1 Class B Pass Through Trust (AIR CANADA 2017-1B PTT) | Long | Debt | CA | $4K | – | 0.00 |
| Ajax Mortgage Loan Trust 2017-D | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ajax Mortgage Loan Trust 2021-D | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $554K | – | 0.02 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-other | US | $6M | – | 0.20 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Alabama Power Co | Long | Debt | US | $1M | – | 0.04 |
| Alabama Power Co | Long | Debt | US | $359K | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $275K | – | 0.01 |
| Alen 2021-ACEN Mortgage Trust | Long | ABS-mortgage backed security | US | $302K | – | 0.01 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $481K | – | 0.02 |
| Alinma Tier 1 Sukuk Ltd | Long | Debt | KY | $202K | – | 0.01 |
| Allegiant Travel Co | Long | Debt | US | $167K | – | 0.01 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $126K | – | 0.00 |
| Allied Universal Holdco LLC 2021 USD Incremental Term Loan B | Long | Loan | US | $600K | – | 0.02 |
| Alorica Inc 2022 Term Loan | Long | Loan | US | $797K | – | 0.03 |
| Alternative Loan Trust 2005-11CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Alternative Loan Trust 2005-22T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $715K | – | 0.03 |
| Alternative Loan Trust 2005-31 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Alternative Loan Trust 2006-28CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Alternative Loan Trust 2006-6CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $509K | – | 0.02 |
| Alternative Loan Trust 2006-OA14 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2006-OA16 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $464K | – | 0.02 |
| Alternative Loan Trust 2006-OA17 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Alternative Loan Trust 2006-OA2 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Alternative Loan Trust 2006-OA21 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $629K | – | 0.02 |
| Alternative Loan Trust 2006-OA9 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Alternative Loan Trust 2006-OC1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| Alternative Loan Trust 2006-OC10 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Alternative Loan Trust 2006-OC7 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Alternative Loan Trust 2007-3T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Alternative Loan Trust 2007-5CB (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $258K | – | 0.01 |
| Alternative Loan Trust 2007-9T1 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $926K | – | 0.03 |
| Alternative Loan Trust 2007-OA3 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| Altice USA Inc | Long | Equity-common | US | $57K | 28K | 0.00 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.07 |
| Altria Group Inc | Long | Debt | US | $669K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $643K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $552K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $509K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $467K | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $272K | – | 0.01 |
| Ambac Assurance Corp | Long | Debt | US | $236K | – | 0.01 |
| AMC Networks Inc | Long | Debt | US | $211K | – | 0.01 |
| AMC Networks Inc | Long | Debt | US | $202K | – | 0.01 |
| AMC Networks Inc | Long | Equity-common | US | $71K | 7K | 0.00 |
| Amcor Finance USA Inc | Long | Debt | US | $278K | – | 0.01 |
| American Auto Auction Group LLC 2021 Term Loan B | Long | Loan | US | $249K | – | 0.01 |
| American Home Mortgage Assets Trust 2006-3 | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| American Home Mortgage Investment Trust 2007-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $623K | – | 0.02 |
| AMERICAN MUNI PWR-OHIO INC OH REVENUE (American Municipal Power Inc) | Long | Debt | US | $665K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.07 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.06 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.04 |
| American Tower Corp | Long | Debt | US | $1M | – | 0.04 |
| American Tower Corp | Long | Debt | US | $689K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $661K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $378K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $276K | – | 0.01 |
| American Tower Corp | Long | Debt | US | $2K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $7M | – | 0.26 |
| Amgen Inc | Long | Debt | US | $4M | – | 0.15 |
| Amgen Inc | Long | Debt | US | $577K | – | 0.02 |
| Amgen Inc | Long | Debt | US | $570K | – | 0.02 |
| Anchorage Capital Clo 17 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $891K | – | 0.03 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $541K | – | 0.02 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $830K | – | 0.03 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Anchorage Capital CLO 8 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Angel Oak Mortgage Trust 2023-7 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.05 |
| Anglo American Capital PLC | Long | Debt | GB | $887K | – | 0.03 |
| Antero Resources Corp | Long | Debt | US | $2M | – | 0.06 |
| Antero Resources Corp | Long | Debt | US | $1M | – | 0.05 |
| Apache Corp | Long | Debt | US | $1M | – | 0.04 |
| Apache Corp | Long | Debt | US | $608K | – | 0.02 |
| Apex Tool Group LLC 2024 Super Priority 2nd Out Term Loan A | Long | Loan | US | $1K | – | 0.00 |
| Apex Tool Group LLC 2024 Super Priority 3rd Out Term Loan B | Long | Loan | US | $3K | – | 0.00 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Apidos Clo Xxv (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $651K | – | 0.02 |
| Apidos CLO XXVI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1 | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | XX | $352K | – | 0.01 |
| AREIT 2024-CRE9 Ltd (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| Ares European CLO XII DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $318K | – | 0.01 |
| ARES LII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Ares LIX CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Ares LVI CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $351K | – | 0.01 |
| Ares XXXVII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $390K | – | 0.01 |
| Argent Mortgage Loan Trust 2005-W1 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Argent Securities Trust 2006-M1 (Argent Securities Inc.) | Long | ABS-other | US | $143K | – | 0.01 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $129K | – | 0.00 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $115K | – | 0.00 |
| Argentina Republic Government International Bonds | Long | Debt | AR | $92K | – | 0.00 |
| Argentina Republic Government International Bonds (Argentina Government International Bonds) | Long | Debt | AR | $88K | – | 0.00 |
| Arm Master Trust LLC Series 2021-T1 Agricultural Loan Backed Notes | Long | ABS-other | US | $353K | – | 0.01 |
| Armada Euro CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $268K | – | 0.01 |
| Ashford Hospitality Trust 2018-ASHF | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $726K | – | 0.03 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $170K | – | 0.01 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $69K | – | 0.00 |
| ASSURANT CLO II LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $302K | – | 0.01 |
| Assurant CLO IV LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $625K | – | 0.02 |
| Assurant CLO IV LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.01 |
| Aston Martin Capital Holdings Ltd | Long | Debt | JE | $214K | – | 0.01 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.14 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.14 |
| AT&T Inc | Long | Debt | US | $1M | – | 0.04 |
| AT&T Inc | Long | Debt | US | $568K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $513K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $438K | – | 0.02 |
| Atlas Funding 2024-1 PLC | Long | ABS-mortgage backed security | GB | $126K | – | 0.00 |
| Atrium Hotel Portfolio Trust 2017-ATRM | Long | ABS-mortgage backed security | US | $974K | – | 0.03 |
| Aurora Innovation Inc | Derivative-equity | US | $545.65 | 3K | 0.00 | |
| Auto ABS Italian Stella Loans 2024-1 SRL (Italian Stella Loans Srl) | Long | ABS-other | IT | $107K | – | 0.00 |
| Auto ABS Italian Stella Loans 2024-1 SRL (Italian Stella Loans Srl) | Long | ABS-other | IT | $107K | – | 0.00 |
| Auto ABS Italian Stella Loans 2024-1 SRL (Italian Stella Loans Srl) | Long | ABS-other | IT | $107K | – | 0.00 |
| Avianca Midco 2 PLC | Long | Debt | GB | $131K | – | 0.00 |
| Avoca CLO XXII DAC | Long | ABS-collateralized bond/debt obligation | IE | $264K | – | 0.01 |
| Avoca CLO XXII DAC | Long | ABS-collateralized bond/debt obligation | IE | $158K | – | 0.01 |
| Azul Secured Finance LLP | Long | Debt | US | $577K | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $2M | – | 0.07 |
| BAE Systems PLC | Long | Debt | GB | $1M | – | 0.05 |
| Bain Capital Credit CLO 2018-2 (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Bain Capital Credit CLO 2021-3 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $247K | – | 0.01 |
| Bain Capital Credit CLO 2024-2 Ltd (Bain Capital Credit CLO, Limited) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Bally's Corporation 2021 Term Loan B | Long | Loan | US | $1M | – | 0.04 |
| Ballyrock CLO 15 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Ballyrock CLO 2020-2 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.01 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $975K | – | 0.03 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $501K | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $438K | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $303K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $141K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $626K | – | 0.02 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $508K | – | 0.02 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch Large Loan Inc) | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| Banc of America Alternative Loan Trust 2003-8 | Long | ABS-mortgage backed security | US | $605K | – | 0.02 |
| Banc of America Alternative Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $8M | – | 0.27 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $972K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $811K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $744K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $708K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $384K | – | 0.01 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 (Banc of America Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| BankAmerica Manufactured Housing Contract Trust | Long | ABS-other | US | $566K | – | 0.02 |
| BankAmerica Manufactured Housing Contract Trust | Long | ABS-other | US | $83K | – | 0.00 |
| Bankers Healthcare Group Securitization Trust 2020-A | Long | ABS-other | US | $98K | – | 0.00 |
| Barclays Mortgage Trust 2021-NPL1 (Barclays Mortgage Loan Trust) | Long | ABS-other | US | $2M | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $1M | – | 0.04 |
| Bardot CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Barings CLO Ltd 2015-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Barings Clo Ltd 2015-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $564K | – | 0.02 |
| Barings CLO Ltd 2019-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.11 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $325K | – | 0.01 |
| Battalion CLO 18 Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.01 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $858K | – | 0.03 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $643K | – | 0.02 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Battalion CLO XX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $731K | – | 0.03 |
| BAY AREA CA TOLL AUTH TOLL BRIDGE REVENUE (Bay Area Toll Authority) | Long | Debt | US | $1M | – | 0.05 |
| Bayview Commercial Asset Trust 2005-4 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Bayview Commercial Asset Trust 2005-4 | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-1 | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Bayview Commercial Asset Trust 2007-1 | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Bayview Commercial Asset Trust 2007-6 | Long | ABS-mortgage backed security | US | $762K | – | 0.03 |
| Bayview Financial Revolving Asset Trust 2004-B (Bayview Financial Acquisition Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Bayview Financial Revolving Asset Trust 2005-E (Bayview Financial Revolving Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| BB-UBS Trust 2012-SHOW | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| BB-UBS Trust 2012-SHOW | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Securitization Corp.) | Long | ABS-other | US | $122K | – | 0.00 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Securitization Corp.) | Long | ABS-other | US | $117K | – | 0.00 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Securitization Corp.) | Long | ABS-other | US | $89K | – | 0.00 |
| BCPE North Star US HoldCo 2 Inc Term Loan | Long | Loan | US | $748K | – | 0.03 |
| Bear Stearns Asset Backed Securities I Trust 2004-HE7 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC9 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Bear Stearns Asset Backed Securities I Trust 2006-IM1 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE3 (Bear Stearns Asset Backed Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Bear Stearns Asset Backed Securities Trust 2005-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Bear Stearns Structured Products Trust 2007-EMX1 (Bear Stearns Structured Products Inc.) | Long | ABS-mortgage backed security | US | $943K | – | 0.03 |
| Beazer Homes USA Inc | Long | Debt | US | $773K | – | 0.03 |
| Becton Dickinson & Co | Long | Debt | US | $831K | – | 0.03 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Benchmark 2021-B23 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Benefit Street Partners CLO V-B Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Benefit Street Partners CLO VIII Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Benefit Street Partners Clo XII Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.01 |
| Benefit Street Partners CLO XX Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $310K | – | 0.01 |
| Benefit Street Partners CLO XX Ltd (Benefit Street Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $186K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $673K | – | 0.02 |
| BFLD Trust 2020-EYP | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| BHG Securitization Trust 2021-B (Bankers Healthcare Group Securitization Trust) | Long | ABS-other | US | $114K | – | 0.00 |
| BHMS 2018-ATLS (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Big River Steel LLC / BRS Finance Corp (BIG RIVER STEEL/BRS FIN) | Long | Debt | US | $206K | – | 0.01 |
| Birch Grove CLO 3 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Blackstone Mortgage Trust Inc | Long | Equity-common | US | $1M | 79K | 0.05 |
| Blackstone Secured Lending Fund | Long | Debt | US | $865K | – | 0.03 |
| Blue Owl Credit Income Corp | Long | Debt | US | $489K | – | 0.02 |
| BlueMountain CLO 2013-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $341K | – | 0.01 |
| BlueMountain CLO 2018-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| BlueMountain CLO 2018-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $971K | – | 0.03 |
| BlueMountain CLO XXII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $661K | – | 0.02 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.00 |
| Bluemountain Euro 2021-2 CLO DAC (BlueMountain EUR CLO) | Long | ABS-collateralized bond/debt obligation | IE | $599K | – | 0.02 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $379K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $562K | – | 0.02 |
| Bofa Securities, Inc | Long | Repurchase agreement | US | $1M | – | 0.04 |
| Boyd Gaming Corp | Long | Equity-common | US | $94K | 2K | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $2M | – | 0.07 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $368K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $280K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $280K | – | 0.01 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| Brazil Letras do Tesouro Nacional (LETRA TESOURO NACIONAL) | Long | Debt | BR | $730K | – | 0.03 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $18M | – | 0.63 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $3M | – | 0.12 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $2M | – | 0.08 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $7M | – | 0.24 |
| Bridge Street CLO II Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Brignole Co | Long | ABS-other | IT | $107K | – | 0.00 |
| Bristol Park CLO LTD (Bristol Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $581K | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $277K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $4M | – | 0.14 |
| Broadcom Inc | Long | Debt | US | $280K | – | 0.01 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $123K | – | 0.00 |
| BRT7MBEL4 (Deutsche Bank AG) | Derivative-credit | GB | $0 | – | – | |
| BRT8DTKL6 (JPMorgan Chase Bank NA) | Derivative-credit | US | $-8K | – | -0.00 | |
| BRTB78HA0 (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $1K | – | 0.00 | |
| BRTBK0ZP9 (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $22.33 | – | 0.00 | |
| BRTGGJVH4 (Deutsche Bank AG) | Derivative-credit | US | $-79K | – | -0.00 | |
| BRTREETG8 (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $18K | – | 0.00 | |
| BRTT2EPF3 (Citibank NA) | Derivative-credit | US | $85K | – | 0.00 | |
| BRYUSMZ59 BLACKROCK CALL USD CNH 7.5000000 2024102 (Barclays Bank PLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| BRYVBND32 BLACKROCK PUT CNH INR 11.5000000 2025012 (Standard Chartered Bank Public Co. Ltd.) | Derivative-foreign exchange | LU | $22K | – | 0.00 | |
| BRYVBNDT5 BLACKROCK CALL CNH INR 12.5000000 202501 (Standard Chartered Bank Public Co. Ltd.) | Derivative-foreign exchange | LU | $-2K | – | -0.00 | |
| BRYVUK676 BLACKROCK PUT EUR PLN 4.3100000 20240813 (Bank of America NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BRYW4FSS4 BLACKROCK FXVAN PUT USD ZAR 18.2000000 (Goldman Sachs International) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| BRYW4FW75 BLACKROCK FXVAN CALL USD ZAR 20.8000000 (Goldman Sachs International) | Derivative-foreign exchange | US | $735.85 | – | 0.00 | |
| BRYWQ84Y9 BLACKROCK FXVAN CALL USD CNH 7.7500000 (Bank of America NA) | Derivative-foreign exchange | US | $589K | – | 0.02 | |
| BRYXCDRU4 BLACKROCK PUT USD TRY 35.0000000 202411 (UBS AG) | Derivative-foreign exchange | KY | $9K | – | 0.00 | |
| BRYXMHD88 BLACKROCK FXVAN PUT USD TRY 42.5000000 (Goldman Sachs International) | Derivative-foreign exchange | KY | $35K | – | 0.00 | |
| BRYXMJFX7 BLACKROCK FXVAN PUT USD TRY 40.5000000 (Goldman Sachs International) | Derivative-foreign exchange | US | $-36K | – | -0.00 | |
| BRYXWR1V7 BLACKROCK FXVAN CALL USD BRL 5.1500000 (Barclays Bank PLC) | Derivative-foreign exchange | KY | $-11K | – | -0.00 | |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $712K | – | 0.03 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $707K | – | 0.03 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $652K | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $569K | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $545K | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $534K | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| Buckeye Partners LP | Long | Debt | US | $165K | – | 0.01 |
| Buckeye Partners LP | Long | Debt | US | $87K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $1M | – | 0.04 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $828K | – | 0.03 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $758K | – | 0.03 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $534K | – | 0.02 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $210K | – | 0.01 |
| BX 2024-PALM (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX Commercial Mortgage Trust 2020-VIV4 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Commercial Mortgage Trust 2021-NWM (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX Commercial Mortgage Trust 2021-NWM (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| BX Commercial Mortgage Trust 2021-NWM (BX Trust) | Long | ABS-mortgage backed security | US | $964K | – | 0.03 |
| BX Commercial Mortgage Trust 2021-SOAR (BX Trust) | Long | ABS-mortgage backed security | US | $594K | – | 0.02 |
| BX Commercial Mortgage Trust 2021-VIV5 (BX Trust) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| BX Commercial Mortgage Trust 2022-CSMO (BX Trust) | Long | ABS-mortgage backed security | US | $561K | – | 0.02 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $846K | – | 0.03 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $620K | – | 0.02 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX Commercial Mortgage Trust 2024-MF (BX Trust) | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $871K | – | 0.03 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $289K | – | 0.01 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $648K | – | 0.02 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $646K | – | 0.02 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $930K | – | 0.03 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $744K | – | 0.03 |
| BX Trust 2022-VAMF | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Trust 2023-DELC | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| BX TRUST 2024 VLT4 | Long | ABS-mortgage backed security | US | $458K | – | 0.02 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $549K | – | 0.02 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $529K | – | 0.02 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BXP Trust 2017-CC | Long | ABS-mortgage backed security | US | $395K | – | 0.01 |
| BXP Trust 2017-CC | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| BXP Trust 2021-601L | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| BYD017P98 BLACKROCK FXVAN CALL USD BRL 5.3500000 (Deutsche Bank AG) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| BYD0394T1 BLACKROCK SWAPTION 3.842 CALL USD 202410 (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-82K | – | -0.00 | |
| BYD0394U8 BLACKROCK SWAPTION 4.542 CALL USD 202410 (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $379K | – | 0.01 | |
| BYD039GT8 BLACKROCK SWAPTION 3.842 CALL USD 202410 (Barclays Bank PLC) | Derivative-interest rate | US | $-164K | – | -0.01 | |
| BYD039H00 BLACKROCK SWAPTION 4.542 CALL USD 202410 (Barclays Bank PLC) | Derivative-interest rate | US | $757K | – | 0.03 | |
| BYD05Y2K5 BLACKROCK SWAPTION 5.1 PUT USD 20241017 (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-127K | – | -0.00 | |
| BYD05Y2L3 BLACKROCK SWAPTION 4.43 PUT USD 20241017 (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $158K | – | 0.01 | |
| BYD06V501 BLACKROCK SWAPTION 4.43 PUT USD 20241017 (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $79K | – | 0.00 | |
| BYD06V519 BLACKROCK SWAPTION 5.1 PUT USD 20241017 (Goldman Sachs & Co. LLC) | Derivative-interest rate | US | $-64K | – | -0.00 | |
| BYD07NWD0 BLACKROCK FXVAN CALL USD MXN 18.3000000 (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| BYD07NZJ4 BLACKROCK FXVAN PUT USD MXN 17.0000000 (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | KY | $-901.74 | – | -0.00 | |
| BYD0DYLQ2 BLACKROCK PUT USD TRY 37.5000000 2024100 (Goldman Sachs International) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| BYD0DZES3 BLACKROCK FXVAN CALL USD TRY 39.0000000 (Goldman Sachs International) | Derivative-foreign exchange | US | $-39.17 | – | -0.00 | |
| BYD0KZDA5 BLACKROCK FXVAN CALL USD ZAR 20.8000000 (Goldman Sachs International) | Derivative-foreign exchange | US | $-735.85 | – | -0.00 | |
| BYD0KZKV1 BLACKROCK FXVAN PUT USD ZAR 18.2000000 (Goldman Sachs International) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| BYD0MF318 BLACKROCK PUT USD TRY 38.5000000 2024092 (UBS AG) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BYD10CXD8 BLACKROCK FXVAN PUT USD ZAR 17.7000000 (Goldman Sachs & Co. LLC) | Derivative-foreign exchange | US | $-0.61 | – | -0.00 | |
| BYD1621G2 BLACKROCK CALL USD ZAR 20.0000000 202407 (HSBC Securities USA, Inc.) | Derivative-foreign exchange | US | $11.15 | – | 0.00 | |
| BYD1E8LQ6 BR AIS SWAPTION 3.945 CALL USD 202605 (Deutsche Bank AG) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| BYD1E8LR4 BR AIS SWAPTION 3.945 PUT USD 2026050 (Deutsche Bank AG) | Derivative-interest rate | US | $-56K | – | -0.00 | |
| BYD1PVRX2 BLACKROCK FXVAN CALL USD BRL 5.3500000 (UBS Securities LLC) | Derivative-foreign exchange | KY | $15K | – | 0.00 | |
| BYD1PXUE6 BLACKROCK SWAPTION 3.9775 PUT USD 202605 (Bank of America NA) | Derivative-interest rate | US | $-159K | – | -0.01 | |
| BYD1PXUG1 BLACKROCK SWAPTION 3.9775 CALL USD 20260 (Bank of America NA) | Derivative-interest rate | US | $-224K | – | -0.01 | |
| BYD2GDYX2 BLACKROCK FXVAN CALL USD TRY 39.0000000 (Bank of America NA) | Derivative-foreign exchange | US | $19.58 | – | 0.00 | |
| BYD2GE629 BLACKROCK FXVAN PUT USD TRY 34.0000000 (UBS Securities LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| BYD2GEE79 BLACKROCK FXVAN CALL USD TRY 37.0000000 (UBS Securities LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| BYD2KEYP2 BLACKROCK PUT EUR USD 1.0500000 20240815 (BNP Paribas Securities Services) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| BYD2S43E5 BLACKROCK PUT USD TRY 35.5000000 2024103 (UBS Securities LLC) | Derivative-foreign exchange | KY | $1K | – | 0.00 | |
| BYD2S4NH6 BLACKROCK PUT USD TRY 35.0000000 2024082 (UBS Securities LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BYD2TZSQ1 BLACKROCK SWAPTION 3.905 CALL USD 202605 (Bank of America NA) | Derivative-interest rate | US | $-25K | – | -0.00 | |
| BYD2TZSR9 BLACKROCK SWAPTION 3.905 PUT USD 2026052 (Bank of America NA) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| BYD2XQZ13 BR ASIAPAC SWAPTION 3.905 CALL USD 202705 (Deutsche Bank AG) | Derivative-interest rate | SG | $55K | – | 0.00 | |
| BYD2XQZB1 BLACKROCK SWAPTION 3.905 PUT USD 2027052 (Deutsche Bank AG) | Derivative-interest rate | US | $47K | – | 0.00 | |
| BYD30DHU2 BR ASIAPAC SWAPTION 3.99 CALL USD 2027052 (Deutsche Bank AG) | Derivative-interest rate | SG | $32K | – | 0.00 | |
| BYD30DHV0 BLACKROCK SWAPTION 3.99 PUT USD 20270528 (Deutsche Bank AG) | Derivative-interest rate | US | $25K | – | 0.00 | |
| BYD33FMM6 BLACKROCK FXVAN PUT USD ZAR 17.7000000 (Citibank NA) | Derivative-foreign exchange | US | $0.61 | – | 0.00 | |
| BYD3DLYA5 BLACKROCK FXVAN PUT USD MXN 17.1500000 (UBS Securities LLC) | Derivative-foreign exchange | US | $0.7 | – | 0.00 | |
| BYD3HBN15 BLACKROCK FXVAN CALL USD BRL 5.5000000 (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| BYD3HBPM7 BLACKROCK FXVAN PUT USD BRL 5.2500000 (JPMorgan Chase Bank NA) | Derivative-foreign exchange | LU | $270.71 | – | 0.00 | |
| BYD3HCJA8 BLACKROCK FXVAN PUT USD BRL 5.1000000 (JPMorgan Chase Bank NA) | Derivative-foreign exchange | LU | $-54.23 | – | -0.00 | |
| BYD3JD7G4 BLACKROCK FXVAN PUT USD TRY 33.5000000 (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BYD3JELB7 BLACKROCK PUT USD MXN 17.4500000 2024070 (Bank of America NA) | Derivative-foreign exchange | US | $3.95 | – | 0.00 | |
| BYD3LV1E2 BLACKROCK FXVAN CALL USD COP 4020.000000 (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | KY | $10K | – | 0.00 | |
| BYD3MV580 BLACKROCK FXVAN CALL USD MXN 19.1000000 (Barclays Bank PLC) | Derivative-foreign exchange | KY | $-417.06 | – | -0.00 | |
| BYD3MV5R8 BLACKROCK FXVAN PUT USD MXN 18.0000000 (Barclays Bank PLC) | Derivative-foreign exchange | KY | $2K | – | 0.00 | |
| BYD3QEV10 BLACKROCK FXVAN PUT USD ZAR 18.3800000 (Citibank NA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| BYD3QEXC4 BLACKROCK FXVAN PUT USD ZAR 18.0000000 (Citibank NA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| BYD3SUWC7 BLACKROCK SWAPTION 3.858 CALL USD 202409 (Deutsche Bank AG) | Derivative-interest rate | US | $-442K | – | -0.02 | |
| BYD3SUWD5 BLACKROCK SWAPTION 3.858 PUT USD 2024091 (Deutsche Bank AG) | Derivative-interest rate | US | $-569K | – | -0.02 | |
| BYD3T3DH6 BLACKROCK FXVAN PUT USD MXN 18.5000000 (Morgan Stanley Capital Services LLC) | Derivative-foreign exchange | LU | $4K | – | 0.00 | |
| BYD3UQZF3 BLACKROCK SWAPTION 3.885 CALL USD 202409 (Citibank NA) | Derivative-interest rate | US | $-241K | – | -0.01 | |
| BYD3UQZG1 BLACKROCK SWAPTION 3.885 PUT USD 2024091 (Citibank NA) | Derivative-interest rate | US | $-266K | – | -0.01 | |
| BYD3UUWU4 BLACKROCK PUT USD TRY 32.0000000 2024081 (UBS Securities LLC) | Derivative-foreign exchange | US | $602.96 | – | 0.00 | |
| BYD3WKL02 BLACKROCK FXVAN CALL USD TRY 39.0000000 (Bank of America NA) | Derivative-foreign exchange | US | $19.58 | – | 0.00 | |
| BYD3WKNY6 BLACKROCK FXVAN CALL USD TRY 38.0000000 (Bank of America NA) | Derivative-foreign exchange | KY | $-3K | – | -0.00 | |
| BYD3YNRY4 BLACKROCK FXVAN CALL USD THB 37.0000000 (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BYD3Z9ST4 BLACKROCK SWAPTION 3.825 CALL USD 202409 (Bank of America NA) | Derivative-interest rate | US | $-105K | – | -0.00 | |
| BYD3Z9SU1 BLACKROCK SWAPTION 3.825 PUT USD 2024091 (Bank of America NA) | Derivative-interest rate | US | $-158K | – | -0.01 | |
| BYD408BM5 BLACKROCK FXVAN PUT USD ZAR 18.0000000 (UBS Securities LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BYD40JF70 BLACKROCK FXVAN PUT USD CLP 930.0000000 (Bank of America NA) | Derivative-foreign exchange | LU | $3K | – | 0.00 | |
| BYD40KL54 BLACKROCK FXVAN CALL USD CLP 1000.000000 (Bank of America NA) | Derivative-foreign exchange | LU | $-2K | – | -0.00 | |
| BYD40WZS3 BLACKROCK SWAPTION 3.86 PUT USD 20240918 (Citibank NA) | Derivative-interest rate | US | $-281K | – | -0.01 | |
| BYD40WZT1 BLACKROCK SWAPTION 3.93 PUT USD 20241218 (Citibank NA) | Derivative-interest rate | US | $411K | – | 0.01 | |
| BYD4BBX18 BLACKROCK PUT USD MXN 17.3000000 2024072 (Barclays Bank PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BYD4FMV20 BLACKROCK PUT USD BRL 5.3500000 20240724 (Bank of America NA) | Derivative-foreign exchange | US | $258.83 | – | 0.00 | |
| BYD4G7X87 BLACKROCK FXVAN CALL USD CNH 7.3500000 (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| BYD4GHA72 BLACKROCK FXVAN CALL USD CNH 7.2500000 (JPMorgan Chase Bank NA) | Derivative-foreign exchange | LU | $3K | – | 0.00 | |
| C-BASS 2006-CB7 TRUST (Credit-Based Asset Servicing and Securitization) | Long | ABS-other | US | $98K | – | 0.00 |
| Caesars Entertainment Inc | Long | Equity-common | US | $429K | 11K | 0.02 |
| California Resources Corp (CALIFORNIA RESOURCES CRP) | Long | Debt | US | $183K | – | 0.01 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $4M | – | 0.13 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $927K | – | 0.03 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp | Long | Debt | US | $494K | – | 0.02 |
| Cameron LNG LLC | Long | Debt | US | $2M | – | 0.09 |
| Cameron LNG LLC | Long | Debt | US | $1M | – | 0.04 |
| CAN 10YR BOND FUT SEP24 (The Montreal Exchange / Bourse De Montreal) | Derivative-interest rate | CA | $122K | – | 0.00 | |
| Cano Health Inc | Derivative-equity | US | $5.92 | 30K | 0.00 | |
| Canyon Capital CLO 2019-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $460K | – | 0.02 |
| Canyon CLO 2020-3 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $290K | – | 0.01 |
| Canyon CLO 2023-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $664K | – | 0.02 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $682K | – | 0.02 |
| CARLYLE US CLO 2017-3 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $520K | – | 0.02 |
| CARLYLE US CLO 2017-4 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $923K | – | 0.03 |
| CARLYLE US CLO 2021-6 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $611K | – | 0.02 |
| CARLYLE US CLO 2023-1 LTD (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.01 |
| Carrington Mortgage Loan Trust Series 2006-NC4 | Long | ABS-other | US | $111K | – | 0.00 |
| Cascade MH Asset Trust 2019-MH1 | Long | ABS-other | US | $1M | – | 0.05 |
| Cassia 2022-1 SRL (Cassia S.r.l.) | Long | ABS-mortgage backed security | IT | $1M | – | 0.05 |
| CBAM 2017-1 Ltd (CBAM CLO Management LLC) | Long | ABS-collateralized bond/debt obligation | KY | $941K | – | 0.03 |
| CBAM 2018-5 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| CDS: (CMBX.NA.9.BBB-) (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $-23K | – | -0.00 | |
| Cedar Funding II CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $536K | – | 0.02 |
| Cedar Funding II CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $508K | – | 0.02 |
| Cedar Funding IX CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $314K | – | 0.01 |
| Cedar Funding V CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.02 |
| Cedar Funding VI CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Cedar Funding VIII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $460K | – | 0.02 |
| Cedar Funding XI Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Cedar Funding XIV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $396K | – | 0.01 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $336K | – | 0.01 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $347K | – | 0.01 |
| Centuri Holdings Inc | Long | Equity-common | US | $54K | 3K | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| CFK Trust 2019-FAX | Long | ABS-mortgage backed security | US | $646K | – | 0.02 |
| CFMT 2024-HB14 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Champions Financing Inc | Long | Debt | US | $50K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.08 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $434K | – | 0.02 |
| Chase Funding Trust Series 2002-2 (Chase Funding Mortgage Loan Asset-Backed CTFS) | Long | ABS-other | US | $14K | – | 0.00 |
| Chase Mortgage Finance Trust Series 2007-A1 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Chase Mortgage Finance Trust Series 2007-S6 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $5M | – | 0.19 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $2M | – | 0.08 |
| Cheniere Energy Inc | Long | Debt | US | $5M | – | 0.16 |
| Cheniere Energy Inc | Long | Equity-common | US | $267K | 2K | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $3M | – | 0.12 |
| Cheniere Energy Partners LP | Long | Debt | US | $2M | – | 0.06 |
| Cheniere Energy Partners LP | Long | Debt | US | $1M | – | 0.05 |
| Cheniere Energy Partners LP | Long | Debt | US | $1M | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $980K | – | 0.03 |
| Chevron USA Inc | Long | Debt | US | $373K | – | 0.01 |
| Chile Government International Bonds | Long | Debt | CL | $172K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2006-OA4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $921K | – | 0.03 |
| CHL Mortgage Pass-Through Trust 2007-11 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CHL Mortgage Pass-Through Trust 2007-4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CHL Mortgage Pass-Through Trust 2007-8 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $404K | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| CIFC Funding 2013-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CIFC Funding 2013-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CIFC Funding 2014 Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.01 |
| CIFC Funding 2014-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $270K | – | 0.01 |
| CIFC Funding 2017-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CIFC Funding 2017-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CIFC Funding 2019-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $944K | – | 0.03 |
| CIFC Funding 2020-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CIFC Funding 2020-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| CIFC Funding 2020-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| CIFC Funding 2021-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $730K | – | 0.03 |
| CIFC Funding 2021-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| CIFC Funding 2021-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| CIFC Funding 2021-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $281K | – | 0.01 |
| CIFC Funding 2021-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Cifc Funding 2023-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $392K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2020-420K | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.13 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.11 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $540K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $277K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $60K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-6 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-AHL2 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Citigroup Mortgage Loan Trust 2007-AHL2 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| Citigroup Mortgage Loan Trust 2007-AHL3 (Citigroup Mortgage Loan Trust Inc) | Long | ABS-other | US | $370K | – | 0.01 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-other | US | $4M | – | 0.14 |
| Civitas Resources Inc | Long | Debt | US | $669K | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $286K | – | 0.01 |
| Clean Harbors Inc | Long | Debt | US | $70K | – | 0.00 |
| Clear Creek CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $93K | – | 0.00 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $550K | – | 0.02 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $124K | – | 0.00 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Clover CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Clydesdale Acquisition Holdings Inc | Long | Debt | US | $188K | – | 0.01 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $2M | – | 0.06 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| College Ave Student Loans 2021-B LLC | Long | ABS-other | US | $120K | – | 0.00 |
| College Ave Student Loans 2021-B LLC | Long | ABS-other | US | $67K | – | 0.00 |
| College Ave Student Loans 2021-C LLC | Long | ABS-other | US | $90K | – | 0.00 |
| Colombia Government International Bonds | Long | Debt | CO | $391K | – | 0.01 |
| Colombia Government International Bonds | Long | Debt | CO | $119K | – | 0.00 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $615K | – | 0.02 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $454K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $863K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $836K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $762K | – | 0.03 |
| Comcast Corp | Long | Debt | US | $483K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $386K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $273K | – | 0.01 |
| COMM 2015-3BP Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| COMM 2016-667M Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $482K | – | 0.02 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $366K | – | 0.01 |
| CommScope Inc | Long | Debt | US | $134K | – | 0.00 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $168K | – | 0.01 |
| Conair Holdings LLC Term Loan B | Long | Loan | US | $94K | – | 0.00 |
| Connect Finco Sarl 2024 Non-Extended Term Loan B | Long | Loan | LU | $520K | – | 0.02 |
| ConnectWise LLC 2021 Term Loan B | Long | Loan | US | $81K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $1M | – | 0.04 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $112K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $109K | – | 0.00 |
| Conseco Finance Securitizations Corp (Conseco Finance Securitizations Corp.) | Long | ABS-other | US | $397K | – | 0.01 |
| Conseco Finance Securitizations Corp (Conseco Finance Securitizations Corp.) | Long | ABS-other | US | $211K | – | 0.01 |
| Conseco Finance Securitizations Corp (Conseco Finance Securitizations Corp.) | Long | ABS-other | US | $99K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $554K | – | 0.02 |
| Constellium SE | Long | Equity-common | FR | $362K | 19K | 0.01 |
| Consumers Energy Co | Long | Debt | US | $2M | – | 0.06 |
| Consumers Energy Co | Long | Debt | US | $747K | – | 0.03 |
| Consumers Energy Co | Long | Debt | US | $434K | – | 0.02 |
| Consumers Energy Co | Long | Debt | US | $311K | – | 0.01 |
| Consumers Energy Co | Long | Debt | US | $271K | – | 0.01 |
| Consumers Energy Co | Long | Debt | US | $270K | – | 0.01 |
| Coreweave Compute Acquisition Co II LLC 2024 Delayed Draw Term Loan | Long | Loan | US | $3M | – | 0.10 |
| Coreweave Compute Acquisition Co II LLC Delayed Draw Term Loan | Long | Loan | US | $2M | – | 0.09 |
| Corp Financiera de Desarrollo SA | Long | Debt | PE | $197K | – | 0.01 |
| Cox Communications Inc | Long | Debt | US | $189K | – | 0.01 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-other | US | $235K | – | 0.01 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $3M | – | 0.10 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $131K | – | 0.00 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $110K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $172K | – | 0.01 |
| Cross 2023-H2 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $460K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $3M | – | 0.11 |
| Crown Castle Inc | Long | Debt | US | $854K | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $280K | – | 0.01 |
| CRSO TR 2023 BRND | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $409K | – | 0.01 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $151K | – | 0.01 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $324K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $211K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $174K | – | 0.01 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 (Credit Suisse First Boston Mortgage Securities) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| CSMC 2020-FACT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $384K | – | 0.01 |
| CSMC 2021-BHAR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| CSMC 2021-JR1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| CSMC 2021-RPL9 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| CSMC 2022-NQM3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| CSMC 2022-NQM6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CSMC 2022-NWPT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| CSMC Trust 2017-CALI (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $142K | – | 0.01 |
| CSMC Trust 2017-PFHP (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| CVC Cordatus Loan Fund IV DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $263K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.05 |
| CVS Health Corp | Long | Debt | US | $276K | – | 0.01 |
| CWABS Asset-Backed Certificates Trust 2005-16 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $573K | – | 0.02 |
| CWABS Asset-Backed Certificates Trust 2006-25 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $728K | – | 0.03 |
| CWABS Asset-Backed Certificates Trust 2006-7 (Countrywide Asset-Backed Certificates) | Long | ABS-other | US | $364K | – | 0.01 |
| CWHEQ Home Equity Loan Trust Series 2006-S5 (Countrywide Asset-Backed Certificates) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2005-B (Countrywide Home Equity Loan Trust) | Long | ABS-other | US | $35K | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-H (Countrywide Home Equity Loan Trust) | Long | ABS-other | US | $101K | – | 0.00 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| DBJPM 2017-C6 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| DBSG 2024-ALTA Mortgage Trust | Long | ABS-mortgage backed security | US | $375K | – | 0.01 |
| DBUBS 2017-BRBK Mortgage Trust (DBUBS Mortgage Trust) | Long | ABS-mortgage backed security | US | $862K | – | 0.03 |
| DBUBS 2017-BRBK Mortgage Trust (DBUBS Mortgage Trust) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $4M | – | 0.13 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA4/DE (Deutsche Alt-A Securities INC Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $280K | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $1M | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $285K | – | 0.01 |
| Diameter Capital Clo 1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $10M | – | 0.37 |
| Diamondback Energy Inc | Long | Debt | US | $8M | – | 0.28 |
| Diamondback Energy Inc | Long | Debt | US | $5M | – | 0.17 |
| Diamondback Energy Inc | Long | Debt | US | $4M | – | 0.15 |
| Diamondback Energy Inc | Long | Debt | US | $2M | – | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $1M | – | 0.05 |
| Diamondback Energy Inc | Long | Debt | US | $272K | – | 0.01 |
| Diamondback Energy Inc | Long | Debt | US | $119K | – | 0.00 |
| DiamondRock Hospitality Co | Long | Equity-common | US | $123K | 15K | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $34K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $3K | – | 0.00 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | XX | $121K | – | 0.00 |
| Digicel Midco Ltd / Difl US II LLC (DIG MIDCO/DIFL US II LLC) | Long | Debt | LC | $65K | – | 0.00 |
| Digital Room Holdings Inc 2021 Term Loan | Long | Loan | US | $487K | – | 0.02 |
| DirecTV Financing LLC Term Loan | Long | Loan | US | $143K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $825K | – | 0.03 |
| DISH Network Corp | Long | Debt | US | $235K | – | 0.01 |
| DISH Network Corp | Long | Debt | US | $81K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $342K | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $136K | – | 0.00 |
| Dominican Republic International Bonds | Long | Debt | DO | $101K | – | 0.00 |
| Dominican Republic International Bonds | Long | Debt | DO | $99K | – | 0.00 |
| Dominion Energy South Carolina Inc | Long | Debt | US | $277K | – | 0.01 |
| DP World Salaam | Long | Debt | KY | $199K | – | 0.01 |
| DREAM FINDERS HOMES INC | Long | Equity-preferred | US | $3M | 3K | 0.09 |
| DREYFUS TREASURY & AGENCY LEX | Long | Short-term investment vehicle | US | $1M | 1M | 0.04 |
| Dryden 43 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $911K | – | 0.03 |
| Dryden 45 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $540K | – | 0.02 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| Dryden 65 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Dryden 68 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Dryden 77 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $610K | – | 0.02 |
| Dryden 87 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.01 |
| DT Midstream Inc Term Loan B | Long | Loan | US | $130K | – | 0.00 |
| DTE Electric Co | Long | Debt | US | $546K | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $1M | – | 0.05 |
| Duke Energy Carolinas LLC | Long | Debt | US | $886K | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $724K | – | 0.03 |
| Duke Energy Carolinas LLC | Long | Debt | US | $272K | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $265K | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $1M | – | 0.05 |
| Duke Energy Florida LLC | Long | Debt | US | $571K | – | 0.02 |
| Duke Energy Florida LLC | Long | Debt | US | $561K | – | 0.02 |
| Duke Energy Florida LLC | Long | Debt | US | $500K | – | 0.02 |
| Duke Energy Ohio Inc | Long | Debt | US | $274K | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $1M | – | 0.04 |
| Duke Energy Progress LLC | Long | Debt | US | $852K | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $802K | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $694K | – | 0.02 |
| Dye & Durham Ltd (DYE & DURHAM LIMITED) | Long | Debt | CA | $172K | – | 0.01 |
| E-MINI RUSS 2000 SEP24 (Chicago Mercantile Exchange) | Derivative-equity | US | $-16K | – | -0.00 | |
| Eastman Chemical Co | Long | Debt | US | $289K | – | 0.01 |
| Eastman Chemical Company 2021 Term Loan B | Long | Loan | US | $373K | – | 0.01 |
| ECL Entertainment LLC 2024 Term Loan B | Long | Loan | US | $862K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $73K | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $29K | – | 0.00 |
| Ecopetrol SA 2023 Term Loan | Long | Loan | US | $359K | – | 0.01 |
| Edison International | Long | Debt | US | $2M | – | 0.07 |
| Edison International | Long | Debt | US | $676K | – | 0.02 |
| Edison International | Long | Debt | US | $648K | – | 0.02 |
| Edison International | Long | Debt | US | $382K | – | 0.01 |
| Egypt Government International Bond (Arab Republic of Egypt) | Long | Debt | EG | $381K | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $209K | – | 0.01 |
| Egypt Government International Bond (Arab Republic of Egypt) | Long | Debt | EG | $178K | – | 0.01 |
| Egypt Government International Bonds | Long | Debt | EG | $163K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $605K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $434K | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $277K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $271K | – | 0.01 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $925K | – | 0.03 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $711K | – | 0.03 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $711K | – | 0.03 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Elmwood CLO 23 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| Elmwood CLO 27 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Elmwood CLO 29 Ltd (Logan CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $730K | – | 0.03 |
| Elmwood CLO 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $390K | – | 0.01 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.01 |
| Elmwood CLO VI Ltd (Elmwood CLO VI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.01 |
| Elmwood CLO XII Ltd (Elmwood CLO XII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $403K | – | 0.01 |
| Emerald Technologies (US) Acquisitionco Inc Term Loan | Long | Loan | US | $237K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $316K | – | 0.01 |
| Endo Finance Holdings Inc | Long | Debt | US | $133K | – | 0.00 |
| Energean Israel Finance Ltd | Long | Debt | IL | $19K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.23 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.05 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $981K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $761K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $758K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $708K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $684K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $390K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $378K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $345K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $321K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $276K | – | 0.01 |
| EnLink Midstream Partners LP | Long | Debt | US | $829K | – | 0.03 |
| EnLink Midstream Partners LP | Long | Debt | US | $664K | – | 0.02 |
| EQT Corp | Long | Debt | US | $3M | – | 0.12 |
| EQT Corp | Long | Debt | US | $3M | – | 0.11 |
| EQT Corp | Long | Debt | US | $2M | – | 0.08 |
| EQT Corp | Long | Debt | US | $2M | – | 0.08 |
| EQT Corp | Long | Debt | US | $2M | – | 0.07 |
| EQT Corp | Long | Debt | US | $2M | – | 0.07 |
| EQT Corp | Long | Debt | US | $2M | – | 0.06 |
| Equinix Inc | Long | Debt | US | $4M | – | 0.13 |
| Equinix Inc | Long | Debt | US | $3M | – | 0.10 |
| Equinix Inc | Long | Debt | US | $2M | – | 0.08 |
| Equinix Inc | Long | Debt | US | $2M | – | 0.07 |
| EquipmentShare.com Inc | Long | Debt | US | $496K | – | 0.02 |
| Equity One Mortgage Pass-Through Trust 2003-3 (Equity One ABS Inc) | Long | ABS-other | US | $2M | – | 0.08 |
| ESC CB CHESAPEAKE ENER | Long | Debt | US | $0.01 | – | 0.00 |
| Euro Parfums Fze Term Loan B | Long | Loan | LU | $101K | – | 0.00 |
| EURO STOXX 50 SEP24 (Eurex Deutschland) | Derivative-equity | DE | $-3K | – | -0.00 | |
| EURO-BOBL FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-9K | – | -0.00 | |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-71K | – | -0.00 | |
| Euro-Galaxy III CLO DAC (Euro Galaxy CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $308K | – | 0.01 |
| European Union | Long | Debt | XX | $14M | – | 0.51 |
| European Union | Long | Debt | XX | $2M | – | 0.06 |
| Eversource Energy | Long | Debt | US | $970K | – | 0.03 |
| Eversource Energy | Long | Debt | US | $276K | – | 0.01 |
| Eversource Energy | Long | Debt | US | $276K | – | 0.01 |
| EVgo Inc | Derivative-equity | US | $2K | 13K | 0.00 | |
| Exmoor Funding 2024-1 PLC (Exmoor Funding PLC) | Long | ABS-mortgage backed security | GB | $126K | – | 0.00 |
| Exmoor Funding 2024-1 PLC (Exmoor Funding PLC) | Long | ABS-mortgage backed security | GB | $126K | – | 0.00 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $700K | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $273K | – | 0.01 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $541K | – | 0.02 |
| FactSet Research Systems Inc | Long | Debt | US | $276K | – | 0.01 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $226K | – | 0.01 |
| Fanatics Commerce Intermediate Holdco LLC Term Loan B | Long | Loan | US | $110K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.52 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 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 | – | 0.13 |
| 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 | – | 0.12 |
| 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 | – | 0.09 |
| 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 | – | 0.08 |
| 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 | – | 0.07 |
| 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 | – | 0.07 |
| 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 | $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 | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 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 | – | 0.05 |
| 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 | – | 0.05 |
| 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 | – | 0.05 |
| 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 | $1M | – | 0.04 |
| 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 | $1M | – | 0.04 |
| 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 | $1M | – | 0.04 |
| 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 | $1M | – | 0.04 |
| 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 | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $985K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $962K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $962K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $956K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $931K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $915K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $897K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $879K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $857K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $855K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $852K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $826K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $816K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $810K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $809K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $808K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $782K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $780K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $768K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $761K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $757K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $731K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $731K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $713K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $706K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $694K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $679K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $677K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $670K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $665K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $664K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $641K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $622K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $613K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $582K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $579K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $578K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $577K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $574K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $571K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $570K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $550K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $545K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $543K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $538K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $511K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $503K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $492K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $485K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $485K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $484K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $478K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $465K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $459K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $447K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $429K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $412K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $400K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $391K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $368K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $355K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $354K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $328K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $316K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $311K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $305K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $294K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $286K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $285K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $277K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $274K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $269K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $247K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $236K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $220K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $219K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $209K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $193K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 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 | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 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 | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 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 | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 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 |
| Fidelity Grand Harbour CLO 2021-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $268K | – | 0.01 |
| FIDELITY INST GOVT LEX | Long | Short-term investment vehicle | US | $2M | 2M | 0.07 |
| FIGXX FID INST GOVT LEX | Long | Short-term investment vehicle | US | $1M | 1M | 0.04 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $88K | – | 0.00 |
| First Franklin Mortgage Loan Trust 2006-FF16 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $3M | – | 0.10 |
| First Franklin Mortgage Loan Trust 2006-FF16 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $1M | – | 0.05 |
| First Franklin Mortgage Loan Trust 2006-FF17 (First Franklin Mtg Loan Asset Backed Certificates) | Long | ABS-other | US | $1M | – | 0.04 |
| FirstEnergy Corp | Long | Debt | US | $3M | – | 0.12 |
| FirstEnergy Corp | Long | Debt | US | $713K | – | 0.03 |
| FirstEnergy Transmission LLC | Long | Debt | US | $2M | – | 0.07 |
| Five Point Operating Co LP / Five Point Capital Corp (FIVE POINT OP CO LP/FIVE) | Long | Debt | US | $403K | – | 0.01 |
| FIXED INC CLEARING CORP.REPO (Fixed Income Clearing Corp.) | Long | Repurchase agreement | US | $76M | – | 2.71 |
| Flatiron CLO 18 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $170K | – | 0.01 |
| Flatiron CLO 20 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Flatiron CLO 21 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Florida Power & Light Co | Long | Debt | US | $2M | – | 0.06 |
| Florida Power & Light Co | Long | Debt | US | $762K | – | 0.03 |
| Florida Power & Light Co | Long | Debt | US | $470K | – | 0.02 |
| FLORIDA ST DEV FIN CORP (Florida Development Finance Corp) | Long | Debt | US | $1M | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.06 |
| Forestar Group Inc | Long | Debt | US | $275K | – | 0.01 |
| Forestar Group Inc | Long | Equity-common | US | $233K | 7K | 0.01 |
| Foundation Finance Trust 2021-2 | Long | ABS-other | US | $451K | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $3M | – | 0.12 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $906K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $812K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $809K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $808K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $741K | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $629K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $604K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $576K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $576K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $535K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $509K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $475K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $453K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $435K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $423K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $407K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 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 | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $175K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.47 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.32 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.29 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| 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 | – | 0.09 |
| 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 | – | 0.08 |
| 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 | $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 | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 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 | – | 0.05 |
| 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 | – | 0.05 |
| 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 | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $996K | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $976K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $971K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $950K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $934K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $930K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $898K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $886K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $831K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $831K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $819K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $802K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $751K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $697K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $672K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $660K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $654K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $636K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $635K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $625K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $625K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $621K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $599K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $494K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $489K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $470K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $461K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $434K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $427K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $407K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $348K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $339K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $336K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $321K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $313K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $246K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $238K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| FREEWIRE EQUITY | Long | Equity-common | US | $0 | 25 | – |
| FREEWIRE TECHNOLOGY NOTES | Long | Debt | US | $250K | – | 0.01 |
| FREMF 2018-K80 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $288K | – | 0.01 |
| FREMF 2019-KW08 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Fremont Home Loan Trust 2006-3 | Long | ABS-other | US | $463K | – | 0.02 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $6M | – | 0.20 |
| FS Rialto 2021-FL3 (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $166K | – | 0.01 |
| FSWP: CLP 4.915000 01-APR-2028 CLI (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $6K | – | 0.00 | |
| FSWP: CLP 4.945000 01-APR-2026 CLI (Goldman Sachs International) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: CLP 4.990000 01-APR-2028 CLI (Goldman Sachs International) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| FSWP: OIS 5.308500 18-SEP-2024 FED (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.00 | |
| FSWP: OIS 5.319000 18-SEP-2024 FED (Chicago Mercantile Exchange) | Derivative-interest rate | US | $19K | – | 0.00 | |
| FSWP: OIS 5.321000 18-SEP-2024 FED (LCH Limited) | Derivative-interest rate | US | $32K | – | 0.00 | |
| FSWP: OIS 5.321250 18-SEP-2024 FED (Chicago Mercantile Exchange) | Derivative-interest rate | US | $22K | – | 0.00 | |
| FSWP: OIS 5.323500 18-SEP-2024 FED (LCH Limited) | Derivative-interest rate | US | $35K | – | 0.00 | |
| FSWP: OIS 8.620000 05-NOV-2025 IBR (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-796.61 | – | -0.00 | |
| FSWP: ZAR 7.970000 06-JUN-2026 JIB (LCH Limited) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: ZAR 8.145000 07-MAY-2026 JIB (LCH Limited) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| Full House Resorts Inc | Long | Debt | US | $93K | – | 0.00 |
| FWD Group Holdings Ltd | Long | Debt | KY | $1M | – | 0.05 |
| Gabon Government International Bond (REPUBLIC OF GABON) | Long | Debt | GA | $187K | – | 0.01 |
| Galaxy XXII CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $661K | – | 0.02 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $183K | – | 0.01 |
| Garda World Security Corp | Long | Debt | CA | $110K | – | 0.00 |
| Garda World Security Corp | Long | Debt | CA | $63K | – | 0.00 |
| Gartner Inc | Long | Debt | US | $3M | – | 0.10 |
| GATX Corp | Long | Debt | US | $160K | – | 0.01 |
| GCAT 2021-NQM3 Trust | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| GCT Commercial Mortgage Trust 2021-GCT | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Generacion Mediterranea SA / Central Termica Roca SA (GENER MEDIT/CENT TERMICA) | Long | Debt | AR | $126K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.06 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $572K | – | 0.02 |
| Generate CLO 6 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Genius Sports Ltd | Long | Equity-common | GG | $647K | 119K | 0.02 |
| Georgia Power Co | Long | Debt | US | $835K | – | 0.03 |
| Gilbert Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $864K | – | 0.03 |
| Gilead Sciences Inc | Long | Debt | US | $1M | – | 0.04 |
| Gilead Sciences Inc | Long | Debt | US | $693K | – | 0.02 |
| Gilead Sciences Inc | Long | Debt | US | $664K | – | 0.02 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15M | – | 0.52 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12M | – | 0.41 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11M | – | 0.39 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11M | – | 0.38 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10M | – | 0.36 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 0.30 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $505K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $362K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $301K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $291K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $174K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $161K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $152K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $109K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $17M | – | 0.62 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 0.28 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $851K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $717K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $683K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $635K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $629K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $596K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $596K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $595K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $532K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $409K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $407K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $355K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $353K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $352K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $328K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $292K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $252K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $233K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $202K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $185K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $147K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $3M | – | 0.12 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $945K | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $853K | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $653K | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $551K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $628K | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $336K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $4M | – | 0.15 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $4M | – | 0.13 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $3M | – | 0.12 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $3M | – | 0.12 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $2M | – | 0.08 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $2M | – | 0.08 |
| Gol Finance SA | Long | Debt | LU | $135K | – | 0.00 |
| Golden Entertainment Inc | Long | Equity-common | US | $95K | 3K | 0.00 |
| Goldentree Loan Management US Clo 12 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | JE | $463K | – | 0.02 |
| GoldentTree Loan Management US CLO 1 Ltd (GoldenTree Loan Management US CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $911K | – | 0.03 |
| Goldman Home Improvement Trust 2021-GRN2 Issuer Trust (Goldman Home Improvement Trust Issuer Trust) | Long | ABS-other | US | $347K | – | 0.01 |
| Goldman Sachs Fin Square Govt Fd | Long | Short-term investment vehicle | US | $1M | 1M | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $10M | – | 0.37 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.21 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.13 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.13 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $939K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $896K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $414K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $377K | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $280K | – | 0.01 |
| Golub Capital Partners CLO 41B-R Ltd (Golub Capital Partners CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $391K | – | 0.01 |
| Golub Capital Partners CLO 52B Ltd (Golub Capital Partners CLO 52(B)-R, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $273K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $237K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $235K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $205K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1 | Long | ABS-other | US | $366K | – | 0.01 |
| Gran Tierra Energy Inc | Long | Debt | US | $190K | – | 0.01 |
| Gray Television Inc 2021 Term Loan D | Long | Loan | US | $725.33 | – | 0.00 |
| Green Plains Inc | Long | Equity-common | US | $178K | 11K | 0.01 |
| Greenpoint Manufactured Housing | Long | ABS-other | US | $332K | – | 0.01 |
| GreenPoint Mortgage Funding Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Grippen Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.01 |
| Grupo Posadas SAB de CV (GRUPO POSADAS SAB CV) | Long | Debt | MX | $185K | – | 0.01 |
| GS Mortgage Securities Corp II Series 2005-ROCK (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $825K | – | 0.03 |
| GS Mortgage Securities Corp Trust 2017-GPTX (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| GS Mortgage Securities Corp Trust 2023-FUN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC20 | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| GS Mortgage Securities Trust 2015-590M | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $240K | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ2 (GS Mortgage-Backed Securities Trust) | Long | ABS-mortgage backed security | US | $218K | – | 0.01 |
| GSAA Home Equity Trust 2006-18 | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| GSR Mortgage Loan Trust 2007-4F | Long | ABS-mortgage backed security | US | $223K | – | 0.01 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $536K | – | 0.02 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $201K | – | 0.01 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $70K | – | 0.00 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Halseypoint Clo 6 Ltd (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $281K | – | 0.01 |
| HarborView Mortgage Loan Trust 2006-12 | Long | ABS-mortgage backed security | US | $822K | – | 0.03 |
| HCA Inc | Long | Debt | US | $6M | – | 0.22 |
| HCA Inc | Long | Debt | US | $5M | – | 0.19 |
| HCA Inc | Long | Debt | US | $4M | – | 0.15 |
| HCA Inc | Long | Debt | US | $2M | – | 0.08 |
| HCA Inc | Long | Debt | US | $1M | – | 0.04 |
| HCA Inc | Long | Debt | US | $1M | – | 0.04 |
| HCA Inc | Long | Debt | US | $664K | – | 0.02 |
| HCA Inc | Long | Debt | US | $546K | – | 0.02 |
| HCA Inc | Long | Debt | US | $38K | – | 0.00 |
| Henley CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $106K | – | 0.00 |
| Hess Corp | Long | Debt | US | $555K | – | 0.02 |
| Hess Corp | Long | Debt | US | $297K | – | 0.01 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $954K | – | 0.03 |
| Highbridge Loan Management 3-2014 (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $131K | – | 0.00 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $813K | – | 0.03 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $748K | – | 0.03 |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $398K | – | 0.01 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Home Depot Inc/The | Long | Debt | US | $234K | – | 0.01 |
| Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2004-A (Indymac Home Equity Loan Asset-Backed Trust) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Home Equity Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| HONO 2021-LULU Mortgage Trust (HONO Mortgage Trust) | Long | ABS-mortgage backed security | US | $270K | – | 0.01 |
| Howard Hughes Corp/The | Long | Debt | US | $395K | – | 0.01 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $604K | – | 0.02 |
| HR Ottawa LP | Long | Debt | CA | $4M | – | 0.13 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $950K | – | 0.03 |
| HSBC USA Inc | Long | Debt | US | $319K | – | 0.01 |
| Hudson Yards 2019-55HY Mortgage Trust | Long | ABS-mortgage backed security | US | $510K | – | 0.02 |
| Humana Inc | Long | Debt | US | $571K | – | 0.02 |
| Humana Inc | Long | Debt | US | $429K | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $869K | – | 0.03 |
| Hungary Government International Bond | Long | Debt | HU | $56K | – | 0.00 |
| Hydrofarm Holdings LLC 2021 Term Loan | Long | Loan | US | $301K | – | 0.01 |
| ICE 3MTH SONIA FU DEC24 (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $-34K | – | -0.00 | |
| IHS Holding Ltd | Long | Debt | KY | $199K | – | 0.01 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $3M | – | 0.10 |
| Impac Secured Assets Trust 2006-3 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Indonesia Government International Bonds | Long | Debt | ID | $1M | – | 0.05 |
| Indonesia Government International Bonds | Long | Debt | ID | $587K | – | 0.02 |
| Indonesia Government International Bonds | Long | Debt | ID | $229K | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2007-AR19 | Long | ABS-mortgage backed security | US | $393K | – | 0.01 |
| INSIGHT M INC CONV BOND | Long | Debt | US | $173K | – | 0.01 |
| INSIGHT M INC SERIES D | Long | Equity-preferred | US | $168K | 482K | 0.01 |
| INSIGHT M INC WARRANTS | Derivative-equity | US | $1.65 | 165K | 0.00 | |
| Intel Corp | Long | Debt | US | $491K | – | 0.02 |
| Intel Corp | Long | Debt | US | $320K | – | 0.01 |
| Interface Security Systems LLC Term Loan | Long | Loan | US | $803K | – | 0.03 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Invesco Euro CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $106K | – | 0.00 |
| INVESCO GOVT AND AGCY LEX | Long | Short-term investment vehicle | US | $3M | 3M | 0.11 |
| Invitation Homes Inc | Long | Equity-common | US | $720K | 20K | 0.03 |
| Irwin Home Equity Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $1M | – | 0.05 |
| Ivory Coast Government International Bond | Long | Debt | CI | $197K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $194K | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $90K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $556K | – | 0.02 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $746K | – | 0.03 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NXSS (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $681K | – | 0.02 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $430K | – | 0.02 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $137K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| J&J Ventures Gaming LLC Term Loan | Long | Loan | US | $315K | – | 0.01 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $7M | – | 0.24 |
| JP Morgan Alternative Loan Trust 2007-A1 (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $551K | – | 0.02 |
| JP Morgan Alternative Loan Trust 2007-A2 (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $196.98 | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $71K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $780K | – | 0.03 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $446K | – | 0.02 |
| JP Morgan Mortgage Trust 2006-S3 | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C22 | Long | ABS-mortgage backed security | US | $33.79 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C33 | Long | ABS-mortgage backed security | US | $131K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.09 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.08 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $719K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $450K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $278K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $61K | – | 0.00 |
| Juniper Networks Inc | Long | Debt | US | $341K | – | 0.01 |
| JW Commercial Mortgage Trust 2024-MRCO | Long | ABS-mortgage backed security | US | $408K | – | 0.01 |
| JW Commercial Mortgage Trust 2024-MRCO | Long | ABS-mortgage backed security | US | $308K | – | 0.01 |
| Kenbourne Invest SA | Long | Debt | LU | $131K | – | 0.00 |
| Kenbourne Invest SA | Long | Debt | LU | $89K | – | 0.00 |
| Kestrel Bidco Inc Term Loan B | Long | Loan | CA | $1.38 | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $560K | – | 0.02 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $271K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $1M | – | 0.05 |
| Kinder Morgan Inc | Long | Debt | US | $738K | – | 0.03 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $12M | – | 0.43 |
| KLA Corp | Long | Debt | US | $1M | – | 0.04 |
| KLA Corp | Long | Debt | US | $306K | – | 0.01 |
| Knollwood CDO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $124.64 | – | 0.00 |
| Kronos Acquisition Holdings Inc 2021 1st Lien Term Loan | Long | Loan | US | $122K | – | 0.00 |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $955K | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $4M | – | 0.14 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $4M | – | 0.13 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $3M | – | 0.10 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $1M | – | 0.04 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $500K | – | 0.02 |
| Landsea Homes Corp | Long | Equity-common | US | $95K | 10K | 0.00 |
| LANDSEA HOMES CORP 4A2 | Long | ABS-other | US | $3M | – | 0.12 |
| Las Vegas Sands Corp | Long | Debt | US | $2M | – | 0.06 |
| Las Vegas Sands Corp | Long | Debt | US | $536K | – | 0.02 |
| Latch Inc | Derivative-equity | US | $0.64 | 6K | 0.00 | |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $153K | – | 0.01 |
| LCM 26 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| LCM 29 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Legacy Mortgage Asset Trust 2019-SL2 | Long | ABS-mortgage backed security | US | $670K | – | 0.02 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Lehman ABS Manufactured Housing Contract Trust 2001-B | Long | ABS-other | US | $557K | – | 0.02 |
| Lehman ABS Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $81K | – | 0.00 |
| Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $176K | – | 0.01 |
| Lendmark Funding Trust 2023-1 | Long | ABS-other | US | $337K | – | 0.01 |
| LESSEN HOLDINGS INC PREF | Long | Equity-common | US | $129K | 23K | 0.00 |
| LESSEN INC | Long | Debt | US | $2M | – | 0.06 |
| Level 3 Financing Inc | Long | Debt | US | $464K | – | 0.02 |
| Level 3 Financing Inc | Long | Debt | US | $247K | – | 0.01 |
| Level 3 Financing Inc 2024 Extended Term Loan B1 | Long | Loan | US | $98K | – | 0.00 |
| Leviathan Bond Ltd | Long | Debt | IL | $3K | – | 0.00 |
| LGI Homes Inc | Long | Debt | US | $424K | – | 0.02 |
| Loanpal Solar Loan 2020-2 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $661K | – | 0.02 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $616K | – | 0.02 |
| Loar Holdings Inc | Long | Equity-common | US | $6K | 111 | 0.00 |
| Lockheed Martin Corp | Long | Debt | US | $565K | – | 0.02 |
| Long Beach Mortgage Loan Trust 2006-5 | Long | ABS-other | US | $207K | – | 0.01 |
| Long Beach Mortgage Loan Trust 2006-7 | Long | ABS-other | US | $195K | – | 0.01 |
| LOS ANGELES CA CMNTY CLG DIST (Los Angeles Community College District/CA) | Long | Debt | US | $867K | – | 0.03 |
| Lowe's Cos Inc | Long | Debt | US | $1M | – | 0.04 |
| Lowe's Cos Inc | Long | Debt | US | $784K | – | 0.03 |
| Lowe's Cos Inc | Long | Debt | US | $663K | – | 0.02 |
| Lowe's Cos Inc (LOWE'S COMPANIES INC) | Long | Debt | US | $575K | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $551K | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $405K | – | 0.01 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| LUXE Trust 2021-TRIP (LUXE Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Madison Park Euro Funding XVI DAC | Long | ABS-collateralized bond/debt obligation | IE | $267K | – | 0.01 |
| Madison Park Funding LI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $260K | – | 0.01 |
| Madison Park Funding LXII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.01 |
| Madison Park Funding LXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $642K | – | 0.02 |
| Madison Park Funding XIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Madison Park Funding XLV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $790K | – | 0.03 |
| Madison Park Funding XVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.17 |
| Madison Park Funding XXII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Madison Park Funding XXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Madison Park Funding XXXVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $861K | – | 0.03 |
| Marathon Petroleum Corp | Long | Equity-common | US | $324K | 2K | 0.01 |
| Marble Point CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $318K | – | 0.01 |
| Mariner Finance Issuance Trust 2021-B | Long | ABS-other | US | $338K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $788K | – | 0.03 |
| Marriott International Inc/MD | Long | Debt | US | $349K | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $379K | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $275K | – | 0.01 |
| Mastr Asset Backed Securities Trust 2006-AM2 | Long | ABS-mortgage backed security | US | $278K | – | 0.01 |
| Mastr Asset Backed Securities Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $502K | – | 0.02 |
| MASTR Resecuritization Trust 2008-3 | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Mattamy Group Corp | Long | Debt | CA | $312K | – | 0.01 |
| Mattamy Group Corp | Long | Debt | CA | $238K | – | 0.01 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $555K | – | 0.02 |
| Maverick Gaming LLC 2024 PIK Term Loan | Long | Loan | US | $259K | – | 0.01 |
| Maverick Gaming LLC 2024 Second Out Term Loan | Long | Loan | US | $310K | – | 0.01 |
| MC Brazil Downstream Trading SARL (MC BRAZIL DWNSTRM) | Long | Debt | LU | $194K | – | 0.01 |
| MCR 2024-HTL Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| MCR 2024-TWA Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| MCR 2024-TWA Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $438K | – | 0.02 |
| MCR 2024-TWA Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $389K | – | 0.01 |
| Medical Solutions Holdings Inc 2021 2nd Lien Term Loan | Long | Loan | US | $199K | – | 0.01 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | Long | ABS-other | US | $5M | – | 0.18 |
| Merrill Lynch Mortgage Investors Trust Series 2006-A3 | Long | ABS-mortgage backed security | US | $243K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF2 | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $362K | – | 0.01 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $184K | – | 0.01 |
| Meta Platforms Inc | Long | Debt | US | $2M | – | 0.08 |
| Meta Platforms Inc | Long | Debt | US | $2M | – | 0.05 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $8M | – | 0.30 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $7M | – | 0.24 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $3M | – | 0.11 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $706K | – | 0.03 |
| Mexico Government International Bonds | Long | Debt | MX | $5M | – | 0.18 |
| Mexico Government International Bonds | Long | Debt | MX | $3M | – | 0.12 |
| Mexico Government International Bonds | Long | Debt | MX | $2M | – | 0.07 |
| Mexico Government International Bonds | Long | Debt | MX | $2M | – | 0.07 |
| MF1 2021-W10X (MF1 Multifamily Housing Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $154K | – | 0.01 |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $418K | – | 0.01 |
| MFT Trust 2020-ABC | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $625K | – | 0.02 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $160K | – | 0.01 |
| MHP Lux SA | Long | Debt | LU | $101K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $1M | – | 0.05 |
| MidAmerican Energy Co | Long | Debt | US | $1M | – | 0.04 |
| MidAmerican Energy Co | Long | Debt | US | $278K | – | 0.01 |
| MidAmerican Energy Co | Long | Debt | US | $277K | – | 0.01 |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $216K | – | 0.01 |
| Mill City Solar Loan 2019-2 Ltd (Mill City Solar Loan 2019-2 Ltd.) | Long | ABS-other | KY | $814K | – | 0.03 |
| Miltonia Mortgage Finance Srl | Long | ABS-mortgage backed security | IT | $270K | – | 0.01 |
| Mineral Resources Ltd | Long | Debt | AU | $131K | – | 0.00 |
| Moody's Corp (MOODY'S CORPORATION) | Long | Debt | US | $609K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.36 |
| Morgan Stanley | Long | Debt | US | $7M | – | 0.25 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.15 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.08 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Morgan Stanley Capital I Trust 2018-SUN | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-L2 | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-12XS | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-3XS | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Morgan Stanley Resecuritization Trust 2015-R2 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $206K | – | 0.01 |
| Mortgage Loan Resecuritization Trust | Long | ABS-mortgage backed security | US | $625K | – | 0.02 |
| Mosaic Solar Loan Trust 2019-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $91K | – | 0.00 |
| Mosaic Solar Loan Trust 2020-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $106K | – | 0.00 |
| Motorola Solutions Inc | Long | Debt | US | $742K | – | 0.03 |
| MP CLO III LTD (MP Clo III, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $480K | – | 0.02 |
| MSCI Inc | Long | Debt | US | $3M | – | 0.10 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $530K | – | 0.02 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| MUNI ELEC AUTH OF GEORGIA (Municipal Electric Authority of Georgia) | Long | Debt | US | $489K | – | 0.02 |
| Myers Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $290K | – | 0.01 |
| NAK Naftogaz Ukraine via Kondor Finance PLC (KONDOR FINANCE PLC (NAK)) | Long | Debt | GB | $309K | – | 0.01 |
| NAK Naftogaz Ukraine via Kondor Finance PLC (KONDOR FINANCE PLC (NAK)) | Long | Debt | GB | $284K | – | 0.01 |
| Naked Juice LLC 2nd Lien Term Loan | Long | Loan | US | $61K | – | 0.00 |
| National Bank Of Canada | Long | Repurchase agreement | US | $2M | – | 0.07 |
| National Bank Of Canada | Long | Repurchase agreement | US | $1M | – | 0.04 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $212K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $179K | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $90K | – | 0.00 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $48K | – | 0.00 |
| Natixis Commercial Mortgage Securities Trust 2018-SOX | Long | ABS-mortgage backed security | US | $251K | – | 0.01 |
| Navient Private Education Loan Trust 2020-A (Navient Student Loan Trust) | Long | ABS-other | US | $245K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2020-F (Navient Student Loan Trust) | Long | ABS-other | US | $355K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-D (Navient Student Loan Trust) | Long | ABS-other | US | $629K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2021-D (Navient Student Loan Trust) | Long | ABS-other | US | $209K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-D (Navient Student Loan Trust) | Long | ABS-other | US | $193K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2024-A (Navient Student Loan Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $3M | – | 0.11 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $309K | – | 0.01 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $225K | – | 0.01 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $3M | – | 0.09 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $212K | – | 0.01 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $115K | – | 0.00 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $2M | – | 0.06 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $129K | – | 0.00 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $89K | – | 0.00 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $1M | – | 0.05 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $134K | – | 0.00 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $79K | – | 0.00 |
| Nelnet Student Loan Trust 2023-PL1 | Long | ABS-other | US | $643K | – | 0.02 |
| Neuberger Berman CLO XVI-S Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $441K | – | 0.02 |
| Neuberger Berman CLO XXI Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $261K | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 26 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.05 |
| Neuberger Berman Loan Advisers CLO 32 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 37 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Neuberger Berman Loan Advisers Clo 42 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.02 |
| Neuberger Berman Loan Advisers CLO 46 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| NEW JERSEY ST TURNPIKE AUTH TURNPIKE REVENUE (New Jersey Turnpike Authority) | Long | Debt | US | $577K | – | 0.02 |
| New Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $172K | – | 0.01 |
| NEW YORK CITY NY MUNI WTR FIN AUTH WTR & SWR SYS REVENUE (New York City Municipal Water Finance Authority) | Long | Debt | US | $275K | – | 0.01 |
| New York Community Bancorp Inc | Long | Equity-common | US | $22K | 7K | 0.00 |
| NEW YORK ST DORM AUTH ST PERSONAL INCOME TAX REVENUE (New York State Dormitory Authority) | Long | Debt | US | $350K | – | 0.01 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $311K | – | 0.01 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $140K | – | 0.00 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $126K | – | 0.00 |
| Newmont Corp | Long | Debt | US | $893K | – | 0.03 |
| NGPL PipeCo LLC | Long | Debt | US | $3M | – | 0.11 |
| NGPL PipeCo LLC | Long | Debt | US | $2M | – | 0.07 |
| NGPL PipeCo LLC | Long | Debt | US | $278K | – | 0.01 |
| Nigeria Government International Bonds | Long | Debt | NG | $373K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $974K | – | 0.03 |
| NiSource Inc | Long | Debt | US | $553K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $282K | – | 0.01 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $361K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $880K | – | 0.03 |
| NNN REIT Inc | Long | Debt | US | $300K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $276K | – | 0.01 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 (Nomura Asset Acceptance Corporation) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-S5 (Nomura Asset Acceptance Corporation) | Long | ABS-other | US | $62K | – | 0.00 |
| Norfolk Southern Corp | Long | Debt | US | $1M | – | 0.04 |
| Norfolk Southern Corp | Long | Debt | US | $463K | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $396K | – | 0.01 |
| Norfolk Southern Corp | Long | Debt | US | $280K | – | 0.01 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $607K | – | 0.02 |
| Northrop Grumman Corp | Long | Debt | US | $627K | – | 0.02 |
| Northrop Grumman Corp | Long | Debt | US | $602K | – | 0.02 |
| Northwest Pipeline LLC | Long | Debt | US | $3M | – | 0.12 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $1M | – | 0.04 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $278K | – | 0.01 |
| OAK Hill European Credit Partners V Designated Activity Co (Oak Hill European Credit Partners PLC) | Long | ABS-collateralized bond/debt obligation | IE | $268K | – | 0.01 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $717K | – | 0.03 |
| Oakwood Mortgage Investors Inc (Oakwood Mortgage Investors Inc.) | Long | ABS-other | US | $74K | – | 0.00 |
| OCEANA A 2 YEAR | Long | ABS-other | AU | $203K | – | 0.01 |
| OCEANA A 3 YEAR | Long | ABS-other | AU | $305K | – | 0.01 |
| OCEANA A 4 YEAR | Long | ABS-other | AU | $510K | – | 0.02 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $180K | – | 0.01 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $131K | – | 0.00 |
| OCP CLO 2014-6 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| OCP CLO 2017-14 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| OCP CLO 2019-16 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| OCP CLO 2020-18 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.02 |
| OCP CLO 2020-8R Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $330K | – | 0.01 |
| OCP CLO 2021-22 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $331K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $205K | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $204K | – | 0.01 |
| Octagon 57 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Octagon Investment Partners 18-R Ltd (Octagon Investment Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Octagon Investment Partners 33 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $147K | – | 0.01 |
| Octagon Investment Partners 37 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Octagon Investment Partners 39 Ltd (OCTAGON INVESTMENT PARTNERS 39, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $861K | – | 0.03 |
| Octagon Investment Partners 51 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Octagon Investment Partners XV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Octagon Investment Partners XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Octagon Investment Partners XVII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| OHA Credit Funding 17 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $494K | – | 0.02 |
| OHA Credit Funding 2 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $550K | – | 0.02 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $343K | – | 0.01 |
| OHA Credit Funding 4 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| OHA Credit Funding 7 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $630K | – | 0.02 |
| OHA Credit Funding 9 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $352K | – | 0.01 |
| OHA Credit Partners XI Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $542K | – | 0.02 |
| OHA Credit Partners XII Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| OHA Loan Funding 2013-2 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.20 |
| OHA Loan Funding 2015-1 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $310K | – | 0.01 |
| OHA Loan Funding 2016-1 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $610K | – | 0.02 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $1M | – | 0.05 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $800K | – | 0.03 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $605K | – | 0.02 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $365K | – | 0.01 |
| Olympic Tower 2017-OT Mortgage Trust (Olympic Tower Mortgage Trust) | Long | ABS-mortgage backed security | US | $717K | – | 0.03 |
| Olympic Tower 2017-OT Mortgage Trust (Olympic Tower Mortgage Trust) | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $433K | – | 0.02 |
| Oman Government International Bonds | Long | Debt | OM | $200K | – | 0.01 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $108K | – | 0.00 |
| ONE Gas Inc | Long | Debt | US | $352K | – | 0.01 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $175.39 | – | 0.00 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Onemain Financial Issuance Trust 2024-1 | Long | ABS-other | US | $3M | – | 0.09 |
| OPEN Trust 2023-AIR | Long | ABS-mortgage backed security | US | $148K | – | 0.01 |
| Option One Mortgage Loan Trust 2007-CP1 | Long | ABS-mortgage backed security | US | $749K | – | 0.03 |
| Option One Mortgage Loan Trust 2007-FXD1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Option One Mortgage Loan Trust 2007-FXD1 | Long | ABS-mortgage backed security | US | $740K | – | 0.03 |
| Option One Mortgage Loan Trust 2007-FXD2 | Long | ABS-mortgage backed security | US | $629K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.08 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.07 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.04 |
| Oracle Corp | Long | Debt | US | $955K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $826K | – | 0.03 |
| Oracle Corp | Long | Debt | US | $553K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $448K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $383K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $274K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $271K | – | 0.01 |
| Origen Manufactured Housing Contract Trust 2001-A | Long | ABS-other | US | $177K | – | 0.01 |
| Origen Manufactured Housing Contract Trust 2007-B | Long | ABS-other | US | $120K | – | 0.00 |
| Orion Group Holdco LLC 2022 1st Amendment Term Loan | Long | Loan | US | $35K | – | 0.00 |
| Orion Group Holdco LLC 2022 First A&R Amendment Incremental DDTL | Long | Loan | US | $158K | – | 0.01 |
| Orion Group Holdco LLC 2023 Delayed Draw Term Loan | Long | Loan | US | $348K | – | 0.01 |
| Orion Group Holdco LLC 2023 Term Loan B | Long | Loan | US | $185K | – | 0.01 |
| Orion Group Holdco LLC 2024 Incremental Delayed Draw Term Loan | Long | Loan | US | $185K | – | 0.01 |
| Orion Group Holdco LLC Delayed Draw Term Loan | Long | Loan | US | $59K | – | 0.00 |
| Orion Group Holdco LLC First Lien Delayed Draw Term Loan | Long | Loan | US | $354K | – | 0.01 |
| Orion Group Holdco LLC First Lien Term Loan | Long | Loan | US | $30K | – | 0.00 |
| Orion Group Holdco LLC Term Loan | Long | Loan | US | $6K | – | 0.00 |
| Ovintiv Inc | Long | Debt | US | $2M | – | 0.06 |
| Ovintiv Inc | Long | Debt | US | $506K | – | 0.02 |
| Owl Rock CLO XVIII LLC (Owl Rock CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $460K | – | 0.02 |
| OZLM Funding IV Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.12 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $356K | – | 0.01 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| OZLM XXII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.06 |
| Palladyne AI Corp | Derivative-equity | US | $3K | 102K | 0.00 | |
| Palladyne AI Corp | Long | Equity-common | US | $2K | 1K | 0.00 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $468K | – | 0.02 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Palmer Square CLO 2018-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $420K | – | 0.01 |
| Palmer Square CLO 2019-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $551K | – | 0.02 |
| Palmer Square CLO 2020-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $253K | – | 0.01 |
| Palmer Square CLO 2021-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $271K | – | 0.01 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Panama Government International Bonds | Long | Debt | PA | $1M | – | 0.04 |
| Panama Government International Bonds | Long | Debt | PA | $1M | – | 0.04 |
| Panama Government International Bonds | Long | Debt | PA | $189K | – | 0.01 |
| Paramount Global | Long | Debt | US | $422K | – | 0.01 |
| Paramount Global | Long | Debt | US | $412K | – | 0.01 |
| Paramount Global | Long | Debt | US | $213K | – | 0.01 |
| Paramount Global | Long | Debt | US | $149K | – | 0.01 |
| Paramount Global | Long | Debt | US | $106K | – | 0.00 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $117K | 8K | 0.00 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $319K | – | 0.01 |
| Park River Holdings Inc Term Loan | Long | Loan | US | $87K | – | 0.00 |
| PCL Funding IX PLC | Long | ABS-other | GB | $127K | – | 0.00 |
| Pear Therapeutics Inc | Derivative-equity | US | $0.01 | 11K | 0.00 | |
| PECO Energy Co | Long | Debt | US | $662K | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $489K | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $466K | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $307K | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $93K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $366K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $144K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $132K | – | 0.00 |
| Peru Government International Bonds | Long | Debt | PE | $1M | – | 0.04 |
| Peru Government International Bonds | Long | Debt | PE | $18K | – | 0.00 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $485K | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $388K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $468K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $228K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $69K | – | 0.00 |
| Petrorio Luxembourg Holding Sarl (PETRORIO LUX HLD SARL) | Long | Debt | LU | $182K | – | 0.01 |
| Pfizer Inc | Long | Debt | US | $272K | – | 0.01 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $2M | – | 0.07 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $467K | – | 0.02 |
| PGA Trust 2024-RSR2 (PGA National Resort Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $370K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $1M | – | 0.04 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $281K | – | 0.01 |
| Philippines Government International Bonds | Long | Debt | PH | $2M | – | 0.06 |
| Philippines Government International Bonds | Long | Debt | PH | $1M | – | 0.05 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $468K | – | 0.02 |
| Pikes Peak CLO 1 | Long | ABS-collateralized bond/debt obligation | KY | $229K | – | 0.01 |
| Pikes Peak CLO 8 | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Pilgrim's Pride Corp | Long | Debt | US | $444K | – | 0.02 |
| PIONEER MIDCO | Long | ABS-other | US | $1M | – | 0.04 |
| Pioneer Natural Resources Co | Long | Debt | US | $490K | – | 0.02 |
| Playtika Holding Corp | Long | Debt | US | $54K | – | 0.00 |
| Pony SA Compartment German Auto Loans 2024-1 | Long | ABS-other | LU | $107K | – | 0.00 |
| Pony SA Compartment German Auto Loans 2024-1 | Long | ABS-other | LU | $107K | – | 0.00 |
| PORT AUTH OF NEW YORK & NEW JERSEY NY (Port Authority of New York & New Jersey) | Long | Debt | US | $1M | – | 0.05 |
| PORT BEAUMONT TX NAV DIST DOCK& WHARF FAC REVENUE (Port of Beaumont Navigation District) | Long | Debt | US | $1M | – | 0.05 |
| Post CLO 2018-1 Ltd (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| PRET 2021-NPL6 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $790K | – | 0.03 |
| PRET 2023-RN2 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| PRET 2024-NPL2 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PRET 2024-RN2 LLC (Pretium Mortgage Credit Partners LLC) | Long | ABS-mortgage backed security | US | $314K | – | 0.01 |
| Prima Capital CRE Securitization 2015-IV Ltd (PRIMA Capital LTD) | Long | ABS-collateralized bond/debt obligation | KY | $174K | – | 0.01 |
| Prima Capital CRE Securitization 2016-VI Ltd (PRIMA Capital LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Activity Co) | Long | ABS-other | IE | $294K | – | 0.01 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Activity Co) | Long | ABS-other | IE | $69K | – | 0.00 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $460K | – | 0.02 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $299K | – | 0.01 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $892K | – | 0.03 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $987K | – | 0.04 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.04 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $192K | – | 0.01 |
| PROJECT SASE SERIES E | Long | Equity-preferred | US | $3M | 678K | 0.10 |
| PROJECT SASE WARRANT | Derivative-equity | US | $283K | 84K | 0.01 | |
| Promigas SA ESP / Gases del Pacifico SAC (PROMIGAS/GASES PACIFICO) | Long | Debt | XX | $188K | – | 0.01 |
| PRPM 2020-4 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $873K | – | 0.03 |
| Public Service Co of New Hampshire (PUB SVC NEW HAMP) | Long | Debt | US | $270K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $412K | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $340K | – | 0.01 |
| PURCHASED AUD / SOLD EUR (Nomura International PLC) | Derivative-foreign exchange | AU | $173.17 | – | 0.00 | |
| PURCHASED BRL / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | BR | $-5K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | BR | $-8K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | BR | $-33K | – | -0.00 | |
| PURCHASED CLP / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CL | $-1K | – | -0.00 | |
| PURCHASED CNY / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CN | $-10K | – | -0.00 | |
| PURCHASED COP / SOLD GBP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CO | $2K | – | 0.00 | |
| PURCHASED COP / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | CO | $22K | – | 0.00 | |
| PURCHASED COP / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | CO | $15K | – | 0.00 | |
| PURCHASED COP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | CO | $3K | – | 0.00 | |
| PURCHASED COP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | CO | $286.66 | – | 0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $100.43 | – | 0.00 | |
| PURCHASED COP / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | CO | $-2K | – | -0.00 | |
| PURCHASED COP / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | CO | $-5K | – | -0.00 | |
| PURCHASED COP / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | CO | $-15K | – | -0.00 | |
| PURCHASED COP / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | CO | $-22K | – | -0.00 | |
| PURCHASED COP / SOLD USD (Citibank NA) | Derivative-foreign exchange | CO | $-35K | – | -0.00 | |
| PURCHASED CZK / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | CZ | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD GBP (Barclays Bank PLC) | Derivative-foreign exchange | XX | $800.46 | – | 0.00 | |
| PURCHASED EUR / SOLD PLN (UBS AG) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Toronto-Dominion Bank) | Derivative-foreign exchange | XX | $-6.59 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | XX | $-92.77 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | XX | $-106.75 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | XX | $-118.63 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (NatWest Markets PLC) | Derivative-foreign exchange | XX | $-362.16 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | GB | $-9.18 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (Bank of America NA) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| PURCHASED HUF / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | HU | $617.61 | – | 0.00 | |
| PURCHASED IDR / SOLD USD (Deutsche Bank AG) | Derivative-foreign exchange | ID | $3K | – | 0.00 | |
| PURCHASED IDR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | ID | $-3K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ID | $-5K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Bank of America NA) | Derivative-foreign exchange | ID | $-5K | – | -0.00 | |
| PURCHASED IDR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | ID | $-8K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Toronto-Dominion Bank) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| PURCHASED JPY / SOLD USD (Westpac Banking Corp.) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| PURCHASED KRW / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $5K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (JPMorgan Chase Bank NA) | Derivative-foreign exchange | MX | $4K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | MX | $956.57 | – | 0.00 | |
| PURCHASED PEN / SOLD USD (Citibank NA) | Derivative-foreign exchange | PE | $-1K | – | -0.00 | |
| PURCHASED PEN / SOLD USD (Standard Chartered Bank) | Derivative-foreign exchange | PE | $-3K | – | -0.00 | |
| PURCHASED PLN / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | PL | $664.68 | – | 0.00 | |
| PURCHASED PLN / SOLD USD (Bank of America NA) | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| PURCHASED THB / SOLD USD (HSBC Bank PLC) | Derivative-foreign exchange | TH | $44.8 | – | 0.00 | |
| PURCHASED TRY / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | TR | $24K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (UBS AG) | Derivative-foreign exchange | TR | $17K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (UBS AG) | Derivative-foreign exchange | TR | $14K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $5K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | TR | $3K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Citibank NA) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (UBS AG) | Derivative-foreign exchange | TR | $2K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | TR | $1K | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | TR | $775.98 | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | TR | $633.23 | – | 0.00 | |
| PURCHASED TRY / SOLD USD (Goldman Sachs International) | Derivative-foreign exchange | TR | $-25.01 | – | -0.00 | |
| PURCHASED USD / SOLD AUD (UBS AG) | Derivative-foreign exchange | US | $22.15 | – | 0.00 | |
| PURCHASED USD / SOLD AUD (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| PURCHASED USD / SOLD BRL (Barclays Bank PLC) | Derivative-foreign exchange | US | $649K | – | 0.02 | |
| PURCHASED USD / SOLD BRL (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $93K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $78K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $66K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Barclays Bank PLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs International) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (BNP Paribas SA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs International) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (Goldman Sachs International) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (Royal Bank of Canada) | Derivative-foreign exchange | US | $-794.61 | – | -0.00 | |
| PURCHASED USD / SOLD CLP (Citibank NA) | Derivative-foreign exchange | US | $817.39 | – | 0.00 | |
| PURCHASED USD / SOLD CLP (BNP Paribas SA) | Derivative-foreign exchange | US | $49.08 | – | 0.00 | |
| PURCHASED USD / SOLD CNH (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| PURCHASED USD / SOLD CNY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $66K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Citibank NA) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| PURCHASED USD / SOLD COP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD COP (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Standard Chartered Bank) | Derivative-foreign exchange | US | $258K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Toronto-Dominion Bank) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (NatWest Markets PLC) | Derivative-foreign exchange | US | $925.47 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $808.27 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $796.26 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $584.62 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $484.89 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $416.27 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (NatWest Markets PLC) | Derivative-foreign exchange | US | $365.81 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $229.6 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $119.82 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $8.99 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $-529.84 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (Deutsche Bank AG) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (Deutsche Bank AG) | Derivative-foreign exchange | US | $56K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Deutsche Bank AG) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (Bank of New York Mellon) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $673.37 | – | 0.00 | |
| PURCHASED USD / SOLD IDR (Barclays Bank PLC) | Derivative-foreign exchange | US | $58K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Standard Chartered Bank) | Derivative-foreign exchange | US | $166K | – | 0.01 | |
| PURCHASED USD / SOLD JPY (Nomura International PLC) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD JPY (Royal Bank of Canada) | Derivative-foreign exchange | US | $286.36 | – | 0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Citibank NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Bank of America NA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Bank of New York Mellon) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-59K | – | -0.00 | |
| PURCHASED USD / SOLD PEN (Citibank NA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD PEN (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD PEN (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD PEN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD PEN (Citibank NA) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD PLN (Nomura International PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD PLN (BNP Paribas SA) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD PLN (Nomura International PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (Bank of America NA) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD TRY (Barclays Bank PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Barclays Bank PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (BNP Paribas SA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (Barclays Bank PLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD TRY (UBS AG) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD ZAR (BNP Paribas SA) | Derivative-foreign exchange | US | $-817.52 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Citibank NA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (State Street Bank & Trust Co.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (Bank of America NA) | Derivative-foreign exchange | US | $-51K | – | -0.00 | |
| PURCHASED ZAR / SOLD EUR (BNP Paribas SA) | Derivative-foreign exchange | ZA | $-2K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $32K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | ZA | $20K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $962.42 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (Citibank NA) | Derivative-foreign exchange | ZA | $900.38 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (BNP Paribas SA) | Derivative-foreign exchange | ZA | $-1K | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (Barclays Bank PLC) | Derivative-foreign exchange | ZA | $-6K | – | -0.00 | |
| Quarzo Srl | Long | ABS-other | IT | $107K | – | 0.00 |
| Quarzo Srl | Long | ABS-other | IT | $107K | – | 0.00 |
| Race Point IX CLO Ltd (Race Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $524K | – | 0.02 |
| Rad CLO 15 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Rad CLO 2 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $402K | – | 0.01 |
| Rad CLO 3 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Rad CLO 3 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $461K | – | 0.02 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Rakuten Group Inc | Long | Debt | JP | $837K | – | 0.03 |
| RALI Series 2006-QA10 Trust (Residential Accredit Loans, Inc.) | Long | ABS-mortgage backed security | US | $336K | – | 0.01 |
| RBC US GOVT MONEY MKT FUND | Long | Short-term investment vehicle | US | $1M | 1M | 0.04 |
| RCO VII Mortgage LLC 2024-1 (RCO Mortgage LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Redwood Funding Trust 2023-1 (REMIC FUNDING TRUST 98-1) | Long | ABS-other | US | $717K | – | 0.03 |
| Regatta VI Funding Ltd (Regatta VI Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $760K | – | 0.03 |
| Regatta VII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $281K | – | 0.01 |
| Regatta XVI Funding Ltd (Regatta XVI Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.01 |
| Regatta XXVII Funding Ltd (Regatta XXVII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $472K | – | 0.02 |
| Regional Management Issuance Trust 2021-2 | Long | ABS-other | US | $157K | – | 0.01 |
| REGIONAL MGMT ISSUANCE | Long | ABS-other | US | $3M | – | 0.12 |
| RELX Capital Inc | Long | Debt | US | $279K | – | 0.01 |
| Reperforming Loan REMIC Trust 2005-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $192K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $637K | – | 0.02 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $620K | – | 0.02 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $592K | – | 0.02 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $370K | – | 0.01 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $368K | – | 0.01 |
| Republic of South Africa Government International Bonds | Long | Debt | ZA | $141K | – | 0.01 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $132K | – | 0.00 |
| Residential Asset Securitization Trust 2006-A14CB | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Residential Asset Securitization Trust 2007-A9 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Residential Asset Securitization Trust 2007-A9 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| RESORT CMNTYS LOANCO LP | Long | Debt | CA | $4M | – | 0.15 |
| Reworld Holding Corp | Long | Debt | US | $92K | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $1M | – | 0.04 |
| RFMSI Series 2006-SA2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $510K | – | 0.02 |
| Riserva Clo Ltd (Riserva CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $942K | – | 0.03 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $448K | – | 0.02 |
| Rockford Tower CLO 2017-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $857K | – | 0.03 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $940K | – | 0.03 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Rockford Tower CLO 2019-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Rogers Communications Inc | Long | Debt | CA | $2M | – | 0.06 |
| Romanian Government International Bond | Long | Debt | RO | $207K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $32K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $29K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $14K | – | 0.00 |
| Romark WM-R Ltd (Romark CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $204K | – | 0.01 |
| RR 1 LLC (RR 1 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| RR 12 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| RR 3 Ltd (RRAM) | Long | ABS-collateralized bond/debt obligation | KY | $516K | – | 0.02 |
| RR 5 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| RRX 4 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| RRX 5 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| RTX Corp | Long | Debt | US | $4M | – | 0.13 |
| RTX Corp | Long | Debt | US | $2M | – | 0.08 |
| RTX Corp | Long | Debt | US | $2M | – | 0.06 |
| RTX Corp | Long | Debt | US | $2M | – | 0.06 |
| RTX Corp | Long | Debt | US | $852K | – | 0.03 |
| RTX Corp | Long | Debt | US | $540K | – | 0.02 |
| Russian Federal Bond - OFZ (RUSSIA GOVT BOND - OFZ) | Long | Debt | RU | $138K | – | 0.00 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $6M | – | 0.22 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $3M | – | 0.11 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $3M | – | 0.10 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $2M | – | 0.08 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $2M | – | 0.07 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $255K | – | 0.01 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL5 | Long | ABS-mortgage backed security | US | $831K | – | 0.03 |
| Samarco Mineracao SA | Long | Debt | BR | $388K | – | 0.01 |
| SAN ANTONIO TX ELEC & GAS REVENUE (City of San Antonio TX Electric & Gas Systems Revenue) | Long | Debt | US | $893K | – | 0.03 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $367K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $270K | – | 0.01 |
| Saudi Government International Bonds | Long | Debt | SA | $194K | – | 0.01 |
| Saxon Asset Securities Trust 2004-2 | Long | ABS-other | US | $117K | – | 0.00 |
| SCC Power PLC | Long | Debt | GB | $516K | – | 0.02 |
| SCC Power PLC | Long | Debt | GB | $100K | – | 0.00 |
| SCDS: (BA) (BNP Paribas Suisse SA) | Derivative-credit | US | $-1K | – | -0.00 | |
| SCDS: (BA) (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $-3K | – | -0.00 | |
| SCF Rahoituspalvelut XIII DAC (SCF Rahoituspalvelut DAC) | Long | ABS-other | IE | $107K | – | 0.00 |
| Scholar Funding Trust 2013-A | Long | ABS-other | US | $2M | – | 0.08 |
| SCIH Salt Holdings Inc 2021 Incremental Term Loan B | Long | Loan | US | $294K | – | 0.01 |
| Seasoned Loans Structured Transaction Trust Series 2020-2 (Freddie Mac - SLST) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Securitized Asset Backed Receivables LLC Trust 2007-NC2 | Long | ABS-other | US | $56K | – | 0.00 |
| Select Medical Corp | Long | Debt | US | $431K | – | 0.02 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $232K | – | 0.01 |
| Sequoia Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Service Experts Issuer 2021-1 LLC | Long | ABS-other | US | $582K | – | 0.02 |
| Service Experts Issuer 2024-1 LLC | Long | ABS-other | US | $650K | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $839K | – | 0.03 |
| Service Properties Trust | Long | Debt | US | $814K | – | 0.03 |
| Service Properties Trust | Long | Debt | US | $437K | – | 0.02 |
| Service Properties Trust | Long | Equity-common | US | $173K | 34K | 0.01 |
| Service Properties Trust | Long | Debt | US | $66K | – | 0.00 |
| SG Mortgage Securities Trust 2006-OPT2 | Long | ABS-other | US | $403K | – | 0.01 |
| Shelf Drilling Holdings Ltd (SHELF DRILL HOLD LTD) | Long | Debt | KY | $442K | – | 0.02 |
| SHER Trust 2024-DAL | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Signal Peak CLO 1 LTD (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Signal Peak CLO 1 LTD (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $494K | – | 0.02 |
| Signal Peak CLO 5 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $271K | – | 0.01 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $207K | – | 0.01 |
| Sixth Street CLO XIX Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| Sixth Street CLO XX Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| SLM Private Education Loan Trust 2010-C (SLM Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.08 |
| SMB Private Education Loan Trust 2015-B | Long | ABS-other | US | $791K | – | 0.03 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $1M | – | 0.04 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $298K | – | 0.01 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $205K | – | 0.01 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $131K | – | 0.00 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $67K | – | 0.00 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $48K | – | 0.00 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $599K | – | 0.02 |
| Smith Douglas Homes Corp | Long | Equity-common | US | $163K | 7K | 0.01 |
| SOFI PERS LN TR 2024 1 | Long | ABS-other | US | $1M | – | 0.04 |
| SoFi Personal Loan Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.05 |
| Solventum Corp | Long | Debt | US | $1M | – | 0.04 |
| SONDER BRIDGE NOTES | Long | Debt | US | $90K | – | 0.00 |
| SONDER SECURED NOTES BND | Long | Debt | US | $1M | – | 0.05 |
| SONDER WARRANTS | Derivative-equity | US | $18K | 4K | 0.00 | |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $363K | – | 0.01 |
| Soundview Home Loan Trust 2004-WMC1 (Soundview Home Equity Loan Trust) | Long | ABS-other | US | $12K | – | 0.00 |
| Soundview Home Loan Trust 2005-OPT3 (Soundview Home Equity Loan Trust) | Long | ABS-other | US | $115K | – | 0.00 |
| Soundview Home Loan Trust 2007-NS1 (Soundview Home Equity Loan Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.06 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.06 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $957K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $954K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $833K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $638K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $496K | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $273K | – | 0.01 |
| Spectacle Gary Holdings LLC 2021 Term Loan B | Long | Loan | US | $1M | – | 0.05 |
| Sprint LLC | Long | Debt | US | $7M | – | 0.25 |
| Sprint LLC | Long | Debt | US | $2M | – | 0.08 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $847K | – | 0.03 |
| SREIT Trust 2021-MFP2 | Long | ABS-mortgage backed security | US | $663K | – | 0.02 |
| STATE STREET INST US GOVT FUND | Long | Short-term investment vehicle | US | $1M | 1M | 0.04 |
| Steele Creek Clo 2017-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $458K | – | 0.02 |
| Stem Inc | Long | Debt | US | $41K | – | 0.00 |
| STL Holding Co LLC | Long | Debt | US | $186K | – | 0.01 |
| Stratton Mortgage Funding 2024-3 PLC (Stratton Mortgage Funding PLC) | Long | ABS-mortgage backed security | GB | $126K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-3 | Long | ABS-mortgage backed security | US | $85K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-3 | Long | ABS-mortgage backed security | US | $230K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR2 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $406K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR4 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $617K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 (Structured Asset Mortgage Investments Inc) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Subway Funding LLC | Long | ABS-other | US | $848K | – | 0.03 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $2M | – | 0.05 |
| Sunstone Hotel Investors Inc | Long | Equity-common | US | $92K | 9K | 0.00 |
| SWAP/CDSWAP/ICE: (CDX.NA.HY.42.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $5M | – | 0.16 | |
| SWAP/CDSWAP/ICE: (ITRAXX.FINSR.41.V1) (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-124K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (ABT) (JPMorgan Chase Bank NA) | Derivative-credit | US | $-31K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (AEP) (Bank of America NA) | Derivative-credit | US | $-35K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (AEP) (Bank of America NA) | Derivative-credit | US | $-43K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (AEP) (Goldman Sachs International) | Derivative-credit | US | $-82K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (AXP) (Goldman Sachs International) | Derivative-credit | US | $-89K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (BA) (JPMorgan Chase Bank NA) | Derivative-credit | US | $12K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BA) (Deutsche Bank AG) | Derivative-credit | US | $8K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Bank of America NA) | Derivative-credit | US | $18K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Goldman Sachs International) | Derivative-credit | US | $14K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $13K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Bank of America NA) | Derivative-credit | US | $9K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $7K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $6K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Goldman Sachs International) | Derivative-credit | US | $5K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Goldman Sachs International) | Derivative-credit | GB | $5K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $-859.47 | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $-1K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $-1K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $-1K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $-1K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (BRAZIL) (Barclays Capital, Inc.) | Derivative-credit | US | $-2K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (CAR) (JPMorgan Chase Bank NA) | Derivative-credit | US | $-9K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (CAR) (JPMorgan Chase Bank NA) | Derivative-credit | US | $-18K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (CHILE) (Citibank NA) | Derivative-credit | US | $-7K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (CHILE) (Citibank NA) | Derivative-credit | US | $-7K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (CHILE) (Citibank NA) | Derivative-credit | US | $-16K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (COLOM) (JPMorgan Chase Bank NA) | Derivative-credit | US | $30K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (D) (Goldman Sachs International) | Derivative-credit | US | $-66K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (DB) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-471.72 | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (DB) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-528.17 | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (DB) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-1K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (DB) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-2K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (SOAF) (Citibank NA) | Derivative-credit | US | $18K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (SOAF) (Citibank NA) | Derivative-credit | US | $18K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (SOAF) (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $12K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (SOAF) (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $7K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY) (Goldman Sachs International) | Derivative-credit | US | $41K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY) (Goldman Sachs International) | Derivative-credit | US | $26K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY) (Goldman Sachs International) | Derivative-credit | US | $26K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY) (Goldman Sachs International) | Derivative-credit | US | $23K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (TURKEY) (Bank of America NA) | Derivative-credit | US | $10K | – | 0.00 | |
| SWAP/CDSWAP/SCDS: (UBS) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-671.93 | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (UBS) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-2K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (UBS) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-2K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (UBS) (BNP Paribas Suisse SA) | Derivative-credit | DE | $-2K | – | -0.00 | |
| SWAP/CDSWAP/SCDS: (UBS) (JPMorgan Chase Bank NA) | Derivative-credit | DE | $-18K | – | -0.00 | |
| SWP: CZK 3.305500 20-MAR-2029 PRI (LCH Limited) | Derivative-interest rate | US | $-40K | – | -0.00 | |
| SWP: CZK 4.675000 20-MAR-2025 PRI (LCH Limited) | Derivative-interest rate | US | $-900.26 | – | -0.00 | |
| SWP: EUR 2.428700 19-JUN-2054 EUR (LCH Limited) | Derivative-interest rate | US | $26K | – | 0.00 | |
| SWP: EUR 2.428700 20-JUN-2054 EUR (LCH Limited) | Derivative-interest rate | US | $25K | – | 0.00 | |
| SWP: EUR 2.441300 24-JUN-2054 EUR (LCH Limited) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| SWP: EUR 2.455500 22-MAR-2054 EUR (LCH Limited) | Derivative-interest rate | US | $21K | – | 0.00 | |
| SWP: EUR 2.490000 19-FEB-2054 EUR (LCH Limited) | Derivative-interest rate | US | $56K | – | 0.00 | |
| SWP: EUR 2.505500 20-FEB-2054 EUR (LCH Limited) | Derivative-interest rate | US | $36K | – | 0.00 | |
| SWP: EUR 2.510500 01-MAR-2054 EUR (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.00 | |
| SWP: EUR 2.513000 20-FEB-2054 EUR (LCH Limited) | Derivative-interest rate | US | $27K | – | 0.00 | |
| SWP: EUR 2.543000 22-APR-2054 EUR (LCH Limited) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| SWP: IFS 2.132500 15-JUN-2029 CPT (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| SWP: IFS 2.457500 01-JUL-2029 USC (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| SWP: IFS 3.884000 15-JUN-2029 UKR (LCH Limited) | Derivative-interest rate | US | $10K | – | 0.00 | |
| SWP: MXN 10.760000 11-JUN-2026 MXI (Chicago Mercantile Exchange) | Derivative-interest rate | US | $4K | – | 0.00 | |
| SWP: OIS 10.143202 02-JAN-2026 BZD (Goldman Sachs International) | Derivative-interest rate | GB | $-11K | – | -0.00 | |
| SWP: OIS 10.315000 04-JAN-2027 BZD (Bank of America NA) | Derivative-interest rate | US | $-580.26 | – | -0.00 | |
| SWP: OIS 10.669000 02-JAN-2025 BZD (BNP Paribas Suisse SA) | Derivative-interest rate | US | $-448.92 | – | -0.00 | |
| SWP: OIS 10.970000 04-JAN-2027 BZD (Barclays Capital, Inc.) | Derivative-interest rate | US | $26K | – | 0.00 | |
| SWP: OIS 11.395000 04-JAN-2027 BZD (Goldman Sachs International) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWP: OIS 11.573000 04-JAN-2027 BZD (BNP Paribas Suisse SA) | Derivative-interest rate | US | $3K | – | 0.00 | |
| SWP: OIS 11.781027 02-JAN-2026 (Citibank NA) | Derivative-interest rate | US | $-862.85 | – | -0.00 | |
| SWP: OIS 11.836257 02-JAN-2026 (Citibank NA) | Derivative-interest rate | US | $670.82 | – | 0.00 | |
| SWP: OIS 3.781800 18-JUN-2034 SOF (Chicago Mercantile Exchange) | Derivative-interest rate | US | $-75K | – | -0.00 | |
| SWP: OIS 9.730000 10-MAY-2025 IBR (Morgan Stanley & Co. International PLC) | Derivative-interest rate | US | $-284.46 | – | -0.00 | |
| SWP: OIS 9.785000 04-JAN-2027 BZD (BNP Paribas Suisse SA) | Derivative-interest rate | US | $-60K | – | -0.00 | |
| SWP: OIS 9.810000 10-MAY-2025 IBR (JPMorgan Chase Bank NA) | Derivative-interest rate | US | $-951.19 | – | -0.00 | |
| SWP: PLN 5.135000 20-DEC-2025 WIB (LCH Limited) | Derivative-interest rate | US | $6K | – | 0.00 | |
| Sycamore Tree CLO 2024-5 Ltd (Sycamore Tree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $320K | – | 0.01 |
| Symphony CLO XX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Symphony CLO XXI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Symphony CLO XXIII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Symphony CLO XXVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $399K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $8M | – | 0.27 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $817K | – | 0.03 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $2M | – | 0.06 |
| Targa Resources Corp | Long | Debt | US | $2M | – | 0.06 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $3M | – | 0.11 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $2M | – | 0.08 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $2M | – | 0.06 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $746K | – | 0.03 |
| Taubman Centers Commercial Mortgage Trust 2022-DPM | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| TCI-Flatiron Clo 2017-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $323K | – | 0.01 |
| TCW CLO 2019-1 AMR Ltd (TCW CLO 2019-1 AMR, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| TD Prime Services LLC | Long | Repurchase agreement | US | $1M | – | 0.04 |
| Tenneco Inc | Long | Debt | US | $373K | – | 0.01 |
| Texas Eastern Transmission LP | Long | Debt | US | $376K | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $444K | – | 0.02 |
| Texas Instruments Inc | Long | Debt | US | $304K | – | 0.01 |
| TEXAS ST (State of Texas) | Long | Debt | US | $844K | – | 0.03 |
| Textron Inc | Long | Debt | US | $538K | – | 0.02 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $114K | – | 0.00 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $1M | – | 0.05 |
| Tiaa Clo III Ltd (TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AME) | Long | ABS-collateralized bond/debt obligation | KY | $359K | – | 0.01 |
| TICP CLO VI 2016-2 Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $822K | – | 0.03 |
| TICP CLO VII Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $397K | – | 0.01 |
| TICP CLO VIII Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $271K | – | 0.01 |
| TICP CLO X Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| TICP CLO XI Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $262K | – | 0.01 |
| TICP CLO XII Ltd (TICP CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Toyota Motor Credit Corp | Long | Debt | US | $597K | – | 0.02 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $3M | – | 0.09 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $2M | – | 0.07 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $909K | – | 0.03 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $713K | – | 0.03 |
| Transocean Inc | Long | Debt | KY | $240K | – | 0.01 |
| Transocean Ltd | Long | Equity-common | CH | $448K | 84K | 0.02 |
| Transocean Titan Financing Ltd (TRANSOCEAN TITAN FIN LTD) | Long | Debt | KY | $114K | – | 0.00 |
| TRESTLES CLO 2017-1 Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.01 |
| Trestles Clo IV Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Tricon American Homes 2018-SFR1 Trust | Long | ABS-other | US | $256K | – | 0.01 |
| Tricon American Homes 2018-SFR1 Trust | Long | ABS-other | US | $178K | – | 0.01 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $730K | – | 0.03 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $582K | – | 0.02 |
| TRINITAS CLO IV LTD (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $160K | – | 0.01 |
| Trinitas CLO XIV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $561K | – | 0.02 |
| Triton Water Holdings Inc Term Loan | Long | Loan | US | $166K | – | 0.01 |
| Trivium Packaging Finance BV | Long | Debt | NL | $311K | – | 0.01 |
| TRSWAP: GSISDRV5 INDEX (Goldman Sachs International) | Derivative-equity | US | $4K | – | 0.00 | |
| TRSWAP: IBOXIG INDEX (Morgan Stanley & Co. International PLC) | Derivative-credit | US | $-12K | – | -0.00 | |
| Tupy Overseas SA | Long | Debt | LU | $179K | – | 0.01 |
| Turkish Airlines 2015-1 Class A Pass Through Trust (TURKISH AIRLN 15-1 A PTT) | Long | Debt | TR | $506K | – | 0.02 |
| Turkiye Government Bond | Long | Debt | TR | $364K | – | 0.01 |
| Turkiye Government Bond | Long | Debt | TR | $101K | – | 0.00 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $14M | – | 0.51 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $14M | – | 0.50 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $14M | – | 0.48 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $13M | – | 0.48 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $12M | – | 0.42 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $10M | – | 0.34 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $10M | – | 0.34 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $9M | – | 0.31 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.25 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $7M | – | 0.24 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.23 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.22 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.22 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $6M | – | 0.21 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $5M | – | 0.19 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.15 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.13 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.12 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.10 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.09 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.08 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.07 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $1M | – | 0.04 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $929K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $919K | – | 0.03 |
| U.S. Treasury Bonds (United States Treasury) | Long | Debt | US | $802K | – | 0.03 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $34M | – | 1.20 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $28M | – | 1.00 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $27M | – | 0.95 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $24M | – | 0.86 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $23M | – | 0.81 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $21M | – | 0.76 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $20M | – | 0.72 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $19M | – | 0.68 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $18M | – | 0.65 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $16M | – | 0.57 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.55 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.54 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $15M | – | 0.52 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.48 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.47 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.45 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $13M | – | 0.45 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $12M | – | 0.43 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $12M | – | 0.42 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $11M | – | 0.41 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $11M | – | 0.38 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $9M | – | 0.33 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $9M | – | 0.32 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.30 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $8M | – | 0.30 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $7M | – | 0.26 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.22 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $6M | – | 0.21 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.17 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.16 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $4M | – | 0.13 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.05 |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $844K | – | 0.03 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $3M | – | 0.12 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.08 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.07 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.06 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $2M | – | 0.06 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $415K | – | 0.01 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $386K | – | 0.01 |
| UBS Commercial Mortgage Trust 2019-C18 | Long | ABS-mortgage backed security | US | $259K | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.11 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $717K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $584K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $495K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $490K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $308K | – | 0.01 |
| UK Logistics 2024-1 DAC (UK Logisitics) | Long | ABS-mortgage backed security | GB | $256K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $226K | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $63K | – | 0.00 |
| Ukraine Government International Bonds | Long | Debt | UA | $127K | – | 0.00 |
| Ukraine Government International Bonds | Long | Debt | UA | $91K | – | 0.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $64M | – | 2.26 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $25M | – | 0.89 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $24M | – | 0.84 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $17M | – | 0.61 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $13M | – | 0.46 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 0.24 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-383K | – | -0.01 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-704K | – | -0.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-866K | – | -0.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-2M | – | -0.06 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-2M | – | -0.06 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-2M | – | -0.07 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-8M | – | -0.27 |
| Union Electric Co | Long | Debt | US | $423K | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $663K | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $491K | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $277K | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $276K | – | 0.01 |
| Union Pacific Railroad Co 2014-1 Pass Through Trust (UNION PACIFIC RR 2014-1) | Long | Debt | US | $527K | – | 0.02 |
| United Kingdom Gilt | Long | Debt | GB | $4M | – | 0.15 |
| United States Steel Corp | Long | Equity-common | US | $1M | 34K | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.07 |
| UnitedHealth Group Inc | Long | Debt | US | $674K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $531K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $419K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $348K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $274K | – | 0.01 |
| UNIV OF CALIFORNIA CA REVENUES (University of California) | Long | Debt | US | $209K | – | 0.01 |
| Uruguay Government International Bonds | Long | Debt | UY | $1M | – | 0.04 |
| Uruguay Government International Bonds | Long | Debt | UY | $1M | – | 0.04 |
| Uruguay Government International Bonds | Long | Debt | UY | $67K | – | 0.00 |
| US 10YR FUT OPTN AUG24P 108.5 EXP 07/26/2024 (Chicago Board of Trade) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 10YR FUT OPTN AUG24P 109.5 EXP 07/26/2024 (Chicago Board of Trade) | Derivative-interest rate | US | $8K | – | 0.00 | |
| US 10YR FUT OPTN SEP24P 107.5 EXP 08/23/2024 (Chicago Board of Trade) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US 10YR FUT OPTN SEP24P 108.5 EXP 08/23/2024 (Chicago Board of Trade) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| US 10YR FUT OPTN SEP24P 109 EXP 08/23/2024 (Chicago Board of Trade) | Derivative-interest rate | US | $8K | – | 0.00 | |
| US 10YR FUT OPTN SEP24P 110 EXP 08/23/2024 (Chicago Board of Trade) | Derivative-interest rate | US | $11K | – | 0.00 | |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $2K | – | 0.00 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-296K | – | -0.01 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $1M | – | 0.05 | |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $435K | – | 0.02 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $78K | – | 0.00 | |
| Vaco Holdings LLC 2022 Term Loan | Long | Loan | US | $271K | – | 0.01 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $119K | – | 0.00 |
| Valero Energy Corp | Long | Equity-common | US | $224K | 1K | 0.01 |
| Vantage Data Centers Jersey Borrower Spv Ltd (Vantage Data Centers Jersey Borrower SPV Limited) | Long | ABS-other | JE | $611K | – | 0.02 |
| Vantage Drilling International Ltd (VANTAGE DRILL INTL LTD) | Long | Debt | KY | $348K | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Velocity Commercial Capital Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $196K | – | 0.01 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $391K | – | 0.01 |
| Verdelite Static CLO 2024-1 Ltd (Verdelite Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $390K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $4M | – | 0.15 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.12 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.10 |
| Verizon Communications Inc | Long | Debt | US | $1M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $822K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $813K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $745K | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $282K | – | 0.01 |
| VF Ukraine PAT via VFU Funding PLC (VF UKRAINE (VFU FUNDING)) | Long | Debt | UA | $130K | – | 0.00 |
| VICI Properties LP | Long | Debt | US | $4M | – | 0.14 |
| VICI Properties LP | Long | Debt | US | $2M | – | 0.07 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $747K | – | 0.03 |
| Viper Energy Inc | Long | Debt | US | $3M | – | 0.10 |
| Viper Energy Inc | Long | Debt | US | $1M | – | 0.04 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $527K | – | 0.02 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $327K | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $273K | – | 0.01 |
| Visio 2019-2 Trust | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Visio 2022-1 Trust (Visio Trust) | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Vista Point Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Vistra Operations Co LLC | Long | Debt | US | $1M | – | 0.04 |
| Vistra Operations Co LLC | Long | Debt | US | $740K | – | 0.03 |
| Vital Energy Inc | Long | Debt | US | $118K | – | 0.00 |
| VOLT CVI LLC (Vericrest Opportunity Loan Transferee) | Long | ABS-other | US | $1M | – | 0.05 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $358K | – | 0.01 |
| Voya CLO 2019-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.05 |
| Voya CLO 2021-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Voya Euro CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $363K | – | 0.01 |
| Voya Euro CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $265K | – | 0.01 |
| Voyager OPTONE Delaware Trust | Long | ABS-mortgage backed security | US | $646K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY4 Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| WASHINGTON MUTUAL BANK | Long | Debt | US | $0.22 | – | 0.00 |
| WASHINGTON MUTUAL BANK | Long | Debt | US | $0.03 | – | 0.00 |
| WASHINGTON MUTUAL INC (Washington Mutual Bank) | Long | Debt | US | $0.13 | – | 0.00 |
| WASHINGTON MUTUAL INC COMMON (Washington Mutual Bank) | Long | Debt | US | $0.38 | – | 0.00 |
| WASHINGTON MUTUAL INC COMMON (Washington Mutual Bank) | Long | Debt | US | $0.12 | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-AR1 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-8 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $296K | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA2 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust (Washington Mutual Mortgage Pass-Through CTFS) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE4 Trust (Washington Mutual Asset-Backed CTFS) | Long | ABS-other | US | $442K | – | 0.02 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust (Washington Mutual Asset-Backed CTFS) | Long | ABS-other | US | $371K | – | 0.01 |
| Waste Management Inc | Long | Debt | US | $572K | – | 0.02 |
| Waste Management Inc | Long | Debt | US | $279K | – | 0.01 |
| Weekley Homes LLC / Weekley Finance Corp (WEEKLEY HOMES LLC/ FINAN) | Long | Debt | US | $162K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $721K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $549K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $314K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $295K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2015-C26 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2018-1745 | Long | ABS-mortgage backed security | US | $149K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C50 | Long | ABS-mortgage backed security | US | $227K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $413K | – | 0.01 |
| WELLS FARGO GOVT FD LEX | Long | Short-term investment vehicle | US | $3M | 3M | 0.11 |
| WESTBAY 4A2 NOTES | Long | Debt | US | $3M | – | 0.11 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.02 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.01 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.01 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| William Carter Co/The | Long | Debt | US | $21K | – | 0.00 |
| WOOF Holdings Inc 1st Lien Term Loan | Long | Loan | US | $115K | – | 0.00 |
| XHR LP | Long | Debt | US | $49K | – | 0.00 |
| Yale Mortgage Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $378K | – | 0.01 |
| Z96HYC3Y0 (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-55K | – | -0.00 | |
| Z96HYC437 (Intercontinental Exchange, Inc.) | Derivative-credit | US | $-298K | – | -0.01 | |
| Zayo Group Holdings Inc | Long | Debt | US | $214K | – | 0.01 |
Address
Brighthouse Funds Trust II
Brighthouse Investment Advisers, LLC
11225 North Community House Road
Charlotte
North Carolina
28277
United States of America
Websites
Directors
Dawn M. Vroegop
Robert J. Boulware
Nancy Hawthorne
John Rosenthal
Susan C. Gause
Stephen M. Alderman
Transfer Agents
Brighthouse Life Insurance Company
Pricing Services
Statpro Group Limited
PricingDirect Inc.
S&P Global Inc.
Bloomberg L.P.
ICE Data Services, Inc.
Virtu ITG LLC
London Stock Exchange Group PLC
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Brighthouse Financial, Inc.
Admins
State Street Bank and Trust Company
Brokers
Robert W. Baird & Co. Incorporated
RBC Capital Markets, LLC
BNY Mellon Capital Markets, LLC
BofA Securities, Inc.
Morgan Stanley & Co. LLC
J.P. Morgan Securities LLC
Jefferies LLC
Sanford C. Bernstein & Co., LLC
Virtu Americas LLC
Barclays Capital Inc.