Goldman Sachs Fund Complex > GOLDMAN SACHS TRUST
Goldman Sachs Bond Fund
$332.33M
Avg Monthly Net Assets
$604.14M
Total Assets
$268.50M
Total Liabilities
$335.64M
Net Assets
Goldman Sachs Bond Fund is a Mutual Fund in GOLDMAN SACHS TRUST
from Goldman Sachs Fund Complex,
based in Illinois,
United States of America.
The fund has eight share classes
and monthly net assets of $332.33M.
On August 20th, 2024 it reported 1,523 holdings, the largest
being Government National Mortgage Association (6.2%), UMBS, TBA (5.7%) and Government National Mortgage Association (4.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A Shares | C000037818 | GSFAX | |
| Class C Shares | C000037819 | GSFCX | |
| Class P Shares | C000202041 | GMVPX | |
| Class R Shares | C000058984 | GSNRX | |
| Class R6 Shares | C000161293 | GSFUX | |
| Institutional Shares | C000037820 | GSNIX | |
| Investor Shares | C000058985 | GSNTX | |
| Service Shares | C000041010 | GSNSX |
Holdings
From latest NPORT-P, filed August 20th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $747K | – | 0.22 |
| 1988 CLO 4 Ltd (1988 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $504K | – | 0.15 |
| 1988 CLO 5 Ltd (1988 CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $675K | – | 0.20 |
| 37 Capital Clo 4 Ltd (37 Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $612K | – | 0.18 |
| 3M Co (3M COMPANY) | Long | Debt | US | $61K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $754K | – | 0.22 |
| AbbVie Inc | Long | Debt | US | $195K | – | 0.06 |
| AccessLex Institute (Access Group Inc) | Long | ABS-other | US | $247K | – | 0.07 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $487K | – | 0.15 |
| AdaptHealth LLC | Long | Debt | US | $521K | – | 0.16 |
| Adient US LLC 2024 Term Loan B2 | Long | Loan | US | $679K | – | 0.20 |
| Adventist Health System/West (ADVENTIST HEALTH SYS/W) | Long | Debt | US | $235K | – | 0.07 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $613K | – | 0.18 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $298K | – | 0.09 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $231K | – | 0.07 |
| African Export-Import Bank/The | Long | Debt | XX | $253K | – | 0.08 |
| African Export-Import Bank/The | Long | Debt | XX | $205K | – | 0.06 |
| AGCO Corp | Long | Debt | US | $209K | – | 0.06 |
| AGL CLO 3 LTD (AGL CLO 3 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.39 |
| Air Lease Corp | Long | Debt | US | $845K | – | 0.25 |
| Air Lease Corp | Long | Debt | US | $680K | – | 0.20 |
| Air Lease Corp | Long | Debt | US | $220K | – | 0.07 |
| Aker BP ASA | Long | Debt | NO | $376K | – | 0.11 |
| Albemarle Corp | Long | Debt | US | $13K | – | 0.00 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $236K | – | 0.07 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $308K | – | 0.09 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $9K | – | 0.00 |
| Allegion US Holding Co Inc | Long | Debt | US | $256K | – | 0.08 |
| Alternative Loan Trust 2006-OC8 (Countrywide Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $897K | – | 0.27 |
| Altria Group Inc | Long | Debt | US | $18K | – | 0.01 |
| Altria Group Inc | Long | Debt | US | $8K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $4K | – | 0.00 |
| Amazon.com Inc | Long | Debt | US | $9K | – | 0.00 |
| Ameren Corp | Long | Debt | US | $113K | – | 0.03 |
| American Electric Power Co Inc | Long | Debt | US | $17K | – | 0.01 |
| American Express Co | Long | Debt | US | $10K | – | 0.00 |
| American Homes 4 Rent LP | Long | Debt | US | $146K | – | 0.04 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $227K | – | 0.07 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $9K | – | 0.00 |
| AMERICAN MUNI PWR-OHIO INC OH REVENUE (American Municipal Power Inc) | Long | Debt | US | $249K | – | 0.07 |
| American Tower Corp | Long | Debt | US | $52K | – | 0.02 |
| American Tower Corp | Long | Debt | US | $16K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $8K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $5K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $5K | – | 0.00 |
| Amgen Inc | Long | Debt | US | $1M | – | 0.38 |
| Amgen Inc | Long | Debt | US | $798K | – | 0.24 |
| AMMC CLO XI Ltd (American Money Management Corporation) | Long | ABS-collateralized bond/debt obligation | KY | $453K | – | 0.14 |
| Amphenol Corp | Long | Debt | US | $4K | – | 0.00 |
| Angel Oak Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $183K | – | 0.05 |
| Anheuser-Busch InBev Finance Inc | Long | Debt | US | $32K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $102K | – | 0.03 |
| Aon Corp | Long | Debt | US | $9K | – | 0.00 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $15K | – | 0.00 |
| Apache Corp | Long | Debt | US | $13K | – | 0.00 |
| Appalachian Power Co | Long | Debt | US | $21K | – | 0.01 |
| Aptiv PLC | Long | Debt | JE | $15K | – | 0.00 |
| ArcelorMittal SA | Long | Debt | LU | $15K | – | 0.00 |
| Ares LXIV CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.57 |
| Arko Corp | Long | Debt | US | $409K | – | 0.12 |
| Ashland Services BV | Long | Debt | NL | $640K | – | 0.19 |
| Ashtead Capital Inc | Long | Debt | US | $299K | – | 0.09 |
| AT&T Inc | Long | Debt | US | $552K | – | 0.16 |
| AT&T Inc | Long | Debt | US | $428K | – | 0.13 |
| AT&T Inc | Long | Debt | US | $344K | – | 0.10 |
| AT&T Inc | Long | Debt | US | $311K | – | 0.09 |
| AT&T Inc | Long | Debt | US | $163K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $93K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $89K | – | 0.03 |
| AT&T Inc | Long | Debt | US | $56K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $29K | – | 0.01 |
| Atkore Inc | Long | Debt | US | $836K | – | 0.25 |
| Autodesk Inc | Long | Debt | US | $9K | – | 0.00 |
| AutoNation Inc | Long | Debt | US | $430K | – | 0.13 |
| AutoNation Inc | Long | Debt | US | $312K | – | 0.09 |
| AutoZone Inc | Long | Debt | US | $5K | – | 0.00 |
| Aviation Capital Group LLC | Long | Debt | US | $353K | – | 0.11 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $661K | – | 0.20 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $170K | – | 0.05 |
| Axalta Coating Systems LLC | Long | Debt | US | $426K | – | 0.13 |
| Balboa Bay Loan Funding 2023-1 Ltd (Balboa Bay Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.46 |
| Banco do Brasil SA/Cayman (BANCO DO BRASIL (CAYMAN)) | Long | Debt | BR | $204K | – | 0.06 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $243K | – | 0.07 |
| Banco Santander SA | Long | Debt | ES | $779K | – | 0.23 |
| Banco Santander SA | Long | Debt | ES | $627K | – | 0.19 |
| Banco Santander SA | Long | Debt | ES | $580K | – | 0.17 |
| Banco Santander SA | Long | Debt | ES | $166K | – | 0.05 |
| BANK 2017-BNK6 | Long | ABS-mortgage backed security | US | $496K | – | 0.15 |
| BANK 2021-BNK35 | Long | ABS-mortgage backed security | US | $780K | – | 0.23 |
| BANK 2022-BNK44 | Long | ABS-mortgage backed security | US | $517K | – | 0.15 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.48 |
| Bank of America Corp | Long | Debt | US | $893K | – | 0.27 |
| Bank of America Corp | Long | Debt | US | $722K | – | 0.22 |
| Bank of America Corp | Long | Debt | US | $545K | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $506K | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $494K | – | 0.15 |
| Bank of America Corp | Long | Debt | US | $466K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $379K | – | 0.11 |
| Bank of America Corp | Long | Debt | US | $275K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $259K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $66K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $65K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $61K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $44K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $42K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $18K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $17K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $7K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $5K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $4K | – | 0.00 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $68K | – | 0.02 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $20K | – | 0.01 |
| BANK5 2023-5YR4 | Long | ABS-mortgage backed security | US | $211K | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $891K | – | 0.27 |
| Barclays PLC | Long | Debt | GB | $804K | – | 0.24 |
| Barings Clo Ltd 2022-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $652K | – | 0.19 |
| BAT Capital Corp | Long | Debt | US | $40K | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $8K | – | 0.00 |
| Baxter International Inc | Long | Debt | US | $164K | – | 0.05 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $335K | – | 0.10 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $307K | – | 0.09 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $206K | – | 0.06 |
| BBCMS Mortgage Trust 2024-5C25 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $479K | – | 0.14 |
| BBCMS Mortgage Trust 2024-C26 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $389K | – | 0.12 |
| Becton Dickinson & Co | Long | Debt | US | $16K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $9K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $5K | – | 0.00 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $722K | – | 0.22 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $27K | – | 0.01 |
| Berry Global Inc | Long | Debt | US | $352K | – | 0.10 |
| Biogen Inc | Long | Debt | US | $16K | – | 0.00 |
| BLP Commercial Mortgage Trust 2024-IND2 | Long | ABS-mortgage backed security | US | $620K | – | 0.18 |
| BMO 2022-C3 MORTGAGE TRUST (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $149K | – | 0.04 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $951K | – | 0.28 |
| BNP Paribas SA | Long | Debt | FR | $677K | – | 0.20 |
| BNP Paribas SA | Long | Debt | FR | $342K | – | 0.10 |
| BNP Paribas SA | Long | Debt | FR | $338K | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.39 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.38 |
| Boeing Co/The | Long | Debt | US | $140K | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $61K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $16K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $12K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $10K | – | 0.00 |
| Boston Properties LP | Long | Debt | US | $36K | – | 0.01 |
| Boston Properties LP | Long | Debt | US | $23K | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $48K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $508K | – | 0.15 |
| BRAVO Residential Funding Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $459K | – | 0.14 |
| Brighthouse Financial Inc | Long | Debt | US | $8K | – | 0.00 |
| Brink's Co/The | Long | Debt | US | $282K | – | 0.08 |
| Brink's Co/The | Long | Debt | US | $126K | – | 0.04 |
| Bristol-Myers Squibb Co | Long | Debt | US | $274K | – | 0.08 |
| Bristol-Myers Squibb Co | Long | Debt | US | $14K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $13K | – | 0.00 |
| British Telecommunications PLC | Long | Debt | GB | $49K | – | 0.01 |
| Brixmor Operating Partnership LP | Long | Debt | US | $5K | – | 0.00 |
| Broadcom Corp / Broadcom Cayman Finance Ltd (BROADCOM CRP / CAYMN FI) | Long | Debt | XX | $24K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $545K | – | 0.16 |
| Broadcom Inc | Long | Debt | US | $521K | – | 0.16 |
| Broadcom Inc | Long | Debt | US | $498K | – | 0.15 |
| Broadcom Inc | Long | Debt | US | $397K | – | 0.12 |
| Broadcom Inc | Long | Debt | US | $278K | – | 0.08 |
| Broadcom Inc | Long | Debt | US | $62K | – | 0.02 |
| Brookfield Finance Inc | Long | Debt | CA | $14K | – | 0.00 |
| Brown & Brown Inc | Long | Debt | US | $17K | – | 0.00 |
| Brunswick Corp/DE | Long | Debt | US | $65K | – | 0.02 |
| BX 2024-BRVE (BX Trust) | Long | ABS-mortgage backed security | US | $848K | – | 0.25 |
| BX 2024-BRVE (BX Trust) | Long | ABS-mortgage backed security | US | $499K | – | 0.15 |
| BX Commercial Mortgage Trust 2024-WPT (BX Trust) | Long | ABS-mortgage backed security | US | $622K | – | 0.19 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $549K | – | 0.16 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $517K | – | 0.15 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| CALIFORNIA ST (State of California) | Long | Debt | US | $250K | – | 0.07 |
| Campbell Soup Co | Long | Debt | US | $378K | – | 0.11 |
| Canadian National Railway Co (CANADIAN NATL RAILWAY) | Long | Debt | CA | $24K | – | 0.01 |
| Canadian Pacific Railway Co | Long | Debt | CA | $26K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $59K | – | 0.02 |
| Capital One Financial Corp | Long | Debt | US | $32K | – | 0.01 |
| Cardinal Health Inc | Long | Debt | US | $246K | – | 0.07 |
| Carlyle US CLO 2024-1 Ltd (Carlyle Global Market Strategies) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.44 |
| Carrier Global Corp | Long | Debt | US | $1M | – | 0.37 |
| Carrier Global Corp | Long | Debt | US | $25K | – | 0.01 |
| CBAM 2017-2 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.60 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $54K | – | 0.02 |
| Celanese US Holdings LLC | Long | Debt | US | $755K | – | 0.22 |
| Celanese US Holdings LLC | Long | Debt | US | $41K | – | 0.01 |
| Celanese US Holdings LLC | Long | Debt | US | $30K | – | 0.01 |
| Centene Corp | Long | Debt | US | $158K | – | 0.05 |
| Centene Corp | Long | Debt | US | $53K | – | 0.02 |
| Charles Schwab Corp/The | Long | Debt | US | $318K | – | 0.09 |
| Charles Schwab Corp/The | Long | Debt | US | $68K | – | 0.02 |
| Charles Schwab Corp/The | Long | Debt | US | $10K | – | 0.00 |
| Charles Schwab Corp/The | Long | Debt | US | $5K | – | 0.00 |
| Chart Industries Inc 2023 Term Loan | Long | Loan | US | $677K | – | 0.20 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $97K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $31K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $14K | – | 0.00 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $215K | – | 0.06 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $99K | – | 0.03 |
| Cheniere Energy Partners LP | Long | Debt | US | $233K | – | 0.07 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $258K | – | 0.08 |
| CIFC Falcon 2020 Ltd (East West Investment Management CLO 2019-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| Cifc Funding 2023-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $514K | – | 0.15 |
| Cifc Funding 2023-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $404K | – | 0.12 |
| Cigna Group/The | Long | Debt | US | $199K | – | 0.06 |
| Cigna Group/The | Long | Debt | US | $159K | – | 0.05 |
| Cigna Group/The | Long | Debt | US | $17K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $5K | – | 0.00 |
| CIM Trust 2019-INV3 | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Cisco Systems Inc | Long | Debt | US | $21K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $769K | – | 0.23 |
| Citigroup Inc | Long | Debt | US | $490K | – | 0.15 |
| Citigroup Inc | Long | Debt | US | $122K | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $65K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $61K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $35K | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $14K | – | 0.00 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $175K | – | 0.05 |
| Citizens Financial Group Inc | Long | Debt | US | $30K | – | 0.01 |
| CK Hutchison International 20 Ltd (CK HUTCHISON INTL 20 LTD) | Long | Debt | KY | $173K | – | 0.05 |
| Cleveland-Cliffs Inc | Long | Debt | US | $431K | – | 0.13 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $230K | – | 0.07 |
| Comcast Corp | Long | Debt | US | $563K | – | 0.17 |
| Comcast Corp | Long | Debt | US | $61K | – | 0.02 |
| Comcast Corp | Long | Debt | US | $7K | – | 0.00 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| CommonSpirit Health | Long | Debt | US | $674K | – | 0.20 |
| CommonSpirit Health | Long | Debt | US | $482K | – | 0.14 |
| Conagra Brands Inc | Long | Debt | US | $57K | – | 0.02 |
| Conagra Brands Inc | Long | Debt | US | $5K | – | 0.00 |
| Constellation Brands Inc | Long | Debt | US | $474K | – | 0.14 |
| Constellation Brands Inc | Long | Debt | US | $267K | – | 0.08 |
| Constellation Energy Generation LLC (CONSTELLATION EN GEN LLC) | Long | Debt | US | $14K | – | 0.00 |
| Contego Clo VII DAC (Contego CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.32 |
| CoStar Group Inc | Long | Debt | US | $529K | – | 0.16 |
| Cougar JV Subsidiary LLC | Long | Debt | US | $171K | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $249K | – | 0.07 |
| Credit Agricole SA/London (CREDIT AGRICOLE LONDON) | Long | Debt | FR | $361K | – | 0.11 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-mortgage backed security | US | $323.06 | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $639K | – | 0.19 |
| Crown Castle Inc | Long | Debt | US | $43K | – | 0.01 |
| Crown City CLO IV | Long | ABS-collateralized bond/debt obligation | KY | $659K | – | 0.20 |
| CSL Finance PLC | Long | Debt | GB | $96K | – | 0.03 |
| CTBARUSBR202410165698 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $138K | – | 0.04 | |
| CTBARUSBR20241024535 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $150K | – | 0.04 | |
| CTBARUSBR2024102455895 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $93K | – | 0.03 | |
| CTBNPEUUS2024080210885 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $1K | – | 0.00 | |
| CTBOAUSCO202410104020 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | US | $263K | – | 0.08 | |
| CTCHAAUUS202411050663 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $46K | – | 0.01 | |
| CTCHAUSCN202410147254 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $18K | – | 0.01 | |
| CTCITUSZA202409041927 GOLDMAN (Citibank NA) | Derivative-foreign exchange | LU | $10K | – | 0.00 | |
| CTCITUSZA202409042086 GOLDMAN (Citibank NA) | Derivative-foreign exchange | LU | $19K | – | 0.01 | |
| CTDEUUSCN202410107239 GOLDMAN (Deutsche Bank AG) | Derivative-foreign exchange | US | $20K | – | 0.01 | |
| CTDEUUSHU20241017379 GOLDMAN (Deutsche Bank AG) | Derivative-foreign exchange | LU | $43K | – | 0.01 | |
| CTDEUUSMX202407111855 GOLDMAN (Deutsche Bank AG) | Derivative-foreign exchange | US | $18K | – | 0.01 | |
| CTDEUUSMX2024101617623 GOLDMAN (Deutsche Bank AG) | Derivative-foreign exchange | LU | $139K | – | 0.04 | |
| CTMSIEUUS202407221101 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $278.86 | – | 0.00 | |
| CTMSIEUUS202410241083 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $20K | – | 0.01 | |
| CTMSIUSCN202410107235 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $21K | – | 0.01 | |
| CTUBSEUUS202407151106 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $56.46 | – | 0.00 | |
| CTUBSUSCO202410104190 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $160K | – | 0.05 | |
| CTUBSUSZA202409041927 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $11K | – | 0.00 | |
| CubeSmart LP | Long | Debt | US | $74K | – | 0.02 |
| Cummins Inc | Long | Debt | US | $18K | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $1M | – | 0.37 |
| CVS Health Corp | Long | Debt | US | $10K | – | 0.00 |
| CWBAREUGB202407040852 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $-2K | – | -0.00 | |
| CWBAREUPL20240701426 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| CWBARUSBR20241024535 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | US | $-150K | – | -0.04 | |
| CWBNPEUUS202410241083 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $-20K | – | -0.01 | |
| CWBOAAUNZ202407091077 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-37K | – | -0.01 | |
| CWBOAEUCH202407010982 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-2.11 | – | -0.00 | |
| CWBOAUSSG2024070913485 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-13K | – | -0.00 | |
| CWBOAUSSG2024071813485 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-14K | – | -0.00 | |
| CWBOAUSSG202407301355 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-9K | – | -0.00 | |
| CWCHAAUNZ202408011095 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| CWCHAAUUS202411050663 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | LU | $-46K | – | -0.01 | |
| CWCITAUNZ202407301093 GOLDMAN (Citibank NA) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| CWCITEUCH202407250959 GOLDMAN (Citibank NA) | Derivative-foreign exchange | LU | $-17K | – | -0.01 | |
| CWCITEUCZ202407092462 GOLDMAN (Citibank NA) | Derivative-foreign exchange | LU | $-19K | – | -0.01 | |
| CWCITEUGB2024071808455 GOLDMAN (Citibank NA) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| CWCITUSZA202409041927 GOLDMAN (Citibank NA) | Derivative-foreign exchange | LU | $-43K | – | -0.01 | |
| CWDEUUSMX2024071119429 GOLDMAN (Deutsche Bank AG) | Derivative-foreign exchange | LU | $-3K | – | -0.00 | |
| CWHSBEUPL20240715434 GOLDMAN (HSBC Bank PLC) | Derivative-foreign exchange | LU | $-3K | – | -0.00 | |
| CWMSIAUNZ202407151077 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $-37K | – | -0.01 | |
| CWMSIEUCH202407220956 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-21K | – | -0.01 | |
| CWMSIEUSE202407041135 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $-7K | – | -0.00 | |
| CWUBSUSCO202410104020 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $-263K | – | -0.08 | |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $346K | – | 0.10 |
| DCP Midstream Operating LP | Long | Debt | US | $389K | – | 0.12 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $271K | – | 0.08 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $75K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $52K | – | 0.02 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $44K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $12K | – | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $427K | – | 0.13 |
| Deutsche Telekom International Finance BV (DEUTSCHE TELEKOM INT FIN) | Long | Debt | NL | $58K | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $154K | – | 0.05 |
| Diameter Capital CLO 4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $605K | – | 0.18 |
| Diamondback Energy Inc | Long | Debt | US | $31K | – | 0.01 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $62K | – | 0.02 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $11K | – | 0.00 |
| Dollar General Corp | Long | Debt | US | $9K | – | 0.00 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $916K | – | 0.27 |
| Dominican Republic International Bond | Long | Debt | DO | $154K | – | 0.05 |
| Dominican Republic International Bond | Long | Debt | DO | $149K | – | 0.04 |
| Dow Chemical Co/The | Long | Debt | US | $37K | – | 0.01 |
| Dryden 68 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.66 |
| Duke Energy Corp | Long | Debt | US | $35K | – | 0.01 |
| Duke Energy Corp | Long | Debt | US | $7K | – | 0.00 |
| EAST BAY CA MUNI UTILITY DIST WTR SYS REVENUE (East Bay Municipal Utility District Water System Revenue) | Long | Debt | US | $938K | – | 0.28 |
| East Ohio Gas Co/The | Long | Debt | US | $144K | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $237K | – | 0.07 |
| Ecopetrol SA | Long | Debt | CO | $95K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $38K | – | 0.01 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $20K | – | 0.01 |
| Edison International | Long | Debt | US | $21K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $26K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $9K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $4K | – | 0.00 |
| Emera US Finance LP | Long | Debt | US | $8K | – | 0.00 |
| Empower CLO 2022-1 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $904K | – | 0.27 |
| Enbridge Energy Partners LP | Long | Debt | US | $11K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $727K | – | 0.22 |
| Energy Transfer LP | Long | Debt | US | $549K | – | 0.16 |
| Energy Transfer LP | Long | Debt | US | $67K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $20K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $5K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $5K | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $22K | – | 0.01 |
| EQT Corp | Long | Debt | US | $538K | – | 0.16 |
| EQT Corp | Long | Debt | US | $139K | – | 0.04 |
| EQT Corp | Long | Debt | US | $53K | – | 0.02 |
| Equinix Inc | Long | Debt | US | $42K | – | 0.01 |
| Equinix Inc | Long | Debt | US | $17K | – | 0.00 |
| EURO-BUXL 30Y BND SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| EURO-OAT FUTURE SEP24 (Eurex Deutschland) | Derivative-interest rate | DE | $2K | – | 0.00 | |
| Exelon Corp | Long | Debt | US | $25K | – | 0.01 |
| Expedia Group Inc | Long | Debt | US | $255K | – | 0.08 |
| Expedia Group Inc | Long | Debt | US | $180K | – | 0.05 |
| Expedia Group Inc | Long | Debt | US | $70K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $578K | – | 0.17 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $356K | – | 0.11 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $345K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $251K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $251K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $228K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $202K | – | 0.06 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $153K | – | 0.05 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $137K | – | 0.04 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $124K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 1.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 1.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.86 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.62 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.60 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.55 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.51 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.32 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $829K | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $710K | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $472K | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $421K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $378K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $375K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $298K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $275K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $134K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $120K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $145K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $19K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| FedEx Corp | Long | Debt | US | $4K | – | 0.00 |
| FedEx Corp | Long | Debt | US | $4K | – | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $368K | – | 0.11 |
| Fifth Third Bancorp | Long | Debt | US | $66K | – | 0.02 |
| First Horizon Corp | Long | Debt | US | $686K | – | 0.20 |
| First-Citizens Bank & Trust Co (FIRST-CITIZENS BANK/TRST) | Long | Debt | US | $594K | – | 0.18 |
| Fiserv Inc | Long | Debt | US | $58K | – | 0.02 |
| Flatiron CLO 20 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.33 |
| Flex Ltd | Long | Debt | SG | $10K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $500K | – | 0.15 |
| Fortune Brands Innovations Inc | Long | Debt | US | $4K | – | 0.00 |
| Fox Corp | Long | Debt | US | $19K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $914K | – | 0.27 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $315K | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $822.24 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $321.38 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2.34 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $553K | – | 0.16 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured Pass Through Certs.) | Long | ABS-mortgage backed security | US | $278K | – | 0.08 |
| Freddie Mac Non Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 1.88 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 1.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.80 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.71 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.66 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.63 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.61 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.54 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.40 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $995K | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $842K | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $804K | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $716K | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $559K | – | 0.17 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $239K | – | 0.07 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $20K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $863K | – | 0.26 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $438K | – | 0.13 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $642K | – | 0.19 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $301K | – | 0.09 |
| Freeport-McMoRan Inc | Long | Debt | US | $14K | – | 0.00 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $163K | – | 0.05 |
| GCAT 2019-NQM3 Trust | Long | ABS-mortgage backed security | US | $436K | – | 0.13 |
| GE Capital International Funding Co Unlimited Co (GE CAPITAL INTL FUNDING) | Long | Debt | IE | $212K | – | 0.06 |
| General Motors Co | Long | Debt | US | $26K | – | 0.01 |
| General Motors Co | Long | Debt | US | $10K | – | 0.00 |
| General Motors Co | Long | Debt | US | $4K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $410K | – | 0.12 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $296K | – | 0.09 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $66K | – | 0.02 |
| Generate CLO 15 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21M | – | 6.23 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $16M | – | 4.83 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12M | – | 3.64 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9M | – | 2.69 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $5M | – | 1.48 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 1.00 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.80 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.72 |
| Ginnie Mae (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $872K | – | 0.26 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-872K | – | -0.26 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-974K | – | -0.29 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-992K | – | -0.30 |
| Ginnie Mae (Government National Mortgage Association) | Short | ABS-mortgage backed security | US | $-2M | – | -0.52 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $68K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $60K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $59K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $398.19 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $168.61 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $3M | – | 0.88 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1M | – | 0.30 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $948K | – | 0.28 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $843K | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $840K | – | 0.25 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $809K | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $799K | – | 0.24 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $664K | – | 0.20 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $628K | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $529K | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $452K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $447K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $446K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $435K | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $392K | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $312K | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $264K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $256K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $256K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $255K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $240K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $234K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $191K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $148K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $111K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $75K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $614.6 | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $421K | – | 0.13 |
| Glencore Funding LLC | Long | Debt | US | $206K | – | 0.06 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $257K | – | 0.08 |
| Global Payments Inc | Long | Debt | US | $14K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $13K | – | 0.00 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $60K | – | 0.02 |
| Goldman Sachs Financial Square Government Fund | Long | Equity-common | US | $4M | 4M | 1.26 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.60 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $207K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $34K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $23K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Greenko Power II Ltd | Long | Debt | MU | $158K | – | 0.05 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $513K | – | 0.15 |
| GS Mortgage Securities Trust 2020-GC45 | Long | ABS-mortgage backed security | US | $529K | – | 0.16 |
| Halliburton Co | Long | Debt | US | $5K | – | 0.00 |
| Halseypoint Clo 5 Ltd (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.39 |
| Halseypoint CLO 7 LTD (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.53 |
| Hasbro Inc | Long | Debt | US | $9K | – | 0.00 |
| Hayfin US XII Ltd (Hayfin Kingsland VIII Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $197K | – | 0.06 |
| HCA Inc | Long | Debt | US | $667K | – | 0.20 |
| HCA Inc | Long | Debt | US | $420K | – | 0.13 |
| HCA Inc | Long | Debt | US | $24K | – | 0.01 |
| HCA Inc | Long | Debt | US | $13K | – | 0.00 |
| HCA Inc | Long | Debt | US | $10K | – | 0.00 |
| Hess Corp | Long | Debt | US | $5K | – | 0.00 |
| Hess Midstream Operations LP | Long | Debt | US | $193K | – | 0.06 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $16K | – | 0.00 |
| Hillenbrand Inc | Long | Debt | US | $311K | – | 0.09 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $111K | – | 0.03 |
| Home Depot Inc/The | Long | Debt | US | $48K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $11K | – | 0.00 |
| Home Equity Asset Trust | Long | ABS-mortgage backed security | US | $231.01 | – | 0.00 |
| Home Equity Loan Trust | Long | ABS-other | US | $388K | – | 0.12 |
| Host Hotels & Resorts LP | Long | Debt | US | $187K | – | 0.06 |
| Host Hotels & Resorts LP | Long | Debt | US | $36K | – | 0.01 |
| Howmet Aerospace Inc | Long | Debt | US | $61K | – | 0.02 |
| Howmet Aerospace Inc | Long | Debt | US | $5K | – | 0.00 |
| Hungary Government International Bonds | Long | Debt | HU | $408K | – | 0.12 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $811K | – | 0.24 |
| Huntsman International LLC | Long | Debt | US | $332K | – | 0.10 |
| Huntsman International LLC | Long | Debt | US | $205K | – | 0.06 |
| Hyatt Hotels Corp | Long | Debt | US | $613K | – | 0.18 |
| Hyatt Hotels Corp | Long | Debt | US | $470K | – | 0.14 |
| Hyundai Auto Lease Securitization Trust 2024-B | Long | ABS-other | US | $1M | – | 0.33 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $671K | – | 0.20 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $489K | – | 0.15 |
| ILLINOIS ST (State of Illinois) | Long | Debt | US | $101K | – | 0.03 |
| ING Groep NV | Long | Debt | NL | $910K | – | 0.27 |
| Ingersoll Rand Inc | Long | Debt | US | $206K | – | 0.06 |
| Ingersoll Rand Inc | Long | Debt | US | $178K | – | 0.05 |
| Ingevity Corp | Long | Debt | US | $327K | – | 0.10 |
| Intel Corp | Long | Debt | US | $157K | – | 0.05 |
| Intel Corp | Long | Debt | US | $56K | – | 0.02 |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $179K | – | 0.05 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $581K | – | 0.17 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $9K | – | 0.00 |
| Invesco CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.12 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $266K | – | 0.08 |
| IRB Holding Corp 2024 Term Loan B | Long | Loan | US | $674K | – | 0.20 |
| Ivory Coast Government International Bond | Long | Debt | CI | $108K | – | 0.03 |
| Ivory Coast Government International Bond | Long | Debt | CI | $108K | – | 0.03 |
| Ivory Coast Government International Bonds | Long | Debt | CI | $176K | – | 0.05 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $761K | – | 0.23 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $462K | – | 0.14 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $534K | – | 0.16 |
| J.P. Morgan Mortgage Trust 2021-LTV2 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $618K | – | 0.18 |
| Jabil Inc | Long | Debt | US | $27K | – | 0.01 |
| JDE Peet's NV | Long | Debt | NL | $339K | – | 0.10 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $36K | – | 0.01 |
| JP Morgan Alternative Loan Trust 2006-A7 (J.P. Morgan Alternative Loan Trust) | Long | ABS-mortgage backed security | US | $103K | – | 0.03 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $283K | – | 0.08 |
| JP Morgan Mortgage Trust Series 2024-3 | Long | ABS-mortgage backed security | US | $889K | – | 0.26 |
| JP Morgan Mortgage Trust Series 2024-5 | Long | ABS-mortgage backed security | US | $473K | – | 0.14 |
| JP Morgan Mortgage Trust Series 2024-VIS1 | Long | ABS-mortgage backed security | US | $667K | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $857K | – | 0.26 |
| JPMorgan Chase & Co | Long | Debt | US | $464K | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $407K | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $175K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $57K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $53K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $50K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $23K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $20K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $18K | – | 0.01 |
| Katayma CLO I Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $608K | – | 0.18 |
| Katayma CLO II Ltd (Katayma CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $603K | – | 0.18 |
| Kellanova | Long | Debt | US | $56K | – | 0.02 |
| Keurig Dr Pepper Inc | Long | Debt | US | $770K | – | 0.23 |
| Keurig Dr Pepper Inc | Long | Debt | US | $563K | – | 0.17 |
| Kilroy Realty LP | Long | Debt | US | $375K | – | 0.11 |
| Kilroy Realty LP | Long | Debt | US | $8K | – | 0.00 |
| Kimberly-Clark Corp | Long | Debt | US | $7K | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $25K | – | 0.01 |
| Kinder Morgan Inc | Long | Debt | US | $564.94 | – | 0.00 |
| Kinetik Holdings LP | Long | Debt | US | $442K | – | 0.13 |
| Kraft Heinz Foods Co | Long | Debt | US | $33K | – | 0.01 |
| Kroger Co/The | Long | Debt | US | $9K | – | 0.00 |
| Laboratory Corp of America Holdings | Long | Debt | US | $65K | – | 0.02 |
| LCM Investments Holdings II LLC | Long | Debt | US | $512K | – | 0.15 |
| LONG GILT FUTURE SEP24 (ICE Futures Europe - Financial Products Division) | Derivative-interest rate | GB | $-494.65 | – | -0.00 | |
| Long: BR216871 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR216871 IRS BRL P F 11.23000 2 CCPNDFPREDISWAP (Chicago Mercantile Exchange) | Derivative-interest rate | GB | $14K | – | 0.00 | |
| Long: BR218471 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218471 IRS USD P F 2.68000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $422K | – | 0.13 | |
| Long: BR218473 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218473 IRS USD P F 2.08000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $838K | – | 0.25 | |
| Long: BR218545 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR218545 IRS EUR P F 1.45150 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $749K | – | 0.22 | |
| Long: BR218992 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR218992 IRS USD P F 3.24000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $534K | – | 0.16 | |
| Long: BR222496 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR222496 IRS USD P F 2.56410 2 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $102K | – | 0.03 | |
| Long: BR222559 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR222559 IRS EUR P F 2.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | GB | $75K | – | 0.02 | |
| Long: BR224168 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR224168 IRS BRL P F 10.28610 2 CCPNDFPREDISWAP (Chicago Mercantile Exchange) | Derivative-interest rate | US | $21K | – | 0.01 | |
| Long: BR224325 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR224325 IRS USD P F 3.78182 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.00 | |
| Long: BR224631 IRS BRL R V 00MBRCDI 1 CCPNDFPREDISWAP / Short: BR224631 IRS BRL P F 11.50000 2 CCPNDFPREDISWAP (Chicago Mercantile Exchange) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Long: BR224706 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR224706 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-123K | – | -0.04 | |
| Long: BR226557 IRS BRL R V 00MBRCDI / Short: BR226557 IRS BRL P F 9.75000 (Chicago Mercantile Exchange) | Derivative-interest rate | BR | $7K | – | 0.00 | |
| Long: BR226558 IRS BRL R V 00MBRCDI CCPNDFPREDISWAP 1 / Short: BR226558 IRS BRL P F 10.25000 CCPNDFPREDISWAP 2 (Chicago Mercantile Exchange) | Derivative-interest rate | BR | $115K | – | 0.03 | |
| Long: BR226575 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR226575 IRS EUR P F 2.53500 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $192K | – | 0.06 | |
| Long: BR226588 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR226588 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $11K | – | 0.00 | |
| Long: BR226712 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR226712 IRS USD P F 3.75000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $102K | – | 0.03 | |
| Long: BR227025 IRS CLP R V 06MCLICP 1 CCPNDFCAMARAPROMEDIO / Short: BR227025 IRS CLP P F 5.00000 2 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| Long: BR227378 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227378 IRS USD P F 3.38017 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Long: BR227379 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227379 IRS USD P F 4.22351 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Long: BR227388 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227388 IRS USD P F 3.99248 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-116K | – | -0.03 | |
| Long: BR227389 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227389 IRS USD P F 4.42678 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-17K | – | -0.00 | |
| Long: BR227488 IRS EUR R V 06MEURIB 1 CCPZERO / Short: BR227488 IRS EUR P F 2.98000 2 CCPZERO (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Long: BR227490 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227490 IRS EUR P F 2.74000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $23K | – | 0.01 | |
| Long: BR227779 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227779 IRS USD P F 3.34351 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.00 | |
| Long: BR227781 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227781 IRS USD P F 4.17243 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $337.76 | – | 0.00 | |
| Long: BR227822 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227822 IRS USD P F 4.30122 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-563K | – | -0.17 | |
| Long: BR227824 IRS INR R V 00MMIBOR 1 CCPNDFOIS / Short: BR227824 IRS INR P F 6.50000 2 CCPNDFOIS (LCH Limited) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| Long: BR227831 IRS INR R V 00MMIBOR 1 CCPNDFOIS / Short: BR227831 IRS INR P F 6.50000 2 CCPNDFOIS (LCH Limited) | Derivative-interest rate | US | $238.11 | – | 0.00 | |
| Long: BR227833 IRS CNY R V 03MCNRR CCPNDF / Short: BR227833 IRS CNY P F 2.00000 CCPNDF (LCH Limited) | Derivative-interest rate | CN | $-3K | – | -0.00 | |
| Long: BR227840 IRS PLN R V 06MWIBOR 1 CCPVANILLA / Short: BR227840 IRS PLN P F 5.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| Long: BR227878 IRS MXN R V 01MTIIE 1 CCPVANILLA / Short: BR227878 IRS MXN P F 10.00000 2 CCPVANILLA (Chicago Mercantile Exchange) | Derivative-interest rate | US | $1K | – | 0.00 | |
| Long: BR227882 IRS MXN R V 01MTIIE 1 CCPVANILLA / Short: BR227882 IRS MXN P F 9.25000 2 CCPVANILLA (Chicago Mercantile Exchange) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Long: BR227900 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227900 IRS USD P F 3.75000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $362K | – | 0.11 | |
| Long: BR227903 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227903 IRS USD P F 3.50000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $41K | – | 0.01 | |
| Long: BR227906 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR227906 IRS USD P F 3.75000 2 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| Long: BR227915 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227915 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| Long: BR227918 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227918 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $52K | – | 0.02 | |
| Long: BR227922 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR227922 IRS EUR P F 2.50000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $19K | – | 0.01 | |
| Long: BR227924 IRS EUR R V 00MESTR 1 CCPOIS / Short: BR227924 IRS EUR P F 2.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $166K | – | 0.05 | |
| Long: BR227927 IRS EUR R V 00MESTR 1 CCPOIS / Short: BR227927 IRS EUR P F 2.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $195K | – | 0.06 | |
| Long: BR227942 IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR227942 IRS GBP P F 3.50000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| Long: BR227960 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR227960 IRS AUD P F 4.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $457K | – | 0.14 | |
| Long: BR227976 IRS JPY R V 00MTONAR 1 CCPOIS / Short: BR227976 IRS JPY P F .50000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $744K | – | 0.22 | |
| Long: BR227985 IRS CHF R V 00MSARON 1 CCPOIS / Short: BR227985 IRS CHF P F 1.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-159K | – | -0.05 | |
| Long: BR228015 IRS NOK R V 06MNIBOR 1 CCPVANILLA / Short: BR228015 IRS NOK P F 3.75000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Long: BR228027 IRS NZD R V 03MNZDBB 1 CCPVANILLA / Short: BR228027 IRS NZD P F 4.75000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| Long: BR228271 IRS GBP R V 00MSONIA 1 CCPOIS / Short: BR228271 IRS GBP P F 4.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Long: BR228272 IRS AUD R V 03MBBSW 1 CCPVANILLA / Short: BR228272 IRS AUD P F 4.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $24K | – | 0.01 | |
| Long: BR228273 IRS USD R V 00MSOFR 1 CCPOIS / Short: BR228273 IRS USD P F 4.25000 2 CCPOIS (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.00 | |
| Long: BR228274 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR228274 IRS EUR P F 3.00000 2 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Long: CX003142 CDS USD R F 3.00000 2 CMBX / Short: CX003142 CDS USD P V 01MEVENT 1 CMBX (JPMorgan Securities LLC) | Derivative-credit | US | $-280K | – | -0.08 | |
| Long: SR217655 IRS BRL R F 12.06000 CCPNDFPREDISWAP / Short: SR217655 IRS BRL P V 00MBRCDI CCPNDFPREDISWAP (Chicago Mercantile Exchange) | Derivative-interest rate | BR | $-4K | – | -0.00 | |
| Long: SR218472 IRS USD R F 2.91000 2 CCPOIS / Short: SR218472 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-918K | – | -0.27 | |
| Long: SR218546 IRS EUR R F 2.15200 2 CCPVANILLA / Short: SR218546 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-209K | – | -0.06 | |
| Long: SR218547 IRS EUR R F 1.05100 2 CCPVANILLA / Short: SR218547 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-340K | – | -0.10 | |
| Long: SR218991 IRS USD R F 3.35000 2 CCPOIS / Short: SR218991 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-474K | – | -0.14 | |
| Long: SR221745 IRS BRL R F 12.06375 2 CCPNDFPREDISWAP / Short: SR221745 IRS BRL P V 00MBRCDI 1 CCPNDFPREDISWAP (Chicago Mercantile Exchange) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Long: SR222495 IRS USD R F 3.39120 2 CCPOIS / Short: SR222495 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | GB | $-74K | – | -0.02 | |
| Long: SR223072 IRS BRL R F 10.85000 CCPNDFPREDISWAP / Short: SR223072 IRS BRL P V 00MBRCDI CCPNDFPREDISWAP (Chicago Mercantile Exchange) | Derivative-interest rate | BR | $-51K | – | -0.02 | |
| Long: SR224323 IRS USD R F 3.69610 2 CCPOIS / Short: SR224323 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $5K | – | 0.00 | |
| Long: SR224707 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR224707 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $75K | – | 0.02 | |
| Long: SR226574 IRS EUR R F 2.37000 2 CCPOIS / Short: SR226574 IRS EUR P V 00MESTR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-228K | – | -0.07 | |
| Long: SR226587 IRS EUR R F 3.00000 2 CCPVANILLA / Short: SR226587 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $24K | – | 0.01 | |
| Long: SR226589 IRS EUR R F 2.00000 2 CCPVANILLA / Short: SR226589 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| Long: SR226713 IRS EUR R F 2.25000 2 CCPOIS / Short: SR226713 IRS EUR P V 00MESTR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-126K | – | -0.04 | |
| Long: SR227023 IRS CLP R F 4.50000 2 CCPNDFCAMARAPROMEDIO / Short: SR227023 IRS CLP P V 06MCLICP 1 CCPNDFCAMARAPROMEDIO (Chicago Mercantile Exchange) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| Long: SR227380 IRS USD R F 3.80455 2 CCPOIS / Short: SR227380 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $18K | – | 0.01 | |
| Long: SR227390 IRS USD R F 4.02464 2 CCPOIS / Short: SR227390 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $145K | – | 0.04 | |
| Long: SR227489 IRS EUR R F 2.71000 2 CCPVANILLA / Short: SR227489 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| Long: SR227722 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227722 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-66K | – | -0.02 | |
| Long: SR227780 IRS USD R F 3.78980 2 CCPOIS / Short: SR227780 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| Long: SR227821 IRS USD R F 4.73012 2 CCPOIS / Short: SR227821 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $127K | – | 0.04 | |
| Long: SR227832 IRS CNY R F 1.75000 CCPNDF / Short: SR227832 IRS CNY P V 03MCNRR CCPNDF (LCH Limited) | Derivative-interest rate | CN | $-843.98 | – | -0.00 | |
| Long: SR227834 IRS ZAR R F 10.00000 2 CCPVANILLA / Short: SR227834 IRS ZAR P V 03MJIBAR 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $13K | – | 0.00 | |
| Long: SR227837 IRS CZK R F 4.00000 2 CCPVANILLA / Short: SR227837 IRS CZK P V 06MPRIBO 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Long: SR227838 IRS PLN R F 5.50000 2 CCPVANILLA / Short: SR227838 IRS PLN P V 06MWIBOR 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Long: SR227844 IRS CZK R F 4.25000 2 CCPVANILLA / Short: SR227844 IRS CZK P V 06MPRIBO 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $8K | – | 0.00 | |
| Long: SR227906 IRS USD R F 3.75000 2 CCPOIS / Short: SR227906 IRS USD P V 00MSOFR 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-55K | – | -0.02 | |
| Long: SR227918 IRS EUR R F 2.50000 2 CCPVANILLA / Short: SR227918 IRS EUR P V 06MEURIB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-205K | – | -0.06 | |
| Long: SR227936 IRS GBP R F 4.00000 2 CCPOIS / Short: SR227936 IRS GBP P V 00MSONIA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-295K | – | -0.09 | |
| Long: SR227939 IRS GBP R F 3.75000 2 CCPOIS / Short: SR227939 IRS GBP P V 00MSONIA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-36K | – | -0.01 | |
| Long: SR227948 IRS CAD R F 3.50000 2 CCPOIS / Short: SR227948 IRS CAD P V 00MCORRA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-163K | – | -0.05 | |
| Long: SR227951 IRS CAD R F 3.00000 2 CCPOIS / Short: SR227951 IRS CAD P V 00MCORRA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-35K | – | -0.01 | |
| Long: SR227954 IRS CAD R F 3.25000 2 CCPOIS / Short: SR227954 IRS CAD P V 00MCORRA 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $-18K | – | -0.01 | |
| Long: SR227969 IRS AUD R F 4.50000 2 CCPVANILLA / Short: SR227969 IRS AUD P V 06MBBSW 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| Long: SR227991 IRS CHF R F 1.25000 2 CCPOIS / Short: SR227991 IRS CHF P V 00MSARON 1 CCPOIS (LCH Limited) | Derivative-interest rate | US | $22K | – | 0.01 | |
| Long: SR227997 IRS SEK R F 3.00000 2 CCPVANILLA / Short: SR227997 IRS SEK P V 03MSTIBO 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $154K | – | 0.05 | |
| Long: SR228000 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR228000 IRS SEK P V 03MSTIBO 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $50K | – | 0.02 | |
| Long: SR228003 IRS SEK R F 2.75000 2 CCPVANILLA / Short: SR228003 IRS SEK P V 03MSTIBO 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $30K | – | 0.01 | |
| Long: SR228009 IRS NOK R F 4.25000 2 CCPVANILLA / Short: SR228009 IRS NOK P V 06MNIBOR 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $-41K | – | -0.01 | |
| Long: SR228012 IRS NOK R F 4.00000 2 CCPVANILLA / Short: SR228012 IRS NOK P V 06MNIBOR 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $39K | – | 0.01 | |
| Long: SR228024 IRS NZD R F 4.50000 2 CCPVANILLA / Short: SR228024 IRS NZD P V 03MNZDBB 1 CCPVANILLA (LCH Limited) | Derivative-interest rate | US | $28K | – | 0.01 | |
| Long: SR228045 IRS KRW R F 3.25000 2 CCPNDF / Short: SR228045 IRS KRW P V 03MKSDA 1 CCPNDF (LCH Limited) | Derivative-interest rate | US | $4K | – | 0.00 | |
| Long: SS006064 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS006064 CDS USD P V 03MEVENT 1 CCPCORPORATE (Intercontinental Exchange, Inc.) | Derivative-credit | US | $26K | – | 0.01 | |
| Long: SX003151 CDS USD R F 1.00000 2 CCPCDX / Short: SX003151 CDS USD P V 03MEVENT 1 CCPCDX (Intercontinental Exchange, Inc.) | Derivative-credit | US | $637K | – | 0.19 | |
| Lowe's Cos Inc | Long | Debt | US | $371K | – | 0.11 |
| LYB International Finance BV (LYB INTL FINANCE BV) | Long | Debt | NL | $18K | – | 0.01 |
| M&T Bank Corp (M&T BANK CORPORATION) | Long | Debt | US | $35K | – | 0.01 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $71K | – | 0.02 |
| Macquarie Group Ltd | Long | Debt | AU | $421K | – | 0.13 |
| Manhattan West 2020-1MW Mortgage Trust | Long | ABS-mortgage backed security | US | $667K | – | 0.20 |
| Marathon Petroleum Corp | Long | Debt | US | $5K | – | 0.00 |
| Marathon Static CLO 2022-18 Ltd (Marathon Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $929K | – | 0.28 |
| Marble Point CLO XIV Ltd (Marble Point CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.44 |
| Marriott International Inc/MD | Long | Debt | US | $474K | – | 0.14 |
| Marriott International Inc/MD | Long | Debt | US | $218K | – | 0.07 |
| Masco Corp | Long | Debt | US | $285K | – | 0.08 |
| MasTec Inc | Long | Debt | US | $582K | – | 0.17 |
| Masterbrand Inc | Long | Debt | US | $137K | – | 0.04 |
| Mastercard Inc | Long | Debt | US | $8K | – | 0.00 |
| Mastercard Inc | Long | Debt | US | $5K | – | 0.00 |
| McDonald's Corp | Long | Debt | US | $43K | – | 0.01 |
| McDonald's Corp | Long | Debt | US | $32K | – | 0.01 |
| Merck & Co Inc | Long | Debt | US | $69K | – | 0.02 |
| Merck & Co Inc | Long | Debt | US | $9K | – | 0.00 |
| Merlin Entertainments Group US Holdings Inc | Long | Debt | US | $515K | – | 0.15 |
| MET TRANSPRTN AUTH NY REVENUE (Metropolitan Transportation Authority) | Long | Debt | US | $54K | – | 0.02 |
| Meta Platforms Inc | Long | Debt | US | $2K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $235K | – | 0.07 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $192K | – | 0.06 |
| Mexico Government International Bonds | Long | Debt | MX | $384K | – | 0.11 |
| Mexico Government International Bonds | Long | Debt | MX | $174K | – | 0.05 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $602K | – | 0.18 |
| MH Sub I LLC 2023 Term Loan | Long | Loan | US | $672K | – | 0.20 |
| Micron Technology Inc | Long | Debt | US | $53K | – | 0.02 |
| Midocean Credit Clo VIII | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.15 |
| Mill City Mortgage Loan Trust 2017-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $94K | – | 0.03 |
| Mill City Mortgage Loan Trust 2019-GS2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $641K | – | 0.19 |
| Mill City Mortgage Loan Trust 2021-NMR1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $641K | – | 0.19 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $27K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $1M | – | 0.41 |
| Morgan Stanley | Long | Debt | US | $636K | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $635K | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $193K | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $168K | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $120K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $65K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $65K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $37K | – | 0.01 |
| Morgan Stanley Capital I Trust 2018-H4 | Long | ABS-mortgage backed security | US | $381K | – | 0.11 |
| Morgan Stanley Mortgage Loan Trust 2007-7AX | Long | ABS-mortgage backed security | US | $597K | – | 0.18 |
| Motorola Solutions Inc | Long | Debt | US | $47K | – | 0.01 |
| Mountain View CLO 2016-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.36 |
| Mountain View CLO XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $675K | – | 0.20 |
| MPLX LP | Long | Debt | US | $221K | – | 0.07 |
| MPLX LP | Long | Debt | US | $175K | – | 0.05 |
| MPLX LP | Long | Debt | US | $8K | – | 0.00 |
| MSCI Inc | Long | Debt | US | $683K | – | 0.20 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $842K | – | 0.25 |
| NatWest Group PLC | Long | Debt | GB | $198K | – | 0.06 |
| Navient Student Loan Trust 2017-2 | Long | ABS-other | US | $2M | – | 0.66 |
| NBCUniversal Media LLC | Long | Debt | US | $395K | – | 0.12 |
| Netflix Inc | Long | Debt | US | $1M | – | 0.37 |
| Netflix Inc | Long | Debt | US | $522K | – | 0.16 |
| Neuberger Berman Loan Advisers CLO 39 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| Neuberger Berman Loan Advisers Clo 44 Ltd (NEUBERGER BERMAN CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $551K | – | 0.16 |
| Neuberger Berman Loan Advisers CLO 45 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $460K | – | 0.14 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $464K | – | 0.14 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $67K | – | 0.02 |
| NiSource Inc | Long | Debt | US | $92K | – | 0.03 |
| NNN REIT Inc | Long | Debt | US | $392K | – | 0.12 |
| Nucor Corp | Long | Debt | US | $4K | – | 0.00 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | XX | $249K | – | 0.07 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $989K | – | 0.29 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $92K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $311K | – | 0.09 |
| Occidental Petroleum Corp | Long | Debt | US | $23K | – | 0.01 |
| OCP CLO 2016-11 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.35 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $431K | – | 0.13 |
| Octagon Investment Partners 40 Ltd (OCTAGON INVESTMENT PARTNERS 40, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.27 |
| OHA Credit Funding 15 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $906K | – | 0.27 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $13K | – | 0.00 |
| Omega Healthcare Investors Inc (OMEGA HLTHCARE INVESTORS) | Long | Debt | US | $5K | – | 0.00 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $492K | – | 0.15 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $551K | – | 0.16 |
| OneMain Finance Corp | Long | Debt | US | $481K | – | 0.14 |
| OPS07300A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-25K | – | -0.01 | |
| OPS07301A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $27K | – | 0.01 | |
| OPS07306A SWAPTION EUR OTC (BNP Paribas SA) | Derivative-interest rate | DE | $39K | – | 0.01 | |
| OPS07307A SWAPTION EUR OTC (BNP Paribas SA) | Derivative-interest rate | DE | $-36K | – | -0.01 | |
| OPS07361A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-58K | – | -0.02 | |
| OPS07362A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-0.25 | – | -0.00 | |
| OPS07375A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $48K | – | 0.01 | |
| OPS07376A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $-42K | – | -0.01 | |
| OPS07384A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $31K | – | 0.01 | |
| OPS07385A SWAPTION EUR OTC (Capital Securities Corp.) | Derivative-interest rate | DE | $-26K | – | -0.01 | |
| OPS07412A SWAPTION EUR OTC (UBS AG) | Derivative-interest rate | DE | $-19K | – | -0.01 | |
| OPS07413A SWAPTION EUR OTC (UBS AG) | Derivative-interest rate | DE | $-3K | – | -0.00 | |
| OPS07421A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-30K | – | -0.01 | |
| OPS07422A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| OPS07429A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-10K | – | -0.00 | |
| OPS07430A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-18K | – | -0.01 | |
| OPS07438A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-30K | – | -0.01 | |
| OPS07439A SWAPTION USD OTC (Deutsche Bank AG) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| OPS07446A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-8K | – | -0.00 | |
| OPS07447A SWAPTION EUR OTC (Citibank NA) | Derivative-interest rate | DE | $-30K | – | -0.01 | |
| OPS07459A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-36K | – | -0.01 | |
| OPS07460A SWAPTION USD OTC (Morgan Stanley & Co. LLC) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| OPS07467A SWAPTION EUR OTC (Bank of America NA) | Derivative-interest rate | DE | $-27K | – | -0.01 | |
| OPS07468A SWAPTION EUR OTC (Bank of America NA) | Derivative-interest rate | DE | $-14K | – | -0.00 | |
| Oracle Corp | Long | Debt | US | $2M | – | 0.59 |
| Oracle Corp | Long | Debt | US | $522K | – | 0.16 |
| Oracle Corp | Long | Debt | US | $490K | – | 0.15 |
| Oracle Corp | Long | Debt | US | $423K | – | 0.13 |
| Oracle Corp | Long | Debt | US | $23K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $9K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $8K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $8K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $7K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $5K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $5K | – | 0.00 |
| OZLM XVII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $226K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $89K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $25K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $4K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $4K | – | 0.00 |
| PacifiCorp | Long | Debt | US | $639K | – | 0.19 |
| PacifiCorp | Long | Debt | US | $23K | – | 0.01 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| Palmer Square Loan Funding 2024-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.15 |
| Panama Government International Bonds | Long | Debt | PA | $128K | – | 0.04 |
| PepsiCo Inc | Long | Debt | US | $8K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $484K | – | 0.14 |
| Peru Government International Bonds | Long | Debt | PE | $56K | – | 0.02 |
| Peru Government International Bonds | Long | Debt | PE | $11K | – | 0.00 |
| PHEAA Student Loan Trust 2016-1 (Pennsylvania Higher Education Assistance Agency) | Long | ABS-other | US | $504K | – | 0.15 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $26K | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $9K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $8K | – | 0.00 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $8K | – | 0.00 |
| Pikes Peak CLO 3 | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.27 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $31K | – | 0.01 |
| PORT AUTH OF NEW YORK & NEW JERSEY NY (Port Authority of New York & New Jersey) | Long | Debt | US | $347K | – | 0.10 |
| Post Holdings Inc | Long | Debt | US | $490K | – | 0.15 |
| PPG Industries Inc | Long | Debt | US | $5K | – | 0.00 |
| PRA Health Sciences Inc | Long | Debt | US | $190K | – | 0.06 |
| Progressive Corp/The | Long | Debt | US | $5K | – | 0.00 |
| Prosus NV | Long | Debt | NL | $132K | – | 0.04 |
| PTBARAUUS202409240621 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $10K | – | 0.00 | |
| PTBAREUUS2024091610885 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $42K | – | 0.01 | |
| PTBARGBUS2024073012595 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $50K | – | 0.01 | |
| PTBNPEUUS2024080210885 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $10K | – | 0.00 | |
| PTBNPEUUS202409161061 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $48K | – | 0.01 | |
| PTBNPEUUS202409171086 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $39K | – | 0.01 | |
| PTBNPEUUS202410171062 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | US | $20K | – | 0.01 | |
| PTBNPGBUS20240704127 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $38K | – | 0.01 | |
| PTBOAAUUS202409250622 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $11K | – | 0.00 | |
| PTBOAEUUS202407081073 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | US | $28K | – | 0.01 | |
| PTBOAEUUS202407251067 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $25K | – | 0.01 | |
| PTBOANZUS202407040613 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | US | $37K | – | 0.01 | |
| PTBOANZUS2024070806135 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $44K | – | 0.01 | |
| PTBOANZUS202407180604 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $22K | – | 0.01 | |
| PTCHAEUUS2024070810845 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | LU | $93K | – | 0.03 | |
| PTDEUEUUS202407011075 GOLDMAN (Deutsche Bank AG) | Derivative-foreign exchange | US | $35K | – | 0.01 | |
| PTHSBGBUS202410151233 GOLDMAN (HSBC Bank PLC) | Derivative-foreign exchange | LU | $36K | – | 0.01 | |
| PTMSIEUUS202407221101 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $31K | – | 0.01 | |
| PTMSIEUUS202410241083 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $29K | – | 0.01 | |
| PTUBSAUUS202409300623 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $12K | – | 0.00 | |
| PTUBSEUUS202407151071 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $41K | – | 0.01 | |
| PTUBSEUUS202407151106 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $37K | – | 0.01 | |
| PTUBSEUUS202407301066 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $25K | – | 0.01 | |
| PTUBSEUUS202409171058 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $43K | – | 0.01 | |
| PTUBSEUUS202410171062 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $20K | – | 0.01 | |
| PTUBSEUUS202410211086 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $42K | – | 0.01 | |
| PTUBSNZUS2024091106065 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $65K | – | 0.02 | |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $28K | – | 0.01 |
| Public Storage Operating Co (PUBLIC STORAGE OP CO) | Long | Debt | US | $35K | – | 0.01 |
| PURCHASED AUD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $24K | – | 0.01 | |
| PURCHASED AUD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $15K | – | 0.00 | |
| PURCHASED AUD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $9K | – | 0.00 | |
| PURCHASED AUD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $6K | – | 0.00 | |
| PURCHASED AUD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $5K | – | 0.00 | |
| PURCHASED AUD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $4K | – | 0.00 | |
| PURCHASED AUD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $43K | – | 0.01 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $16K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $11K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $10K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $7K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $4K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $4K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| PURCHASED AUD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-4K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-7K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-10K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-15K | – | -0.00 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-20K | – | -0.01 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-58K | – | -0.02 | |
| PURCHASED BRL / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | BR | $-92K | – | -0.03 | |
| PURCHASED CAD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CA | $13K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CA | $33.38 | – | 0.00 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-85.86 | – | -0.00 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-6K | – | -0.00 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-7K | – | -0.00 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-9K | – | -0.00 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-10K | – | -0.00 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-21K | – | -0.01 | |
| PURCHASED CHF / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-51K | – | -0.02 | |
| PURCHASED CHF / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $9K | – | 0.00 | |
| PURCHASED CHF / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| PURCHASED CLP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CL | $-53.32 | – | -0.00 | |
| PURCHASED CNH / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CN | $-3K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CN | $-5K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CN | $-7K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CN | $-7K | – | -0.00 | |
| PURCHASED CNH / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CN | $-7K | – | -0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $1K | – | 0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-748.52 | – | -0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-2K | – | -0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-8K | – | -0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-11K | – | -0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-12K | – | -0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-14K | – | -0.00 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-22K | – | -0.01 | |
| PURCHASED COP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CO | $-105K | – | -0.03 | |
| PURCHASED CZK / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CZ | $-4K | – | -0.00 | |
| PURCHASED CZK / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CZ | $-6K | – | -0.00 | |
| PURCHASED CZK / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | CZ | $-11K | – | -0.00 | |
| PURCHASED EUR / SOLD CHF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $27K | – | 0.01 | |
| PURCHASED EUR / SOLD CHF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $25K | – | 0.01 | |
| PURCHASED EUR / SOLD CHF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD CHF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $613.02 | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD CZK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD PLN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| PURCHASED EUR / SOLD PLN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-12K | – | -0.00 | |
| PURCHASED EUR / SOLD PLN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-25K | – | -0.01 | |
| PURCHASED EUR / SOLD SEK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $25K | – | 0.01 | |
| PURCHASED EUR / SOLD SEK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD SEK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-263.37 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $24K | – | 0.01 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $4K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $3K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $649.39 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $584.16 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $556.83 | – | 0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-95.49 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-130.85 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-135.17 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-286.93 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-376.73 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-607.92 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-862.68 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-878 | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-1K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-2K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-3K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-7K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-8K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-9K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-11K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-13K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-14K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-15K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-15K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-16K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-16K | – | -0.00 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-21K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-21K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-22K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-23K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-33K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-44K | – | -0.01 | |
| PURCHASED EUR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | XX | $-83K | – | -0.02 | |
| PURCHASED GBP / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-610.57 | – | -0.00 | |
| PURCHASED GBP / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-824.86 | – | -0.00 | |
| PURCHASED GBP / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| PURCHASED GBP / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-30K | – | -0.01 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $36K | – | 0.01 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $13K | – | 0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $277.25 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $2.26 | – | 0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-325.53 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-369.15 | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-1K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-2K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-7K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-16K | – | -0.00 | |
| PURCHASED GBP / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | GB | $-28K | – | -0.01 | |
| PURCHASED HUF / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | HU | $5K | – | 0.00 | |
| PURCHASED HUF / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | HU | $-56K | – | -0.02 | |
| PURCHASED INR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | IN | $254.31 | – | 0.00 | |
| PURCHASED JPY / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | JP | $-21K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | JP | $-22K | – | -0.01 | |
| PURCHASED JPY / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | JP | $-32K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $10K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $129.54 | – | 0.00 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $-757.68 | – | -0.00 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $-4K | – | -0.00 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $-22K | – | -0.01 | |
| PURCHASED MXN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | MX | $-51K | – | -0.02 | |
| PURCHASED NOK / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NO | $36K | – | 0.01 | |
| PURCHASED NOK / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NO | $-590.82 | – | -0.00 | |
| PURCHASED NOK / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NO | $-947.01 | – | -0.00 | |
| PURCHASED NZD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| PURCHASED NZD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-17K | – | -0.01 | |
| PURCHASED NZD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-52K | – | -0.02 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-194.46 | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-1K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-2K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-3K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-5K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-6K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-7K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-9K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-10K | – | -0.00 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-25K | – | -0.01 | |
| PURCHASED NZD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | NZ | $-26K | – | -0.01 | |
| PURCHASED PLN / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | PL | $5K | – | 0.00 | |
| PURCHASED PLN / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | PL | $5K | – | 0.00 | |
| PURCHASED PLN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | PL | $2K | – | 0.00 | |
| PURCHASED PLN / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| PURCHASED SEK / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SE | $-3K | – | -0.00 | |
| PURCHASED SEK / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SE | $-5K | – | -0.00 | |
| PURCHASED SEK / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SE | $-13K | – | -0.00 | |
| PURCHASED SEK / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SE | $-33K | – | -0.01 | |
| PURCHASED SEK / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SE | $130K | – | 0.04 | |
| PURCHASED SGD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| PURCHASED SGD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| PURCHASED SGD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SG | $-8K | – | -0.00 | |
| PURCHASED SGD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SG | $-8K | – | -0.00 | |
| PURCHASED SGD / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | SG | $-16K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-43K | – | -0.01 | |
| PURCHASED USD / SOLD AUD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-53K | – | -0.02 | |
| PURCHASED USD / SOLD BRL (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $18K | – | 0.01 | |
| PURCHASED USD / SOLD BRL (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD BRL (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD CAD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-703.4 | – | -0.00 | |
| PURCHASED USD / SOLD CAD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD CAD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD CAD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| PURCHASED USD / SOLD CHF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD CHF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD CHF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PURCHASED USD / SOLD CNH (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD CNH (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD COP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $35K | – | 0.01 | |
| PURCHASED USD / SOLD COP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $28K | – | 0.01 | |
| PURCHASED USD / SOLD COP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| PURCHASED USD / SOLD COP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| PURCHASED USD / SOLD COP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| PURCHASED USD / SOLD COP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD COP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $112K | – | 0.03 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $24K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $22K | – | 0.01 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $918.95 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $638.16 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $608.82 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $574.47 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $273.24 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $101.87 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $42.61 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $34.97 | – | 0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-790.86 | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| PURCHASED USD / SOLD EUR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $930.76 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $626.03 | – | 0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-714.01 | – | -0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| PURCHASED USD / SOLD GBP (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-29K | – | -0.01 | |
| PURCHASED USD / SOLD HUF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD HUF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD HUF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD HUF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD HUF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD HUF (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PURCHASED USD / SOLD INR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD INR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD JPY (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $25K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $26K | – | 0.01 | |
| PURCHASED USD / SOLD MXN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD MXN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PURCHASED USD / SOLD MXN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| PURCHASED USD / SOLD NOK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-35K | – | -0.01 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $575.03 | – | 0.00 | |
| PURCHASED USD / SOLD NZD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $223.97 | – | 0.00 | |
| PURCHASED USD / SOLD PLN (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD SEK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $34K | – | 0.01 | |
| PURCHASED USD / SOLD SEK (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-125K | – | -0.04 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $958.81 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $506.57 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $438.07 | – | 0.00 | |
| PURCHASED USD / SOLD SGD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-66.14 | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PURCHASED USD / SOLD ZAR (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-30K | – | -0.01 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $8K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $8K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $7K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $7K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $7K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $793.1 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $747.81 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $368.54 | – | 0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $-347.76 | – | -0.00 | |
| PURCHASED ZAR / SOLD USD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | ZA | $-568.1 | – | -0.00 | |
| PWBAREUGB202407040852 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $-13K | – | -0.00 | |
| PWBAREUPL20240701426 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $-1.05 | – | -0.00 | |
| PWBARGBUS20240704127 GOLDMAN (Barclays Bank PLC) | Derivative-foreign exchange | LU | $-38K | – | -0.01 | |
| PWBNPEUUS202407011075 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $-12K | – | -0.00 | |
| PWBNPEUUS2024091610885 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $-42K | – | -0.01 | |
| PWBNPEUUS202410171062 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | US | $-41K | – | -0.01 | |
| PWBNPEUUS202410241083 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | LU | $-29K | – | -0.01 | |
| PWBNPGBUS202410151233 GOLDMAN (BNP Paribas SA) | Derivative-foreign exchange | US | $-36K | – | -0.01 | |
| PWBOAAUNZ202407091077 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-34.78 | – | -0.00 | |
| PWBOAAUUS2024092506475 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-16K | – | -0.00 | |
| PWBOAEUCH202407010982 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-43K | – | -0.01 | |
| PWBOAEUUS202407081073 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-28K | – | -0.01 | |
| PWBOAEUUS2024070810845 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-62K | – | -0.02 | |
| PWBOAEUUS202409161061 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-48K | – | -0.01 | |
| PWBOANZUS2024070806135 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | US | $-44K | – | -0.01 | |
| PWBOAUSSG2024070913485 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PWBOAUSSG2024071813485 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | LU | $-4K | – | -0.00 | |
| PWBOAUSSG202407301355 GOLDMAN (Bank of America NA) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PWCHAAUNZ202408011095 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| PWCHAAUUS202409240621 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | LU | $-10K | – | -0.00 | |
| PWCHAEUUS2024070810845 GOLDMAN (JPMorgan Chase Bank NA) | Derivative-foreign exchange | LU | $-31K | – | -0.01 | |
| PWCITAUNZ202407301093 GOLDMAN (Citibank NA) | Derivative-foreign exchange | LU | $-8K | – | -0.00 | |
| PWCITEUCH202407250959 GOLDMAN (Citibank NA) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| PWCITEUCZ202407092462 GOLDMAN (Citibank NA) | Derivative-foreign exchange | US | $-95.81 | – | -0.00 | |
| PWCITEUGB2024071808455 GOLDMAN (Citibank NA) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PWHSBEUPL20240715434 GOLDMAN (HSBC Bank PLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| PWMSIAUNZ202407151077 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $-310.56 | – | -0.00 | |
| PWMSIEUCH202407220956 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| PWMSIEUSE202407041135 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| PWMSIEUUS202409171058 GOLDMAN (Morgan Stanley & Co. International PLC) | Derivative-foreign exchange | LU | $-43K | – | -0.01 | |
| PWUBSAUUS202409300648 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $-17K | – | -0.00 | |
| PWUBSEUUS202407011075 GOLDMAN (UBS AG) | Derivative-foreign exchange | US | $-24K | – | -0.01 | |
| PWUBSEUUS202409171086 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $-39K | – | -0.01 | |
| PWUBSNZUS202407040613 GOLDMAN (UBS AG) | Derivative-foreign exchange | LU | $-37K | – | -0.01 | |
| Qorvo Inc | Long | Debt | US | $19K | – | 0.01 |
| QUALCOMM Inc | Long | Debt | US | $34K | – | 0.01 |
| Quanta Services Inc | Long | Debt | US | $21K | – | 0.01 |
| Quest Diagnostics Inc | Long | Debt | US | $9K | – | 0.00 |
| Regency Centers LP | Long | Debt | US | $628K | – | 0.19 |
| Republic of Poland Government International Bond | Long | Debt | PL | $340K | – | 0.10 |
| Republic of Poland Government International Bond | Long | Debt | PL | $285K | – | 0.09 |
| Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $287K | – | 0.09 |
| Retail Opportunity Investments Partnership LP | Long | Debt | US | $569K | – | 0.17 |
| Revvity Inc | Long | Debt | US | $18K | – | 0.01 |
| Reynolds American Inc | Long | Debt | US | $14K | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $5K | – | 0.00 |
| Rogers Communications Inc | Long | Debt | CA | $1M | – | 0.34 |
| Rogers Communications Inc | Long | Debt | CA | $20K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $187K | – | 0.06 |
| Romanian Government International Bond | Long | Debt | RO | $70K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $57K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $50K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $10K | – | 0.00 |
| Roper Technologies Inc | Long | Debt | US | $18K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $449K | – | 0.13 |
| Royalty Pharma PLC | Long | Debt | GB | $404K | – | 0.12 |
| Royalty Pharma PLC | Long | Debt | GB | $7K | – | 0.00 |
| Royalty Pharma PLC | Long | Debt | GB | $7K | – | 0.00 |
| RRE 2 Loan Management DAC (RRE Loan Management) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.48 |
| RTX Corp | Long | Debt | US | $1M | – | 0.43 |
| RTX Corp | Long | Debt | US | $62K | – | 0.02 |
| Salesforce Inc | Long | Debt | US | $6K | – | 0.00 |
| Sands China Ltd | Long | Debt | KY | $196K | – | 0.06 |
| Santander Holdings USA Inc | Long | Debt | US | $27K | – | 0.01 |
| Santander Holdings USA Inc | Long | Debt | US | $10K | – | 0.00 |
| SCG 2024-MSP Mortgage Trust (SCG Hotel Issuer Inc) | Long | ABS-mortgage backed security | US | $497K | – | 0.15 |
| Sealed Air Corp | Long | Debt | US | $398K | – | 0.12 |
| SeaWorld Parks & Entertainment Inc 2024 Term Loan B | Long | Loan | US | $248K | – | 0.07 |
| Shell International Finance BV | Long | Debt | NL | $44K | – | 0.01 |
| Sherwin-Williams Co/The | Long | Debt | US | $476K | – | 0.14 |
| Simon Property Group LP | Long | Debt | US | $58K | – | 0.02 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $491K | – | 0.15 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $504K | – | 0.15 |
| SNF Group SACA | Long | Debt | FR | $509K | – | 0.15 |
| Solventum Corp | Long | Debt | US | $698K | – | 0.21 |
| Solventum Corp | Long | Debt | US | $339K | – | 0.10 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $430K | – | 0.13 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $22K | – | 0.01 |
| Southern Power Co | Long | Debt | US | $26K | – | 0.01 |
| Southwestern Energy Co | Long | Debt | US | $829K | – | 0.25 |
| Southwick Park CLO LLC (Southwick Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.30 |
| SS&C Technologies Inc | Long | Debt | US | $691K | – | 0.21 |
| Stanley Black & Decker Inc | Long | Debt | US | $60K | – | 0.02 |
| Starwood Mortgage Residential Trust 2020-2 | Long | ABS-mortgage backed security | US | $876K | – | 0.26 |
| State Street Corp | Long | Debt | US | $66K | – | 0.02 |
| Steel Dynamics Inc | Long | Debt | US | $245K | – | 0.07 |
| Steel Dynamics Inc | Long | Debt | US | $145K | – | 0.04 |
| STERIS Irish FinCo UnLtd Co (STERIS PLC) | Long | Debt | IE | $186K | – | 0.06 |
| Sunnova Hestia I Issuer LLC (Sunnova Hestia I Issuer, LLC) | Long | ABS-other | US | $96K | – | 0.03 |
| Sunoco LP | Long | Debt | US | $241K | – | 0.07 |
| Sunoco LP | Long | Debt | US | $186K | – | 0.06 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $523K | – | 0.16 |
| Sycamore Tree CLO 2023-2 Ltd (Sycamore Tree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $510K | – | 0.15 |
| Synchrony Financial | Long | Debt | US | $20K | – | 0.01 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $54K | – | 0.02 |
| Sysco Corp (SYSCO CORPORATION) | Long | Debt | US | $21K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $1M | – | 0.40 |
| T-Mobile USA Inc | Long | Debt | US | $451K | – | 0.13 |
| T-Mobile USA Inc | Long | Debt | US | $352K | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $346K | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $322K | – | 0.10 |
| T-Mobile USA Inc | Long | Debt | US | $247K | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $216K | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $5K | – | 0.00 |
| T-Mobile USA Inc | Long | Debt | US | $4K | – | 0.00 |
| Take-Two Interactive Software Inc | Long | Debt | US | $346K | – | 0.10 |
| Targa Resources Corp | Long | Debt | US | $212K | – | 0.06 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $57K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $18K | – | 0.01 |
| TCW CLO 2023-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.54 |
| Telefonica Emisiones SA (Telefonica Emisiones SAU) | Long | Debt | ES | $11K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $15K | – | 0.00 |
| Time Warner Cable LLC | Long | Debt | US | $4K | – | 0.00 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $589K | – | 0.18 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $45K | – | 0.01 |
| TotalEnergies Capital International SA (TOTALENERGIES CAP INTL) | Long | Debt | FR | $10K | – | 0.00 |
| Towd Point Mortgage Trust 2017-3 | Long | ABS-mortgage backed security | US | $87K | – | 0.03 |
| Travel + Leisure Co 2023 Term Loan B | Long | Loan | US | $677K | – | 0.20 |
| TriNet Group Inc | Long | Debt | US | $507K | – | 0.15 |
| Truist Financial Corp | Long | Debt | US | $151K | – | 0.05 |
| Truist Financial Corp | Long | Debt | US | $61K | – | 0.02 |
| Truist Financial Corp | Long | Debt | US | $33K | – | 0.01 |
| Tyson Foods Inc | Long | Debt | US | $17K | – | 0.01 |
| Tyson Foods Inc | Long | Debt | US | $14K | – | 0.00 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.69 |
| U.S. Treasury Notes (United States Treasury) | Long | Debt | US | $2K | – | 0.00 |
| Uber Technologies Inc | Long | Debt | US | $838K | – | 0.25 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.58 |
| UBS Group AG | Long | Debt | CH | $302K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $300K | – | 0.09 |
| UBS Group AG | Long | Debt | CH | $224K | – | 0.07 |
| UDR Inc | Long | Debt | US | $117K | – | 0.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $19M | – | 5.68 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $10M | – | 2.88 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 2.06 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $7M | – | 2.03 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $5M | – | 1.53 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $4M | – | 1.05 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-915K | – | -0.27 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-2M | – | -0.70 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-4M | – | -1.27 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-9M | – | -2.76 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-12M | – | -3.64 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-23M | – | -6.91 |
| Uniform Mortgage-Backed Security, TBA (UMBS, TBA) | Short | ABS-mortgage backed security | US | $-37M | – | -10.95 |
| UnitedHealth Group Inc | Long | Debt | US | $21K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $11K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $8K | – | 0.00 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-159K | – | -0.05 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $211K | – | 0.06 | |
| US Bancorp | Long | Debt | US | $588K | – | 0.18 |
| US Bancorp | Long | Debt | US | $56K | – | 0.02 |
| US Bancorp | Long | Debt | US | $23K | – | 0.01 |
| US Bancorp | Long | Debt | US | $8K | – | 0.00 |
| US Bancorp | Long | Debt | US | $5K | – | 0.00 |
| US Bancorp | Long | Debt | US | $5K | – | 0.00 |
| US LONG BOND(CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $96K | – | 0.03 | |
| US ULTRA BOND CBT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $-24K | – | -0.01 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $197K | – | 0.06 |
| Venture 41 Clo Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.43 |
| Venture Global LNG Inc | Long | Debt | US | $513K | – | 0.15 |
| Veralto Corp | Long | Debt | US | $977K | – | 0.29 |
| Verizon Communications Inc | Long | Debt | US | $828K | – | 0.25 |
| Verizon Communications Inc | Long | Debt | US | $454K | – | 0.14 |
| Verizon Communications Inc | Long | Debt | US | $50K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $9K | – | 0.00 |
| Verus Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $81K | – | 0.02 |
| VFH Parent LLC / Valor Co-Issuer Inc (VFH PARENT / VALOR CO) | Long | Debt | US | $849K | – | 0.25 |
| Viatris Inc | Long | Debt | US | $13K | – | 0.00 |
| VICI Properties LP | Long | Debt | US | $13K | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $561K | – | 0.17 |
| Vista Point Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $453K | – | 0.14 |
| VMware LLC | Long | Debt | US | $153K | – | 0.05 |
| VMware LLC | Long | Debt | US | $5K | – | 0.00 |
| Voya CLO 2019-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.40 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.32 |
| Warnermedia Holdings Inc | Long | Debt | US | $775K | – | 0.23 |
| Warnermedia Holdings Inc | Long | Debt | US | $416K | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $897K | – | 0.27 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $641K | – | 0.19 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $584K | – | 0.17 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $394K | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $72K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $69K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $57K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $26K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $23K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $9K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $692K | – | 0.21 |
| Wells Fargo Commercial Mortgage Trust 2022-C62 | Long | ABS-mortgage backed security | US | $731K | – | 0.22 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $861K | – | 0.26 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $542K | – | 0.16 |
| Wells Fargo Mortgage Backed Securities 2019-3 Trust (Wells Fargo Mortgage Backed Securities Trust) | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $53K | – | 0.02 |
| WESCO Distribution Inc | Long | Debt | US | $196K | – | 0.06 |
| WESCO Distribution Inc | Long | Debt | US | $147K | – | 0.04 |
| Western Digital Corp | Long | Debt | US | $26K | – | 0.01 |
| Western Digital Corp | Long | Debt | US | $8K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $17K | – | 0.01 |
| Weyerhaeuser Co | Long | Debt | US | $5K | – | 0.00 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $429K | – | 0.13 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $19K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $5K | – | 0.00 |
| Willis North America Inc | Long | Debt | US | $63K | – | 0.02 |
| Workday Inc | Long | Debt | US | $215K | – | 0.06 |
| Workday Inc | Long | Debt | US | $135K | – | 0.04 |
| WP Carey Inc | Long | Debt | US | $397K | – | 0.12 |
| WP Carey Inc | Long | Debt | US | $104K | – | 0.03 |
| Xcel Energy Inc | Long | Debt | US | $859K | – | 0.26 |
Address
GOLDMAN SACHS TRUST
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
Illinois
60606
United States of America
Websites
Directors
Gregory G. Weaver
Lawrence Hughes
Lawrence W. Stranghoener
James A. McNamara
John G. Chou
Paul C. Wirth
Dwight L. Bush
Eileen H. Dowling
Joaquin Delgado
Cheryl K. Beebe
Steven D. Krichmar
Kathryn A. Cassidy
Michael Latham
John F. Killian
Transfer Agents
Goldman Sachs & Co. LLC (Chicago, IL, US, Branch)
Pricing Services
Bloomberg L.P.
PricingDirect Inc.
ICE Data Pricing & Reference Data, LLC
Thomson Reuters Corporation
S&P Global Inc.
Custodians
Bank Handlowy w Warszawie Spolka Akcyjna
Bank Hapoalim B.M.
FirstRand Bank Limited
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
Citibank del Peru S.A.
Skandinaviska Enskilda Banken A/S
BNP Paribas
Standard Chartered Bank Malaysia Berhad
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch)
Skandinaviska Enskilda Banken AB
The Hongkong and Shanghai Banking Corporation Limited
BNP Paribas (Athens, Attica, GR, Branch)
Royal Bank of Canada
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Ceskoslovenska obchodni banka, a. s.
Cititrust Colombia S A Sociedad Fiduciaria
Citibank Europe Public Limited Company
UniCredit Bank Hungary Zrt.
State Street Bank and Trust Company (Edinburgh, GB, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
State Street Bank and Trust Company
Standard Chartered International Commercial Bank Co., Ltd.
Euroclear Bank
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
UBS Switzerland AG
Citibank, Anonim Sirketi
Citibank, National Association (Singapore, SG, Branch)
Goldman Sachs & Co. LLC
Intesa Sanpaolo S.p.A.
State Street Trust Company Canada
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Standard Chartered Bank (Thai) Public Company Limited
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Shareholder Servicing Agents
Goldman Sachs & Co. LLC (Chicago, IL, US, Branch)
Admins
Goldman Sachs Asset Management, L.P.
Brokers
J.P. Morgan Securities PLC
Citigroup Global Markets Inc.
Deutsche Bank Aktiengesellschaft
Citigroup Global Markets Limited
Barclays Capital Inc.
Morgan Stanley & Co. LLC
BofA Securities, Inc.
Barclays Bank PLC
Merrill Lynch International
Jane Street Execution Services, LLC