John Hancock Group of Funds > John Hancock Variable Insurance Trust
Opportunistic Fixed Income Trust
$159.51M
Avg Monthly Net Assets
$187.97M
Total Assets
$32.76M
Total Liabilities
$155.21M
Net Assets
Opportunistic Fixed Income Trust is an Underlying fund in John Hancock Variable Insurance Trust
from John Hancock Group of Funds,
based in Massachusetts,
United States of America.
The fund has three share classes
and monthly net assets of $159.51M.
On August 27th, 2024 it reported 1,032 holdings, the largest
being State Street Bank and Trust Company (10.5%), FANNIE MAE OR FREDDIE MAC MBS 30YR TBA (6.0%) and UNITED STATES TREASURY INFLATI 10/28 2.375 (5.1%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| NAV | C000022418 | ||
| Series I | C000022419 | ||
| Series II | C000022420 |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3D SYSTEMS CORP SR UNSECURED 11/26 0.00000 (3D Systems Corporation) | Long | Debt | US | $23K | – | 0.01 |
| ABBVIE INC SR UNSECURED 11/42 4.4 (AbbVie Inc.) | Long | Debt | US | $13K | – | 0.01 |
| ABG INTERMEDIATE HLDINGS 2 LLC 2024 TERM LOAN B (ABG Intermediate Holdings 2 LLC) | Long | Loan | US | $100K | – | 0.06 |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 06/29 8.5 | Long | Debt | US | $15K | – | 0.01 |
| ACRISURE LLC / ACRISURE FINANC SR UNSECURED 144A 08/29 6 | Long | Debt | US | $74K | – | 0.05 |
| ACRISURE LLC 2024 TERM LOAN B6 | Long | Loan | US | $100K | – | 0.06 |
| AFFIRM HOLDINGS INC SR UNSECURED 11/26 0.00000 | Long | Debt | US | $75K | – | 0.05 |
| AGNC INVESTMENT CORP PREFERRED STOCK VAR (AGNC Investment Corp.) | Long | Equity-preferred | US | $241K | 10K | 0.16 |
| AGNC INVESTMENT CORP PREFERRED STOCK VAR (AGNC Investment Corp.) | Long | Equity-preferred | US | $240K | 10K | 0.15 |
| AIR LEASE CORP JR SUBORDINA 12/99 VAR (Air Lease Corporation) | Long | Debt | US | $91K | – | 0.06 |
| AIRBNB INC SR UNSECURED 03/26 0.00000 (Airbnb Inc.) | Long | Debt | US | $119K | – | 0.08 |
| AIRCASTLE LTD JR SUBORDINA 144A 12/99 VAR (Aircastle Limited) | Long | Debt | US | $43K | – | 0.03 |
| ALARM.COM HOLDINGS INC SR UNSECURED 01/26 0.00000 (Alarm.com Holdings Inc.) | Long | Debt | US | $128K | – | 0.08 |
| ALEXANDRITE MONNET UK HOLDCO P SR SECURED 144A 05/29 10.5 (Alexandrite Monnet UK Holdco PLC) | Long | Debt | GB | $111K | – | 0.07 |
| ALIBABA GROUP HOLDING LTD SR UNSECURED 144A 06/31 0.5 (Alibaba Group Holding Limited) | Long | Debt | CN | $21K | – | 0.01 |
| ALLIANT ENERGY CORP SR UNSECURED 03/26 3.875 (Alliant Energy Corporation) | Long | Debt | US | $477K | – | 0.31 |
| ALLSTATE CORP/THE SR UNSECURED 05/35 5.55 (The Allstate Corporation) | Long | Debt | US | $30K | – | 0.02 |
| ALLSTATE CORP/THE SR UNSECURED 06/43 4.5 (The Allstate Corporation) | Long | Debt | US | $9K | – | 0.01 |
| ALNYLAM PHARMACEUTICALS INC SR UNSECURED 09/27 1 (Alnylam Pharmaceuticals Inc.) | Long | Debt | US | $183K | – | 0.12 |
| ALTICE FINANCING SA SR SECURED 144A 08/29 5.75 (Altice Financing S.A.) | Long | Debt | LU | $145K | – | 0.09 |
| AMC NETWORKS INC SR SECURED 144A 01/29 10.25 (AMC Networks Inc.) | Long | Debt | US | $148K | – | 0.10 |
| AMERICAN EXPRESS CO JR SUBORDINA 12/99 VAR (American Express Company) | Long | Debt | US | $132K | – | 0.09 |
| AMERICAN INTERNATIONAL GROUP I SR UNSECURED 07/44 4.5 (American International Group Inc.) | Long | Debt | US | $30K | – | 0.02 |
| AMERICAN WATER CAPITAL CORP COMPANY GUAR 06/26 3.625 (American Water Capital Corp.) | Long | Debt | US | $476K | – | 0.31 |
| AMERIPRISE FINANCIAL INC SR UNSECURED 12/28 5.7 (Ameriprise Financial Inc.) | Long | Debt | US | $26K | – | 0.02 |
| AMGEN INC SR UNSECURED 03/43 5.6 (Amgen Inc.) | Long | Debt | US | $5K | – | 0.00 |
| AMGEN INC SR UNSECURED 03/53 5.65 (Amgen Inc.) | Long | Debt | US | $10K | – | 0.01 |
| AMWINS GROUP INC SR UNSECURED 144A 06/29 4.875 (AmWINS Group Inc.) | Long | Debt | US | $87K | – | 0.06 |
| ANGEL OAK MORTGAGE TRUST 2020- AOMT 2020 3 M1 144A | Long | ABS-mortgage backed security | US | $163K | – | 0.11 |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 01/39 5.45 | Long | Debt | US | $10K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 04/48 4.6 (Anheuser Busch InBev Worldwide Inc.) | Long | Debt | US | $22K | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE COMPANY GUAR 06/34 5 (Anheuser Busch InBev Worldwide Inc.) | Long | Debt | US | $25K | – | 0.02 |
| ANTERO MIDSTREAM PARTNERS LP / COMPANY GUAR 144A 02/32 6.625 | Long | Debt | US | $91K | – | 0.06 |
| AON NORTH AMERICA INC COMPANY GUAR 03/31 5.3 (Aon North America Inc.) | Long | Debt | US | $20K | – | 0.01 |
| AON NORTH AMERICA INC COMPANY GUAR 03/34 5.45 (Aon North America Inc.) | Long | Debt | US | $10K | – | 0.01 |
| AON NORTH AMERICA INC COMPANY GUAR 03/54 5.75 (Aon North America Inc.) | Long | Debt | US | $10K | – | 0.01 |
| APELLIS PHARMACEUTICALS INC SR UNSECURED 09/26 3.5 (Apellis Pharmaceuticals Inc.) | Long | Debt | US | $77K | – | 0.05 |
| ARBOR REALTY COMMERCIAL REAL E ARCLO 2021 FL3 B 144A | Long | ABS-collateralized bond/debt obligation | KY | $109K | – | 0.07 |
| ARDONAGH FINCO LTD SR SECURED 144A 02/31 6.875 (Ardonagh Finco Limited) | Long | Debt | GB | $125K | – | 0.08 |
| ARES FINANCE CO III LLC COMPANY GUAR 144A 06/51 VAR (Ares Finance Co. III LLC) | Long | Debt | US | $85K | – | 0.06 |
| ARETEC GROUP INC SR SECURED 144A 08/30 10 (Aretec Group Inc.) | Long | Debt | US | $44K | – | 0.03 |
| ARGENTINE REPUBLIC GOVERNMENT SR UNSECURED 07/35 VAR (Argentine Republic Government International Bond) | Long | Debt | AR | $63K | – | 0.04 |
| ARRIVAL SA SR UNSECURED 144A 12/26 3.5 | Long | Debt | LU | $257.5 | – | 0.00 |
| ASIAN DEVELOPMENT BANK SR UNSECURED 08/29 0.00000 | Long | Debt | PH | $66K | – | 0.04 |
| ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 03/29 7 (The Asian Infrastructure Investment Bank) | Long | Debt | CN | $173K | – | 0.11 |
| ASSUREDPARTNERS INC SR UNSECURED 144A 01/29 5.625 (AssuredPartners Inc.) | Long | Debt | US | $59K | – | 0.04 |
| ASSUREDPARTNERS INC SR UNSECURED 144A 02/32 7.5 (AssuredPartners Inc.) | Long | Debt | US | $55K | – | 0.04 |
| ASTRAZENECA PLC SR UNSECURED 09/42 4 | Long | Debt | GB | $17K | – | 0.01 |
| ASURION LLC 2020 TERM LOAN B8 | Long | Loan | US | $142K | – | 0.09 |
| ASURION LLC 2021 2ND LIEN TERM LOAN B3 | Long | Loan | US | $135K | – | 0.09 |
| ATandT INC PREFERRED STOCK 5 (ATandT Inc.) | Long | Equity-preferred | US | $76K | 4K | 0.05 |
| ATandT INC SR UNSECURED 06/27 2.3 (ATandT Inc.) | Long | Debt | US | $30K | – | 0.02 |
| ATandT INC SR UNSECURED 06/41 3.5 (ATandT Inc.) | Long | Debt | US | $11K | – | 0.01 |
| ATandT INC SR UNSECURED 09/53 3.5 (ATandT Inc.) | Long | Debt | US | $17K | – | 0.01 |
| ATandT INC SR UNSECURED 09/59 3.65 (ATandT Inc.) | Long | Debt | US | $13K | – | 0.01 |
| ATHENAHEALTH INC 2022 TERM LOAN B (AthenaHealth Group Inc.) | Long | Loan | US | $78K | – | 0.05 |
| ATHENE GLOBAL FUNDING SECURED 144A 01/27 5.339 | Long | Debt | US | $50K | – | 0.03 |
| ATHENE HOLDING LTD SR UNSECURED 01/34 5.875 (Athene Holding Ltd.) | Long | Debt | US | $10K | – | 0.01 |
| ATHENE HOLDING LTD SR UNSECURED 04/54 6.25 (Athene Holding Ltd.) | Long | Debt | US | $20K | – | 0.01 |
| ATMOS ENERGY CORP SR UNSECURED 11/33 5.9 (Atmos Energy Corporation) | Long | Debt | US | $47K | – | 0.03 |
| AUST 10Y BOND FUT 0924 | Derivative-interest rate | AU | $-13K | – | -0.01 | |
| AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 02/50 1 | Long | Debt | AU | $68K | – | 0.04 |
| AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 05/41 2.75 | Long | Debt | AU | $879K | – | 0.57 |
| AUSTRALIA GOVERNMENT BOND SR UNSECURED REGS 06/51 1.75 | Long | Debt | AU | $2M | – | 1.33 |
| AUTOZONE INC SR UNSECURED 07/34 5.4 (AutoZone Inc.) | Long | Debt | US | $173K | – | 0.11 |
| AXON ENTERPRISE INC SR UNSECURED 12/27 0.5 (Axon Enterprise Inc.) | Long | Debt | US | $22K | – | 0.01 |
| BALDWIN INSURANCE GROUP HOLDIN SR SECURED 144A 05/31 7.125 | Long | Debt | US | $46K | – | 0.03 |
| BANDWIDTH INC SR UNSECURED 03/26 0.25 (Bandwidth Inc.) | Long | Debt | US | $42K | – | 0.03 |
| BANK 2018-BNK15 BANK 2018 BN15 B | Long | ABS-mortgage backed security | US | $47K | – | 0.03 |
| BANK 2020-BNK25 BANK 2020 BN25 AS | Long | ABS-mortgage backed security | US | $51K | – | 0.03 |
| BANK 2021-BNK37 BANK 2021 BN37 XA | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| BANK 2022-BNK42 BANK 2022 BNK42 AS | Long | ABS-mortgage backed security | US | $56K | – | 0.04 |
| BANK OF AMERICA CORP PREFERRED STOCK 7.25 (Bank of America Corporation) | Long | Equity-preferred | US | $151K | 126 | 0.10 |
| BANK OF AMERICA CORP SR UNSECURED 04/29 VAR (Bank of America Corporation) | Long | Debt | US | $30K | – | 0.02 |
| BANK OF AMERICA CORP SR UNSECURED 04/34 VAR (Bank of America Corporation) | Long | Debt | US | $30K | – | 0.02 |
| BANK OF NEW YORK MELLON CORP/T JR SUBORDINA 12/99 VAR (The Bank of New York Mellon Corporation) | Long | Debt | US | $44K | – | 0.03 |
| BANK OF NOVA SCOTIA/THE JR SUBORDINA 12/99 VAR (The Bank of Nova Scotia) | Long | Debt | CA | $43K | – | 0.03 |
| BANK OF NOVA SCOTIA/THE JR SUBORDINA 12/99 VAR (The Bank of Nova Scotia) | Long | Debt | CA | $43K | – | 0.03 |
| BANQUE FEDERATIVE DU CREDIT MU REGS 09/32 3.625 (Banque Federative du Credit Mutuel) | Long | Debt | FR | $107K | – | 0.07 |
| BAT CAPITAL CORP COMPANY GUAR 08/37 4.39 (B.A.T Capital Corporation) | Long | Debt | US | $17K | – | 0.01 |
| BAT CAPITAL CORP COMPANY GUAR 08/47 4.54 (B.A.T Capital Corporation) | Long | Debt | US | $11K | – | 0.01 |
| BAUSCH + LOMB CORP SR SECURED 144A 10/28 8.375 (Bausch + Lomb Corporation) | Long | Debt | CA | $128K | – | 0.08 |
| BBCMS MORTGAGE TRUST 2023-5C23 BBCMS 2023 5C23 C | Long | ABS-mortgage backed security | US | $78K | – | 0.05 |
| BBCMS MORTGAGE TRUST 2023-C20 BBCMS 2023 C20 AS | Long | ABS-mortgage backed security | US | $15K | – | 0.01 |
| BBCMS MORTGAGE TRUST 2024-5C25 BBCMS 2024 5C25 C | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| BBCMS MORTGAGE TRUST 2024-5C27 BBCMS 2024 5C27 C | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| BBCMS MORTGAGE TRUST 2024-C26 BBCMS 2024 C26 C | Long | ABS-mortgage backed security | US | $88K | – | 0.06 |
| BCPE ULYSSES INTERMEDIATE INC SR UNSECURED 144A 04/27 7.75 (BCPE Ulysses Intermediate Inc.) | Long | Debt | US | $62K | – | 0.04 |
| BECTON DICKINSON and CO COMPANY GUAR 06/29 5.081 (Becton Dickinson and Company) | Long | Debt | US | $40K | – | 0.03 |
| BENCHMARK 2018-B1 MORTGAGE TRU BMARK 2018 B1 AM | Long | ABS-mortgage backed security | US | $78K | – | 0.05 |
| BENCHMARK 2018-B5 MORTGAGE TRU BMARK 2018 B5 C | Long | ABS-mortgage backed security | US | $77K | – | 0.05 |
| BENCHMARK 2020-B16 MORTGAGE TR BMARK 2020 B16 AM | Long | ABS-mortgage backed security | US | $51K | – | 0.03 |
| BENCHMARK 2024-V6 MORTGAGE TRU BMARK 2024 V6 C | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| BENEFIT STREET PARTNERS CLO XI BSP 2019 19A ER 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.16 |
| BENTLEY SYSTEMS INC SR UNSECURED 01/26 0.125 (Bentley Systems Incorporated) | Long | Debt | US | $134K | – | 0.09 |
| BERLIN PACKAGING LLC 2024 TERM LOAN B (Berlin Packaging L.L.C.) | Long | Loan | US | $166K | – | 0.11 |
| BEYOND MEAT INC SR UNSECURED 03/27 0.00000 (Beyond Meat Inc.) | Long | Debt | US | $27K | – | 0.02 |
| BILL HOLDINGS INC SR UNSECURED 04/27 0.00000 (BILL Holdings Inc.) | Long | Debt | US | $103K | – | 0.07 |
| BLACKROCK FUNDING INC COMPANY GUAR 03/54 5.25 (BlackRock Funding Inc.) | Long | Debt | US | $24K | – | 0.02 |
| BLOCK INC SR UNSECURED 11/27 0.25 (Block Inc.) | Long | Debt | US | $155K | – | 0.10 |
| BLOCK INC SR UNSECURED 144A 05/32 6.5 (Block Inc.) | Long | Debt | US | $35K | – | 0.02 |
| BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018 2A D 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.16 |
| BOJANGLES ISSUER LLC BOJA 2020 1A A2 144A | Long | ABS-other | US | $117K | – | 0.08 |
| BONOS DE LA TESORERIA DE LA RE BONDS 01/43 6 | Long | Debt | CL | $16K | – | 0.01 |
| BONOS DE LA TESORERIA DE LA RE BONDS 03/35 5 | Long | Debt | CL | $74K | – | 0.05 |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 04/33 6 | Long | Debt | CL | $80K | – | 0.05 |
| BONOS DE LA TESORERIA DE LA RE BONDS 144A REGS 10/34 5.8 | Long | Debt | CL | $68K | – | 0.04 |
| BONOS DE LA TESORERIA DE LA RE UNSECURED 144A REGS 09/30 4.7 | Long | Debt | CL | $121K | – | 0.08 |
| BOUGHT BRL/SOLD USD | Derivative-foreign exchange | BR | $-731.73 | – | -0.00 | |
| BOUGHT BRL/SOLD USD | Derivative-foreign exchange | BR | $-2K | – | -0.00 | |
| BOUGHT BRL/SOLD USD | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| BOUGHT BRL/SOLD USD | Derivative-foreign exchange | BR | $-58K | – | -0.04 | |
| BOUGHT BRL/SOLD USD | Derivative-foreign exchange | BR | $-154K | – | -0.10 | |
| BOUGHT BRL/SOLD USD | Derivative-foreign exchange | BR | $-229K | – | -0.15 | |
| BOUGHT CAD/SOLD USD | Derivative-foreign exchange | CA | $266.29 | – | 0.00 | |
| BOUGHT CAD/SOLD USD | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| BOUGHT CLP/SOLD USD | Derivative-foreign exchange | CL | $6K | – | 0.00 | |
| BOUGHT CLP/SOLD USD | Derivative-foreign exchange | CL | $-62.32 | – | -0.00 | |
| BOUGHT CNH/SOLD USD | Derivative-foreign exchange | CN | $-306.7 | – | -0.00 | |
| BOUGHT COP/SOLD USD | Derivative-foreign exchange | CO | $-10K | – | -0.01 | |
| BOUGHT CZK/SOLD USD | Derivative-foreign exchange | CZ | $-144.83 | – | -0.00 | |
| BOUGHT CZK/SOLD USD | Derivative-foreign exchange | CZ | $-561.7 | – | -0.00 | |
| BOUGHT CZK/SOLD USD | Derivative-foreign exchange | CZ | $-2K | – | -0.00 | |
| BOUGHT EGP/SOLD USD | Derivative-foreign exchange | EG | $2K | – | 0.00 | |
| BOUGHT EGP/SOLD USD | Derivative-foreign exchange | EG | $830.24 | – | 0.00 | |
| BOUGHT EGP/SOLD USD | Derivative-foreign exchange | EG | $180.22 | – | 0.00 | |
| BOUGHT EUR/SOLD USD | Derivative-foreign exchange | DE | $5K | – | 0.00 | |
| BOUGHT EUR/SOLD USD | Derivative-foreign exchange | DE | $90.68 | – | 0.00 | |
| BOUGHT EUR/SOLD USD | Derivative-foreign exchange | DE | $-327.31 | – | -0.00 | |
| BOUGHT GBP/SOLD USD | Derivative-foreign exchange | GB | $1K | – | 0.00 | |
| BOUGHT HUF/SOLD USD | Derivative-foreign exchange | HU | $15K | – | 0.01 | |
| BOUGHT HUF/SOLD USD | Derivative-foreign exchange | HU | $362.83 | – | 0.00 | |
| BOUGHT HUF/SOLD USD | Derivative-foreign exchange | HU | $-169.85 | – | -0.00 | |
| BOUGHT HUF/SOLD USD | Derivative-foreign exchange | HU | $-232.27 | – | -0.00 | |
| BOUGHT IDR/SOLD USD | Derivative-foreign exchange | ID | $4K | – | 0.00 | |
| BOUGHT IDR/SOLD USD | Derivative-foreign exchange | ID | $-2K | – | -0.00 | |
| BOUGHT INR/SOLD USD | Derivative-foreign exchange | IN | $196.22 | – | 0.00 | |
| BOUGHT JPY/SOLD USD | Derivative-foreign exchange | JP | $-64K | – | -0.04 | |
| BOUGHT KRW/SOLD USD | Derivative-foreign exchange | KR | $9K | – | 0.01 | |
| BOUGHT KRW/SOLD USD | Derivative-foreign exchange | KR | $2K | – | 0.00 | |
| BOUGHT KZT/SOLD USD | Derivative-foreign exchange | KZ | $-2K | – | -0.00 | |
| BOUGHT KZT/SOLD USD | Derivative-foreign exchange | KZ | $-2K | – | -0.00 | |
| BOUGHT KZT/SOLD USD | Derivative-foreign exchange | KZ | $-3K | – | -0.00 | |
| BOUGHT MXN/SOLD USD | Derivative-foreign exchange | MX | $11K | – | 0.01 | |
| BOUGHT MXN/SOLD USD | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| BOUGHT MXN/SOLD USD | Derivative-foreign exchange | MX | $-178.8 | – | -0.00 | |
| BOUGHT MXN/SOLD USD | Derivative-foreign exchange | MX | $-697.69 | – | -0.00 | |
| BOUGHT MXN/SOLD USD | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| BOUGHT MXN/SOLD USD | Derivative-foreign exchange | MX | $-14K | – | -0.01 | |
| BOUGHT MYR/SOLD USD | Derivative-foreign exchange | MY | $-2K | – | -0.00 | |
| BOUGHT NGN/SOLD USD | Derivative-foreign exchange | NG | $-92.92 | – | -0.00 | |
| BOUGHT NGN/SOLD USD | Derivative-foreign exchange | NG | $-2K | – | -0.00 | |
| BOUGHT NOK/SOLD USD | Derivative-foreign exchange | NO | $-5K | – | -0.00 | |
| BOUGHT NOK/SOLD USD | Derivative-foreign exchange | NO | $-16K | – | -0.01 | |
| BOUGHT NZD/SOLD USD | Derivative-foreign exchange | NZ | $242.32 | – | 0.00 | |
| BOUGHT NZD/SOLD USD | Derivative-foreign exchange | NZ | $-16.16 | – | -0.00 | |
| BOUGHT PEN/SOLD USD | Derivative-foreign exchange | PE | $-607.29 | – | -0.00 | |
| BOUGHT PEN/SOLD USD | Derivative-foreign exchange | PE | $-1K | – | -0.00 | |
| BOUGHT PHP/SOLD USD | Derivative-foreign exchange | PH | $219.83 | – | 0.00 | |
| BOUGHT PLN/SOLD USD | Derivative-foreign exchange | PL | $10K | – | 0.01 | |
| BOUGHT PLN/SOLD USD | Derivative-foreign exchange | PL | $200.16 | – | 0.00 | |
| BOUGHT PLN/SOLD USD | Derivative-foreign exchange | PL | $108.87 | – | 0.00 | |
| BOUGHT PLN/SOLD USD | Derivative-foreign exchange | PL | $104.79 | – | 0.00 | |
| BOUGHT RON/SOLD USD | Derivative-foreign exchange | RO | $492.58 | – | 0.00 | |
| BOUGHT SGD/SOLD USD | Derivative-foreign exchange | SG | $55.28 | – | 0.00 | |
| BOUGHT SGD/SOLD USD | Derivative-foreign exchange | SG | $-256.84 | – | -0.00 | |
| BOUGHT THB/SOLD USD | Derivative-foreign exchange | TH | $757.64 | – | 0.00 | |
| BOUGHT THB/SOLD USD | Derivative-foreign exchange | TH | $-11.85 | – | -0.00 | |
| BOUGHT TRY/SOLD USD | Derivative-foreign exchange | TR | $4K | – | 0.00 | |
| BOUGHT TRY/SOLD USD | Derivative-foreign exchange | TR | $691.65 | – | 0.00 | |
| BOUGHT TRY/SOLD USD | Derivative-foreign exchange | TR | $657.29 | – | 0.00 | |
| BOUGHT TRY/SOLD USD | Derivative-foreign exchange | TR | $458.18 | – | 0.00 | |
| BOUGHT TRY/SOLD USD | Derivative-foreign exchange | TR | $283.96 | – | 0.00 | |
| BOUGHT TRY/SOLD USD | Derivative-foreign exchange | TR | $80.58 | – | 0.00 | |
| BOUGHT UYU/SOLD USD | Derivative-foreign exchange | UY | $-57.05 | – | -0.00 | |
| BOUGHT ZAR/SOLD USD | Derivative-foreign exchange | ZA | $118.36 | – | 0.00 | |
| BOUGHT ZAR/SOLD USD | Derivative-foreign exchange | ZA | $-19K | – | -0.01 | |
| BP CAPITAL MARKETS PLC COMPANY GUAR 12/99 VAR (BP Capital Markets p.l.c.) | Long | Debt | GB | $83K | – | 0.05 |
| BPCE SA 144A 01/30 VAR | Long | Debt | FR | $249K | – | 0.16 |
| BRANDYWINE OPERATING PARTNERSH COMPANY GUAR 04/29 8.875 (Brandywine Operating Partnership L.P.) | Long | Debt | US | $62K | – | 0.04 |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2020 NQM1 M1 144A | Long | ABS-mortgage backed security | US | $168K | – | 0.11 |
| BRAVO RESIDENTIAL FUNDING TRUS BRAVO 2021 NQM1 M1 144A | Long | ABS-mortgage backed security | US | $78K | – | 0.05 |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/26 0.00000 | Long | Debt | BR | $536K | – | 0.35 |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 01/28 0.00000 | Long | Debt | BR | $137K | – | 0.09 |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 07/26 0.00000 | Long | Debt | BR | $224K | – | 0.14 |
| BRAZIL LETRAS DO TESOURO NACIO BILLS 07/27 0.00000 | Long | Debt | BR | $378K | – | 0.24 |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10 | Long | Debt | BR | $963K | – | 0.62 |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/29 10 | Long | Debt | BR | $6M | – | 3.83 |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/31 10 | Long | Debt | BR | $86K | – | 0.06 |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/33 10 | Long | Debt | BR | $76K | – | 0.05 |
| BRAZIL NOTAS DO TESOURO NACION NOTES 01/35 10 | Long | Debt | BR | $17K | – | 0.01 |
| BRAZIL NOTAS DO TESOURO NACION NOTES 05/35 6 | Long | Debt | BR | $2M | – | 1.13 |
| BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 01/32 6.125 (Brazilian Government International Bond) | Long | Debt | BR | $197K | – | 0.13 |
| BRAZILIAN GOVERNMENT INTERNATI SR UNSECURED 05/54 7.125 (Brazilian Government International Bond) | Long | Debt | BR | $193K | – | 0.12 |
| BREAD FINANCIAL HOLDINGS INC COMPANY GUAR 06/28 4.25 (Bread Financial Holdings Inc.) | Long | Debt | US | $53K | – | 0.03 |
| BREAD FINANCIAL HOLDINGS INC COMPANY GUAR 144A 03/29 9.75 (Bread Financial Holdings Inc.) | Long | Debt | US | $130K | – | 0.08 |
| BRIXMOR OPERATING PARTNERSHIP SR UNSECURED 02/34 5.5 (Brixmor Operating Partnership LP) | Long | Debt | US | $10K | – | 0.01 |
| BROADCOM CORP / BROADCOM CAYMA COMPANY GUAR 01/27 3.875 (Broadcom Corp / Broadcom Cayman Finance Ltd) | Long | Debt | US | $72K | – | 0.05 |
| BROADCOM INC COMPANY GUAR 10/24 3.625 (Broadcom Inc.) | Long | Debt | US | $30K | – | 0.02 |
| BSPRT 2023-FL10 ISSUER LTD BSPRT 2023 FL10 A 144A | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.06 |
| BX 2021-MFM1 BX 2021 MFM1 D 144A | Long | ABS-mortgage backed security | US | $41K | – | 0.03 |
| BX 2024-BRVE BX 2024 BRVE B 144A | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| BX COMMERCIAL MORTGAGE TRUST 2 BX 2020 VKNG F 144A | Long | ABS-mortgage backed security | US | $186K | – | 0.12 |
| CABLE ONE INC COMPANY GUAR 03/28 1.125 (Cable One Inc.) | Long | Debt | US | $37K | – | 0.02 |
| CAESARS ENTERTAINMENT CORP TERM LOAN B (Caesars Entertainment Inc.) | Long | Loan | US | $104K | – | 0.07 |
| CAESARS ENTERTAINMENT INC SR SECURED 144A 02/30 7 (Caesars Entertainment Inc.) | Long | Debt | US | $41K | – | 0.03 |
| CAIXA ECONOMICA MONTEPIO GERAL SUBORDINATED REGS 06/34 VAR (Caixa Economica Montepio Geral Caixa Economica Bancaria SA) | Long | Debt | PT | $112K | – | 0.07 |
| CAN 10YR BOND FUT 0924 | Derivative-interest rate | CA | $29K | – | 0.02 | |
| CAPITAL ONE FINANCIAL CORP SR UNSECURED 02/30 VAR (Capital One Financial Corporation) | Long | Debt | US | $20K | – | 0.01 |
| CAPITAL ONE FINANCIAL CORP SR UNSECURED 06/29 VAR (Capital One Financial Corporation) | Long | Debt | US | $20K | – | 0.01 |
| CARDLYTICS INC SR UNSECURED 09/25 1 (Cardlytics Inc.) | Long | Debt | US | $64K | – | 0.04 |
| CARNIVAL CORP COMPANY GUAR 12/27 5.75 (Carnival Corporation) | Long | Debt | US | $55K | – | 0.04 |
| CARVANA AUTO RECEIVABLES TRUST CRVNA 2024 N1 C 144A | Long | ABS-other | US | $75K | – | 0.05 |
| CATERPILLAR INC SR UNSECURED 08/42 3.803 (Caterpillar Inc.) | Long | Debt | US | $85K | – | 0.05 |
| CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 03/30 4.75 (CCO Holdings LLC/CCO Holdings Capital Corp.) | Long | Debt | US | $65K | – | 0.04 |
| CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 06/29 5.375 (CCO Holdings LLC/CCO Holdings Capital Corp.) | Long | Debt | US | $66K | – | 0.04 |
| CCO HOLDINGS LLC / CCO HOLDING SR UNSECURED 144A 08/30 4.5 (CCO Holdings LLC/CCO Holdings Capital Corp.) | Long | Debt | US | $63K | – | 0.04 |
| CDS Abu Dhabi P 100 20290620 | Derivative-credit | AE | $-13K | – | -0.01 | |
| CDS Abu Dhabi P 100 20290620 | Derivative-credit | AE | $-13K | – | -0.01 | |
| CDS Abu Dhabi P 100 20290620 | Derivative-credit | AE | $-39K | – | -0.03 | |
| CDS Anglo American plc R 500 20281220 | Derivative-credit | GB | $46K | – | 0.03 | |
| CDS Anglo American plc R 500 20281220 | Derivative-credit | GB | $46K | – | 0.03 | |
| CDS CDX.EM.40 P 100 20281220 | Derivative-credit | US | $391K | – | 0.25 | |
| CDS CDX.EM.41 P 100 20290620 | Derivative-credit | US | $262K | – | 0.17 | |
| CDS CDX.EM.IG.40 P 100 20281220 | Derivative-credit | US | $-40K | – | -0.03 | |
| CDS CDX.NA.HY.42 P 500 20290620 | Derivative-credit | US | $-84K | – | -0.05 | |
| CDS CDX.NA.IG.42 P 100 20290620 | Derivative-credit | US | $-726K | – | -0.47 | |
| CDS CMBX.NA.BBB-.14 R 300 20721216 | Derivative-credit | US | $-6K | – | -0.00 | |
| CDS Federative Republic of Brazil P 100 20261220 | Derivative-credit | BR | $-54.99 | – | -0.00 | |
| CDS Federative Republic of Brazil P 100 20271220 | Derivative-credit | BR | $19K | – | 0.01 | |
| CDS Federative Republic of Brazil P 100 20271220 | Derivative-credit | BR | $5K | – | 0.00 | |
| CDS Federative Republic of Brazil P 100 20271220 | Derivative-credit | BR | $4K | – | 0.00 | |
| CDS Federative Republic of Brazil P 100 20290620 | Derivative-credit | BR | $26K | – | 0.02 | |
| CDS iTraxx Europe Sub Financials Series 41 Version 1 P 100 20290620 | Derivative-credit | DE | $21K | – | 0.01 | |
| CDS Japan P 100 20241220 | Derivative-credit | JP | $-44K | – | -0.03 | |
| CDS Kingdom of Morocco P 100 20290620 | Derivative-credit | MA | $-2K | – | -0.00 | |
| CDS Kingdom of Saudi Arabia P 100 20290620 | Derivative-credit | SA | $-10K | – | -0.01 | |
| CDS Kingdom of Saudi Arabia P 100 20290620 | Derivative-credit | SA | $-10K | – | -0.01 | |
| CDS Kingdom of Saudi Arabia P 100 20290620 | Derivative-credit | SA | $-21K | – | -0.01 | |
| CDS Malaysia P 100 20290620 | Derivative-credit | MY | $-63K | – | -0.04 | |
| CDS People's Republic of China P 100 20290620 | Derivative-credit | CN | $-7K | – | -0.00 | |
| CDS PETROLEO BRASILEIRO S/A PETROBRAS P 100 20290620 | Derivative-credit | BR | $18K | – | 0.01 | |
| CDS Republic of Chile P 100 20290620 | Derivative-credit | CL | $-7K | – | -0.00 | |
| CDS Republic of Chile P 100 20290620 | Derivative-credit | CL | $-9K | – | -0.01 | |
| CDS Republic of Chile P 100 20290620 | Derivative-credit | CL | $-9K | – | -0.01 | |
| CDS Republic of Chile P 100 20290620 | Derivative-credit | CL | $-9K | – | -0.01 | |
| CDS Republic of Chile P 100 20290620 | Derivative-credit | CL | $-9K | – | -0.01 | |
| CDS Republic of Colombia P 100 20290620 | Derivative-credit | CO | $36K | – | 0.02 | |
| CDS Republic of Indonesia P 100 20281220 | Derivative-credit | ID | $-17K | – | -0.01 | |
| CDS Republic of Indonesia P 100 20290620 | Derivative-credit | ID | $-18K | – | -0.01 | |
| CDS Republic of Peru P 100 20290620 | Derivative-credit | PE | $-5K | – | -0.00 | |
| CDS Republic of Peru P 100 20290620 | Derivative-credit | PE | $-13K | – | -0.01 | |
| CDS Republic of South Africa P 100 20281220 | Derivative-credit | ZA | $59K | – | 0.04 | |
| CDS Republic of South Africa P 100 20290620 | Derivative-credit | ZA | $46K | – | 0.03 | |
| CDS Republic of South Africa P 100 20290620 | Derivative-credit | ZA | $23K | – | 0.01 | |
| CDS Republic of South Africa P 100 20290620 | Derivative-credit | ZA | $23K | – | 0.01 | |
| CDS Republic of the Philippines P 100 20290620 | Derivative-credit | PH | $-17K | – | -0.01 | |
| CDS State of Qatar P 100 20290620 | Derivative-credit | QA | $-13K | – | -0.01 | |
| CDS State of Qatar P 100 20290620 | Derivative-credit | QA | $-13K | – | -0.01 | |
| CDS State of Qatar P 100 20290620 | Derivative-credit | QA | $-52K | – | -0.03 | |
| CDS United Mexican States P 100 20281220 | Derivative-credit | MX | $635.81 | – | 0.00 | |
| CELANESE US HOLDINGS LLC COMPANY GUAR 07/32 6.379 | Long | Debt | US | $31K | – | 0.02 |
| CELANESE US HOLDINGS LLC COMPANY GUAR 11/30 6.55 | Long | Debt | US | $42K | – | 0.03 |
| CENCORA INC SR UNSECURED 02/34 5.125 (Cencora Inc.) | Long | Debt | US | $20K | – | 0.01 |
| CENTERPOINT ENERGY INC SR UNSECURED 06/29 5.4 (CenterPoint Energy Inc.) | Long | Debt | US | $55K | – | 0.04 |
| CENTERPOINT ENERGY INC SR UNSECURED 144A 08/26 4.25 (CenterPoint Energy Inc.) | Long | Debt | US | $487K | – | 0.31 |
| CERVED GROUP SPA SR SECURED 144A 02/29 6 (Cerved Group S.P.A.) | Long | Debt | IT | $98K | – | 0.06 |
| CHARLES SCHWAB CORP/THE SR UNSECURED 11/29 VAR (The Charles Schwab Corporation) | Long | Debt | US | $31K | – | 0.02 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/51 3.7 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $24K | – | 0.02 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/34 6.55 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $10K | – | 0.01 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 06/41 3.5 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $17K | – | 0.01 |
| CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/25 4.908 (Charter Communications Operating LLC/Charter Communications Operating Capital C) | Long | Debt | US | $5K | – | 0.00 |
| CHEMOURS CO/THE COMPANY GUAR 144A 11/29 4.625 (The Chemours Company) | Long | Debt | US | $69K | – | 0.04 |
| CHENIERE ENERGY INC SR UNSECURED 144A 04/34 5.65 (Cheniere Energy Inc.) | Long | Debt | US | $20K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP COMPANY GUAR 144A 08/34 5.75 (Cheniere Energy Partners L.P.) | Long | Debt | US | $30K | – | 0.02 |
| CHS/COMMUNITY HEALTH SYSTEMS I SR SECURED 144A 12/27 8 (CHS/Community Health Systems Inc.) | Long | Debt | US | $45K | – | 0.03 |
| CIFI HOLDINGS GROUP CO LTD COMPANY GUAR REGS 04/27 4.375 (CIFI Holdings (Group) Co. Ltd.) | Long | Debt | CN | $28K | – | 0.02 |
| CINEMARK USA INC 2023 TERM LOAN B (Cinemark USA Inc.) | Long | Loan | US | $124K | – | 0.08 |
| CISCO SYSTEMS INC SR UNSECURED 02/34 5.05 (Cisco Systems Inc.) | Long | Debt | US | $20K | – | 0.01 |
| CISCO SYSTEMS INC SR UNSECURED 02/54 5.3 (Cisco Systems Inc.) | Long | Debt | US | $10K | – | 0.01 |
| CITIGROUP INC JR SUBORDINA 12/99 VAR (Citigroup Inc.) | Long | Debt | US | $107K | – | 0.07 |
| CITIZENS FINANCIAL GROUP INC JR SUBORDINA 12/99 VAR (Citizens Financial Group Inc.) | Long | Debt | US | $85K | – | 0.05 |
| CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/30 3.25 (Citizens Financial Group Inc.) | Long | Debt | US | $36K | – | 0.02 |
| CITIZENS FINANCIAL GROUP INC SR UNSECURED 04/35 VAR (Citizens Financial Group Inc.) | Long | Debt | US | $10K | – | 0.01 |
| CLEAR CHANNEL OUTDOOR HOLDINGS COMPANY GUAR 144A 04/28 7.75 (Clear Channel Outdoor Holdings Inc.) | Long | Debt | US | $46K | – | 0.03 |
| CLEAR CHANNEL OUTDOOR HOLDINGS SR SECURED 144A 09/28 9 (Clear Channel Outdoor Holdings Inc.) | Long | Debt | US | $89K | – | 0.06 |
| CLYDESDALE ACQUISITION HOLDING COMPANY GUAR 144A 04/30 8.75 (Clydesdale Acquisition Holdings Inc.) | Long | Debt | US | $67K | – | 0.04 |
| CMS ENERGY CORP JR SUBORDINA 06/50 VAR (CMS Energy Corporation) | Long | Debt | US | $84K | – | 0.05 |
| CMS ENERGY CORP JR SUBORDINA 12/50 VAR (CMS Energy Corporation) | Long | Debt | US | $110K | – | 0.07 |
| CMS ENERGY CORP SR UNSECURED 05/28 3.375 (CMS Energy Corporation) | Long | Debt | US | $308K | – | 0.20 |
| COBANK ACB JR SUBORDINA 12/49 VAR | Long | Debt | US | $41K | – | 0.03 |
| COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/42 4.125 (Colombia Government International Bond) | Long | Debt | CO | $546K | – | 0.35 |
| COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 02/61 3.875 (Colombia Government International Bond) | Long | Debt | CO | $485K | – | 0.31 |
| COLOMBIA GOVERNMENT INTERNATIO SR UNSECURED 05/51 4.125 (Colombia Government International Bond) | Long | Debt | CO | $119K | – | 0.08 |
| COLOMBIAN TES BONDS 02/33 13.25 | Long | Debt | CO | $600K | – | 0.39 |
| COLOMBIAN TES BONDS 03/31 7 | Long | Debt | CO | $287K | – | 0.18 |
| COLOMBIAN TES BONDS 04/28 6 | Long | Debt | CO | $167K | – | 0.11 |
| COLOMBIAN TES BONDS 05/42 9.25 | Long | Debt | CO | $129K | – | 0.08 |
| COLOMBIAN TES BONDS 09/30 7.75 | Long | Debt | CO | $257K | – | 0.17 |
| COLOMBIAN TES BONDS 10/34 7.25 | Long | Debt | CO | $190K | – | 0.12 |
| COLOMBIAN TES SR UNSECURED 02/37 3.75 | Long | Debt | CO | $1M | – | 0.95 |
| COLOMBIAN TES SR UNSECURED 03/33 3 | Long | Debt | CO | $215K | – | 0.14 |
| COLUMBIA PIPELINES HOLDING CO SR UNSECURED 144A 01/34 5.681 (Columbia Pipelines Holding Company LLC) | Long | Debt | US | $25K | – | 0.02 |
| COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 08/43 6.497 (Columbia Pipelines Operating Company LLC) | Long | Debt | US | $21K | – | 0.01 |
| COMCAST CORP COMPANY GUAR 01/51 2.8 (Comcast Corporation) | Long | Debt | US | $7K | – | 0.00 |
| COMCAST CORP COMPANY GUAR 04/40 3.75 (Comcast Corporation) | Long | Debt | US | $34K | – | 0.02 |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 B | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| COMM 2014-CCRE15 MORTGAGE TRUS COMM 2014 CR15 C | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| COMPASS DATACENTERS ISSUER II CMPDC 2024 1A A1 144A | Long | ABS-other | US | $74K | – | 0.05 |
| CONCENTRA ESCROW ISSUER CORP SR UNSECURED 144A 07/32 6.875 (Concentra Escrow Issuer Corporation) | Long | Debt | US | $10K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R02 2B1 144A | Long | ABS-mortgage backed security | US | $184K | – | 0.12 |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1B1 144A | Long | ABS-mortgage backed security | US | $77K | – | 0.05 |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M2 144A | Long | ABS-mortgage backed security | US | $62K | – | 0.04 |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1B1 144A | Long | ABS-mortgage backed security | US | $179K | – | 0.12 |
| CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2B1 144A | Long | ABS-mortgage backed security | US | $75K | – | 0.05 |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1B1 144A | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R02 1M2 144A | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R05 1M2 144A | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1B1 144A | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| CONNECTICUT AVENUE SECURITIES CAS 2023 R08 1B1 144A | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1B1 144A | Long | ABS-mortgage backed security | US | $61K | – | 0.04 |
| CONNECTICUT AVENUE SECURITIES CAS 2024 R04 1M2 144A | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| COREBRIDGE FINANCIAL INC SR UNSECURED 04/32 3.9 | Long | Debt | US | $27K | – | 0.02 |
| COREBRIDGE GLOBAL FUNDING SECURED 144A 06/26 5.35 | Long | Debt | US | $40K | – | 0.03 |
| COREVEST AMERICAN FINANCE 2020 CAFL 2020 4 B 144A | Long | ABS-other | US | $93K | – | 0.06 |
| COUGAR JV SUBSIDIARY LLC SR UNSECURED 144A 05/32 8 | Long | Debt | US | $63K | – | 0.04 |
| COUNTRY GARDEN HOLDINGS CO LTD SR SECURED REGS 10/30 3.875 (Country Garden Holdings Company Limited) | Long | Debt | CN | $24K | – | 0.02 |
| CP ATLAS BUYER INC SR UNSECURED 144A 12/28 7 (CP Atlas Buyer Inc.) | Long | Debt | US | $115K | – | 0.07 |
| CRACKER BARREL OLD COUNTRY STO SR UNSECURED 06/26 0.625 (Cracker Barrel Old Country Store Inc.) | Long | Debt | US | $336K | – | 0.22 |
| CRELAN SA REGS 01/32 VAR | Long | Debt | BE | $112K | – | 0.07 |
| CSC HOLDINGS LLC COMPANY GUAR 144A 12/30 4.125 | Long | Debt | US | $129K | – | 0.08 |
| CSMC 2021-NQM6 CSMC 2021 NQM6 A2 144A | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| CSN RESOURCES SA COMPANY GUAR REGS 12/30 8.875 (CSN Resources S.A.) | Long | Debt | BR | $199K | – | 0.13 |
| CVS HEALTH CORP SR UNSECURED 07/45 5.125 (CVS Health Corporation) | Long | Debt | US | $9K | – | 0.01 |
| CYTOKINETICS INC SR UNSECURED 07/27 3.5 (Cytokinetics Incorporated) | Long | Debt | US | $104K | – | 0.07 |
| CZECH REPUBLIC GOVERNMENT BOND BONDS 11/29 0.05 | Long | Debt | CZ | $89K | – | 0.06 |
| CZECH REPUBLIC GOVERNMENT BOND BONDS REGS 08/28 2.5 | Long | Debt | CZ | $54K | – | 0.03 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 03/31 1.2 | Long | Debt | CZ | $243K | – | 0.16 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/34 4.9 | Long | Debt | CZ | $362K | – | 0.23 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 04/40 1.5 | Long | Debt | CZ | $29K | – | 0.02 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75 | Long | Debt | CZ | $103K | – | 0.07 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 06/32 1.75 | Long | Debt | CZ | $67K | – | 0.04 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 07/37 1.95 | Long | Debt | CZ | $15K | – | 0.01 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 09/30 5 | Long | Debt | CZ | $195K | – | 0.13 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 10/33 2 | Long | Debt | CZ | $55K | – | 0.04 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED 11/32 4.5 | Long | Debt | CZ | $86K | – | 0.06 |
| CZECH REPUBLIC GOVERNMENT BOND SR UNSECURED REGS 05/30 0.95 | Long | Debt | CZ | $271K | – | 0.17 |
| DAYFORCE INC SR UNSECURED 03/26 0.25 (Dayforce Inc.) | Long | Debt | US | $141K | – | 0.09 |
| DELTA 2 LUX SARL 2022 TERM LOAN B (Delta 2 (Lux) S.a rl.) | Long | Loan | LU | $140K | – | 0.09 |
| DIAMOND FOREIGN ASSET CO / DIA SECURED 144A 10/30 8.5 | Long | Debt | KY | $93K | – | 0.06 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/34 5.4 (Diamondback Energy Inc.) | Long | Debt | US | $20K | – | 0.01 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/54 5.75 (Diamondback Energy Inc.) | Long | Debt | US | $10K | – | 0.01 |
| DIAMONDBACK ENERGY INC COMPANY GUAR 04/64 5.9 (Diamondback Energy Inc.) | Long | Debt | US | $10K | – | 0.01 |
| DIASORIN SPA SR UNSECURED REGS 05/28 0.0000 (Diasorin S.P.A.) | Long | Debt | IT | $89K | – | 0.06 |
| DIGITALOCEAN HOLDINGS INC SR UNSECURED 12/26 0.00000 (DigitalOcean Holdings Inc.) | Long | Debt | US | $90K | – | 0.06 |
| DISCOVER FINANCIAL SERVICES JR SUBORDINA 12/99 VAR | Long | Debt | US | $84K | – | 0.05 |
| DISH DBS CORP COMPANY GUAR 06/29 5.125 (DISH DBS Corporation) | Long | Debt | US | $4K | – | 0.00 |
| DISH DBS CORP SR SECURED 144A 12/28 5.75 (DISH DBS Corporation) | Long | Debt | US | $5K | – | 0.00 |
| DOMINION ENERGY INC JR SUBORDINA 02/55 VAR (Dominion Energy Inc.) | Long | Debt | US | $65K | – | 0.04 |
| DOMINION ENERGY INC JR SUBORDINA 06/54 VAR (Dominion Energy Inc.) | Long | Debt | US | $143K | – | 0.09 |
| DOMINION ENERGY INC JR SUBORDINA 12/99 VAR (Dominion Energy Inc.) | Long | Debt | US | $107K | – | 0.07 |
| DOMINO'S PIZZA MASTER ISSUER L DPABS 2019 1A A2 144A (Domino's Pizza Master Issuer LLC) | Long | ABS-other | US | $44K | – | 0.03 |
| DOMINO'S PIZZA MASTER ISSUER L DPABS 2021 1A A2II 144A (Domino's Pizza Master Issuer LLC) | Long | ABS-other | US | $50K | – | 0.03 |
| DRAFTKINGS HOLDINGS INC COMPANY GUAR 03/28 0.00000 (DraftKings Holdings Inc.) | Long | Debt | US | $120K | – | 0.08 |
| DROPBOX INC SR UNSECURED 03/28 0.00000 (Dropbox Inc.) | Long | Debt | US | $118K | – | 0.08 |
| DTE ENERGY CO SR UNSECURED 06/34 5.85 (DTE Energy Company) | Long | Debt | US | $269K | – | 0.17 |
| DUKE ENERGY CORP SR UNSECURED 04/26 4.125 (Duke Energy Corporation) | Long | Debt | US | $484K | – | 0.31 |
| DUKE ENERGY CORP SR UNSECURED 06/54 5.8 (Duke Energy Corporation) | Long | Debt | US | $39K | – | 0.03 |
| DUPONT DE NEMOURS INC SR UNSECURED 11/48 5.419 (DuPont de Nemours Inc.) | Long | Debt | US | $26K | – | 0.02 |
| ECOPETROL SA SR UNSECURED 01/36 8.375 (Ecopetrol S.A.) | Long | Debt | CO | $98K | – | 0.06 |
| EDISON INTERNATIONAL JR SUBORDINA 12/99 VAR | Long | Debt | US | $158K | – | 0.10 |
| EMERA INC JR SUBORDINA 06/76 VAR (Emera Incorporated) | Long | Debt | CA | $154K | – | 0.10 |
| EMERA US FINANCE LP COMPANY GUAR 06/26 3.55 | Long | Debt | US | $19K | – | 0.01 |
| EMERA US FINANCE LP COMPANY GUAR 06/46 4.75 | Long | Debt | US | $37K | – | 0.02 |
| EMRLD BORROWER LP TERM LOAN B | Long | Loan | US | $74K | – | 0.05 |
| ENBRIDGE INC COMPANY GUAR 03/33 5.7 (Enbridge Inc.) | Long | Debt | CA | $25K | – | 0.02 |
| ENBRIDGE INC COMPANY GUAR 04/54 5.95 (Enbridge Inc.) | Long | Debt | CA | $10K | – | 0.01 |
| ENBRIDGE INC SUBORDINATED 01/84 VAR (Enbridge Inc.) | Long | Debt | CA | $41K | – | 0.03 |
| ENBRIDGE INC SUBORDINATED 07/80 VAR (Enbridge Inc.) | Long | Debt | CA | $145K | – | 0.09 |
| ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR | Long | Debt | US | $85K | – | 0.05 |
| ENERGY TRANSFER LP SR UNSECURED 05/54 5.95 | Long | Debt | US | $24K | – | 0.02 |
| ENERGY TRANSFER LP SR UNSECURED 09/34 5.6 | Long | Debt | US | $15K | – | 0.01 |
| ENPHASE ENERGY INC SR UNSECURED 03/28 0.00000 (Enphase Energy Inc.) | Long | Debt | US | $21K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP SR UNSECURED 144A 01/31 4.75 | Long | Debt | US | $47K | – | 0.03 |
| EQUINIX EUROPE 2 FINANCING COR COMPANY GUAR 06/34 5.5 (Equinix Europe 2 Financing Corporation LLC) | Long | Debt | US | $30K | – | 0.02 |
| EQUITABLE FINANCIAL LIFE GLOBA SECURED 144A 03/28 1.8 (Equitable Financial Life Global Funding) | Long | Debt | US | $44K | – | 0.03 |
| ERAC USA FINANCE LLC COMPANY GUAR 144A 10/34 5.2 | Long | Debt | US | $20K | – | 0.01 |
| ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375 | Long | Debt | US | $9K | – | 0.01 |
| ESC GCB144A UNIFIN FIN 01/28 FIXED 8.375 | Long | Debt | US | $0 | – | – |
| ETSY INC SR UNSECURED 06/28 0.25 (Etsy Inc.) | Long | Debt | US | $130K | – | 0.08 |
| ETSY INC SR UNSECURED 09/27 0.125 (Etsy Inc.) | Long | Debt | US | $305K | – | 0.20 |
| EURO BUXL 30Y BND 0924 | Derivative-interest rate | DE | $-41K | – | -0.03 | |
| EURO-BOBL FUTURE 0924 | Derivative-interest rate | DE | $384.632 | – | 0.00 | |
| EURO-BTP FUTURE 0924 | Derivative-interest rate | DE | $22K | – | 0.01 | |
| EURO-BUND FUTURE 0924 | Derivative-interest rate | DE | $-49K | – | -0.03 | |
| EURO-OAT FUTURE 0924 | Derivative-interest rate | DE | $-814.833 | – | -0.00 | |
| EURO-SCHATZ FUT 0924 | Derivative-interest rate | DE | $2K | – | 0.00 | |
| EURONET WORLDWIDE INC SR UNSECURED 03/49 0.75 (Euronet Worldwide Inc.) | Long | Debt | US | $41K | – | 0.03 |
| EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 03/31 6.75 (European Bank for Reconstruction and Development) | Long | Debt | GB | $71K | – | 0.05 |
| EUROPEAN BANK FOR RECONSTRUCTI SR UNSECURED 05/36 0.00000 (European Bank for Reconstruction and Development) | Long | Debt | GB | $29K | – | 0.02 |
| EUSHI FINANCE INC COMPANY GUAR 144A 12/54 VAR (EUSHI Finance Inc.) | Long | Debt | US | $80K | – | 0.05 |
| EVERGY INC SR UNSECURED 144A 12/27 4.5 (Evergy Inc.) | Long | Debt | US | $297K | – | 0.19 |
| EXACT SCIENCES CORP SR UNSECURED 03/27 0.375 (Exact Sciences Corporation) | Long | Debt | US | $100K | – | 0.06 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 1A D | Long | ABS-other | US | $40K | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES EART 2023 4A C | Long | ABS-other | US | $50K | – | 0.03 |
| EXETER AUTOMOBILE RECEIVABLES EART 2024 3A D (Exeter Automobile Receivables Trust 2024-3) | Long | ABS-other | US | $45K | – | 0.03 |
| FANNIE MAE CONNECTICUT AVENUE CAS 2018 C05 1B1 | Long | ABS-mortgage backed security | US | $253K | – | 0.16 |
| FANNIE MAE INTEREST STRIP FNS 410 C8 | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FANNIE MAE INTEREST STRIP FNS 437 C8 | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA | Long | ABS-mortgage backed security | US | $855K | – | 0.55 |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA | Short | ABS-mortgage backed security | US | $-462K | – | -0.30 |
| FANNIE MAE OR FREDDIE MAC MBS 15YR TBA | Short | ABS-mortgage backed security | US | $-903K | – | -0.58 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $9M | – | 6.02 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $7M | – | 4.28 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $2M | – | 1.12 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $800K | – | 0.52 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $797K | – | 0.51 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $766K | – | 0.49 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $382K | – | 0.25 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $253K | – | 0.16 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Long | ABS-mortgage backed security | US | $139K | – | 0.09 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-151K | – | -0.10 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-393K | – | -0.25 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-733K | – | -0.47 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-797K | – | -0.51 |
| FANNIE MAE OR FREDDIE MAC MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-3M | – | -1.67 |
| FANNIE MAE POOL FN 03/54 FIXED 5.5 | Long | ABS-mortgage backed security | US | $409K | – | 0.26 |
| FANNIE MAE POOL FN 11/53 FIXED 6 | Long | ABS-mortgage backed security | US | $251K | – | 0.16 |
| FANNIE MAE POOL FN 11/53 FIXED 6.5 | Long | ABS-mortgage backed security | US | $182K | – | 0.12 |
| FANNIE MAE REMICS FNR 2016 88 SK | Long | ABS-mortgage backed security | US | $35K | – | 0.02 |
| FANNIE MAE REMICS FNR 2019 25 SA | Long | ABS-mortgage backed security | US | $155K | – | 0.10 |
| FANNIE MAE REMICS FNR 2019 50 S | Long | ABS-mortgage backed security | US | $91K | – | 0.06 |
| FANNIE MAE REMICS FNR 2019 68 SC | Long | ABS-mortgage backed security | US | $31K | – | 0.02 |
| FANNIE MAE REMICS FNR 2021 67 IG | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FIRSTCASH INC COMPANY GUAR 144A 01/30 5.625 (FirstCash Inc.) | Long | Debt | US | $15K | – | 0.01 |
| FIRSTCASH INC COMPANY GUAR 144A 09/28 4.625 (FirstCash Inc.) | Long | Debt | US | $16K | – | 0.01 |
| FIRSTENERGY CORP SR UNSECURED 05/26 4 (FirstEnergy Corp.) | Long | Debt | US | $465K | – | 0.30 |
| FIRSTENERGY CORP SR UNSECURED 07/27 4.15 (FirstEnergy Corp.) | Long | Debt | US | $14K | – | 0.01 |
| FIRSTENERGY CORP SR UNSECURED 07/47 5.1 (FirstEnergy Corp.) | Long | Debt | US | $22K | – | 0.01 |
| FLAGSHIP CREDIT AUTO TRUST 202 FCAT 2021 3 D 144A | Long | ABS-other | US | $103K | – | 0.07 |
| FLATIRON CLO 20 LTD FLAT 2020 1A BR 144A | Long | ABS-collateralized bond/debt obligation | KY | $150K | – | 0.10 |
| FLATIRON CLO 20 LTD FLAT 2020 1A CR 144A | Long | ABS-collateralized bond/debt obligation | KY | $152K | – | 0.10 |
| FLUOR CORP SR UNSECURED 144A 08/29 1.125 (Fluor Corporation) | Long | Debt | US | $21K | – | 0.01 |
| FMC CORP SR UNSECURED 10/29 3.45 (FMC Corporation) | Long | Debt | US | $34K | – | 0.02 |
| FORTRESS INTERMEDIATE 3 INC SR SECURED 144A 06/31 7.5 (Fortress Intermediate 3 Inc.) | Long | Debt | US | $61K | – | 0.04 |
| FREDDIE MAC STACR STACR 2023 DNA1 M2 (Freddie Mac STACR REMIC Trust 2023-DNA1) | Long | ABS-mortgage backed security | US | $40K | – | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K103 X1 | Long | ABS-mortgage backed security | US | $29K | – | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K106 X3 | Long | ABS-mortgage backed security | US | $42K | – | 0.03 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K122 X1 | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K129 X3 | Long | ABS-mortgage backed security | US | $28K | – | 0.02 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K517 A2 | Long | ABS-mortgage backed security | US | $306K | – | 0.20 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K737 X1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K740 X3 | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS K742 X3 | Long | ABS-mortgage backed security | US | $9K | – | 0.01 |
| FREDDIE MAC MULTIFAMILY STRUCT FHMS Q014 X | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FREDDIE MAC POOL FR 01/54 FIXED 5.5 | Long | ABS-mortgage backed security | US | $312K | – | 0.20 |
| FREDDIE MAC POOL FR 03/54 FIXED 5.5 | Long | ABS-mortgage backed security | US | $959K | – | 0.62 |
| FREDDIE MAC POOL FR 10/53 FIXED 5.5 | Long | ABS-mortgage backed security | US | $679K | – | 0.44 |
| FREDDIE MAC POOL FR 11/53 FIXED 6.5 | Long | ABS-mortgage backed security | US | $107K | – | 0.07 |
| FREDDIE MAC REMICS FHR 4446 BI | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| FREDDIE MAC REMICS FHR 4898 SA | Long | ABS-mortgage backed security | US | $39K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4954 SL | Long | ABS-mortgage backed security | US | $128K | – | 0.08 |
| FREDDIE MAC REMICS FHR 4999 KS | Long | ABS-mortgage backed security | US | $26K | – | 0.02 |
| FREDDIE MAC REMICS FHR 4999 PS | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| FREDDIE MAC STACR REMIC TRUST STACR 2020 DNA6 B1 144A (Freddie Mac STACR REMIC Trust 2020-DNA6) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 DNA6 M2 144A (Freddie Mac STACR REMIC Trust 2021-DNA6) | Long | ABS-mortgage backed security | US | $189K | – | 0.12 |
| FREDDIE MAC STACR REMIC TRUST STACR 2021 HQA3 M2 144A (Freddie Mac STACR REMIC Trust 2021-HQA3) | Long | ABS-mortgage backed security | US | $192K | – | 0.12 |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA1 B1 144A (Freddie Mac STACR REMIC Trust 2022-DNA1) | Long | ABS-mortgage backed security | US | $181K | – | 0.12 |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA5 M2 144A (Freddie Mac Stacr Remic Trust 2022-Dna5) | Long | ABS-mortgage backed security | US | $85K | – | 0.05 |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A (Freddie Mac STACR REMIC Trust 2022-HQA1) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M2 144A (Freddie Mac STACR REMIC Trust 2022-HQA1) | Long | ABS-mortgage backed security | US | $606K | – | 0.39 |
| FREDDIE MAC STACR REMIC TRUST STACR 2023 DNA2 B1 144A (Freddie Mac STACR REMIC Trust 2023-DNA2) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| FREDDIE MAC STACR REMIC TRUST STACR 2023 HQA2 M1B 144A (Freddie Mac STACR REMIC Trust 2023-HQA2) | Long | ABS-mortgage backed security | US | $58K | – | 0.04 |
| FREDDIE MAC STACR REMIC TRUST STACR 2024 DNA1 M2 144A (Freddie Mac STACR REMIC Trust 2024-DNA1) | Long | ABS-mortgage backed security | US | $101K | – | 0.07 |
| FREDDIE MAC STRIPS FHS 324 C18 | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/28 12 (Freedom Mortgage Corporation) | Long | Debt | US | $21K | – | 0.01 |
| FREEDOM MORTGAGE CORP SR UNSECURED 144A 10/30 12.25 (Freedom Mortgage Corporation) | Long | Debt | US | $75K | – | 0.05 |
| FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 02/29 9.25 | Long | Debt | US | $30K | – | 0.02 |
| FREEDOM MORTGAGE HOLDINGS LLC SR UNSECURED 144A 05/31 9.125 | Long | Debt | US | $63K | – | 0.04 |
| FRONTIER COMMUNICATIONS HOLDIN SECURED 144A 05/29 6.75 (Frontier Communications Holdings LLC) | Long | Debt | US | $154K | – | 0.10 |
| FS RIALTO 2021-FL3 FSRIA 2021 FL3 A 144A | Long | ABS-collateralized bond/debt obligation | KY | $94K | – | 0.06 |
| GENERAL MOTORS FINANCIAL CO IN JR SUBORDINA 12/99 VAR (General Motors Financial Company Inc.) | Long | Debt | US | $85K | – | 0.06 |
| GENERALI SUBORDINATED REGS 07/31 2.429 (Generali Italia SPA) | Long | Debt | IT | $564K | – | 0.36 |
| GEORGIA POWER CO SR UNSECURED 03/42 4.3 (Georgia Power Company) | Long | Debt | US | $25K | – | 0.02 |
| GEORGIA POWER CO SR UNSECURED 05/52 5.125 (Georgia Power Company) | Long | Debt | US | $14K | – | 0.01 |
| GHANA GOVERNMENT INTERNATIONAL BANK GUARANT REGS 10/30 10.75 | Long | Debt | GH | $169K | – | 0.11 |
| GINNIE MAE II POOL MBS 30YR TBA | Long | ABS-mortgage backed security | US | $2M | – | 1.35 |
| GINNIE MAE II POOL MBS 30YR TBA | Long | ABS-mortgage backed security | US | $947K | – | 0.61 |
| GINNIE MAE II POOL MBS 30YR TBA | Long | ABS-mortgage backed security | US | $401K | – | 0.26 |
| GINNIE MAE II POOL MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-401K | – | -0.26 |
| GINNIE MAE II POOL MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-401K | – | -0.26 |
| GINNIE MAE II POOL MBS 30YR TBA | Short | ABS-mortgage backed security | US | $-1M | – | -0.96 |
| GLENCORE FUNDING LLC COMPANY GUAR 144A 04/54 5.893 | Long | Debt | US | $14K | – | 0.01 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/51 VAR (Global Atlantic (Fin) Company) | Long | Debt | US | $176K | – | 0.11 |
| GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 10/54 VAR (Global Atlantic (Fin) Company) | Long | Debt | US | $43K | – | 0.03 |
| GLS AUTO RECEIVABLES ISSUER TR GCAR 2023 1A C 144A | Long | ABS-other | US | $32K | – | 0.02 |
| GLS AUTO RECEIVABLES ISSUER TR GCAR 2023 3A D 144A | Long | ABS-other | US | $30K | – | 0.02 |
| GOEASY LTD COMPANY GUAR 144A 12/28 9.25 (goeasy Ltd.) | Long | Debt | CA | $42K | – | 0.03 |
| GOEASY LTD SR UNSECURED 144A 07/29 7.625 (goeasy Ltd.) | Long | Debt | CA | $31K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE JR SUBORDINA 12/99 VAR (The Goldman Sachs Group Inc.) | Long | Debt | US | $87K | – | 0.06 |
| GOLDMAN SACHS GROUP INC/THE SR UNSECURED 08/28 VAR (The Goldman Sachs Group Inc.) | Long | Debt | US | $31K | – | 0.02 |
| GOLDMAN SACHS GROUP INC/THE SR UNSECURED 10/27 VAR (The Goldman Sachs Group Inc.) | Long | Debt | US | $28K | – | 0.02 |
| GOLUB CAPITAL PARTNERS CLO 60B GCBSL 2022 60A DR 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.16 |
| GOLUB CAPITAL PARTNERS STATIC GOST 2024 1A C 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.16 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2015 62 CI (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2017 130 IO (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| GOVERNMENT NATIONAL MORTGAGE A GNR 2018 168 AI (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| GRAND PARKWAY TRANSPORTATION C GPTTRN 10/52 FIXED 3.236 (Grand Parkway Transportation Corporation) | Long | Debt | US | $139K | – | 0.09 |
| GRAY TELEVISION INC COMPANY GUAR 144A 11/31 5.375 (Gray Television Inc.) | Long | Debt | US | $54K | – | 0.03 |
| GREAT LAKES DREDGE and DOCK CORP COMPANY GUAR 144A 06/29 5.25 (Great Lakes Dredge and Dock Corporation) | Long | Debt | US | $357K | – | 0.23 |
| GREAT OUTDOORS GROUP LLC 2021 TERM LOAN B1 | Long | Loan | US | $97K | – | 0.06 |
| GREENBRIER COS INC/THE SR UNSECURED 04/28 2.875 (The Greenbrier Companies Inc.) | Long | Debt | US | $123K | – | 0.08 |
| GREYSTONE CRE NOTES 2021-FL3 L GSTNE 2021 FL3 B 144A | Long | ABS-collateralized bond/debt obligation | KY | $98K | – | 0.06 |
| GS MORTGAGE SECURITIES CORP II GSMS 2024 70P A 144A (GS Mortgage Securities Corporation II) | Long | ABS-mortgage backed security | US | $98K | – | 0.06 |
| GS MORTGAGE SECURITIES TRUST 2 GSMS 2017 GS6 C | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| HANESBRANDS INC COMPANY GUAR 144A 02/31 9 (Hanesbrands Inc.) | Long | Debt | US | $89K | – | 0.06 |
| HANESBRANDS INC. 2023 TERM LOAN B | Long | Loan | US | $99K | – | 0.06 |
| HANNON ARMSTRONG SUSTAINABLE I SR UNSECURED 144A 07/34 6.375 (Hannon Armstrong Sustainable Infrastructure Capital Inc.) | Long | Debt | US | $85K | – | 0.05 |
| HAYFIN US XII LTD HAYFN 2020 12A D 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.16 |
| HCA INC COMPANY GUAR 03/52 4.625 (HCA Inc.) | Long | Debt | US | $12K | – | 0.01 |
| HCA INC COMPANY GUAR 07/51 3.5 (HCA Inc.) | Long | Debt | US | $7K | – | 0.00 |
| HCA INC COMPANY GUAR 09/30 3.5 (HCA Inc.) | Long | Debt | US | $18K | – | 0.01 |
| HEALTH CATALYST INC SR UNSECURED 04/25 2.5 (Health Catalyst Inc.) | Long | Debt | US | $5K | – | 0.00 |
| HELLENIC BANK PCL SUBORDINATED REGS 06/33 VAR (Hellenic Bank Public Company Limited) | Long | Debt | CY | $123K | – | 0.08 |
| HELLENIC REPUBLIC GOVERNMENT B BONDS 10/42 VAR | Long | Debt | GR | $1M | – | 0.76 |
| HERC HOLDINGS INC COMPANY GUAR 144A 06/29 6.625 (Herc Holdings Inc.) | Long | Debt | US | $30K | – | 0.02 |
| HERTZ CORP/THE COMPANY GUAR 144A 12/29 5 (The Hertz Corporation) | Long | Debt | US | $126K | – | 0.08 |
| HERTZ VEHICLE FINANCING III LP HERTZ 2021 2A B 144A | Long | ABS-other | US | $91K | – | 0.06 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A B 144A | Long | ABS-other | US | $91K | – | 0.06 |
| HERTZ VEHICLE FINANCING LLC HERTZ 2022 2A C 144A | Long | ABS-other | US | $90K | – | 0.06 |
| HESS CORP SR UNSECURED 03/33 7.125 (Hess Corporation) | Long | Debt | US | $11K | – | 0.01 |
| HESS CORP SR UNSECURED 04/47 5.8 (Hess Corporation) | Long | Debt | US | $66K | – | 0.04 |
| HIGHTOWER HOLDING LLC COMPANY GUAR 144A 04/29 6.75 | Long | Debt | US | $94K | – | 0.06 |
| HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05 (Highwoods Realty Limited Partnership) | Long | Debt | US | $13K | – | 0.01 |
| HOME DEPOT INC/THE SR UNSECURED 09/52 4.95 (The Home Depot Inc.) | Long | Debt | US | $18K | – | 0.01 |
| HOME PARTNERS OF AMERICA 2022- HPA 2022 1 D 144A | Long | ABS-other | US | $140K | – | 0.09 |
| HORIZON AIRCRAFT FINANCE II LT HORZN 2019 1 A 144A | Long | ABS-other | KY | $136K | – | 0.09 |
| HOWDEN UK REFINANCE PLC / HOWD SR UNSECURED 144A 02/32 8.125 | Long | Debt | GB | $199K | – | 0.13 |
| HUB INTERNATIONAL LIMITED 2024 TERM LOAN B | Long | Loan | US | $104K | – | 0.07 |
| HUB INTERNATIONAL LTD SR UNSECURED 144A 01/32 7.375 (HUB International Limited) | Long | Debt | US | $31K | – | 0.02 |
| HUB INTERNATIONAL LTD SR UNSECURED 144A 12/29 5.625 (HUB International Limited) | Long | Debt | US | $31K | – | 0.02 |
| HUDSON PACIFIC PROPERTIES LP COMPANY GUAR 01/30 3.25 (Hudson Pacific Properties L.P.) | Long | Debt | US | $66K | – | 0.04 |
| HUNGARY GOVERNMENT BOND BONDS 03/28 4.5 | Long | Debt | HU | $48K | – | 0.03 |
| HUNGARY GOVERNMENT BOND BONDS 04/33 2.25 | Long | Debt | HU | $257K | – | 0.17 |
| HUNGARY GOVERNMENT BOND BONDS 06/34 2.25 | Long | Debt | HU | $13K | – | 0.01 |
| HUNGARY GOVERNMENT BOND BONDS 10/28 6.75 | Long | Debt | HU | $103K | – | 0.07 |
| HUNGARY GOVERNMENT BOND BONDS 10/31 3.25 | Long | Debt | HU | $148K | – | 0.10 |
| HUNGARY GOVERNMENT BOND BONDS 10/35 7 | Long | Debt | HU | $166K | – | 0.11 |
| HUNGARY GOVERNMENT BOND BONDS 10/38 3 | Long | Debt | HU | $111K | – | 0.07 |
| HUNGARY GOVERNMENT BOND BONDS 11/25 1 | Long | Debt | HU | $28K | – | 0.02 |
| HUNGARY GOVERNMENT BOND BONDS 11/32 4.75 | Long | Debt | HU | $76K | – | 0.05 |
| HUNGARY GOVERNMENT INTERNATION SR UNSECURED REGS 04/32 1.625 (Hungary Government International Bond) | Long | Debt | HU | $458K | – | 0.30 |
| HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/28 VAR (Huntington Bancshares Incorporated) | Long | Debt | US | $24K | – | 0.02 |
| HUNTINGTON BANCSHARES INC/OH SR UNSECURED 08/29 VAR (Huntington Bancshares Incorporated) | Long | Debt | US | $20K | – | 0.01 |
| ICELAND RIKISBREF BONDS 01/31 6.5 | Long | Debt | IS | $321K | – | 0.21 |
| ICELAND RIKISBREF BONDS 11/28 5 | Long | Debt | IS | $3M | – | 1.82 |
| IMMUNOCORE HOLDINGS PLC SR UNSECURED 144A 02/30 2.5 | Long | Debt | GB | $261K | – | 0.17 |
| INDONESIA TREASURY BOND BONDS 02/31 6.5 | Long | Debt | ID | $44K | – | 0.03 |
| INDONESIA TREASURY BOND BONDS 02/33 7 | Long | Debt | ID | $127K | – | 0.08 |
| INDONESIA TREASURY BOND BONDS 02/34 6.625 | Long | Debt | ID | $91K | – | 0.06 |
| INDONESIA TREASURY BOND BONDS 03/34 8.375 | Long | Debt | ID | $7K | – | 0.00 |
| INDONESIA TREASURY BOND BONDS 04/29 6.875 | Long | Debt | ID | $56K | – | 0.04 |
| INDONESIA TREASURY BOND BONDS 04/32 6.375 | Long | Debt | ID | $135K | – | 0.09 |
| INDONESIA TREASURY BOND BONDS 05/27 7 | Long | Debt | ID | $84K | – | 0.05 |
| INDONESIA TREASURY BOND BONDS 05/33 6.625 | Long | Debt | ID | $55K | – | 0.04 |
| INDONESIA TREASURY BOND BONDS 05/38 7.5 | Long | Debt | ID | $156K | – | 0.10 |
| INDONESIA TREASURY BOND BONDS 06/42 7.125 | Long | Debt | ID | $16K | – | 0.01 |
| INDONESIA TREASURY BOND BONDS 06/43 7.125 | Long | Debt | ID | $56K | – | 0.04 |
| INDONESIA TREASURY BOND BONDS 08/28 6.375 | Long | Debt | ID | $273K | – | 0.18 |
| INDONESIA TREASURY BOND BONDS 08/32 7.5 | Long | Debt | ID | $241K | – | 0.16 |
| INF P 1.64 USD-CPI 20200215-20500215 | Derivative-interest rate | US | $126K | – | 0.08 | |
| INF P 1.83 USD-CPI 20200215-20500215 | Derivative-interest rate | US | $364K | – | 0.23 | |
| INF P 2.58 USD-CPI 20210215-20510215 | Derivative-interest rate | US | $46K | – | 0.03 | |
| INF P 3.15 USD-CPI 20220415-20270415 | Derivative-interest rate | US | $78K | – | 0.05 | |
| INF P 3.24 USD-CPI 20220415-20270415 | Derivative-interest rate | US | $27K | – | 0.02 | |
| INF P 3.24 USD-CPI 20220415-20270415 | Derivative-interest rate | US | $27K | – | 0.02 | |
| INF P 3.26 USD-CPI 20220415-20270415 | Derivative-interest rate | US | $4K | – | 0.00 | |
| INFLATION LINKED KOREA TREASUR BONDS 06/28 1.75 | Long | Debt | KR | $1M | – | 0.81 |
| INFLATION LINKED KOREA TREASUR BONDS 06/30 1.125 | Long | Debt | KR | $613K | – | 0.40 |
| INTEL CORP SR UNSECURED 08/51 3.05 (Intel Corporation) | Long | Debt | US | $32K | – | 0.02 |
| INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 10/30 7.35 (Inter-American Development Bank) | Long | Debt | US | $73K | – | 0.05 |
| INTERCONTINENTAL EXCHANGE INC SR UNSECURED 09/32 1.85 (Intercontinental Exchange Inc.) | Long | Debt | US | $19K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC SR UNSECURED 144A 09/28 3.625 (Intercontinental Exchange Inc.) | Long | Debt | US | $462K | – | 0.30 |
| INTESA SANPAOLO SPA 144A 11/53 7.8 (Intesa Sanpaolo S.p.A) | Long | Debt | IT | $220K | – | 0.14 |
| IRB HOLDING CORP 2024 TERM LOAN B (IRB Holding Corp.) | Long | Loan | US | $195K | – | 0.13 |
| IRON MOUNTAIN INC COMPANY GUAR 144A 02/29 7 (Iron Mountain Incorporated) | Long | Debt | US | $112K | – | 0.07 |
| IRS AUD R 4.19 20230920-20280920 | Derivative-interest rate | AU | $-20K | – | -0.01 | |
| IRS AUD R 4.31 20240918-20290918 | Derivative-interest rate | AU | $-11K | – | -0.01 | |
| IRS CLP P 5.0475 20240923-20340923 | Derivative-interest rate | CL | $26K | – | 0.02 | |
| IRS CNY P 2.01 20240918-20290918 | Derivative-interest rate | CN | $-5K | – | -0.00 | |
| IRS CNY P 2.3615 20230920-20280920 | Derivative-interest rate | CN | $-30K | – | -0.02 | |
| IRS CNY P 2.4 20230920-20280920 | Derivative-interest rate | CN | $-32K | – | -0.02 | |
| IRS CNY P 2.445 20230920-20280920 | Derivative-interest rate | CN | $-72K | – | -0.05 | |
| IRS CNY R 2.4665 20230920-20280920 (IRS CNY P 2.4665 20230920-20280920) | Derivative-interest rate | CN | $-47K | – | -0.03 | |
| IRS CNY R 2.4678 20230920-20280920 (IRS CNY P 2.4678 20230920-20280920) | Derivative-interest rate | CN | $-29K | – | -0.02 | |
| IRS CZK R 3.97 20240918-20340918 | Derivative-interest rate | CZ | $7K | – | 0.00 | |
| IRS ILS R 4.26 20240918-20340918 | Derivative-interest rate | IL | $-2K | – | -0.00 | |
| IRS KRW P 3.46 20240320-20340320 | Derivative-interest rate | KR | $-23K | – | -0.01 | |
| IRS KRW P 3.4925 20240320-20340320 (IRS KRW R 3.4925 20240320-20340320) | Derivative-interest rate | US | $-25K | – | -0.02 | |
| IRS MXN R 6.94 20210915-20310903 | Derivative-interest rate | MX | $-125K | – | -0.08 | |
| IRS MXN R 7.84 20220316-20270310 | Derivative-interest rate | MX | $-147K | – | -0.09 | |
| IRS MXN R 8.84 20230621-20280614 | Derivative-interest rate | MX | $-59K | – | -0.04 | |
| IRS MXN R 8.85 20231220-20331207 | Derivative-interest rate | MX | $-33K | – | -0.02 | |
| IRS MXN R 9.05 20230621-20280614 | Derivative-interest rate | MX | $-63K | – | -0.04 | |
| IRS NOK R 3.74 20240619-20260619 | Derivative-interest rate | NO | $-112K | – | -0.07 | |
| IRS NOK R 3.81 20240619-20260619 | Derivative-interest rate | NO | $-51K | – | -0.03 | |
| IRS SEK P 2.47 20240918-20540918 | Derivative-interest rate | SE | $-14K | – | -0.01 | |
| IRS SEK P 2.63 20240918-20340918 | Derivative-interest rate | SE | $-6K | – | -0.00 | |
| IRS ZAR P 9.21 20240918-20340918 | Derivative-interest rate | ZA | $458.66 | – | 0.00 | |
| ISRAEL GOVERNMENT BOND - FIXED BONDS 11/52 2.8 | Long | Debt | IL | $930K | – | 0.60 |
| ISRAEL GOVERNMENT INTERNATIONA SR UNSECURED 03/54 5.75 (State of Israel) | Long | Debt | IL | $180K | – | 0.12 |
| IVORY COAST GOVERNMENT INTERNA SR UNSECURED REGS 01/37 8.25 | Long | Debt | CI | $193K | – | 0.12 |
| JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 144A 11/53 7.25 | Long | Debt | LU | $16K | – | 0.01 |
| JETBLUE AIRWAYS CORP SR UNSECURED 04/26 0.5 (JetBlue Airways Corporation) | Long | Debt | US | $61K | – | 0.04 |
| JH COLLATERAL | Long | Short-term investment vehicle | US | $959K | 96K | 0.62 |
| JOHN BEAN TECHNOLOGIES CORP SR UNSECURED 05/26 0.25 (John Bean Technologies Corporation) | Long | Debt | US | $105K | – | 0.07 |
| JPMORGAN CHASE + CO SR UNSECURED 01/35 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $25K | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $34K | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 04/31 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $26K | – | 0.02 |
| JPMORGAN CHASE + CO SR UNSECURED 10/29 VAR (JPMorgan Chase and Co.) | Long | Debt | US | $62K | – | 0.04 |
| JYSKE REALKREDIT A/S COVERED 10/50 1 (Jyske Realkredit Kgs.) | Long | Debt | DK | $0.12 | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1 (Jyske Realkredit Kgs.) | Long | Debt | DK | $0.16 | – | 0.00 |
| JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5 (Jyske Realkredit Kgs.) | Long | Debt | DK | $0.11 | – | 0.00 |
| KYNDRYL HOLDINGS INC SR UNSECURED 10/31 3.15 (Kyndryl Holdings Inc.) | Long | Debt | US | $54K | – | 0.04 |
| KYNDRYL HOLDINGS INC SR UNSECURED 10/41 4.1 (Kyndryl Holdings Inc.) | Long | Debt | US | $45K | – | 0.03 |
| L3HARRIS TECHNOLOGIES INC SR UNSECURED 06/31 5.25 (L3Harris Technologies Inc.) | Long | Debt | US | $45K | – | 0.03 |
| LADDER CAPITAL FINANCE HOLDING SR UNSECURED 144A 07/31 7 | Long | Debt | US | $35K | – | 0.02 |
| LBM ACQUISITION LLC COMPANY GUAR 144A 01/29 6.25 | Long | Debt | US | $38K | – | 0.02 |
| LBM ACQUISITION LLCV TERM LOAN B | Long | Loan | US | $100K | – | 0.06 |
| LFS TOPCO LLC COMPANY GUAR 144A 10/26 5.875 | Long | Debt | US | $61K | – | 0.04 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 02/61 4.3 (Liberty Mutual Group Inc.) | Long | Debt | US | $171K | – | 0.11 |
| LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 12/51 VAR (Liberty Mutual Group Inc.) | Long | Debt | US | $86K | – | 0.06 |
| LINCOLN NATIONAL CORP SUBORDINATED 05/66 VAR (Lincoln National Corporation) | Long | Debt | US | $107K | – | 0.07 |
| LIVERPOOL VICTORIA FRIENDLY SO SUBORDINATED REGS 05/43 VAR (Liverpool Victoria Friendly Society Limited) | Long | Debt | GB | $128K | – | 0.08 |
| LKQ CORP COMPANY GUAR 06/33 6.25 (LKQ Corporation) | Long | Debt | US | $31K | – | 0.02 |
| LONG GILT FUTURE 0924 | Derivative-interest rate | GB | $-835.418 | – | -0.00 | |
| LOWE'S COS INC SR UNSECURED 04/46 3.7 (Lowe`s Companies Inc.) | Long | Debt | US | $11K | – | 0.01 |
| LUMENTUM HOLDINGS INC SR UNSECURED 06/28 0.5 (Lumentum Holdings Inc.) | Long | Debt | US | $71K | – | 0.05 |
| LXP INDUSTRIAL TRUST SR UNSECURED 11/28 6.75 | Long | Debt | US | $16K | – | 0.01 |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 01/42 5.125 | Long | Debt | US | $24K | – | 0.02 |
| MACY'S RETAIL HOLDINGS LLC COMPANY GUAR 144A 03/32 6.125 | Long | Debt | US | $24K | – | 0.02 |
| MAJORDRIVE HOLDINGS IV LLC SR UNSECURED 144A 06/29 6.375 | Long | Debt | US | $26K | – | 0.02 |
| MALAYSIA GOVERNMENT BOND BONDS 03/25 3.882 | Long | Debt | MY | $14K | – | 0.01 |
| MALAYSIA GOVERNMENT BOND BONDS 04/31 2.632 | Long | Debt | MY | $234K | – | 0.15 |
| MALAYSIA GOVERNMENT BOND BONDS 05/27 3.502 | Long | Debt | MY | $65K | – | 0.04 |
| MALAYSIA GOVERNMENT BOND BONDS 05/35 4.254 | Long | Debt | MY | $52K | – | 0.03 |
| MALAYSIA GOVERNMENT BOND BONDS 05/40 3.757 | Long | Debt | MY | $55K | – | 0.04 |
| MALAYSIA GOVERNMENT BOND BONDS 06/38 4.893 | Long | Debt | MY | $104K | – | 0.07 |
| MALAYSIA GOVERNMENT BOND BONDS 07/26 3.906 | Long | Debt | MY | $266K | – | 0.17 |
| MALAYSIA GOVERNMENT BOND BONDS 07/32 3.582 | Long | Debt | MY | $302K | – | 0.19 |
| MALAYSIA GOVERNMENT BOND BONDS 08/29 3.885 | Long | Debt | MY | $204K | – | 0.13 |
| MALAYSIA GOVERNMENT BOND BONDS 10/42 4.696 | Long | Debt | MY | $102K | – | 0.07 |
| MALAYSIA GOVERNMENT BOND BONDS 11/33 4.642 | Long | Debt | MY | $137K | – | 0.09 |
| MandT BANK CORP SR UNSECURED 03/32 VAR (MandT Bank Corporation) | Long | Debt | US | $20K | – | 0.01 |
| MandT BANK CORP SR UNSECURED 08/28 VAR (MandT Bank Corporation) | Long | Debt | US | $38K | – | 0.02 |
| MandT BANK CORP SR UNSECURED 10/29 VAR (MandT Bank Corporation) | Long | Debt | US | $26K | – | 0.02 |
| MAPS 2021-1 TRUST MAPSL 2021 1A A 144A | Long | ABS-other | US | $80K | – | 0.05 |
| MEDLINE BORROWER LP 2024 TERM LOAN B | Long | Loan | US | $92K | – | 0.06 |
| MEDLINE BORROWER LP SR UNSECURED 144A 10/29 5.25 | Long | Debt | US | $143K | – | 0.09 |
| MERCK and CO INC COMPANY GUAR 12/33 6.5 (Merck and Co. Inc.) | Long | Debt | US | $22K | – | 0.01 |
| MERCK and CO INC SR UNSECURED 06/40 2.35 (Merck and Co. Inc.) | Long | Debt | US | $14K | – | 0.01 |
| MERITAGE HOMES CORP COMPANY GUAR 144A 05/28 1.75 (Meritage Homes Corporation) | Long | Debt | US | $45K | – | 0.03 |
| META PLATFORMS INC SR UNSECURED 05/53 5.6 (Meta Platforms Inc.) | Long | Debt | US | $26K | – | 0.02 |
| METROPOLITAN TRANSPORTATION AU MTATRN 11/39 FIXED 6.668 (Metropolitan Transportation Authority) | Long | Debt | US | $38K | – | 0.02 |
| MEXICAN BONOS BONDS 03/27 5.5 | Long | Debt | MX | $131K | – | 0.08 |
| MEXICAN BONOS BONDS 03/29 8.5 | Long | Debt | MX | $279K | – | 0.18 |
| MEXICAN BONOS BONDS 05/33 7.5 | Long | Debt | MX | $957K | – | 0.62 |
| MEXICAN BONOS BONDS 07/53 8 | Long | Debt | MX | $83K | – | 0.05 |
| MEXICAN BONOS BONDS 11/36 10 | Long | Debt | MX | $57K | – | 0.04 |
| MEXICAN BONOS BONDS 11/47 8 | Long | Debt | MX | $46K | – | 0.03 |
| MEXICAN BONOS SR UNSECURED 05/29 8.5 | Long | Debt | MX | $72K | – | 0.05 |
| MEXICAN BONOS SR UNSECURED 05/35 8 | Long | Debt | MX | $62K | – | 0.04 |
| MEXICAN BONOS SR UNSECURED 11/38 8.5 | Long | Debt | MX | $47K | – | 0.03 |
| MEXICAN BONOS SR UNSECURED 11/42 7.75 | Long | Debt | MX | $214K | – | 0.14 |
| MEXICAN UDIBONOS BONDS 11/31 2.75 | Long | Debt | MX | $1M | – | 0.67 |
| MEXICO CETES BILLS 02/26 0.00000 | Long | Debt | MX | $269K | – | 0.17 |
| MEXICO CETES BILLS 10/25 0.00000 | Long | Debt | MX | $303K | – | 0.20 |
| MEXICO CETES BILLS 12/25 0.00000 | Long | Debt | MX | $46K | – | 0.03 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/14 5.625 (Mexico Government International Bond) | Long | Debt | MX | $93K | – | 0.06 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 03/44 4.75 (Mexico Government International Bond) | Long | Debt | MX | $88K | – | 0.06 |
| MEXICO GOVERNMENT INTERNATIONA SR UNSECURED 05/54 6.4 (Mexico Government International Bond) | Long | Debt | MX | $190K | – | 0.12 |
| MFA 2023-INV1 TRUST MFRA 2023 NQM1 A1 144A | Long | ABS-mortgage backed security | US | $83K | – | 0.05 |
| MH SUB I LLC 2023 TERM LOAN | Long | Loan | US | $97K | – | 0.06 |
| MICHAELS COMPANIES INC. 2021 TERM LOAN B (The Michaels Companies Inc.) | Long | Loan | US | $113K | – | 0.07 |
| MICRON TECHNOLOGY INC SR UNSECURED 01/31 5.3 (Micron Technology Inc.) | Long | Debt | US | $45K | – | 0.03 |
| MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185 (Micron Technology Inc.) | Long | Debt | US | $29K | – | 0.02 |
| MICRON TECHNOLOGY INC SR UNSECURED 09/33 5.875 (Micron Technology Inc.) | Long | Debt | US | $10K | – | 0.01 |
| MONONGAHELA POWER CO 1ST MORTGAGE 144A 02/34 5.85 (Monongahela Power Company) | Long | Debt | US | $20K | – | 0.01 |
| MORGAN STANLEY PREFERRED STOCK 4.25 | Long | Equity-preferred | US | $41K | 2K | 0.03 |
| MORGAN STANLEY SR UNSECURED 04/31 VAR | Long | Debt | US | $39K | – | 0.02 |
| MP MATERIALS CORP SR UNSECURED 144A 04/26 0.25 (MP Materials Corp.) | Long | Debt | US | $231K | – | 0.15 |
| MSCI INC COMPANY GUAR 144A 09/30 3.625 (MSCI Inc.) | Long | Debt | US | $63K | – | 0.04 |
| MSD NETHERLANDS CAPITAL BV COMPANY GUAR 05/54 3.75 (MSD Netherlands Capital B.V.) | Long | Debt | NL | $161K | – | 0.10 |
| NATIONSTAR MORTGAGE HOLDINGS I COMPANY GUAR 144A 12/30 5.125 (Nationstar Mortgage Holdings Inc.) | Long | Debt | US | $61K | – | 0.04 |
| NCL CORP LTD COMPANY GUAR 02/27 2.5 (NCL Corporation Ltd.) | Long | Debt | US | $122K | – | 0.08 |
| NEP GROUP INC 2023 TERM LOAN B (NEP Group Inc.) | Long | Loan | US | $86K | – | 0.06 |
| NEW ECONOMY ASSETS PHASE 1 SPO USRE 2021 1 A1 144A | Long | ABS-other | US | $107K | – | 0.07 |
| NEW YORK CITY TRANSITIONAL FIN NYCGEN 02/29 FIXED 4.75 | Long | Debt | US | $45K | – | 0.03 |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/31 1.5 | Long | Debt | NZ | $344K | – | 0.22 |
| NEW ZEALAND GOVERNMENT BOND UNSECURED 05/51 2.75 | Long | Debt | NZ | $1M | – | 0.78 |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/30 3 | Long | Debt | NZ | $1M | – | 0.69 |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/35 2.5 | Long | Debt | NZ | $2M | – | 1.16 |
| NEW ZEALAND GOVERNMENT INFLATI BONDS REGS 09/40 2.5 | Long | Debt | NZ | $2M | – | 1.55 |
| NEXTERA ENERGY OPERATING PARTN SR UNSECURED 144A 01/29 7.25 (NextEra Energy Operating Partners LP) | Long | Debt | US | $46K | – | 0.03 |
| NIKE INC SR UNSECURED 03/50 3.375 (NIKE Inc.) | Long | Debt | US | $7K | – | 0.00 |
| NIO INC SR UNSECURED 02/27 0.5 (NIO Inc.) | Long | Debt | CN | $371K | – | 0.24 |
| NNN REIT INC SR UNSECURED 06/34 5.5 (NNN REIT Inc.) | Long | Debt | US | $10K | – | 0.01 |
| NOKIA OYJ SR UNSECURED 05/39 6.625 | Long | Debt | FI | $453K | – | 0.29 |
| NOMURA HOLDINGS INC SR UNSECURED 07/34 5.783 (Nomura Holdings Inc.) | Long | Debt | JP | $199K | – | 0.13 |
| NORDEA KREDIT REALKREDITAKTIES COVERED 10/50 1 (Nordea Kredit Realkreditaktieselskab) | Long | Debt | DK | $0.11 | – | 0.00 |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 01/25 2.75 | Long | Debt | MK | $158K | – | 0.10 |
| NORTH MACEDONIA GOVERNMENT INT SR UNSECURED REGS 03/28 1.625 | Long | Debt | MK | $437K | – | 0.28 |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 04/34 3 | Long | Debt | NO | $2M | – | 1.23 |
| NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1 | Long | Debt | NO | $2M | – | 1.43 |
| OBX 2022-NQM5 TRUST OBX 2022 NQM5 A1 144A | Long | ABS-mortgage backed security | US | $98K | – | 0.06 |
| OCCIDENTAL PETROLEUM CORP SR UNSECURED 07/44 4.5 (Occidental Petroleum Corporation) | Long | Debt | US | $23K | – | 0.01 |
| ONEOK INC COMPANY GUAR 09/53 6.625 (ONEOK Inc.) | Long | Debt | US | $16K | – | 0.01 |
| ONTARIO GAMING GTA LP/OTG CO-I SR SECURED 144A 08/30 8 | Long | Debt | CA | $62K | – | 0.04 |
| OPEN TEXT HOLDINGS INC COMPANY GUAR 144A 12/31 4.125 (Open Text Holdings Inc.) | Long | Debt | US | $121K | – | 0.08 |
| ORACLE CORP SR UNSECURED 02/53 5.55 (Oracle Corporation) | Long | Debt | US | $65K | – | 0.04 |
| ORACLE CORP SR UNSECURED 04/50 3.6 (Oracle Corporation) | Long | Debt | US | $41K | – | 0.03 |
| ORACLE CORP SR UNSECURED 11/32 6.25 (Oracle Corporation) | Long | Debt | US | $16K | – | 0.01 |
| ORYX MIDSTREAM SRVCS PERMIAN 2024 TERM LOAN B (Oryx Midstream Services Permian Basin LLC) | Long | Loan | US | $97K | – | 0.06 |
| OWENS-BROCKWAY GLASS CONTAINER SR UNSECURED 144A 06/32 7.375 (Owens-Brockway Glass Container Inc.) | Long | Debt | US | $75K | – | 0.05 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/30 4.55 | Long | Debt | US | $24K | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 07/50 4.95 | Long | Debt | US | $52K | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO 1ST MORTGAGE 08/24 3.4 | Long | Debt | US | $25K | – | 0.02 |
| PAR TECHNOLOGY CORP SR UNSECURED 10/27 1.5 (PAR Technology Corporation) | Long | Debt | US | $23K | – | 0.01 |
| PEACH PROPERTY FINANCE GMBH SR UNSECURED REGS 11/25 4.375 | Long | Debt | DE | $92K | – | 0.06 |
| PEBBLEBROOK HOTEL TRUST SR UNSECURED 12/26 1.75 | Long | Debt | US | $57K | – | 0.04 |
| PEGASYSTEMS INC SR UNSECURED 03/25 0.75 (Pegasystems Inc.) | Long | Debt | US | $40K | – | 0.03 |
| PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 09/31 5.75 (PennyMac Financial Services Inc.) | Long | Debt | US | $26K | – | 0.02 |
| PENNYMAC FINANCIAL SERVICES IN COMPANY GUAR 144A 11/30 7.125 (PennyMac Financial Services Inc.) | Long | Debt | US | $25K | – | 0.02 |
| PERU GOVERNMENT BOND BONDS 08/31 6.95 | Long | Debt | PE | $320K | – | 0.21 |
| PERU GOVERNMENT BOND BONDS 08/37 6.9 | Long | Debt | PE | $30K | – | 0.02 |
| PERU GOVERNMENT BOND SR UNSECURED 08/32 6.15 | Long | Debt | PE | $88K | – | 0.06 |
| PERU GOVERNMENT BOND SR UNSECURED 08/34 5.4 | Long | Debt | PE | $131K | – | 0.08 |
| PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/33 7 | Long | Debt | PE | $87K | – | 0.06 |
| PERU GOVERNMENT BOND SR UNSECURED 144A REGS 08/39 7 | Long | Debt | PE | $220K | – | 0.14 |
| PFIZER INVESTMENT ENTERPRISES COMPANY GUAR 05/53 5.3 (Pfizer Investment Enterprises Pte. Ltd.) | Long | Debt | SG | $29K | – | 0.02 |
| PGandE CORP SR SECURED 144A 12/27 4.25 (PGandE Corporation) | Long | Debt | US | $438K | – | 0.28 |
| PHILIP MORRIS INTERNATIONAL IN SR UNSECURED 02/34 5.25 (Philip Morris International Inc.) | Long | Debt | US | $25K | – | 0.02 |
| PIEDMONT OPERATING PARTNERSHIP COMPANY GUAR 07/29 6.875 (Piedmont Operating Partnership LP) | Long | Debt | US | $30K | – | 0.02 |
| PIRAEUS FINANCIAL HOLDINGS SA SUBORDINATED REGS 02/30 VAR (Piraeus Financial Holdings S.A.) | Long | Debt | GR | $106K | – | 0.07 |
| POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5 (Post Holdings Inc.) | Long | Debt | US | $75K | – | 0.05 |
| PPL CAPITAL FUNDING INC COMPANY GUAR 03/28 2.875 (PPL Capital Funding Inc.) | Long | Debt | US | $450K | – | 0.29 |
| PRETIUM MORTGAGE CREDIT PARTNE PRET 2021 RN1 A2 144A | Long | ABS-mortgage backed security | US | $171K | – | 0.11 |
| PROGRESS RESIDENTIAL 2021-SFR2 PROG 2021 SFR2 D 144A | Long | ABS-other | US | $94K | – | 0.06 |
| PROGRESS RESIDENTIAL 2022-SFR1 PROG 2022 SFR1 E1 144A | Long | ABS-other | US | $134K | – | 0.09 |
| PROGRESS RESIDENTIAL 2022-SFR4 PROG 2022 SFR4 C 144A | Long | ABS-other | US | $96K | – | 0.06 |
| PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 B 144A | Long | ABS-other | US | $99K | – | 0.06 |
| PROGRESS RESIDENTIAL 2022-SFR7 PROG 2022 SFR7 D 144A | Long | ABS-other | US | $97K | – | 0.06 |
| PROGRESS RESIDENTIAL 2024-SFR3 PROG 2024 SFR3 E1 144A | Long | ABS-other | US | $89K | – | 0.06 |
| PROVINCE OF ONTARIO CANADA BONDS 12/36 2 | Long | Debt | CA | $2M | – | 1.26 |
| PRPM 2021-5 LLC PRPM 2021 5 A1 144A | Long | ABS-mortgage backed security | US | $92K | – | 0.06 |
| RANGE RESOURCES CORP COMPANY GUAR 01/29 8.25 (Range Resources Corporation) | Long | Debt | US | $16K | – | 0.01 |
| RANGE RESOURCES CORP COMPANY GUAR 144A 02/30 4.75 (Range Resources Corporation) | Long | Debt | US | $14K | – | 0.01 |
| RAPID7 INC SR UNSECURED 03/27 0.25 (Rapid7 Inc.) | Long | Debt | US | $112K | – | 0.07 |
| READY CAPITAL MORTGAGE FINANCI RCMT 2021 FL7 AS 144A (Ready Capital Mortgage Financing 2021-FL7 LLC) | Long | ABS-collateralized bond/debt obligation | US | $54K | – | 0.03 |
| REDFIN CORP SR UNSECURED 04/27 0.5 (Redfin Corporation) | Long | Debt | US | $63K | – | 0.04 |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/28 2.75 | Long | Debt | PL | $94K | – | 0.06 |
| REPUBLIC OF POLAND GOVERNMENT BONDS 04/32 1.75 | Long | Debt | PL | $178K | – | 0.11 |
| REPUBLIC OF POLAND GOVERNMENT BONDS 05/27 3.75 | Long | Debt | PL | $303K | – | 0.20 |
| REPUBLIC OF POLAND GOVERNMENT BONDS 07/28 7.5 | Long | Debt | PL | $410K | – | 0.26 |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/29 2.75 | Long | Debt | PL | $60K | – | 0.04 |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/30 1.25 | Long | Debt | PL | $91K | – | 0.06 |
| REPUBLIC OF POLAND GOVERNMENT BONDS 10/33 6 | Long | Debt | PL | $28K | – | 0.02 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/37 8.5 | Long | Debt | ZA | $558K | – | 0.36 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/40 9 | Long | Debt | ZA | $193K | – | 0.12 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 01/44 8.75 | Long | Debt | ZA | $235K | – | 0.15 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7 | Long | Debt | ZA | $220K | – | 0.14 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/31 7 | Long | Debt | ZA | $62K | – | 0.04 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 02/35 8.875 | Long | Debt | ZA | $436K | – | 0.28 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/32 8.25 | Long | Debt | ZA | $377K | – | 0.24 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/36 6.25 | Long | Debt | ZA | $56K | – | 0.04 |
| REPUBLIC OF SOUTH AFRICA GOVT SR UNSECURED 03/53 11.625 | Long | Debt | ZA | $51K | – | 0.03 |
| REPUBLIC SERVICES INC SR UNSECURED 11/34 5.2 (Republic Services Inc.) | Long | Debt | US | $30K | – | 0.02 |
| REWORLD HOLDING CORP COMPANY GUAR 09/30 5 (Reworld Holding Corporation) | Long | Debt | US | $99K | – | 0.06 |
| REWORLD HOLDING CORP COMPANY GUAR 144A 12/29 4.875 (Reworld Holding Corporation) | Long | Debt | US | $41K | – | 0.03 |
| ROMANIA GOVERNMENT BOND BONDS 02/29 5 | Long | Debt | RO | $173K | – | 0.11 |
| ROMANIA GOVERNMENT BOND BONDS 02/32 6.7 | Long | Debt | RO | $68K | – | 0.04 |
| ROMANIA GOVERNMENT BOND BONDS 04/30 8 | Long | Debt | RO | $232K | – | 0.15 |
| ROMANIA GOVERNMENT BOND BONDS 07/27 5.8 | Long | Debt | RO | $181K | – | 0.12 |
| ROMANIA GOVERNMENT BOND BONDS 07/29 4.85 | Long | Debt | RO | $67K | – | 0.04 |
| ROMANIA GOVERNMENT BOND BONDS 09/32 8.25 | Long | Debt | RO | $79K | – | 0.05 |
| ROMANIA GOVERNMENT BOND BONDS 10/28 8.75 | Long | Debt | RO | $138K | – | 0.09 |
| ROMANIA GOVERNMENT BOND BONDS 10/34 4.75 | Long | Debt | RO | $57K | – | 0.04 |
| ROYALTY PHARMA PLC COMPANY GUAR 09/51 3.35 | Long | Debt | US | $22K | – | 0.01 |
| SCE TRUST VII PREFERRED STOCK 7.5 | Long | Equity-preferred | US | $81K | 3K | 0.05 |
| SCRIPPS ESCROW II INC SR UNSECURED 144A 01/31 5.375 (Scripps Escrow II Inc.) | Long | Debt | US | $42K | – | 0.03 |
| SCRIPPS ESCROW INC COMPANY GUAR 144A 07/27 5.875 (Scripps Escrow Inc.) | Long | Debt | US | $51K | – | 0.03 |
| SEA LTD SR UNSECURED 09/26 0.25 (Sea Limited) | Long | Debt | SG | $146K | – | 0.09 |
| SEDGWICK CLAIMS MGMT SRVCS INC 2023 TERM LOAN B (Sedgwick Claims Management Services Inc.) | Long | Loan | US | $193K | – | 0.12 |
| SEMPRA JR SUBORDINA 04/52 VAR | Long | Debt | US | $105K | – | 0.07 |
| SERBIA INTERNATIONAL BOND SR UNSECURED REGS 03/33 1.65 | Long | Debt | RS | $80K | – | 0.05 |
| SHAKE SHACK INC SR UNSECURED 03/28 0.00000 (Shake Shack Inc.) | Long | Debt | US | $22K | – | 0.01 |
| SHIFT4 PAYMENTS INC SR UNSECURED 08/27 0.5 | Long | Debt | US | $85K | – | 0.05 |
| SHOPIFY INC SR UNSECURED 11/25 0.125 (Shopify Inc.) | Long | Debt | CA | $103K | – | 0.07 |
| SINCLAIR TELEVISION GROUP INC SR SECURED 144A 12/30 4.125 (Sinclair Television Group Inc.) | Long | Debt | US | $60K | – | 0.04 |
| SMART INSIGHT INTERNATIONAL LT SR SECURED REGS 12/23 4.5 (Smart Insight International Limited) | Long | Debt | CN | $20K | – | 0.01 |
| SNAP INC SR UNSECURED 03/28 0.125 (Snap Inc.) | Long | Debt | US | $517K | – | 0.33 |
| SOCIETE GENERALE SA JR SUBORDINA 144A 12/99 VAR | Long | Debt | FR | $207K | – | 0.13 |
| SOCIETE GENERALE SA SUBORDINATED 144A 06/33 VAR | Long | Debt | FR | $414K | – | 0.27 |
| SOLD AUD/BOUGHT USD | Derivative-foreign exchange | AU | $-262.92 | – | -0.00 | |
| SOLD AUD/BOUGHT USD | Derivative-foreign exchange | AU | $-592.35 | – | -0.00 | |
| SOLD AUD/BOUGHT USD | Derivative-foreign exchange | AU | $-16K | – | -0.01 | |
| SOLD BRL/BOUGHT USD | Derivative-foreign exchange | BR | $611K | – | 0.39 | |
| SOLD BRL/BOUGHT USD | Derivative-foreign exchange | BR | $230K | – | 0.15 | |
| SOLD BRL/BOUGHT USD | Derivative-foreign exchange | BR | $58K | – | 0.04 | |
| SOLD BRL/BOUGHT USD | Derivative-foreign exchange | BR | $29K | – | 0.02 | |
| SOLD BRL/BOUGHT USD | Derivative-foreign exchange | BR | $27K | – | 0.02 | |
| SOLD BRL/BOUGHT USD | Derivative-foreign exchange | BR | $3K | – | 0.00 | |
| SOLD BRL/BOUGHT USD | Derivative-foreign exchange | BR | $2K | – | 0.00 | |
| SOLD CAD/BOUGHT USD | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| SOLD CAD/BOUGHT USD | Derivative-foreign exchange | CA | $-460.06 | – | -0.00 | |
| SOLD CHF/BOUGHT USD | Derivative-foreign exchange | CH | $12K | – | 0.01 | |
| SOLD CLP/BOUGHT USD | Derivative-foreign exchange | CL | $26.32 | – | 0.00 | |
| SOLD CNH/BOUGHT USD | Derivative-foreign exchange | CN | $2K | – | 0.00 | |
| SOLD COP/BOUGHT USD | Derivative-foreign exchange | CO | $33K | – | 0.02 | |
| SOLD COP/BOUGHT USD | Derivative-foreign exchange | CO | $341.64 | – | 0.00 | |
| SOLD COP/BOUGHT USD | Derivative-foreign exchange | CO | $-11.41 | – | -0.00 | |
| SOLD COP/BOUGHT USD | Derivative-foreign exchange | CO | $-3K | – | -0.00 | |
| SOLD CZK/BOUGHT USD | Derivative-foreign exchange | CZ | $4K | – | 0.00 | |
| SOLD CZK/BOUGHT USD | Derivative-foreign exchange | CZ | $2K | – | 0.00 | |
| SOLD EUR/BOUGHT USD | Derivative-foreign exchange | DE | $218 | – | 0.00 | |
| SOLD EUR/BOUGHT USD | Derivative-foreign exchange | DE | $206.79 | – | 0.00 | |
| SOLD EUR/BOUGHT USD | Derivative-foreign exchange | DE | $27.62 | – | 0.00 | |
| SOLD EUR/BOUGHT USD | Derivative-foreign exchange | DE | $-13.45 | – | -0.00 | |
| SOLD EUR/BOUGHT USD | Derivative-foreign exchange | DE | $-45.82 | – | -0.00 | |
| SOLD EUR/BOUGHT USD | Derivative-foreign exchange | DE | $-7K | – | -0.00 | |
| SOLD GBP/BOUGHT USD | Derivative-foreign exchange | GB | $138.82 | – | 0.00 | |
| SOLD GBP/BOUGHT USD | Derivative-foreign exchange | GB | $-878.39 | – | -0.00 | |
| SOLD HKD/BOUGHT USD | Derivative-foreign exchange | HK | $87.1 | – | 0.00 | |
| SOLD HUF/BOUGHT USD | Derivative-foreign exchange | HU | $316.07 | – | 0.00 | |
| SOLD HUF/BOUGHT USD | Derivative-foreign exchange | HU | $-387.08 | – | -0.00 | |
| SOLD HUF/BOUGHT USD | Derivative-foreign exchange | HU | $-1K | – | -0.00 | |
| SOLD IDR/BOUGHT USD | Derivative-foreign exchange | ID | $-308.94 | – | -0.00 | |
| SOLD ILS/BOUGHT USD | Derivative-foreign exchange | IL | $6K | – | 0.00 | |
| SOLD INR/BOUGHT USD | Derivative-foreign exchange | IN | $-93.95 | – | -0.00 | |
| SOLD INR/BOUGHT USD | Derivative-foreign exchange | IN | $-175.77 | – | -0.00 | |
| SOLD INR/BOUGHT USD | Derivative-foreign exchange | IN | $-2K | – | -0.00 | |
| SOLD KRW/BOUGHT USD | Derivative-foreign exchange | KR | $-231.74 | – | -0.00 | |
| SOLD KRW/BOUGHT USD | Derivative-foreign exchange | KR | $-10K | – | -0.01 | |
| SOLD KZT/BOUGHT USD | Derivative-foreign exchange | KZ | $763.34 | – | 0.00 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $39K | – | 0.03 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $14K | – | 0.01 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $11K | – | 0.01 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $8K | – | 0.01 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $8K | – | 0.00 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $-64.5 | – | -0.00 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $-746.89 | – | -0.00 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| SOLD MXN/BOUGHT USD | Derivative-foreign exchange | MX | $-8K | – | -0.01 | |
| SOLD NOK/BOUGHT USD | Derivative-foreign exchange | NO | $52K | – | 0.03 | |
| SOLD NZD/BOUGHT USD | Derivative-foreign exchange | NZ | $41K | – | 0.03 | |
| SOLD NZD/BOUGHT USD | Derivative-foreign exchange | NZ | $1K | – | 0.00 | |
| SOLD PEN/BOUGHT USD | Derivative-foreign exchange | PE | $3K | – | 0.00 | |
| SOLD PEN/BOUGHT USD | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| SOLD PEN/BOUGHT USD | Derivative-foreign exchange | PE | $973.45 | – | 0.00 | |
| SOLD PEN/BOUGHT USD | Derivative-foreign exchange | PE | $872.98 | – | 0.00 | |
| SOLD PEN/BOUGHT USD | Derivative-foreign exchange | PE | $317.61 | – | 0.00 | |
| SOLD PHP/BOUGHT USD | Derivative-foreign exchange | PH | $-331.4 | – | -0.00 | |
| SOLD PHP/BOUGHT USD | Derivative-foreign exchange | PH | $-650.36 | – | -0.00 | |
| SOLD PHP/BOUGHT USD | Derivative-foreign exchange | PH | $-8K | – | -0.00 | |
| SOLD PLN/BOUGHT USD | Derivative-foreign exchange | PL | $205.73 | – | 0.00 | |
| SOLD PLN/BOUGHT USD | Derivative-foreign exchange | PL | $-12K | – | -0.01 | |
| SOLD RON/BOUGHT USD | Derivative-foreign exchange | RO | $252.28 | – | 0.00 | |
| SOLD RON/BOUGHT USD | Derivative-foreign exchange | RO | $160.77 | – | 0.00 | |
| SOLD RON/BOUGHT USD | Derivative-foreign exchange | RO | $28.79 | – | 0.00 | |
| SOLD RON/BOUGHT USD | Derivative-foreign exchange | RO | $-94.34 | – | -0.00 | |
| SOLD SEK/BOUGHT USD | Derivative-foreign exchange | SE | $49K | – | 0.03 | |
| SOLD SGD/BOUGHT USD | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| SOLD SGD/BOUGHT USD | Derivative-foreign exchange | SG | $104.32 | – | 0.00 | |
| SOLD THB/BOUGHT USD | Derivative-foreign exchange | TH | $-40.71 | – | -0.00 | |
| SOLD TRY/BOUGHT USD | Derivative-foreign exchange | TR | $-881.54 | – | -0.00 | |
| SOLD UYU/BOUGHT USD | Derivative-foreign exchange | UY | $-254.07 | – | -0.00 | |
| SOLD UYU/BOUGHT USD | Derivative-foreign exchange | UY | $-1K | – | -0.00 | |
| SOLD ZAR/BOUGHT USD | Derivative-foreign exchange | ZA | $7K | – | 0.00 | |
| SOLD ZAR/BOUGHT USD | Derivative-foreign exchange | ZA | $867.63 | – | 0.00 | |
| SOLD ZAR/BOUGHT USD | Derivative-foreign exchange | ZA | $-211.41 | – | -0.00 | |
| SOLD ZAR/BOUGHT USD | Derivative-foreign exchange | ZA | $-4K | – | -0.00 | |
| SOLD ZAR/BOUGHT USD | Derivative-foreign exchange | ZA | $-5K | – | -0.00 | |
| SOLVENTUM CORP COMPANY GUAR 144A 03/31 5.45 (Solventum Corporation) | Long | Debt | US | $30K | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO 1ST MORTGAGE 06/31 5.45 (Southern California Edison Company) | Long | Debt | US | $15K | – | 0.01 |
| SOUTHERN CO/THE JR SUBORDINA 01/51 VAR (The Southern Company) | Long | Debt | US | $83K | – | 0.05 |
| SOUTHERN CO/THE SR UNSECURED 12/25 3.875 (The Southern Company) | Long | Debt | US | $490K | – | 0.32 |
| SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05 (Southwest Gas Corporation) | Long | Debt | US | $9K | – | 0.01 |
| SOUTHWEST GAS CORP SR UNSECURED 06/30 2.2 (Southwest Gas Corporation) | Long | Debt | US | $46K | – | 0.03 |
| SOUTHWEST GAS CORP SR UNSECURED 06/49 4.15 (Southwest Gas Corporation) | Long | Debt | US | $8K | – | 0.00 |
| SPOTIFY USA INC COMPANY GUAR 03/26 0.00000 (Spotify USA Inc.) | Long | Debt | US | $133K | – | 0.09 |
| SSC GOVERNMENT MM GVMXX 20301231 00001.0000000000 (State Street Bank and Trust Company) | Long | Short-term investment vehicle | US | $16M | 16M | 10.48 |
| STAPLES INC SR SECURED 144A 09/29 10.75 (Staples Inc.) | Long | Debt | US | $46K | – | 0.03 |
| STATE OF ILLINOIS ILS 06/33 FIXED 5.1 | Long | Debt | US | $65K | – | 0.04 |
| STEM INC SR UNSECURED 144A 12/28 0.5 (Stem Inc.) | Long | Debt | US | $54K | – | 0.03 |
| STL HOLDING CO LLC SR UNSECURED 144A 02/29 8.75 (STL Holding Company LLC) | Long | Debt | US | $78K | – | 0.05 |
| STRYKER CORP SR UNSECURED 03/46 4.625 (Stryker Corporation) | Long | Debt | US | $18K | – | 0.01 |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2I 144A | Long | ABS-other | US | $71K | – | 0.05 |
| SUBWAY FUNDING LLC SUBWAY 2024 1A A2II 144A | Long | ABS-other | US | $101K | – | 0.07 |
| SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 02/28 2.625 (Sunnova Energy International Inc.) | Long | Debt | US | $18K | – | 0.01 |
| SUNNOVA ENERGY INTERNATIONAL I SR UNSECURED 12/26 0.25 (Sunnova Energy International Inc.) | Long | Debt | US | $187K | – | 0.12 |
| SUNOCO LP COMPANY GUAR 144A 05/29 7 | Long | Debt | US | $36K | – | 0.02 |
| SWEDEN INFLATION LINKED BOND BONDS 144A REGS 06/32 0.125 | Long | Debt | SE | $2M | – | 1.10 |
| SYMPHONY CLO XXII LTD SYMP 2020 22A C 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.16 |
| SYNCHRONY FINANCIAL PREFERRED STOCK VAR | Long | Equity-preferred | US | $93K | 4K | 0.06 |
| T-MOBILE USA INC COMPANY GUAR 02/41 3 (T-Mobile USA Inc.) | Long | Debt | US | $14K | – | 0.01 |
| T-MOBILE USA INC COMPANY GUAR 06/54 6 (T-Mobile USA Inc.) | Long | Debt | US | $16K | – | 0.01 |
| TAKE-TWO INTERACTIVE SOFTWARE SR UNSECURED 06/29 5.4 (Take-Two Interactive Software Inc.) | Long | Debt | US | $50K | – | 0.03 |
| TAKEDA PHARMACEUTICAL CO LTD SR UNSECURED 07/64 5.8 (Takeda Pharmaceutical Company Limited) | Long | Debt | JP | $195K | – | 0.13 |
| TAPESTRY INC SR UNSECURED 11/26 7 (Tapestry Inc.) | Long | Debt | US | $21K | – | 0.01 |
| TAPESTRY INC SR UNSECURED 11/30 7.7 (Tapestry Inc.) | Long | Debt | US | $16K | – | 0.01 |
| TARGA RESOURCES PARTNERS LP / COMPANY GUAR 01/29 6.875 (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $41K | – | 0.03 |
| TATRA BANKA AS REGS 04/30 VAR (Tatra banka a.s.) | Long | Debt | SK | $108K | – | 0.07 |
| TECTA AMERICA CORP 2021 TERM LOAN (Tecta America Corp.) | Long | Loan | US | $126K | – | 0.08 |
| TELADOC HEALTH INC SR UNSECURED 06/27 1.25 (Teladoc Health Inc.) | Long | Debt | US | $80K | – | 0.05 |
| TEREX CORP COMPANY GUAR 144A 05/29 5 (Terex Corporation) | Long | Debt | US | $46K | – | 0.03 |
| TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169 | Long | ABS-other | US | $50K | – | 0.03 |
| THAILAND GOVERNMENT BOND BONDS 06/27 1 | Long | Debt | TH | $165K | – | 0.11 |
| THAILAND GOVERNMENT BOND BONDS 06/42 2 | Long | Debt | TH | $7K | – | 0.00 |
| THAILAND GOVERNMENT BOND BONDS 06/46 2.875 | Long | Debt | TH | $19K | – | 0.01 |
| THAILAND GOVERNMENT BOND BONDS 12/28 2.875 | Long | Debt | TH | $213K | – | 0.14 |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/33 3.35 | Long | Debt | TH | $318K | – | 0.21 |
| THAILAND GOVERNMENT BOND SR UNSECURED 06/43 3.45 | Long | Debt | TH | $139K | – | 0.09 |
| THAILAND GOVERNMENT BOND SR UNSECURED 12/31 2 | Long | Debt | TH | $274K | – | 0.18 |
| THAILAND GOVERNMENT BOND SR UNSECURED 12/35 1.585 | Long | Debt | TH | $244K | – | 0.16 |
| TIMES CHINA HOLDINGS LTD SR SECURED REGS 01/27 5.75 (Times China Holdings Limited) | Long | Debt | CN | $4K | – | 0.00 |
| TOLEDO HOSPITAL/THE SR SECURED 11/38 5.75 (The Toledo Hospital) | Long | Debt | US | $84K | – | 0.05 |
| TOTALENERGIES CAPITAL SA COMPANY GUAR 04/34 5.15 | Long | Debt | FR | $10K | – | 0.01 |
| TOTALENERGIES SE JR SUBORDINA REGS 12/99 VAR | Long | Debt | FR | $416K | – | 0.27 |
| TRANSCANADA TRUST COMPANY GUAR 03/82 VAR | Long | Debt | CA | $176K | – | 0.11 |
| TRANSCANADA TRUST COMPANY GUAR 08/76 VAR | Long | Debt | CA | $40K | – | 0.03 |
| TRANSDIGM INC. 2023 TERM LOAN J | Long | Loan | US | $165K | – | 0.11 |
| TRANSOCEAN INC COMPANY GUAR 04/31 7.5 (Transocean Inc.) | Long | Debt | US | $47K | – | 0.03 |
| TRANSOCEAN INC COMPANY GUAR 144A 05/31 8.5 (Transocean Inc.) | Long | Debt | US | $35K | – | 0.02 |
| TRINSEO MATERIALS OPERATING SC COMPANY GUAR 144A 04/29 5.125 | Long | Debt | LU | $41K | – | 0.03 |
| TRS P IBOXHY R 1D USD 20241220 | Derivative-interest rate | US | $33K | – | 0.02 | |
| TRS P IBOXHY R 1D USD 20241220 | Derivative-interest rate | US | $8K | – | 0.01 | |
| TRS P IBOXHY R 1D USD 20241220 | Derivative-interest rate | US | $-57K | – | -0.04 | |
| TRS P IBOXIG R 1D USD 20240920 | Derivative-interest rate | US | $4K | – | 0.00 | |
| TRS P IBOXIG R 1D USD 20241220 | Derivative-interest rate | US | $17K | – | 0.01 | |
| TRS P IBXXLLTR R 1D USD 20241220 | Derivative-interest rate | US | $1K | – | 0.00 | |
| TRS P IBXXLLTR R 1D USD 20241220 | Derivative-interest rate | US | $-205.21 | – | -0.00 | |
| TRTX 2019-FL3 ISSUER LTD TRTX 2019 FL3 D 144A | Long | ABS-collateralized bond/debt obligation | KY | $96K | – | 0.06 |
| TRUIST INSURANCE HOLDINGS LLC 1ST LIEN TERM LOAN (Truist Insurance Holdings Inc.) | Long | Loan | US | $100K | – | 0.06 |
| TRUST FIBRA UNO SR UNSECURED REGS 01/50 6.39 | Long | Debt | MX | $158K | – | 0.10 |
| TURKIYE GOVERNMENT BOND BONDS 10/33 26.2 | Long | Debt | TR | $186K | – | 0.12 |
| TURKIYE GOVERNMENT BOND BONDS 11/28 31.08 | Long | Debt | TR | $107K | – | 0.07 |
| TYSON FOODS INC SR UNSECURED 03/34 5.7 (Tyson Foods Inc.) | Long | Debt | US | $25K | – | 0.02 |
| TYSON FOODS INC SR UNSECURED 09/48 5.1 (Tyson Foods Inc.) | Long | Debt | US | $13K | – | 0.01 |
| UBER TECHNOLOGIES INC COMPANY GUAR 144A 08/29 4.5 (Uber Technologies Inc.) | Long | Debt | US | $63K | – | 0.04 |
| UBER TECHNOLOGIES INC SR UNSECURED 12/25 0.00000 (Uber Technologies Inc.) | Long | Debt | US | $139K | – | 0.09 |
| UBER TECHNOLOGIES INC SR UNSECURED 144A 12/28 0.875 (Uber Technologies Inc.) | Long | Debt | US | $34K | – | 0.02 |
| UBS GROUP AG JR SUBORDINA 144A 12/99 VAR | Long | Debt | CH | $224K | – | 0.14 |
| UBS GROUP AG SR UNSECURED 144A 08/27 VAR | Long | Debt | CH | $183K | – | 0.12 |
| UFC HOLDINGS LLC 2021 TERM LOAN B | Long | Loan | US | $175K | – | 0.11 |
| UKG INC 2024 TERM LOAN B (UKG Inc.) | Long | Loan | US | $100K | – | 0.06 |
| UNITED GROUP BV SR SECURED 144A 02/31 6.75 (United Group B.V.) | Long | Debt | NL | $110K | – | 0.07 |
| UNITED KINGDOM GILT BONDS REGS 10/61 0.5 (The United Kingdom) | Long | Debt | GB | $668K | – | 0.43 |
| UNITED STATES CELLULAR CORP PREFERRED STOCK 03/70 5.5 (United States Cellular Corporation) | Long | Equity-preferred | US | $38K | 2K | 0.02 |
| UNITED STATES CELLULAR CORP PREFERRED STOCK 06/70 5.5 (United States Cellular Corporation) | Long | Equity-preferred | US | $23K | 1K | 0.01 |
| UNITED STATES CELLULAR CORP PREFERRED STOCK 09/69 6.25 (United States Cellular Corporation) | Long | Equity-preferred | US | $23K | 1K | 0.01 |
| UNITED STATES CELLULAR CORP SR UNSECURED 12/33 6.7 (United States Cellular Corporation) | Long | Debt | US | $32K | – | 0.02 |
| UNITED STATES TREASURY INFLATI 01/33 1.125 | Long | Debt | US | $2M | – | 1.61 |
| UNITED STATES TREASURY INFLATI 02/42 0.75 | Long | Debt | US | $2M | – | 1.47 |
| UNITED STATES TREASURY INFLATI 02/54 2.125 | Long | Debt | US | $526K | – | 0.34 |
| UNITED STATES TREASURY INFLATI 07/33 1.375 | Long | Debt | US | $4M | – | 2.87 |
| UNITED STATES TREASURY INFLATI 10/27 1.625 | Long | Debt | US | $3M | – | 2.02 |
| UNITED STATES TREASURY INFLATI 10/28 2.375 | Long | Debt | US | $8M | – | 5.13 |
| UNITED STATES TREASURY NOTE/BO 02/34 4 (United States Treasury Note/Bond) | Long | Debt | US | $66K | – | 0.04 |
| UNITED STATES TREASURY NOTE/BO 02/54 4.25 (United States Treasury Note/Bond) | Long | Debt | US | $952K | – | 0.61 |
| UNITED STATES TREASURY NOTE/BO 04/31 4.625 (United States Treasury Note/Bond) | Long | Debt | US | $96K | – | 0.06 |
| UNITED STATES TREASURY NOTE/BO 05/29 4.5 (United States Treasury Note/Bond) | Long | Debt | US | $156K | – | 0.10 |
| UNITED STATES TREASURY NOTE/BO 11/53 4.75 (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 2.27 |
| UNITEDHEALTH GROUP INC SR UNSECURED 10/47 3.75 (UnitedHealth Group Incorporated) | Long | Debt | US | $13K | – | 0.01 |
| UNITY SOFTWARE INC SR UNSECURED 11/26 0.00000 (Unity Software Inc.) | Long | Debt | US | $149K | – | 0.10 |
| UNIVISION COMMUNICATIONS INC SR SECURED 144A 07/31 8.5 (Univision Communications Inc.) | Long | Debt | US | $131K | – | 0.08 |
| UNUM GROUP SR UNSECURED 06/51 4.125 | Long | Debt | US | $33K | – | 0.02 |
| UNUM GROUP SR UNSECURED 06/54 6 | Long | Debt | US | $10K | – | 0.01 |
| URUGUAY GOVERNMENT INTERNATION SR UNSECURED 07/33 9.75 (Uruguay Government International Bond) | Long | Debt | UY | $138K | – | 0.09 |
| URUGUAY GOVERNMENT INTERNATION SR UNSECURED REGS 03/28 8.5 (Uruguay Government International Bond) | Long | Debt | UY | $63K | – | 0.04 |
| US 10YR NOTE CBT 0924 | Derivative-interest rate | US | $182K | – | 0.12 | |
| US 10YR ULTRA FUT 0924 | Derivative-interest rate | US | $7K | – | 0.00 | |
| US 2YR NOTE CBT 0924 | Derivative-interest rate | US | $105K | – | 0.07 | |
| US 5YR NOTE CBT 0924 | Derivative-interest rate | US | $112K | – | 0.07 | |
| US LONG BONDCBT 0924 | Derivative-interest rate | US | $-5K | – | -0.00 | |
| US ULTRA BOND CBT 0924 | Derivative-interest rate | US | $4K | – | 0.00 | |
| USI INC. 2023 TERM LOAN B | Long | Loan | US | $199K | – | 0.13 |
| VALEO SE SR UNSECURED REGS 08/28 1 | Long | Debt | FR | $469K | – | 0.30 |
| VENTAS REALTY LP COMPANY GUAR 06/26 3.75 (Ventas Realty Limited Partnership) | Long | Debt | US | $22K | – | 0.01 |
| VERALTO CORP COMPANY GUAR 144A 09/33 5.45 | Long | Debt | US | $40K | – | 0.03 |
| VERICREST OPPORTUNITY LOAN TRA VOLT 2021 NP11 A1 144A | Long | ABS-mortgage backed security | US | $108K | – | 0.07 |
| VERIZON COMMUNICATIONS INC SR UNSECURED 03/28 2.1 (Verizon Communications Inc.) | Long | Debt | US | $33K | – | 0.02 |
| VERIZON COMMUNICATIONS INC SR UNSECURED 03/41 3.4 (Verizon Communications Inc.) | Long | Debt | US | $17K | – | 0.01 |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 5 M1 144A | Long | ABS-mortgage backed security | US | $86K | – | 0.06 |
| VERUS SECURITIZATION TRUST 202 VERUS 2020 INV1 A3 144A | Long | ABS-mortgage backed security | US | $98K | – | 0.06 |
| VERUS SECURITIZATION TRUST 202 VERUS 2021 5 A1 144A | Long | ABS-mortgage backed security | US | $52K | – | 0.03 |
| VERUS SECURITIZATION TRUST 202 VERUS 2024 2 A1 144A (Verus Securitization Trust 2024-2) | Long | ABS-mortgage backed security | US | $96K | – | 0.06 |
| VERUS SECURITIZATION TRUST 202 VERUS 2024 5 A1 144A (Verus Securitization Trust 2024-5) | Long | ABS-mortgage backed security | US | $100K | – | 0.06 |
| VIACOMCBS INC SR UNSECURED 09/43 5.85 (Paramount Global) | Long | Debt | US | $12K | – | 0.01 |
| VIKING CRUISES LTD SR UNSECURED 144A 02/29 7 | Long | Debt | US | $60K | – | 0.04 |
| VIKING CRUISES LTD SR UNSECURED 144A 07/31 9.125 | Long | Debt | US | $60K | – | 0.04 |
| VIRGIN MONEY UK PLC JR SUBORDINA REGS 12/99 VAR | Long | Debt | GB | $283K | – | 0.18 |
| VISTAJET MALTA FINANCE PLC / V SR UNSECURED 144A 02/30 6.375 | Long | Debt | MT | $57K | – | 0.04 |
| VITAL ENERGY INC COMPANY GUAR 10/30 9.75 (Vital Energy Inc.) | Long | Debt | US | $66K | – | 0.04 |
| VITAL ENERGY INC COMPANY GUAR 144A 04/32 7.875 (Vital Energy Inc.) | Long | Debt | US | $30K | – | 0.02 |
| VMED O2 UK FINANCING I PLC SR SECURED 144A 04/32 7.75 | Long | Debt | GB | $195K | – | 0.13 |
| VODAFONE GROUP PLC SR UNSECURED 06/64 5.875 (Vodafone Group Public Limited Company) | Long | Debt | GB | $87K | – | 0.06 |
| VOLT XCVI LLC VOLT 2021 NPL5 A1 144A | Long | ABS-mortgage backed security | US | $33K | – | 0.02 |
| VOYA CLO 2013-3 LTD INGIM 2013 3A BRR 144A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.16 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/42 5.05 (WarnerMedia Holdings Inc.) | Long | Debt | US | $30K | – | 0.02 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/52 5.141 (WarnerMedia Holdings Inc.) | Long | Debt | US | $86K | – | 0.06 |
| WARNERMEDIA HOLDINGS INC COMPANY GUAR 03/62 5.391 (WarnerMedia Holdings Inc.) | Long | Debt | US | $82K | – | 0.05 |
| WELLS FARGO and CO JR SUBORDINA 12/99 VAR (Wells Fargo and Company) | Long | Debt | US | $129K | – | 0.08 |
| WELLS FARGO and CO PREFERRED STOCK 7.5 (Wells Fargo and Company) | Long | Equity-preferred | US | $161K | 135 | 0.10 |
| WELLS FARGO and CO SR UNSECURED 04/34 VAR (Wells Fargo and Company) | Long | Debt | US | $54K | – | 0.04 |
| WELLS FARGO and CO SR UNSECURED 04/51 VAR (Wells Fargo and Company) | Long | Debt | US | $9K | – | 0.01 |
| WELLS FARGO and CO SR UNSECURED 04/53 VAR (Wells Fargo and Company) | Long | Debt | US | $13K | – | 0.01 |
| WELLS FARGO and CO SR UNSECURED 07/28 VAR (Wells Fargo and Company) | Long | Debt | US | $20K | – | 0.01 |
| WELLS FARGO and CO SR UNSECURED 07/29 VAR (Wells Fargo and Company) | Long | Debt | US | $15K | – | 0.01 |
| WESTINGHOUSE AIR BRAKE TECHNOL COMPANY GUAR 03/34 5.611 (Westinghouse Air Brake Technologies Corporation) | Long | Debt | US | $30K | – | 0.02 |
| WFRBS COMMERCIAL MORTGAGE TRUS WFRBS 2011 C4 C 144A (WFRBS Commercial Mortgage Trust 2011-C4) | Long | ABS-mortgage backed security | US | $44K | – | 0.03 |
| WILLIS ENGINE STRUCTURED TRUST WESTF 2018 A A 144A (Willis Engine Structured Trust IV) | Long | ABS-other | US | $156K | – | 0.10 |
| WILLIS NORTH AMERICA INC COMPANY GUAR 03/54 5.9 (Willis North America Inc.) | Long | Debt | US | $24K | – | 0.02 |
| WINDSOR HOLDINGS III LLC 2024 USD TERM LOAN B | Long | Loan | US | $115K | – | 0.07 |
| WINDSOR HOLDINGS III LLC SR SECURED 144A 06/30 8.5 | Long | Debt | US | $104K | – | 0.07 |
| WSTN TRUST 2023-MAUI WSTN 2023 MAUI B 144A | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| WW INTERNATIONAL INC SR SECURED 144A 04/29 4.5 (WW International Inc.) | Long | Debt | US | $85K | – | 0.05 |
| WW INTERNATIONAL INC. 2021 TERM LOAN B | Long | Loan | US | $35K | – | 0.02 |
| YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/26 7.375 (Yuzhou Group Holdings Company Limited) | Long | Debt | CN | $11K | – | 0.01 |
| YUZHOU GROUP HOLDINGS CO LTD SR SECURED REGS 01/27 6.35 (Yuzhou Group Holdings Company Limited) | Long | Debt | CN | $12K | – | 0.01 |
Address
John Hancock Variable Insurance Trust
200 Berkeley Street
Boston
Massachusetts
02116
United States of America
Websites
Directors
Hassell H. McClellan
James R. Boyle
William H. Cunningham
Grace K. Fey
Deborah C. Jackson
Gregory A. Russo
Steven R. Pruchansky
Andrew G. Arnott
Frances G. Rathke
Noni L. Ellison
Dean C. Garfield
Paul Lorentz
Transfer Agents
N/A
Pricing Services
Refinitiv
ICE Data Services
Pricing Direct
S&P Global Market Intelligence
Bloomberg LP
State Street Bank and Trust Company
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
N/A
Admins
John Hancock Variable Trust Advisers LLC
Brokers
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Pershing LLC