Prudential > Advanced Series Trust
AST Global Bond Portfolio
$348.06M
Avg Monthly Net Assets
$838.00M
Total Assets
$143.38M
Total Liabilities
$694.61M
Net Assets
AST Global Bond Portfolio is an Underlying fund in Advanced Series Trust
from Prudential,
based in New Jersey,
United States of America.
The fund has one share class
and monthly net assets of $348.06M.
On August 29th, 2024 it reported 2,669 holdings, the largest
being PGIM Institutional Money Market Fund - D (2.0%), TREASURY BILL (1.9%) and Vanguard Total International Bond ETF (1.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| AST Global Bond Portfolio | C000158037 |
Holdings
From latest NPORT-P, filed August 29th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund | Long | Short-term investment vehicle | US | $1M | 1M | 0.15 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $64K | – | 0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-84K | – | -0.01 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $225K | – | 0.03 |
| 10YR MINI JGB (SINGAPORE EXCHANGE LIMITED) | Derivative-interest rate | SG | $24K | – | 0.00 | |
| 225 Liberty Street Trust 2016-225L (Liberty Street Trust) | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| 407 International Inc | Long | Debt | CA | $674K | – | 0.10 |
| 610 Funding CLO 2 Ltd (610 Funding 2 CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $700K | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $561K | – | 0.08 |
| AbbVie Inc | Long | Debt | US | $435K | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $260K | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $174K | – | 0.03 |
| ABN AMRO Bank NV | Long | Debt | NL | $738K | – | 0.11 |
| ABN AMRO Bank NV | Long | Debt | NL | $437K | – | 0.06 |
| ABN AMRO Bank NV | Long | Debt | NL | $417K | – | 0.06 |
| ABN AMRO Bank NV | Long | Debt | NL | $261K | – | 0.04 |
| Acu Petroleo Luxembourg Sarl | Long | Debt | LU | $234K | – | 0.03 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $179K | – | 0.03 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $156K | – | 0.02 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $189K | – | 0.03 |
| AdaptHealth LLC | Long | Debt | US | $245K | – | 0.04 |
| Aegea Finance Sarl | Long | Debt | LU | $326K | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $403K | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $280K | – | 0.04 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $136K | – | 0.02 |
| AES Andes SA | Long | Debt | CL | $385K | – | 0.06 |
| Affirm Asset Securitization Trust 2021-Z1 (Affirm Inc) | Long | ABS-other | US | $846.38 | – | 0.00 |
| Affirm Asset Securitization Trust 2021-Z2 (Affirm Inc) | Long | ABS-other | US | $40K | – | 0.01 |
| African Export-Import Bank/The | Long | Debt | $205K | – | 0.03 | |
| AGCO Corp | Long | Debt | US | $100K | – | 0.01 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.11 |
| AGL CLO 14 Ltd (AGL CLO 14, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.50 |
| AIB Group PLC | Long | Debt | IE | $481K | – | 0.07 |
| AIB Group PLC | Long | Debt | IE | $319K | – | 0.05 |
| AIB Group PLC | Long | Debt | IE | $200K | – | 0.03 |
| Air Lease Corp | Long | Debt | US | $948K | – | 0.14 |
| Air Lease Corp | Long | Debt | US | $79K | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $65K | – | 0.01 |
| Aker BP ASA | Long | Debt | NO | $771K | – | 0.11 |
| Aker BP ASA | Long | Debt | NO | $327K | – | 0.05 |
| Aker BP ASA | Long | Debt | NO | $186K | – | 0.03 |
| Alberta T-Bill | Long | Debt | CA | $1M | – | 0.18 |
| Alcoa Nederland Holding BV | Long | Debt | NL | $206K | – | 0.03 |
| Alexander Funding Trust II (ALEXANDER FUND TRUST II) | Long | Debt | US | $150K | – | 0.02 |
| Alfa SAB de CV (ALFA S.A.) | Long | Debt | MX | $205K | – | 0.03 |
| Allegion US Holding Co Inc | Long | Debt | US | $113K | – | 0.02 |
| Allianz SE | Long | Debt | DE | $352K | – | 0.05 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $430K | – | 0.06 |
| Ally Financial Inc | Long | Debt | US | $78K | – | 0.01 |
| Alternative Loan Trust 2005-50CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $396K | – | 0.06 |
| American Express Co | Long | Debt | US | $140K | – | 0.02 |
| American Express Credit Account Master Trust | Long | ABS-other | US | $589K | – | 0.08 |
| American Homes 4 Rent LP | Long | Debt | US | $123K | – | 0.02 |
| American Medical Systems Europe BV (AMERICAN MEDICAL SYST EU) | Long | Debt | NL | $212K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $672K | – | 0.10 |
| American Tower Corp | Long | Debt | US | $295K | – | 0.04 |
| American Tower Corp | Long | Debt | US | $130K | – | 0.02 |
| American Water Capital Corp | Long | Debt | US | $104K | – | 0.01 |
| American Water Capital Corp | Long | Debt | US | $41K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $504K | – | 0.07 |
| Amgen Inc | Long | Debt | US | $424K | – | 0.06 |
| Amgen Inc | Long | Debt | US | $302K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $300K | – | 0.04 |
| Amgen Inc | Long | Debt | US | $84K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $81K | – | 0.01 |
| AMMC CLO XI Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $267K | – | 0.04 |
| Amphenol Corp | Long | Debt | US | $85K | – | 0.01 |
| Angel Oak Mortgage Trust 2021-6 | Long | ABS-mortgage backed security | US | $88K | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $150K | – | 0.02 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $340K | – | 0.05 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $138K | – | 0.02 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $50K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $43K | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $13K | – | 0.00 |
| Aon North America Inc | Long | Debt | US | $344K | – | 0.05 |
| Aon North America Inc | Long | Debt | US | $103K | – | 0.01 |
| Apex Credit CLO 2024-I Ltd (Apex Credit CLO LLC) | Long | ABS-collateralized bond/debt obligation | BM | $530K | – | 0.08 |
| Apidos Loan Fund 2024-1 Ltd (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $463K | – | 0.07 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | $99K | – | 0.01 | |
| Arko Corp | Long | Debt | US | $200K | – | 0.03 |
| Ashford Hospitality Trust 2018-KEYS | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Ashland Inc | Long | Debt | US | $337K | – | 0.05 |
| Assa Abloy AB | Long | Debt | SE | $627K | – | 0.09 |
| Assa Abloy AB | Long | Debt | SE | $324K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $552K | – | 0.08 |
| AT&T Inc | Long | Debt | US | $320K | – | 0.05 |
| AT&T Inc | Long | Debt | US | $245K | – | 0.04 |
| AT&T Inc | Long | Debt | US | $86K | – | 0.01 |
| Atkore Inc | Long | Debt | US | $527K | – | 0.08 |
| Atlas Senior Loan Fund XIV (Atlas Senior Loan Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $635K | – | 0.09 |
| AUD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| AUD/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| AUD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| AUD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| AUD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| AUD/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| AUD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| AUD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $768.76 | – | 0.00 | |
| AUD/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $230.29 | – | 0.00 | |
| AUD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-20.6 | – | -0.00 | |
| AUD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-120.92 | – | -0.00 | |
| AUD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-353.48 | – | -0.00 | |
| AUD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-402.65 | – | -0.00 | |
| AUD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-692.64 | – | -0.00 | |
| AUD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| AUD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| AUD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| AUST 10Y BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $-18K | – | -0.00 | |
| AUST 3YR BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $65K | – | 0.01 | |
| AUST 3YR BOND (AUSTRALIAN SECURITIES EXCHANGE TRADE24) | Derivative-interest rate | AU | $-8K | – | -0.00 | |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $1M | – | 0.21 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $1M | – | 0.19 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $989K | – | 0.14 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $742K | – | 0.11 |
| Australia Government Bond (AUSTRALIAN GOVERNMENT) | Long | Debt | AU | $278K | – | 0.04 |
| AutoNation Inc | Long | Debt | US | $53K | – | 0.01 |
| Autostrade per l'Italia SpA | Long | Debt | IT | $266K | – | 0.04 |
| Autostrade per l'Italia SpA | Long | Debt | IT | $211K | – | 0.03 |
| AutoZone Inc | Long | Debt | US | $233K | – | 0.03 |
| AutoZone Inc | Long | Debt | US | $21K | – | 0.00 |
| Auxilior Term Funding 2023-1 LLC (Auxilior Term Funding LLC) | Long | ABS-other | US | $171K | – | 0.02 |
| Aviation Capital Group LLC | Long | Debt | US | $231K | – | 0.03 |
| Aviation Capital Group LLC | Long | Debt | US | $91K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $58K | – | 0.01 |
| Aviation Capital Group LLC | Long | Debt | US | $16K | – | 0.00 |
| Aviation Capital Group LLC | Long | Debt | US | $14K | – | 0.00 |
| Aviation Capital Group LLC | Long | Debt | US | $5K | – | 0.00 |
| Axalta Coating Systems LLC | Long | Debt | US | $323K | – | 0.05 |
| Bacardi Ltd | Long | Debt | BM | $296K | – | 0.04 |
| Bain Capital Credit CLO 2017-2 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $544K | – | 0.08 |
| Bain Capital Credit CLO 2017-2 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $544K | – | 0.08 |
| Bain Capital Credit CLO 2021-4 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $822K | – | 0.12 |
| Bain Capital Credit CLO 2023-3 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | JE | $554K | – | 0.08 |
| Ball Corp | Long | Debt | US | $318K | – | 0.05 |
| Ballyrock CLO 17 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.04 |
| Banca Monte dei Paschi di Siena SpA (BANCA MONTE DEI PASCHI S) | Long | Debt | IT | $692K | – | 0.10 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $218K | – | 0.03 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $204K | – | 0.03 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $198K | – | 0.03 |
| Banco BPI SA | Long | Debt | PT | $1M | – | 0.19 |
| Banco de Sabadell SA | Long | Debt | ES | $540K | – | 0.08 |
| Banco de Sabadell SA | Long | Debt | ES | $100K | – | 0.01 |
| Banco Santander SA | Long | Debt | ES | $446K | – | 0.06 |
| Banco Santander SA | Long | Debt | ES | $377K | – | 0.05 |
| Banco Santander SA | Long | Debt | ES | $199K | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $193K | – | 0.03 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $201K | – | 0.03 |
| BANK 2022-BNK40 | Long | ABS-mortgage backed security | US | $220K | – | 0.03 |
| BANK 2022-BNK44 | Long | ABS-mortgage backed security | US | $412K | – | 0.06 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $205K | – | 0.03 |
| Bank Gospodarstwa Krajowego | Long | Debt | PL | $198K | – | 0.03 |
| Bank of America Auto Trust 2023-2 | Long | ABS-other | US | $165K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $964K | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $498K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $478K | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $450K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $301K | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $198K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $175K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $163K | – | 0.02 |
| Bank of Ireland Group PLC | Long | Debt | IE | $373K | – | 0.05 |
| Bank of Ireland Group PLC | Long | Debt | IE | $350K | – | 0.05 |
| Bank of Ireland Group PLC | Long | Debt | IE | $288K | – | 0.04 |
| Bank of Ireland Group PLC | Long | Debt | IE | $242K | – | 0.03 |
| Bank of Montreal | Long | Debt | CA | $428K | – | 0.06 |
| Bank of Montreal | Long | Debt | CA | $326K | – | 0.05 |
| Bank of New York Mellon/The | Long | Debt | US | $250K | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $716K | – | 0.10 |
| BANK5 2023-5YR3 | Long | ABS-mortgage backed security | US | $680K | – | 0.10 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $844K | – | 0.12 |
| Banque Federative du Credit Mutuel SA (BANQUE FED CRED MUTUEL) | Long | Debt | FR | $219K | – | 0.03 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $218K | – | 0.03 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $1M | – | 0.14 |
| Barclays Dryrock Issuance Trust | Long | ABS-other | US | $397K | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $492K | – | 0.07 |
| Barclays PLC | Long | Debt | GB | $411K | – | 0.06 |
| Barclays PLC | Long | Debt | GB | $370K | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $320K | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $280K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $250K | – | 0.04 |
| Barclays PLC | Long | Debt | GB | $180K | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $172K | – | 0.02 |
| Barings CLO Ltd 2024-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.15 |
| Barings CLO Ltd 2024-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $403K | – | 0.06 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $346K | – | 0.05 |
| Bayer AG | Long | Debt | DE | $731K | – | 0.11 |
| BAYER CORP 0 CP 15/07/2024 | Long | Debt | US | $1M | – | 0.20 |
| Bayer US Finance II LLC | Long | Debt | US | $238K | – | 0.03 |
| Bayer US Finance LLC | Long | Debt | US | $269K | – | 0.04 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $221K | – | 0.03 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $189K | – | 0.03 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| BBCMS Mortgage Trust 2022-C17 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $237K | – | 0.03 |
| BBCMS Mortgage Trust 2023-C19 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| BBCMS Mortgage Trust 2023-C21 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $131K | – | 0.02 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $277K | – | 0.04 |
| BBCMS Mortgage Trust 2024-C24 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $255K | – | 0.04 |
| Becton Dickinson & Co | Long | Debt | US | $473K | – | 0.07 |
| Becton Dickinson & Co | Long | Debt | US | $215K | – | 0.03 |
| Bell Canada | Long | Debt | US | $1M | – | 0.16 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $379K | – | 0.05 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $146K | – | 0.02 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $139K | – | 0.02 |
| Bell Telephone Co of Canada or Bell Canada (BELL CANADA) | Long | Debt | CA | $15K | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $181K | – | 0.03 |
| Benchmark 2021-B26 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $145K | – | 0.02 |
| Benchmark 2021-B31 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $209K | – | 0.03 |
| Benchmark 2023-B39 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $696K | – | 0.10 |
| Benefit Street Partners Clo XXXIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.29 |
| BHG Securitization Trust 2021-B (Bankers Healthcare Group Secur) | Long | ABS-other | US | $16K | – | 0.00 |
| BHG Securitization Trust 2022-A (Bankers Healthcare Group Secur) | Long | ABS-other | US | $121K | – | 0.02 |
| BHG Securitization Trust 2023-A (Bankers Healthcare Group Secur) | Long | ABS-other | US | $64K | – | 0.01 |
| BHG Securitization Trust 2023-B (Bankers Healthcare Group Secur) | Long | ABS-other | US | $84K | – | 0.01 |
| BHP Billiton Finance Ltd | Long | Debt | AU | $539K | – | 0.08 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $211K | – | 0.03 |
| BINOM Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $251K | – | 0.04 |
| BlackRock Funding Inc | Long | Debt | US | $87K | – | 0.01 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $117K | – | 0.02 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $102K | – | 0.01 |
| Block Inc | Long | Debt | US | $235K | – | 0.03 |
| BLP Commercial Mortgage Trust 2024-IND2 | Long | ABS-mortgage backed security | US | $397K | – | 0.06 |
| BMO 2022-C2 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| BMO 2022-C3 MORTGAGE TRUST (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| BMO 2023-C7 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $423K | – | 0.06 |
| BNG Bank NV | Long | Debt | NL | $789K | – | 0.11 |
| BNG Bank NV | Long | Debt | NL | $374K | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $463K | – | 0.07 |
| BNP Paribas SA | Long | Debt | FR | $445K | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $382K | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $263K | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $180K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $234K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $153K | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $81K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $67K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $63K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $62K | – | 0.01 |
| BOF VII AL Funding Trust I (BOF URSA FUNDING) | Long | ABS-other | US | $74K | – | 0.01 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $60K | – | 0.01 |
| Booking Holdings Inc | Long | Debt | US | $1M | – | 0.15 |
| Booking Holdings Inc | Long | Debt | US | $648K | – | 0.09 |
| Booking Holdings Inc | Long | Debt | US | $646K | – | 0.09 |
| Booking Holdings Inc | Long | Debt | US | $155K | – | 0.02 |
| Boston Gas Co (BOSTON GAS COMPANY) | Long | Debt | US | $391K | – | 0.06 |
| Boston Scientific Corp | Long | Debt | US | $190K | – | 0.03 |
| BP Capital Markets BV | Long | Debt | NL | $378K | – | 0.05 |
| BP Capital Markets PLC | Long | Debt | GB | $578K | – | 0.08 |
| BP Capital Markets PLC | Long | Debt | GB | $165K | – | 0.02 |
| BPCE SA | Long | Debt | FR | $558K | – | 0.08 |
| BPCE SA | Long | Debt | FR | $408K | – | 0.06 |
| BPCE SA | Long | Debt | FR | $365K | – | 0.05 |
| BPCE SA | Long | Debt | FR | $255K | – | 0.04 |
| BPCE SFH SA (BPCE SFH - SOCIETE DE FI) | Long | Debt | FR | $848K | – | 0.12 |
| BPCE SFH SA (BPCE SFH - SOCIETE DE FI) | Long | Debt | FR | $429K | – | 0.06 |
| BPCE SFH SA (BPCE SFH - SOCIETE DE FI) | Long | Debt | FR | $427K | – | 0.06 |
| BPCE SFH SA (BPCE SFH - SOCIETE DE FI) | Long | Debt | FR | $99K | – | 0.01 |
| BPER Banca SPA | Long | Debt | IT | $571K | – | 0.08 |
| Braskem Idesa SAPI | Long | Debt | MX | $152K | – | 0.02 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $587K | – | 0.08 |
| BRAVO Residential Funding Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $551K | – | 0.08 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $974K | – | 0.14 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $298K | – | 0.04 |
| Brink's Co/The | Long | Debt | US | $101K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $207K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $90K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $69K | – | 0.01 |
| BRL/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| Broadcom Corp / Broadcom Cayman Finance Ltd (BROADCOM CRP / CAYMN FI) | Long | Debt | $281K | – | 0.04 | |
| Broadcom Inc | Long | Debt | US | $912K | – | 0.13 |
| Broadcom Inc | Long | Debt | US | $187K | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $109K | – | 0.02 |
| Broadcom Inc | Long | Debt | US | $98K | – | 0.01 |
| Broadcom Inc | Long | Debt | US | $51K | – | 0.01 |
| Broadridge Financial Solutions Inc | Long | Debt | US | $558K | – | 0.08 |
| Bulgaria Government International Bond | Long | Debt | BG | $71K | – | 0.01 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $2M | – | 0.35 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $723K | – | 0.10 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $309K | – | 0.04 |
| BUPA Finance PLC | Long | Debt | GB | $522K | – | 0.08 |
| BX 2024-BRVE (BX Trust) | Long | ABS-mortgage backed security | US | $574K | – | 0.08 |
| BX 2024-BRVE (BX Trust) | Long | ABS-mortgage backed security | US | $449K | – | 0.06 |
| BX Commercial Mortgage Trust 2024-WPT (BX Trust) | Long | ABS-mortgage backed security | US | $400K | – | 0.06 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $358K | – | 0.05 |
| BX Trust 2022-PSB | Long | ABS-mortgage backed security | US | $578K | – | 0.08 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $897K | – | 0.13 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| CAD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| CAD/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-39K | – | -0.01 | |
| CAD/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| CAD/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CAD/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CAD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $825.1 | – | 0.00 | |
| CAD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $558.08 | – | 0.00 | |
| CAD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $526.89 | – | 0.00 | |
| CAD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $319.76 | – | 0.00 | |
| CAD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $27.43 | – | 0.00 | |
| CAD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-162.78 | – | -0.00 | |
| CAD/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-178.53 | – | -0.00 | |
| CAD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CAD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CAD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CAD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-64K | – | -0.01 | |
| Cadent Finance PLC | Long | Debt | GB | $673K | – | 0.10 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $191K | – | 0.03 |
| Caisse Francaise de Financement Local | Long | Debt | FR | $603K | – | 0.09 |
| Caisse Francaise de Financement Local | Long | Debt | FR | $100K | – | 0.01 |
| CaixaBank SA | Long | Debt | ES | $670K | – | 0.10 |
| CaixaBank SA | Long | Debt | ES | $598K | – | 0.09 |
| CaixaBank SA | Long | Debt | ES | $396K | – | 0.06 |
| CaixaBank SA | Long | Debt | ES | $343K | – | 0.05 |
| CaixaBank SA | Long | Debt | ES | $104K | – | 0.01 |
| CaixaBank SA | Long | Debt | ES | $102K | – | 0.01 |
| California Earthquake Authority (CALIFORNIA ST EARTHQUAKE AUTH) | Long | Debt | US | $75K | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $325K | – | 0.05 |
| Campbell Soup Co | Long | Debt | US | $324K | – | 0.05 |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $24K | – | 0.00 | |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $17K | – | 0.00 | |
| CAN 5YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $37K | – | 0.01 | |
| Canada Housing Trust No 1 | Long | Debt | CA | $710K | – | 0.10 |
| Canada Housing Trust No 1 | Long | Debt | CA | $224K | – | 0.03 |
| Canadian Government Bond | Long | Debt | CA | $979K | – | 0.14 |
| Canadian Government Bond | Long | Debt | CA | $628K | – | 0.09 |
| Canadian Government Real Return Bond (CANADIAN GOVERNMENT RRB) | Long | Debt | CA | $451K | – | 0.06 |
| Canadian National Railway Company | Long | Debt | US | $1M | – | 0.16 |
| Canadian When Issued Government Bond (CANADA-GOV'T WI) | Long | Debt | CA | $2M | – | 0.36 |
| Canadian When Issued Government Bond (CANADA-GOV'T WI) | Long | Debt | CA | $995K | – | 0.14 |
| Canadian When Issued Government Bond (CANADA-GOV'T WI) | Long | Debt | CA | $192K | – | 0.03 |
| Canadian When Issued Government Bond (CANADA-GOV'T WI) | Long | Debt | CA | $81K | – | 0.01 |
| Capital One Financial Corp | Long | Debt | US | $713K | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $211K | – | 0.03 |
| Capital One Financial Corp | Long | Debt | US | $113K | – | 0.02 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $639K | – | 0.09 |
| Capital One Multi-Asset Execution Trust | Long | ABS-other | US | $199K | – | 0.03 |
| Cardinal Health Inc | Long | Debt | US | $113K | – | 0.02 |
| Cargill Inc | Long | Debt | US | $371K | – | 0.05 |
| Carlyle US CLO 2024-2 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $606K | – | 0.09 |
| Carrier Global Corp | Long | Debt | US | $311K | – | 0.04 |
| Carrier Global Corp | Long | Debt | US | $183K | – | 0.03 |
| CarVal CLO II Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $473K | – | 0.07 |
| CBRE Services Inc | Long | Debt | US | $177K | – | 0.03 |
| CBRE Services Inc | Long | Debt | US | $85K | – | 0.01 |
| CDP Financial Inc | Long | Debt | CA | $2M | – | 0.34 |
| CDS ALSTOM SA (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS BASF SE (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS BAYER AG (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $939.42 | – | 0.00 | |
| CDS CDX.NA.IG.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $143K | – | 0.02 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $427K | – | 0.06 | |
| CDS CDX.NA.IG.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $25K | – | 0.00 | |
| CDS CMBX.NA.BBB-.17 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-97K | – | -0.01 | |
| CDS CMBX.NA.BBB-.6 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-11K | – | -0.00 | |
| CDS CONTINENTAL AG (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS ITRAXX.AU.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-16K | – | -0.00 | |
| CDS ITRAXX.EU.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-24K | – | -0.00 | |
| CDS ITRAXX.EU.FNSE.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-26K | – | -0.00 | |
| CDS ITRAXX.EU.FRSB.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS NEXT PLC (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS RENAULT (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $12K | – | 0.00 | |
| CDS STELLANTIS N.V (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $52K | – | 0.01 | |
| Celanese US Holdings LLC | Long | Debt | US | $837K | – | 0.12 |
| Celanese US Holdings LLC | Long | Debt | US | $683K | – | 0.10 |
| Celanese US Holdings LLC | Long | Debt | US | $664K | – | 0.10 |
| Celanese US Holdings LLC | Long | Debt | US | $183K | – | 0.03 |
| CFMT 2021-AL1 LLC (Cascade Funding Mortgage Trust) | Long | ABS-other | US | $80K | – | 0.01 |
| Charles Schwab Corp/The | Long | Debt | US | $159K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $500K | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $410K | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $374K | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $169K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $128K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $67K | – | 0.01 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $146K | – | 0.02 |
| Chase Home Lending Mortgage Trust Series 2024-3 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $100K | – | 0.01 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $370K | – | 0.05 |
| Cheniere Energy Inc | Long | Debt | US | $245K | – | 0.04 |
| Chesapeake Funding II LLC | Long | ABS-other | US | $47K | – | 0.01 |
| CHF/PLN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| CHF/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| CHF/USD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| CHF/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CHF/USD FORWARD (NATWEST MARKETS PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CHF/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-807.53 | – | -0.00 | |
| CHF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CHF/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CHF/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CHF/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CHF/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CHF/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CHF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CHF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| CHF/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $192K | – | 0.03 |
| China Government Bond | Long | Debt | CN | $2M | – | 0.29 |
| China Government Bond | Long | Debt | CN | $1M | – | 0.18 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $123K | – | 0.02 |
| Cie de Financement Foncier SA (CIE FINANCEMENT FONCIER) | Long | Debt | FR | $650K | – | 0.09 |
| Cie de Financement Foncier SA (CIE FINANCEMENT FONCIER) | Long | Debt | FR | $487K | – | 0.07 |
| Cie de Financement Foncier SA (CIE FINANCEMENT FONCIER) | Long | Debt | FR | $291K | – | 0.04 |
| Cie de Financement Foncier SA (CIE FINANCEMENT FONCIER) | Long | Debt | FR | $213K | – | 0.03 |
| Cie de Financement Foncier SA (CIE FINANCEMENT FONCIER) | Long | Debt | FR | $197K | – | 0.03 |
| CIFC Funding 2018-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $218K | – | 0.03 |
| Cigna Group/The | Long | Debt | US | $357K | – | 0.05 |
| Cigna Group/The | Long | Debt | US | $245K | – | 0.04 |
| Cisco Systems Inc | Long | Debt | US | $359K | – | 0.05 |
| Cisco Systems Inc | Long | Debt | US | $165K | – | 0.02 |
| Cisco Systems Inc | Long | Debt | US | $118K | – | 0.02 |
| Citibank Credit Card Issuance Trust | Long | ABS-other | US | $200K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $572K | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $334K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $240K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $239K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $199K | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $144K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $18K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $18K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Citizens Auto Receivables Trust 2024-1 | Long | ABS-other | US | $649K | – | 0.09 |
| Citizens Financial Group Inc | Long | Debt | US | $159K | – | 0.02 |
| Citizens Financial Group Inc | Long | Debt | US | $103K | – | 0.01 |
| City of Calgary Canada (CALGARY (CITY OF)) | Long | Debt | CA | $103K | – | 0.01 |
| Civitas Resources Inc | Long | Debt | US | $336K | – | 0.05 |
| CK Hutchison Group Telecom Finance SA | Long | Debt | LU | $196K | – | 0.03 |
| CLP/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $18K | – | 0.00 | |
| CLP/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| CLP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CLP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $1.84 | – | 0.00 | |
| CLP/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-57.83 | – | -0.00 | |
| CLP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-33K | – | -0.00 | |
| CNH/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| CNH/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| CNH/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| CNH/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CNH/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| CNH/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-454.15 | – | -0.00 | |
| CNH/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-772.31 | – | -0.00 | |
| CNH/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| CNP Assurances SACA | Long | Debt | FR | $93K | – | 0.01 |
| Coca-Cola Consolidated Inc | Long | Debt | US | $101K | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $411K | – | 0.06 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $2M | – | 0.31 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $312K | – | 0.04 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $101K | – | 0.01 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $61K | – | 0.01 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $49K | – | 0.01 |
| COLT 2021-HX1 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $166K | – | 0.02 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $389K | – | 0.06 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $216K | – | 0.03 |
| Columbia Pipelines Holding Co LLC (COLUMBIA PIPELINE HOLDCO) | Long | Debt | US | $126K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $189K | – | 0.03 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $111K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $47K | – | 0.01 |
| Comcast Corp | Long | Debt | US | $55K | – | 0.01 |
| Comision Federal de Electricidad | Long | Debt | MX | $325K | – | 0.05 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $647K | – | 0.09 |
| CommonSpirit Health | Long | Debt | US | $550K | – | 0.08 |
| CommonSpirit Health | Long | Debt | US | $538K | – | 0.08 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $414K | – | 0.06 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $315K | – | 0.05 |
| Commonwealth Bank of Australia (COMMONWEALTH BANK AUST) | Long | Debt | AU | $136K | – | 0.02 |
| Commonwealth Financing Authority (CMWLTH FING AUTH PA) | Long | Debt | US | $36K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $263K | – | 0.04 |
| Connecticut Avenue Securities Trust 2022-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $243K | – | 0.03 |
| Connecticut Avenue Securities Trust 2022-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $546K | – | 0.08 |
| Connecticut Avenue Securities Trust 2022-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $491K | – | 0.07 |
| Connecticut Avenue Securities Trust 2023-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $118K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $439K | – | 0.06 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $229K | – | 0.03 |
| Connecticut Avenue Securities Trust 2024-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| Connecticut Avenue Securities Trust 2024-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $454K | – | 0.07 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| Connecticut Avenue Securities Trust 2024-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $340K | – | 0.05 |
| Connecticut Avenue Securities Trust 2024-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| Constellation Brands Inc | Long | Debt | US | $49K | – | 0.01 |
| Constellation Software Inc/Canada | Long | Debt | CA | $259K | – | 0.04 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $1M | – | 0.20 |
| Cooperatieve Rabobank UA | Long | Debt | NL | $169K | – | 0.02 |
| COP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $122K | – | 0.02 | |
| COP/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $66K | – | 0.01 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| COP/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| COP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $655.24 | – | 0.00 | |
| COP/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $360.19 | – | 0.00 | |
| COP/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| COP/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| COP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-39K | – | -0.01 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-40K | – | -0.01 | |
| Corebridge Financial Inc | Long | Debt | US | $84K | – | 0.01 |
| Corebridge Global Funding (COREBRIDGE GLOB FUNDING) | Long | Debt | US | $324K | – | 0.05 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $228K | – | 0.03 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $199K | – | 0.03 |
| Cox Communications Inc | Long | Debt | US | $35K | – | 0.01 |
| CPPIB Capital Inc | Long | Debt | CA | $2M | – | 0.24 |
| Credicorp Capital Sociedad Titulizadora SA | Long | Debt | PE | $224K | – | 0.03 |
| Credit Acceptance Auto Loan Trust 2021-3 | Long | ABS-other | US | $6K | – | 0.00 |
| Credit Agricole Assurances SA (CREDIT AGRICOLE ASSRNCES) | Long | Debt | FR | $215K | – | 0.03 |
| Credit Agricole Home Loan SFH SA | Long | Debt | FR | $754K | – | 0.11 |
| Credit Agricole Italia SpA | Long | Debt | IT | $323K | – | 0.05 |
| Credit Agricole Italia SpA | Long | Debt | IT | $217K | – | 0.03 |
| Credit Agricole Italia SpA | Long | Debt | IT | $86K | – | 0.01 |
| Credit Agricole SA | Long | Debt | FR | $332K | – | 0.05 |
| Credit Agricole SA | Long | Debt | FR | $325K | – | 0.05 |
| Credit Mutuel Home Loan SFH SA (CRED MUTUEL HOME LOAN SF) | Long | Debt | FR | $643K | – | 0.09 |
| Credit Mutuel Home Loan SFH SA (CRED MUTUEL HOME LOAN SF) | Long | Debt | FR | $214K | – | 0.03 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $2K | – | 0.00 |
| Croatia Government International Bond | Long | Debt | HR | $145K | – | 0.02 |
| Crossroads Asset Trust 2024-A | Long | ABS-other | US | $404K | – | 0.06 |
| CU Inc | Long | Debt | CA | $15K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $468K | – | 0.07 |
| CVS Health Corp | Long | Debt | US | $434K | – | 0.06 |
| CVS Health Corp | Long | Debt | US | $41K | – | 0.01 |
| CWABS Asset-Backed Certificates Trust 2007-8 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $55K | – | 0.01 |
| CWABS Asset-Backed Certificates Trust 2007-BC1 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $62K | – | 0.01 |
| Czech Republic Government Bond | Long | Debt | CZ | $373K | – | 0.05 |
| Czech Republic Government Bond | Long | Debt | CZ | $79K | – | 0.01 |
| Czech Republic Government Bond | Long | Debt | CZ | $28K | – | 0.00 |
| Czech Republic Government Bond | Long | Debt | CZ | $16K | – | 0.00 |
| CZK/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| CZK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| CZK/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CZK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $475.29 | – | 0.00 | |
| CZK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-214.11 | – | -0.00 | |
| CZK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-508.57 | – | -0.00 | |
| CZK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-947.57 | – | -0.00 | |
| CZK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CZK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CZK/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CZK/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| CZK/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CZK/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $301K | – | 0.04 |
| Daimler Truck Finance North America LLC (DAIMLER TRUCK FINAN NA) | Long | Debt | US | $149K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $835K | – | 0.12 |
| Danske Bank A/S | Long | Debt | DK | $629K | – | 0.09 |
| Danske Mortgage Bank PLC | Long | Debt | FI | $618K | – | 0.09 |
| DBJPM 20-C9 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $255K | – | 0.04 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $247K | – | 0.04 |
| DCP Midstream Operating LP | Long | Debt | US | $203K | – | 0.03 |
| Dell Equipment Finance Trust 2023-1 | Long | ABS-other | US | $38K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $211K | – | 0.03 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $100K | – | 0.01 |
| Denmark Government Bond (KINGDOM OF DENMARK) | Long | Debt | DK | $311K | – | 0.04 |
| Deutsche Bank AG | Long | Debt | DE | $557K | – | 0.08 |
| Deutsche Bank AG | Long | Debt | DE | $441K | – | 0.06 |
| Deutsche Bank AG | Long | Debt | DE | $282K | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $326K | – | 0.05 |
| Development Bank of Japan Inc (DEVELOPMENT BK OF JAPAN) | Long | Debt | JP | $213K | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $465K | – | 0.07 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $353K | – | 0.05 |
| Dexia SA | Long | Debt | FR | $576K | – | 0.08 |
| Diameter Capital CLO 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.16 |
| Diameter Capital CLO 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.07 |
| Diamondback Energy Inc | Long | Debt | US | $530K | – | 0.08 |
| Diamondback Energy Inc | Long | Debt | US | $368K | – | 0.05 |
| Diamondback Energy Inc | Long | Debt | US | $166K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $164K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $131K | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $48K | – | 0.01 |
| Digital Dutch Finco BV | Long | Debt | NL | $555K | – | 0.08 |
| Digital Dutch Finco BV | Long | Debt | NL | $112K | – | 0.02 |
| Digital Dutch Finco BV | Long | Debt | NL | $86K | – | 0.01 |
| Direct Line Insurance Group PLC | Long | Debt | GB | $252K | – | 0.04 |
| Discover Card Execution Note Trust | Long | ABS-other | US | $197K | – | 0.03 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $399K | – | 0.06 |
| Discovery Communications LLC | Long | Debt | US | $527K | – | 0.08 |
| Discovery Communications LLC | Long | Debt | US | $117K | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $92K | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $69K | – | 0.01 |
| DKK/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-213.87 | – | -0.00 | |
| Dollar Tree Inc | Long | Debt | US | $278K | – | 0.04 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $552K | – | 0.08 |
| Dominican Republic International Bond | Long | Debt | DO | $441K | – | 0.06 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $3M | 3M | 0.44 |
| DTE Energy Co | Long | Debt | US | $146K | – | 0.02 |
| DTP Commercial Mortgage Trust 2023-STE2 | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $75K | – | 0.01 |
| Duke University | Long | Debt | US | $324K | – | 0.05 |
| E.ON International Finance BV (E.ON INTL FINANCE BV) | Long | Debt | NL | $440K | – | 0.06 |
| E.ON SE | Long | Debt | DE | $174K | – | 0.03 |
| ECMC Group Student Loan Trust | Long | ABS-other | US | $211K | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $395K | – | 0.06 |
| Ecopetrol SA | Long | Debt | CO | $76K | – | 0.01 |
| Ecopetrol SA | Long | Debt | CO | $52K | – | 0.01 |
| Ecuador Government International Bond (REPUBLIC OF ECUADOR) | Long | Debt | EC | $2K | – | 0.00 |
| EDP - Energias de Portugal SA (ENERGIAS DE PORTUGAL SA) | Long | Debt | PT | $324K | – | 0.05 |
| Electricite de France SA | Long | Debt | FR | $613K | – | 0.09 |
| Electricite de France SA | Long | Debt | FR | $27K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $146K | – | 0.02 |
| Elmwood CLO 15 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $291K | – | 0.04 |
| Elmwood CLO IX Ltd | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.04 |
| Empresa Nacional de Telecomunicaciones SA (ENTEL CHILE SA) | Long | Debt | CL | $121K | – | 0.02 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $191K | – | 0.03 |
| ENA Master Trust | Long | Debt | PA | $227K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $484K | – | 0.07 |
| Enbridge Inc | Long | Debt | CA | $336K | – | 0.05 |
| Enbridge Inc | Long | Debt | CA | $311K | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $246K | – | 0.04 |
| Enbridge Inc | Long | Debt | CA | $219K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $201K | – | 0.03 |
| Enbridge Inc | Long | Debt | CA | $41K | – | 0.01 |
| Enbridge Pipelines Inc | Long | Debt | CA | $35K | – | 0.01 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $287K | – | 0.04 |
| Enel SpA | Long | Debt | IT | $156K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $244K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $206K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $158K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $41K | – | 0.01 |
| Engie Energia Chile SA | Long | Debt | CL | $223K | – | 0.03 |
| Engie SA | Long | Debt | FR | $535K | – | 0.08 |
| Engie SA | Long | Debt | FR | $189K | – | 0.03 |
| Engie SA | Long | Debt | FR | $169K | – | 0.02 |
| Eni SpA | Long | Debt | IT | $130K | – | 0.02 |
| Entegris Inc | Long | Debt | US | $169K | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $97K | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $41K | – | 0.01 |
| Equinor ASA | Long | Debt | NO | $206K | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $463K | – | 0.07 |
| ERAC USA Finance LLC | Long | Debt | US | $155K | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $92K | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $29K | – | 0.00 |
| Essential Properties LP | Long | Debt | US | $124K | – | 0.02 |
| EUR/CHF FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| EUR/CHF FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-41K | – | -0.01 | |
| EUR/PLN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $104K | – | 0.01 | |
| EUR/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $56K | – | 0.01 | |
| EUR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| EUR/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| EUR/USD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| EUR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $419.88 | – | 0.00 | |
| EUR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $370.11 | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $281.9 | – | 0.00 | |
| EUR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $215.78 | – | 0.00 | |
| EUR/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-56.82 | – | -0.00 | |
| EUR/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-397.32 | – | -0.00 | |
| EUR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| EUR/USD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| EUR/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| EUR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-120K | – | -0.02 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $12K | – | 0.00 | |
| EURO-BTP (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $43K | – | 0.01 | |
| EURO-BTP (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-16K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $5K | – | 0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $32K | – | 0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-9K | – | -0.00 | |
| EURO-OAT (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $10K | – | 0.00 | |
| EURO-OAT (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-22K | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $19K | – | 0.00 | |
| European Financial Stability Facility (EFSF) | Long | Debt | LU | $414K | – | 0.06 |
| European Financial Stability Facility (EFSF) | Long | Debt | LU | $211K | – | 0.03 |
| European Financial Stability Facility (EFSF) | Long | Debt | LU | $195K | – | 0.03 |
| European Investment Bank | Long | Debt | $2M | – | 0.22 | |
| European Investment Bank | Long | Debt | $1M | – | 0.18 | |
| European Investment Bank | Long | Debt | $1M | – | 0.18 | |
| European Investment Bank | Long | Debt | $523K | – | 0.08 | |
| European Investment Bank | Long | Debt | $337K | – | 0.05 | |
| European Investment Bank | Long | Debt | $227K | – | 0.03 | |
| European Investment Bank | Long | Debt | $215K | – | 0.03 | |
| European Stability Mechanism (EURO STABILITY MECHANISM) | Long | Debt | $662K | – | 0.10 | |
| European Stability Mechanism (EURO STABILITY MECHANISM) | Long | Debt | $137K | – | 0.02 | |
| European Union | Long | Debt | $717K | – | 0.10 | |
| European Union | Long | Debt | $312K | – | 0.04 | |
| Eversource Energy | Long | Debt | US | $79K | – | 0.01 |
| Exelon Corp | Long | Debt | US | $224K | – | 0.03 |
| Exeter Automobile Receivables Trust 2020-1 | Long | ABS-other | US | $59K | – | 0.01 |
| Exeter Automobile Receivables Trust 2024-2 | Long | ABS-other | US | $325K | – | 0.05 |
| Expedia Group Inc | Long | Debt | US | $291K | – | 0.04 |
| Expedia Group Inc | Long | Debt | US | $90K | – | 0.01 |
| Falabella SA | Long | Debt | CL | $162K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $149K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $10M | – | 1.46 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $9M | – | 1.23 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $6M | – | 0.83 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.59 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.38 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $663K | – | 0.10 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $447K | – | 0.06 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $325K | – | 0.05 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $266K | – | 0.04 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-15K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-24K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-34K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-59K | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-71K | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-220K | – | -0.03 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-241K | – | -0.03 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-527K | – | -0.08 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-937K | – | -0.13 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-943K | – | -0.14 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.34 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $885K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $873K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $783K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $772K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $743K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $736K | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $667K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $564K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $407K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $386K | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $296K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $255K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $227K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $148K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $137K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $127K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $109K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $64K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 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 | $11K | – | 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 | $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 | $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 | $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 | $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 | $6K | – | 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 | $6K | – | 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 | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $244K | – | 0.04 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $182K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fifth Third Bancorp | Long | Debt | US | $51K | – | 0.01 |
| Finland Government Bond (FINNISH GOVERNMENT) | Long | Debt | FI | $320K | – | 0.05 |
| Finland Government Bond (FINNISH GOVERNMENT) | Long | Debt | FI | $210K | – | 0.03 |
| Finland Government Bond (FINNISH GOVERNMENT) | Long | Debt | FI | $32K | – | 0.00 |
| Finning International Inc (FINNING INTL INC) | Long | Debt | CA | $348K | – | 0.05 |
| Fiserv Inc | Long | Debt | US | $539K | – | 0.08 |
| FMS WERTMANAGEMENT 0 CP 29/07/2024 | Long | Debt | US | $2M | – | 0.36 |
| Ford Credit Auto Lease Trust 2024-A | Long | ABS-other | US | $1M | – | 0.19 |
| Ford Credit Auto Owner Trust 2023-C | Long | ABS-other | US | $306K | – | 0.04 |
| Ford Credit Auto Owner Trust 2024-REV1 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $868K | – | 0.12 |
| Ford Credit Canada Co/Canada | Long | Debt | CA | $161K | – | 0.02 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $93K | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $389K | – | 0.06 |
| Ford Motor Credit Co LLC | Long | Debt | US | $375K | – | 0.05 |
| Ford Motor Credit Co LLC | Long | Debt | US | $300K | – | 0.04 |
| Ford Motor Credit Co LLC | Long | Debt | US | $202K | – | 0.03 |
| Fortive Corp (FORTIVE CORPORATION) | Long | Debt | US | $163K | – | 0.02 |
| Foundry JV Holdco LLC | Long | Debt | US | $607K | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $94K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $86K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 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 | $7K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac 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 | $4K | – | 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 | $3K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $439K | – | 0.06 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $168K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $110K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $895K | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $792K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $769K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $742K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $579K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $514K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $483K | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $29.79 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $139K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac STACR Debt Notes 2015-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac STACR Debt Notes 2016-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $243K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $122K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $343K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $316K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $546K | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $175K | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $484K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2022-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $502K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2023-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $252K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2023-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $244K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2024-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $651K | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $663K | – | 0.10 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $413K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| Freeport Indonesia PT | Long | Debt | ID | $196K | – | 0.03 |
| Freeport-McMoRan Inc | Long | Debt | US | $213K | – | 0.03 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $4M | – | 0.51 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $3M | – | 0.46 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $2M | – | 0.27 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $2M | – | 0.23 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $708K | – | 0.10 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $673K | – | 0.10 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $604K | – | 0.09 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $363K | – | 0.05 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $204K | – | 0.03 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $398K | – | 0.06 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $139K | – | 0.02 |
| GBP/USD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $121K | – | 0.02 | |
| GBP/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $75K | – | 0.01 | |
| GBP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $43K | – | 0.01 | |
| GBP/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| GBP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| GBP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| GBP/USD FORWARD (COMMONWEALTH BANK OF AUSTRALIA) | Derivative-foreign exchange | US | $392.55 | – | 0.00 | |
| GBP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $137.85 | – | 0.00 | |
| GBP/USD FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $-374.46 | – | -0.00 | |
| GBP/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| GBP/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| GBP/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| GBP/USD FORWARD (COMMONWEALTH BANK OF AUSTRALIA) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| GBP/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| GBP/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| GBP/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| GBP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| GE HealthCare Technologies Inc (GE HEALTHCARE TECH INC) | Long | Debt | US | $130K | – | 0.02 |
| General Mills Inc | Long | Debt | US | $178K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $550K | – | 0.08 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $424K | – | 0.06 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $257K | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $196K | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $7K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $4K | – | 0.00 |
| General Motors Financial of Canada Ltd (GM FINANCIAL CAD) | Long | Debt | CA | $43K | – | 0.01 |
| GENM Capital Labuan Ltd | Long | Debt | MY | $324K | – | 0.05 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 1.37 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 1.06 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.73 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.67 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.61 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.49 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.44 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.16 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $373K | – | 0.05 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $231K | – | 0.03 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-309K | – | -0.04 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-444K | – | -0.06 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-786K | – | -0.11 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-1M | – | -0.15 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $984K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $973K | – | 0.14 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $536K | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $461K | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $416K | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $343K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $339K | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $293K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $281K | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $174K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $162K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $161K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $141K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $135K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $134K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $112K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $105K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Glencore Capital Finance DAC (GLENCORE CAP FIN DAC) | Long | Debt | IE | $320K | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $1M | – | 0.16 |
| Global Payments Inc | Long | Debt | US | $199K | – | 0.03 |
| Globo Comunicacao e Participacoes SA (GLOBO COMMUNICACOES PART) | Long | Debt | BR | $177K | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $65K | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $30K | – | 0.00 |
| GM Financial Consumer Automobile Receivables Trust 2023-4 (GM Financial Securitized Term) | Long | ABS-other | US | $185K | – | 0.03 |
| GM Financial Consumer Automobile Receivables Trust 2024-1 (GM Financial Securitized Term) | Long | ABS-other | US | $648K | – | 0.09 |
| GM Financial Revolving Receivables Trust 2024-1 | Long | ABS-other | US | $498K | – | 0.07 |
| Go Daddy Operating Co LLC / GD Finance Co Inc (GO DADDY OPCO/FINCO) | Long | Debt | US | $318K | – | 0.05 |
| Goldentree Loan Management US Clo 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $454K | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $88K | – | 0.01 |
| Golub Capital Partners CLO 74 B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $651K | – | 0.09 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $50K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $13K | – | 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 | $9K | – | 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 | $8K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $556K | – | 0.08 |
| Greenko Wind Projects Mauritius Ltd (GREENKO WIND PROJECTS MU) | Long | Debt | MU | $328K | – | 0.05 |
| GreenPoint MTA Trust 2005-AR1 (GreenPoint Mortgage Funding Tr) | Long | ABS-mortgage backed security | US | $39K | – | 0.01 |
| GS Mortgage Securities Trust 2017-GS7 | Long | ABS-mortgage backed security | US | $140K | – | 0.02 |
| GXO Logistics Inc | Long | Debt | US | $335K | – | 0.05 |
| Halsey Point CLO I Ltd (HalseyPoint CLO I, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $595K | – | 0.09 |
| HalseyPoint CLO 3 Ltd (HalseyPoint CLO 3, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.20 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $265K | – | 0.04 |
| Harley-Davidson Financial Services Inc (HARLEY-DAVIDSON FINL SER) | Long | Debt | US | $252K | – | 0.04 |
| Hasbro Inc | Long | Debt | US | $497K | – | 0.07 |
| Hasbro Inc | Long | Debt | US | $137K | – | 0.02 |
| HCA Inc | Long | Debt | US | $685K | – | 0.10 |
| HCA Inc | Long | Debt | US | $523K | – | 0.08 |
| HCA Inc | Long | Debt | US | $405K | – | 0.06 |
| HCA Inc | Long | Debt | US | $299K | – | 0.04 |
| HCA Inc | Long | Debt | US | $260K | – | 0.04 |
| HCA Inc | Long | Debt | US | $174K | – | 0.03 |
| HCA Inc | Long | Debt | US | $146K | – | 0.02 |
| HCA Inc | Long | Debt | US | $69K | – | 0.01 |
| HCA Inc | Long | Debt | US | $64K | – | 0.01 |
| Heathrow Funding Ltd | Long | Debt | JE | $636K | – | 0.09 |
| Hellenic Republic Government Bond | Long | Debt | GR | $1M | – | 0.17 |
| Hellenic Republic Government Bond | Long | Debt | GR | $153K | – | 0.02 |
| Hess Corp | Long | Debt | US | $194K | – | 0.03 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $238K | – | 0.03 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $439K | – | 0.06 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $78K | – | 0.01 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $71K | – | 0.01 |
| HINNT 2024-A LLC (Hin Timeshare Trust) | Long | ABS-other | US | $158K | – | 0.02 |
| HKD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-647.31 | – | -0.00 | |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $489K | – | 0.07 |
| Home Depot Inc/The | Long | Debt | US | $166K | – | 0.02 |
| Home Depot Inc/The | Long | Debt | US | $102K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $62K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $35K | – | 0.01 |
| Honda Auto Receivables 2023-4 Owner Trust (Honda Auto Receivables Owner T) | Long | ABS-other | US | $404K | – | 0.06 |
| Honeywell International Inc | Long | Debt | US | $576K | – | 0.08 |
| Honeywell International Inc | Long | Debt | US | $215K | – | 0.03 |
| Honeywell International Inc | Long | Debt | US | $185K | – | 0.03 |
| Honeywell International Inc | Long | Debt | US | $124K | – | 0.02 |
| HPEFS Equipment Trust 2023-1 | Long | ABS-other | US | $57K | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $341K | – | 0.05 |
| HSBC Holdings PLC | Long | Debt | GB | $283K | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $241K | – | 0.03 |
| HSBC USA, Inc. | Long | Debt | US | $1M | – | 0.16 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $424K | – | 0.06 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $250K | – | 0.04 |
| HUF/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| HUF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $597.95 | – | 0.00 | |
| HUF/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-489.2 | – | -0.00 | |
| HUF/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-567.07 | – | -0.00 | |
| HUF/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-608.28 | – | -0.00 | |
| HUF/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| Humana Inc | Long | Debt | US | $182K | – | 0.03 |
| Hungary Government Bond | Long | Debt | HU | $261K | – | 0.04 |
| Hungary Government Bond | Long | Debt | HU | $109K | – | 0.02 |
| Hungary Government Bond | Long | Debt | HU | $78K | – | 0.01 |
| Hungary Government Bond | Long | Debt | HU | $54K | – | 0.01 |
| Hungary Government Bond | Long | Debt | HU | $46K | – | 0.01 |
| Hungary Government Bond | Long | Debt | HU | $41K | – | 0.01 |
| Hungary Government International Bond | Long | Debt | HU | $866K | – | 0.12 |
| Hungary Government International Bond | Long | Debt | HU | $239K | – | 0.03 |
| Hungary Government International Bond | Long | Debt | HU | $206K | – | 0.03 |
| Hungary Government International Bond | Long | Debt | HU | $194K | – | 0.03 |
| Hunt Oil Co of Peru LLC Sucursal Del Peru | Long | Debt | PE | $224K | – | 0.03 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $521K | – | 0.07 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $103K | – | 0.01 |
| Hyatt Hotels Corp | Long | Debt | US | $243K | – | 0.04 |
| Hyatt Hotels Corp | Long | Debt | US | $25K | – | 0.00 |
| Hyundai Auto Lease Securitization Trust 2024-A | Long | ABS-other | US | $822K | – | 0.12 |
| Hyundai Auto Receivables Trust 2023-A | Long | ABS-other | US | $71K | – | 0.01 |
| Hyundai Auto Receivables Trust 2023-C | Long | ABS-other | US | $297K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $692K | – | 0.10 |
| Hyundai Capital America | Long | Debt | US | $556K | – | 0.08 |
| Hyundai Capital America | Long | Debt | US | $152K | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $127K | – | 0.02 |
| ICG US CLO 2018-1 LTD (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $375K | – | 0.05 |
| IDR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| IDR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| IDR/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| IDR/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-645.59 | – | -0.00 | |
| ILS/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| ILS/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| ILS/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| ILS/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| ILS/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| ILS/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| ILS/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $424K | – | 0.06 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $251K | – | 0.04 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $194K | – | 0.03 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $4M | – | 0.54 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $208K | – | 0.03 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $191K | – | 0.03 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $91K | – | 0.01 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $60K | – | 0.01 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $31K | – | 0.00 |
| INEOS Quattro Finance 2 Plc | Long | Debt | GB | $113K | – | 0.02 |
| ING Groep NV | Long | Debt | NL | $548K | – | 0.08 |
| ING Groep NV | Long | Debt | NL | $216K | – | 0.03 |
| Ingersoll Rand Inc | Long | Debt | US | $261K | – | 0.04 |
| Ingersoll Rand Inc | Long | Debt | US | $96K | – | 0.01 |
| Ingersoll Rand Inc | Long | Debt | US | $26K | – | 0.00 |
| INR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| INR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $169.41 | – | 0.00 | |
| INR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-88.75 | – | -0.00 | |
| INR/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-447.48 | – | -0.00 | |
| INR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| INR/USD FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| INR/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| INR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Intel Corp | Long | Debt | US | $174K | – | 0.03 |
| Intel Corp | Long | Debt | US | $87K | – | 0.01 |
| Intel Corp | Long | Debt | US | $84K | – | 0.01 |
| Intel Corp | Long | Debt | US | $42K | – | 0.01 |
| Intel Corp | Long | Debt | US | $36K | – | 0.01 |
| Intel Corp | Long | Debt | US | $10K | – | 0.00 |
| Intel Corp | Long | Debt | US | $6K | – | 0.00 |
| Intel Corp | Long | Debt | US | $5K | – | 0.00 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $551K | – | 0.08 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $121K | – | 0.02 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $69K | – | 0.01 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $52K | – | 0.01 | |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $44K | – | 0.01 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $540K | – | 0.08 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $68K | – | 0.01 | |
| International Consolidated Airlines Group SA (INTL CONSOLIDATED AIRLIN) | Long | Debt | ES | $209K | – | 0.03 |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | $549K | – | 0.08 | |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $354K | – | 0.05 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $66K | – | 0.01 |
| International Game Technology PLC | Long | Debt | GB | $522K | – | 0.08 |
| Interpublic Group of Cos Inc/The (INTERPUBLIC GROUP COS) | Long | Debt | US | $185K | – | 0.03 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $570K | – | 0.08 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $199K | – | 0.03 |
| Inversiones CMPC SA | Long | Debt | CL | $323K | – | 0.05 |
| Ireland Government Bond | Long | Debt | IE | $431K | – | 0.06 |
| Ireland Government Bond | Long | Debt | IE | $44K | – | 0.01 |
| Ireland Government Bond | Long | Debt | IE | $36K | – | 0.01 |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $434K | – | 0.06 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $24K | – | 0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $13K | – | 0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-8K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS AUD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-12K | – | -0.00 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $155K | – | 0.02 | |
| IRS BRL (CME GROUP INC.) | Derivative-interest rate | US | $10K | – | 0.00 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $1K | – | 0.00 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $1K | – | 0.00 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $0.06 | – | 0.00 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| IRS BRL (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-38K | – | -0.01 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-23K | – | -0.00 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-42K | – | -0.01 | |
| IRS CAD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-162K | – | -0.02 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $21K | – | 0.00 | |
| IRS CHF (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-183K | – | -0.03 | |
| IRS CLP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $3K | – | 0.00 | |
| IRS CLP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| IRS CLP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $220K | – | 0.03 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $60K | – | 0.01 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $18K | – | 0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS CNY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS COP (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-230.84 | – | -0.00 | |
| IRS CZK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $9K | – | 0.00 | |
| IRS CZK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $878K | – | 0.13 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $228K | – | 0.03 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $212K | – | 0.03 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $203K | – | 0.03 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $87K | – | 0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $87K | – | 0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $26K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $26K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $23K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $19K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $16K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $13K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $11K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-228.29 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-524.26 | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-75K | – | -0.01 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-139K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-145K | – | -0.02 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-178K | – | -0.03 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-243K | – | -0.04 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-253K | – | -0.04 | |
| IRS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-401K | – | -0.06 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $175K | – | 0.03 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $41K | – | 0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $9K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-9K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-18K | – | -0.00 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-47K | – | -0.01 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-111K | – | -0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-199K | – | -0.03 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-361K | – | -0.05 | |
| IRS HKD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS IFS EUR (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $19K | – | 0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $14K | – | 0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $14K | – | 0.00 | |
| IRS IFS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| IRS IFS EUR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-430.28 | – | -0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $-20K | – | -0.00 | |
| IRS IFS EUR (MORGAN STANLEY & CO. LLC) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| IRS IFS EUR (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-28K | – | -0.00 | |
| IRS IFS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $27K | – | 0.00 | |
| IRS IFS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-413.16 | – | -0.00 | |
| IRS IFS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-693.62 | – | -0.00 | |
| IRS IFS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-869.84 | – | -0.00 | |
| IRS IFS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| IRS IFS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| IRS IFS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1K | – | -0.00 | |
| IRS IFS USD (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| IRS IFS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| IRS IFS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-28K | – | -0.00 | |
| IRS INR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $245.4 | – | 0.00 | |
| IRS INR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-3K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $771K | – | 0.11 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS JPY (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $31K | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| IRS KRW (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $781.13 | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $443.86 | – | 0.00 | |
| IRS MXN (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| IRS MYR (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $5K | – | 0.00 | |
| IRS MYR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $45K | – | 0.01 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-136.04 | – | -0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-45K | – | -0.01 | |
| IRS NOK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-49K | – | -0.01 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $31K | – | 0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS NZD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS PLN (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $172K | – | 0.02 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $57K | – | 0.01 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $31K | – | 0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS SEK (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-44K | – | -0.01 | |
| IRS THB (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $697K | – | 0.10 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $420K | – | 0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $360K | – | 0.05 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $191K | – | 0.03 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $149K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $126K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $118K | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $35K | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $29K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $13K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $10K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $4K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $2K | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $913.34 | – | 0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-311.98 | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-357.64 | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-5K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-10K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-13K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-21K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-35K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-90K | – | -0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-165K | – | -0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-684K | – | -0.10 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-760K | – | -0.11 | |
| IRS ZAR (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $6K | – | 0.00 | |
| iShares Core U.S. Aggregate Bond ETF | Long | Equity-common | US | $10M | 106K | 1.48 |
| Israel Government Bond - Fixed (ISRAEL FIXED BOND) | Long | Debt | IL | $82K | – | 0.01 |
| Israel Government Bond - Fixed (ISRAEL FIXED BOND) | Long | Debt | IL | $54K | – | 0.01 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $3M | – | 0.50 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $2M | – | 0.31 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $2M | – | 0.22 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $1M | – | 0.21 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $1M | – | 0.15 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $918K | – | 0.13 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $341K | – | 0.05 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $333K | – | 0.05 |
| Italy Buoni Poliennali Del Tesoro (BUONI POLIENNALI DEL TES) | Long | Debt | IT | $18K | – | 0.00 |
| ITC Holdings Corp | Long | Debt | US | $50K | – | 0.01 |
| J M Smucker Co/The (JM SMUCKER CO) | Long | Debt | US | $666K | – | 0.10 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $302K | – | 0.04 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $335K | – | 0.05 |
| J.P. Morgan Mortgage Trust 2021-LTV2 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $164K | – | 0.02 |
| J.P. Morgan Mortgage Trust 2023-DSC1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $558K | – | 0.08 |
| J.P. Morgan Mortgage Trust 2024-1 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $640K | – | 0.09 |
| Jabil Inc | Long | Debt | US | $460K | – | 0.07 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $50K | – | 0.01 | |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $572K | – | 0.08 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $452K | – | 0.07 |
| Japan Finance Organization for Municipalities (JAPAN FIN ORG MUNICIPAL) | Long | Debt | JP | $276K | – | 0.04 |
| Japan Government Five Year Bond (JAPAN (5 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.42 |
| Japan Government Forty Year Bond (JAPAN (40 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.20 |
| Japan Government Forty Year Bond (JAPAN (40 YEAR ISSUE)) | Long | Debt | JP | $1M | – | 0.19 |
| Japan Government Forty Year Bond (JAPAN (40 YEAR ISSUE)) | Long | Debt | JP | $814K | – | 0.12 |
| Japan Government Ten Year Bond (JAPAN (10 YEAR ISSUE)) | Long | Debt | JP | $5M | – | 0.67 |
| Japan Government Ten Year Bond (JAPAN (10 YEAR ISSUE)) | Long | Debt | JP | $866K | – | 0.12 |
| Japan Government Ten Year Bond (JAPAN (10 YEAR ISSUE)) | Long | Debt | JP | $751K | – | 0.11 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.50 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.49 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $2M | – | 0.36 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $652K | – | 0.09 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $527K | – | 0.08 |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $399K | – | 0.06 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.46 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $3M | – | 0.42 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $239K | – | 0.03 |
| Japan Government Twenty Year Bond (JAPAN (20 YEAR ISSUE)) | Long | Debt | JP | $152K | – | 0.02 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Debt | JP | $6M | – | 0.91 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Debt | JP | $2M | – | 0.30 |
| Japan Treasury Discount Bill (JAPAN TREASURY DISC BILL) | Long | Debt | JP | $1M | – | 0.17 |
| John Deere Capital Corp | Long | Debt | US | $169K | – | 0.02 |
| JP Morgan Madison Avenue Securities Trust Series 2014-1 (L Street Securities) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| JP Morgan Mortgage Trust 2023-10 | Long | ABS-mortgage backed security | US | $85K | – | 0.01 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $167K | – | 0.02 |
| JP Morgan Mortgage Trust Series 2024-3 | Long | ABS-mortgage backed security | US | $591K | – | 0.09 |
| JP Morgan Mortgage Trust Series 2024-4 | Long | ABS-mortgage backed security | US | $228K | – | 0.03 |
| JP Morgan Mortgage Trust Series 2024-5 | Long | ABS-mortgage backed security | US | $298K | – | 0.04 |
| JP Morgan Mortgage Trust Series 2024-VIS1 | Long | ABS-mortgage backed security | US | $564K | – | 0.08 |
| JP Morgan Mortgage Trust Series 2024-VIS1 | Long | ABS-mortgage backed security | US | $441K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $731K | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $421K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $398K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $387K | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $376K | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $254K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $252K | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $166K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $163K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $97K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $51K | – | 0.01 |
| JPMorgan Chase Bank NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $171K | – | 0.02 |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $349K | – | 0.05 | |
| JPY/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $179K | – | 0.03 | |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $109K | – | 0.02 | |
| JPY/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $68K | – | 0.01 | |
| JPY/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $64K | – | 0.01 | |
| JPY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $59K | – | 0.01 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $36K | – | 0.01 | |
| JPY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| JPY/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $254.57 | – | 0.00 | |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| JPY/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| JPY/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| JPY/USD FORWARD (Nomura Securities International, Inc.) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| JPY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| JPY/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-43K | – | -0.01 | |
| JPY/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-87K | – | -0.01 | |
| JPY/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-125K | – | -0.02 | |
| JPY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-193K | – | -0.03 | |
| KBC Group NV | Long | Debt | BE | $415K | – | 0.06 |
| KBC Group NV | Long | Debt | BE | $326K | – | 0.05 |
| Kilroy Realty LP | Long | Debt | US | $71K | – | 0.01 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $853K | – | 0.12 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $832K | – | 0.12 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $596K | – | 0.09 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $595K | – | 0.09 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $514K | – | 0.07 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $480K | – | 0.07 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $207K | – | 0.03 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $38K | – | 0.01 |
| Kodiak Gas Services LLC | Long | Debt | US | $344K | – | 0.05 |
| Koninklijke KPN NV | Long | Debt | NL | $434K | – | 0.06 |
| Korea Housing Finance Corp | Long | Debt | KR | $216K | – | 0.03 |
| Korea Housing Finance Corp | Long | Debt | KR | $193K | – | 0.03 |
| Korea Treasury Bond | Long | Debt | KR | $3M | – | 0.42 |
| Korea Treasury Bond | Long | Debt | KR | $649K | – | 0.09 |
| Korea Treasury Bond | Long | Debt | KR | $646K | – | 0.09 |
| Korea Treasury Bond | Long | Debt | KR | $423K | – | 0.06 |
| Korea Treasury Bond | Long | Debt | KR | $301K | – | 0.04 |
| Korea Treasury Bond | Long | Debt | KR | $228K | – | 0.03 |
| Korea Treasury Bond | Long | Debt | KR | $94K | – | 0.01 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $4M | – | 0.61 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $1M | – | 0.18 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $414K | – | 0.06 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $370K | – | 0.05 |
| KRW/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $39K | – | 0.01 | |
| KRW/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| KRW/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| KRW/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| KRW/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $463.66 | – | 0.00 | |
| KRW/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $401.15 | – | 0.00 | |
| KRW/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-540.3 | – | -0.00 | |
| KRW/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-635.17 | – | -0.00 | |
| KRW/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| KRW/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| KRW/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| Kubota Credit Owner Trust 2023-1 | Long | ABS-other | US | $54K | – | 0.01 |
| Kyndryl Holdings Inc | Long | Debt | US | $195K | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $299K | – | 0.04 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $174K | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $485K | – | 0.07 |
| Las Vegas Sands Corp | Long | Debt | US | $176K | – | 0.03 |
| Las Vegas Sands Corp | Long | Debt | US | $121K | – | 0.02 |
| Las Vegas Sands Corp | Long | Debt | US | $40K | – | 0.01 |
| LCCM 2021-FL2 Trust (Ladder Capital Commercial Mort) | Long | ABS-collateralized bond/debt obligation | US | $139K | – | 0.02 |
| LCM Investments Holdings II LLC | Long | Debt | US | $324K | – | 0.05 |
| Lear Corp | Long | Debt | US | $12K | – | 0.00 |
| Lehman XS Trust 2007-3 | Long | ABS-other | US | $42K | – | 0.01 |
| Leviathan Bond Ltd | Long | Debt | IL | $66K | – | 0.01 |
| Lithia Motors Inc | Long | Debt | US | $522K | – | 0.08 |
| LKQ Corp | Long | Debt | US | $333K | – | 0.05 |
| LKQ Dutch Bond BV | Long | Debt | NL | $896K | – | 0.13 |
| Lloyds Banking Group PLC | Long | Debt | GB | $461K | – | 0.07 |
| Lloyds Banking Group PLC | Long | Debt | GB | $219K | – | 0.03 |
| Lloyds Banking Group PLC | Long | Debt | GB | $200K | – | 0.03 |
| Loblaw Cos Ltd | Long | Debt | CA | $288K | – | 0.04 |
| Loblaw Cos Ltd (LOBLAW COMPANIES LIMITED) | Long | Debt | CA | $148K | – | 0.02 |
| Loblaw Cos Ltd | Long | Debt | CA | $135K | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $150K | – | 0.02 |
| Logicor Financing Sarl | Long | Debt | LU | $254K | – | 0.04 |
| Logicor Financing Sarl | Long | Debt | LU | $251K | – | 0.04 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-50K | – | -0.01 | |
| Lowe's Cos Inc | Long | Debt | US | $193K | – | 0.03 |
| Magnetite Xxx Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $379K | – | 0.05 |
| Malaysia Government Bond | Long | Debt | MY | $439K | – | 0.06 |
| Malaysia Government Bond | Long | Debt | MY | $122K | – | 0.02 |
| Malaysia Government Bond | Long | Debt | MY | $73K | – | 0.01 |
| Manhattan West 2020-1MW Mortgage Trust | Long | ABS-mortgage backed security | US | $422K | – | 0.06 |
| Marathon Oil Corp | Long | Debt | US | $292K | – | 0.04 |
| Marlette Funding Trust 2023-3 | Long | ABS-other | US | $28K | – | 0.00 |
| Marlette Funding Trust 2024-1 | Long | ABS-other | US | $285K | – | 0.04 |
| Marriott International Inc/MD | Long | Debt | US | $145K | – | 0.02 |
| Marriott International Inc/MD | Long | Debt | US | $124K | – | 0.02 |
| Marriott International Inc/MD | Long | Debt | US | $95K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $45K | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $44K | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $222K | – | 0.03 |
| Marvell Technology Inc | Long | Debt | US | $138K | – | 0.02 |
| MasTec Inc | Long | Debt | US | $281K | – | 0.04 |
| MasTec Inc | Long | Debt | US | $75K | – | 0.01 |
| MDC Holdings Inc | Long | Debt | US | $202K | – | 0.03 |
| Mediobanca Banca di Credito Finanziario SpA (MEDIOBANCA DI CRED FIN) | Long | Debt | IT | $262K | – | 0.04 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $388K | – | 0.06 |
| Mercedes-Benz Auto Receivables Trust 2023-2 | Long | ABS-other | US | $170K | – | 0.02 |
| Mercedes-Benz Finance North America LLC (MERCEDES-BENZ FIN NA) | Long | Debt | US | $190K | – | 0.03 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $91K | – | 0.01 |
| Metro Inc/CN | Long | Debt | CA | $140K | – | 0.02 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $64K | – | 0.01 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $143K | – | 0.02 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $39K | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $439K | – | 0.06 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $426K | – | 0.06 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $386K | – | 0.06 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $339K | – | 0.05 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $299K | – | 0.04 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $168K | – | 0.02 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $45K | – | 0.01 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $232K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $823K | – | 0.12 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $614K | – | 0.09 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $201K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $190K | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $176K | – | 0.03 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $393K | – | 0.06 |
| Micron Technology Inc | Long | Debt | US | $120K | – | 0.02 |
| Mill City Mortgage Loan Trust 2017-2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Mill City Mortgage Loan Trust 2019-GS2 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Mizuho Financial Group Inc | Long | Debt | JP | $360K | – | 0.05 |
| Mizuho Financial Group Inc | Long | Debt | JP | $262K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $648K | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $309K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $281K | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $174K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $172K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $171K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $144K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $125K | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $79K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $40K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $7K | – | 0.00 |
| Morgan Stanley Capital I Trust 2022-L8 | Long | ABS-mortgage backed security | US | $381K | – | 0.05 |
| Mountain View CLO 2016-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.10 |
| MPLX LP | Long | Debt | US | $388K | – | 0.06 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $131K | – | 0.02 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $80K | – | 0.01 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $5M | 5M | 0.75 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $788K | – | 0.11 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $235K | – | 0.03 |
| MT LOGAN RE LTD SPECIAL INVEST | Long | Equity-common | US | $161K | 474 | 0.02 |
| MXN/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $144K | – | 0.02 | |
| MXN/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $51K | – | 0.01 | |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $45K | – | 0.01 | |
| MXN/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| MXN/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| MXN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| MXN/USD FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $475.23 | – | 0.00 | |
| MXN/USD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| MXN/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| MXN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| MXN/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| MXN/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-43K | – | -0.01 | |
| MXN/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-56K | – | -0.01 | |
| MXN/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-70K | – | -0.01 | |
| MXN/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-74K | – | -0.01 | |
| MYR/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| MYR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $950.45 | – | 0.00 | |
| MYR/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| Nassau 2019-II Ltd (Nassau LTD) | Long | ABS-collateralized bond/debt obligation | KY | $352K | – | 0.05 |
| National Australia Bank Ltd | Long | Debt | AU | $399K | – | 0.06 |
| National Australia Bank Ltd | Long | Debt | AU | $319K | – | 0.05 |
| National Australia Bank Ltd | Long | Debt | AU | $151K | – | 0.02 |
| National Gas Transmission PLC (NATL GAS TRANSMISSION) | Long | Debt | GB | $178K | – | 0.03 |
| National Grid Electricity Distribution East Midlands PLC (NAT GRID ELECTY EM) | Long | Debt | GB | $106K | – | 0.02 |
| National Grid North America Inc (NATIONAL GRID NA INC) | Long | Debt | US | $362K | – | 0.05 |
| National Grid PLC | Long | Debt | GB | $65K | – | 0.01 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $341K | – | 0.05 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $200K | – | 0.03 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $183K | – | 0.03 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $83K | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $210K | – | 0.03 |
| Navient Corp | Long | Debt | US | $101K | – | 0.01 |
| Navient Student Loan Trust 2017-2 | Long | ABS-other | US | $74K | – | 0.01 |
| Nederlandse Waterschapsbank NV (NEDER WATERSCHAPSBANK) | Long | Debt | NL | $2M | – | 0.30 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $137K | – | 0.02 |
| Netflix Inc | Long | Debt | US | $351K | – | 0.05 |
| Netflix Inc | Long | Debt | US | $227K | – | 0.03 |
| Netherlands Government Bond | Long | Debt | NL | $941K | – | 0.14 |
| Netherlands Government Bond | Long | Debt | NL | $261K | – | 0.04 |
| Netherlands Government Bond | Long | Debt | NL | $209K | – | 0.03 |
| Netherlands Government Bond | Long | Debt | NL | $175K | – | 0.03 |
| Netherlands Government Bond | Long | Debt | NL | $167K | – | 0.02 |
| New Jersey Economic Development Authority (NEW JERSEY ST ECON DEV AUTH LE) | Long | Debt | US | $114K | – | 0.02 |
| New Jersey Transportation Trust Fund Authority (NEW JERSEY ST TRANSPRTN TRUST) | Long | Debt | US | $60K | – | 0.01 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $2M | – | 0.29 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $936K | – | 0.13 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $609K | – | 0.09 |
| New York Life Global Funding (NEW YORK LIFE GLOBAL FDG) | Long | Debt | US | $531K | – | 0.08 |
| New Zealand Government Bond | Long | Debt | NZ | $2M | – | 0.34 |
| New Zealand Government Bond | Long | Debt | NZ | $348K | – | 0.05 |
| New Zealand Government Bond | Long | Debt | NZ | $152K | – | 0.02 |
| Nexa Resources SA | Long | Debt | LU | $333K | – | 0.05 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $72K | – | 0.01 |
| Niagara Mohawk Power Corp | Long | Debt | US | $273K | – | 0.04 |
| Niagara Mohawk Power Corp | Long | Debt | US | $122K | – | 0.02 |
| Niagara Mohawk Power Corp | Long | Debt | US | $105K | – | 0.02 |
| Niagara Mohawk Power Corp | Long | Debt | US | $24K | – | 0.00 |
| NiSource Inc | Long | Debt | US | $199K | – | 0.03 |
| Nissan Auto Lease Trust 2024-A | Long | ABS-other | US | $1M | – | 0.16 |
| Nissan Auto Receivables 2023-A Owner Trust (Nissan Auto Receivables Owner) | Long | ABS-other | US | $102K | – | 0.01 |
| Nissan Auto Receivables 2023-B Owner Trust (Nissan Auto Receivables Owner) | Long | ABS-other | US | $833K | – | 0.12 |
| Nissan Master Owner Trust Receivables | Long | ABS-other | US | $872K | – | 0.13 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $197K | – | 0.03 |
| Nissan Motor Acceptance Co LLC | Long | Debt | US | $48K | – | 0.01 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $180K | – | 0.03 |
| NMEF Funding 2023-A LLC (NMEF Funding LLC) | Long | ABS-other | US | $166K | – | 0.02 |
| NNN REIT Inc | Long | Debt | US | $75K | – | 0.01 |
| NOK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $41K | – | 0.01 | |
| NOK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| NOK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| NOK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| NOK/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| NOK/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| NOK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| NOK/USD FORWARD (NATWEST MARKETS PLC) | Derivative-foreign exchange | US | $-219.1 | – | -0.00 | |
| NOK/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| NOK/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| NOK/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| NOK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| NOK/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| Northeastern University | Long | Debt | US | $70K | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $188K | – | 0.03 |
| Northwestern Mutual Global Funding (NORTHWESTERN MUTUAL GLBL) | Long | Debt | US | $100K | – | 0.01 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $109K | – | 0.02 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $54K | – | 0.01 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $582K | – | 0.08 |
| NZD/AUD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| NZD/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $20K | – | 0.00 | |
| NZD/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| NZD/USD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| NZD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| NZD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| NZD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| NZD/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| NZD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $210.7 | – | 0.00 | |
| NZD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-18.8 | – | -0.00 | |
| NZD/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| NZD/USD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| NZD/USD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| NZD/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| NZD/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| NZD/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| NZD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| NZD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| OBX 2022-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $184K | – | 0.03 |
| OBX 2024-NQM1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $576K | – | 0.08 |
| OBX 2024-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $1M | – | 0.15 |
| OBX 2024-NQM4 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $717K | – | 0.10 |
| OBX 2024-NQM5 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $382K | – | 0.05 |
| Occidental Petroleum Corp | Long | Debt | US | $726K | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $284K | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $234K | – | 0.03 |
| Occidental Petroleum Corp | Long | Debt | US | $172K | – | 0.02 |
| OCCU Auto Receivables Trust 2023-1 | Long | ABS-other | US | $74K | – | 0.01 |
| OCP CLO 2016-11 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $475K | – | 0.07 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $622K | – | 0.09 |
| Octagon Investment Partners 40 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.04 |
| Octane Receivables Trust 2023-1 | Long | ABS-other | US | $71K | – | 0.01 |
| Odebrecht Holdco Finance Ltd (ODEBRECHT HOLDCO FIN LTD) | Long | Debt | KY | $2K | – | 0.00 |
| OEC Finance Ltd | Long | Debt | KY | $82K | – | 0.01 |
| OMERS Finance Trust | Long | Debt | CA | $751K | – | 0.11 |
| OMERS Finance Trust | Long | Debt | CA | $494K | – | 0.07 |
| OMERS Finance Trust | Long | Debt | CA | $490K | – | 0.07 |
| OMERS Finance Trust | Long | Debt | CA | $273K | – | 0.04 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $381K | – | 0.05 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $535K | – | 0.08 |
| OneMain Finance Corp | Long | Debt | US | $314K | – | 0.05 |
| ONEOK Inc | Long | Debt | US | $607K | – | 0.09 |
| ONEOK Inc | Long | Debt | US | $257K | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $149K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $92K | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $30K | – | 0.00 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $2M | – | 0.25 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $1M | – | 0.16 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $999K | – | 0.14 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $687K | – | 0.10 |
| Oracle Corp | Long | Debt | US | $658K | – | 0.09 |
| Oracle Corp | Long | Debt | US | $545K | – | 0.08 |
| Oracle Corp | Long | Debt | US | $336K | – | 0.05 |
| Oracle Corp | Long | Debt | US | $273K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $168K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $101K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $71K | – | 0.01 |
| Orange SA | Long | Debt | FR | $184K | – | 0.03 |
| Otis Worldwide Corp | Long | Debt | US | $209K | – | 0.03 |
| Ovintiv Inc | Long | Debt | US | $531K | – | 0.08 |
| Ovintiv Inc | Long | Debt | US | $351K | – | 0.05 |
| Ovintiv Inc | Long | Debt | US | $84K | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $47K | – | 0.01 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $340K | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $788K | – | 0.11 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $563K | – | 0.08 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $486K | – | 0.07 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $238K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $177K | – | 0.03 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $73K | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $68K | – | 0.01 |
| Palmer Square CLO 2021-4 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.04 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.07 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $419K | – | 0.06 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $169K | – | 0.02 |
| Parallel 2020-1 Ltd (Parallel Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.04 |
| Paramount Global | Long | Debt | US | $359K | – | 0.05 |
| Paramount Global | Long | Debt | US | $169K | – | 0.02 |
| Park Blue Clo 2024-V Ltd (Park Blue CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $725K | – | 0.10 |
| PEN/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| PEN/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| PEN/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $466.42 | – | 0.00 | |
| PEN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-408.32 | – | -0.00 | |
| PEN/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-466.54 | – | -0.00 | |
| PEN/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| PEN/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| PEN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-49K | – | -0.01 | |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $669K | – | 0.10 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $376K | – | 0.05 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $256K | – | 0.04 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $174K | – | 0.02 |
| Periama Holdings LLC/DE | Long | Debt | US | $233K | – | 0.03 |
| Permanent TSB Group Holdings PLC | Long | Debt | IE | $115K | – | 0.02 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $283K | – | 0.04 |
| Perrigo Finance Unlimited Co | Long | Debt | IE | $339K | – | 0.05 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $278K | – | 0.04 |
| Peru Government Bond (BONOS DE TESORERIA) | Long | Debt | PE | $52K | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $128K | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $207K | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $194K | – | 0.03 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $153K | – | 0.02 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $14M | 14M | 2.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $204K | – | 0.03 |
| Piraeus Bank SA | Long | Debt | GR | $229K | – | 0.03 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $465K | – | 0.07 |
| PLN/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $36K | – | 0.01 | |
| PLN/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| PLN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $975.97 | – | 0.00 | |
| PLN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-41.99 | – | -0.00 | |
| PLN/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-322.14 | – | -0.00 | |
| PLN/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| PLN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $81K | – | 0.01 |
| PMT Credit Risk Transfer Trust 2019-3R | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Portugal Obrigacoes do Tesouro OT (OBRIGACOES DO TESOURO) | Long | Debt | PT | $374K | – | 0.05 |
| Portugal Obrigacoes do Tesouro OT (OBRIGACOES DO TESOURO) | Long | Debt | PT | $295K | – | 0.04 |
| POSCO | Long | Debt | KR | $202K | – | 0.03 |
| Post Holdings Inc | Long | Debt | US | $241K | – | 0.03 |
| Prologis Euro Finance LLC | Long | Debt | US | $312K | – | 0.04 |
| Prosper Marketplace Issuance Trust Series 2023-1 | Long | ABS-other | US | $49K | – | 0.01 |
| Prosus NV | Long | Debt | NL | $319K | – | 0.05 |
| Prosus NV | Long | Debt | NL | $137K | – | 0.02 |
| Province of Alberta Canada | Long | Debt | CA | $442K | – | 0.06 |
| Province of Alberta Canada | Long | Debt | CA | $422K | – | 0.06 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $760K | – | 0.11 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $63K | – | 0.01 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $43K | – | 0.01 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $1M | – | 0.21 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $716K | – | 0.10 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $377K | – | 0.05 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $233K | – | 0.03 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $226K | – | 0.03 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $211K | – | 0.03 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $201K | – | 0.03 |
| Province of Quebec Canada | Long | Debt | CA | $459K | – | 0.07 |
| Province of Quebec Canada | Long | Debt | CA | $459K | – | 0.07 |
| Province of Quebec Canada | Long | Debt | CA | $247K | – | 0.04 |
| Province of Quebec Canada | Long | Debt | CA | $218K | – | 0.03 |
| Province of Quebec Canada | Long | Debt | CA | $199K | – | 0.03 |
| Province of Quebec Canada | Long | Debt | CA | $55K | – | 0.01 |
| PSP Capital Inc | Long | Debt | CA | $743K | – | 0.11 |
| PTC Inc | Long | Debt | US | $528K | – | 0.08 |
| PulteGroup Inc | Long | Debt | US | $651K | – | 0.09 |
| Queensland Treasury Corp | Long | Debt | AU | $272K | – | 0.04 |
| Quest Diagnostics Inc | Long | Debt | US | $165K | – | 0.02 |
| RALI Series 2006-QO10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| RALI Series 2007-QA5 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| RALI Series 2007-QH8 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $36K | – | 0.01 |
| Realty Income Corp | Long | Debt | US | $888K | – | 0.13 |
| Realty Income Corp | Long | Debt | US | $370K | – | 0.05 |
| Regal Rexnord Corp | Long | Debt | US | $463K | – | 0.07 |
| Regatta XIX Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.04 |
| Regatta XXIV Funding Ltd (Regatta XXIV Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.04 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $66K | – | 0.01 |
| Republic of Austria Government Bond | Long | Debt | AT | $2M | – | 0.25 |
| Republic of Austria Government Bond | Long | Debt | AT | $776K | – | 0.11 |
| Republic of Austria Government Bond | Long | Debt | AT | $676K | – | 0.10 |
| Republic of Austria Government Bond | Long | Debt | AT | $242K | – | 0.03 |
| Republic of Austria Government Bond | Long | Debt | AT | $143K | – | 0.02 |
| Republic of Austria Government Bond | Long | Debt | AT | $107K | – | 0.02 |
| Republic of Austria Government Bond | Long | Debt | AT | $45K | – | 0.01 |
| Republic of Austria Government Bond | Long | Debt | AT | $27K | – | 0.00 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $2M | – | 0.29 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $332K | – | 0.05 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $99K | – | 0.01 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $69K | – | 0.01 |
| Republic of Poland Government International Bond | Long | Debt | PL | $151K | – | 0.02 |
| Republic of Poland Government International Bond | Long | Debt | PL | $93K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $213K | – | 0.03 |
| Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $191K | – | 0.03 |
| Rogers Communications Inc | Long | Debt | CA | $667K | – | 0.10 |
| Rogers Communications Inc | Long | Debt | CA | $240K | – | 0.03 |
| Romania Government Bond | Long | Debt | RO | $148K | – | 0.02 |
| Romania Government Bond | Long | Debt | RO | $135K | – | 0.02 |
| Romania Government Bond | Long | Debt | RO | $37K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $367K | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $304K | – | 0.04 |
| Romanian Government International Bond | Long | Debt | RO | $220K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $215K | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $138K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $91K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $56K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $51K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $44K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $39K | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $33K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $19K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $14K | – | 0.00 |
| RON/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| RON/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| RON/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $256.59 | – | 0.00 | |
| RON/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $179.39 | – | 0.00 | |
| RON/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $96.15 | – | 0.00 | |
| RON/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $94.33 | – | 0.00 | |
| RON/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-92.46 | – | -0.00 | |
| RON/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-673.3 | – | -0.00 | |
| RON/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-779.88 | – | -0.00 | |
| Royal Bank of Canada | Long | Debt | CA | $540K | – | 0.08 |
| Royal Bank of Canada | Long | Debt | CA | $177K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $233K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $219K | – | 0.03 |
| Royalty Pharma PLC | Long | Debt | GB | $168K | – | 0.02 |
| RTX Corp | Long | Debt | US | $257K | – | 0.04 |
| Ryder System Inc | Long | Debt | US | $551K | – | 0.08 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $218K | – | 0.03 |
| Sandoz Finance BV (SANDOZ FINANCE B.V.) | Long | Debt | NL | $1M | – | 0.18 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $163K | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-1 | Long | ABS-other | US | $345K | – | 0.05 |
| Santander Holdings USA Inc | Long | Debt | US | $72K | – | 0.01 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $394K | – | 0.06 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $205K | – | 0.03 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $203K | – | 0.03 |
| Santander UK PLC | Long | Debt | GB | $364K | – | 0.05 |
| Saputo Inc | Long | Debt | CA | $526K | – | 0.08 |
| Saputo Inc | Long | Debt | CA | $173K | – | 0.02 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $246K | – | 0.04 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $227K | – | 0.03 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $176K | – | 0.03 |
| SBNA Auto Lease Trust 2023-A | Long | ABS-other | US | $136K | – | 0.02 |
| SBNA Auto Receivables Trust 2024-A | Long | ABS-other | US | $650K | – | 0.09 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $269K | – | 0.04 |
| SCG 2024-MSP Mortgage Trust (SCG Hotel Issuer Inc) | Long | ABS-mortgage backed security | US | $323K | – | 0.05 |
| Schaeffler AG | Long | Debt | DE | $215K | – | 0.03 |
| Schneider Electric SE | Long | Debt | FR | $202K | – | 0.03 |
| SEK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $48K | – | 0.01 | |
| SEK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $39K | – | 0.01 | |
| SEK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| SEK/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| SEK/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| SEK/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| SEK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| SEK/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| SEK/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| SEK/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| SEK/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| SEK/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-55K | – | -0.01 | |
| Sempra | Long | Debt | US | $108K | – | 0.02 |
| Sempra | Long | Debt | US | $9K | – | 0.00 |
| SGD/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| SGD/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| SGD/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| SGD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| SGD/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| SGD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $391.12 | – | 0.00 | |
| SGD/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-965.7 | – | -0.00 | |
| SGD/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| Siemens Financieringsmaatschappij NV (SIEMENS FINANCIERINGSMAT) | Long | Debt | NL | $264K | – | 0.04 |
| Sika Capital BV | Long | Debt | NL | $189K | – | 0.03 |
| Silver Point Clo 3 Ltd (Silver Point CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $252K | – | 0.04 |
| Singapore Government Bond | Long | Debt | SG | $380K | – | 0.05 |
| Singapore Government Bond | Long | Debt | SG | $267K | – | 0.04 |
| Singapore Government Bond | Long | Debt | SG | $165K | – | 0.02 |
| Singapore Government Bond | Long | Debt | SG | $126K | – | 0.02 |
| Sirius XM Radio Inc | Long | Debt | US | $326K | – | 0.05 |
| Sixth Street CLO XVII Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $820K | – | 0.12 |
| SK Hynix Inc | Long | Debt | KR | $210K | – | 0.03 |
| Skandinaviska Enskilda Banken AB | Long | Debt | SE | $253K | – | 0.04 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $326K | – | 0.05 |
| SLM Corp | Long | Debt | US | $154K | – | 0.02 |
| SLM Student Loan Trust 2003-1 | Long | ABS-other | US | $116K | – | 0.02 |
| Slovenia Government Bond (REPUBLIKA SLOVENIJA) | Long | Debt | SI | $47K | – | 0.01 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $329K | – | 0.05 |
| SNCF Reseau | Long | Debt | FR | $565K | – | 0.08 |
| SNCF Reseau | Long | Debt | FR | $178K | – | 0.03 |
| SNF Group SACA | Long | Debt | FR | $321K | – | 0.05 |
| SNF Group SACA | Long | Debt | FR | $194K | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $524K | – | 0.08 |
| Societe Generale SA | Long | Debt | FR | $465K | – | 0.07 |
| Societe Generale SA | Long | Debt | FR | $428K | – | 0.06 |
| Societe Generale SA | Long | Debt | FR | $267K | – | 0.04 |
| Societe Generale SA | Long | Debt | FR | $224K | – | 0.03 |
| Societe Generale SA | Long | Debt | FR | $199K | – | 0.03 |
| Societe Generale SFH SA | Long | Debt | FR | $300K | – | 0.04 |
| Societe Nationale SNCF SACA (SOC NATIONALE SNCF SACA) | Long | Debt | FR | $319K | – | 0.05 |
| Societe Nationale SNCF SACA (SOC NATIONALE SNCF SACA) | Long | Debt | FR | $295K | – | 0.04 |
| SoFi Consumer Loan Program 2023-1S Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $21K | – | 0.00 |
| Sotheby's Artfi Master Trust (Sothebyfr 1/64 13/32s Artfi Ma) | Long | ABS-other | US | $263K | – | 0.04 |
| Soundview Home Loan Trust 2007-OPT1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $68K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $178K | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $78K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $71K | – | 0.01 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $20K | – | 0.00 |
| Southern Co Gas Capital Corp | Long | Debt | US | $174K | – | 0.03 |
| Southern Co/The | Long | Debt | US | $187K | – | 0.03 |
| Southern Co/The | Long | Debt | US | $128K | – | 0.02 |
| Southwestern Energy Co | Long | Debt | US | $524K | – | 0.08 |
| Southwick Park CLO LLC (Southwick Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.04 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $5M | – | 0.76 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $2M | – | 0.32 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $2M | – | 0.30 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $1M | – | 0.20 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $1M | – | 0.17 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $1M | – | 0.15 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $903K | – | 0.13 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $514K | – | 0.07 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $475K | – | 0.07 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $228K | – | 0.03 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $87K | – | 0.01 |
| Spain Government Bond (BONOS Y OBLIG DEL ESTADO) | Long | Debt | ES | $1K | – | 0.00 |
| SS&C Technologies Inc | Long | Debt | US | $454K | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $532K | – | 0.08 |
| Standard Chartered PLC | Long | Debt | GB | $521K | – | 0.07 |
| Standard Chartered PLC | Long | Debt | GB | $95K | – | 0.01 |
| State Board of Administration Finance Corp (FLORIDA ST BRD OF ADMIN FIN CO) | Long | Debt | US | $198K | – | 0.03 |
| State Board of Administration Finance Corp (FLORIDA ST BRD OF ADMIN FIN CO) | Long | Debt | US | $90K | – | 0.01 |
| State of North Rhine-Westphalia Germany (LAND NORDRHEIN-WESTFALEN) | Long | Debt | DE | $190K | – | 0.03 |
| State Street Corp | Long | Debt | US | $170K | – | 0.02 |
| Stillwater Mining Co | Long | Debt | US | $225K | – | 0.03 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-19XS | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC2 | Long | ABS-other | US | $35K | – | 0.01 |
| Suez SACA | Long | Debt | FR | $441K | – | 0.06 |
| Sunoco LP | Long | Debt | US | $181K | – | 0.03 |
| Sunoco LP | Long | Debt | US | $147K | – | 0.02 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $282K | – | 0.04 |
| Sutter Health | Long | Debt | US | $50K | – | 0.01 |
| Suzano Austria GmbH | Long | Debt | AT | $87K | – | 0.01 |
| Svenska Handelsbanken AB | Long | Debt | SE | $121K | – | 0.02 |
| Swedbank AB | Long | Debt | SE | $658K | – | 0.09 |
| Sweden Government Bond (SWEDISH GOVERNMENT) | Long | Debt | SE | $377K | – | 0.05 |
| Sweden Inflation Linked Bond (SWEDEN I/L BOND) | Long | Debt | SE | $430K | – | 0.06 |
| Sweden Inflation Linked Bond (SWEDEN I/L BOND) | Long | Debt | SE | $403K | – | 0.06 |
| Sweden Inflation Linked Bond (SWEDEN I/L BOND) | Long | Debt | SE | $174K | – | 0.03 |
| Swiss Confederation Government Bond (SWITZERLAND) | Long | Debt | CH | $841K | – | 0.12 |
| Swiss Confederation Government Bond (SWITZERLAND) | Long | Debt | CH | $562K | – | 0.08 |
| Swiss Confederation Government Bond (SWITZERLAND) | Long | Debt | CH | $558K | – | 0.08 |
| Swiss Confederation Government Bond (SWITZERLAND) | Long | Debt | CH | $271K | – | 0.04 |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $53K | – | 0.01 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $35K | – | 0.01 | |
| SWOP IRS EUR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $33K | – | 0.00 | |
| SWOP IRS EUR (UBS AG) | Derivative-interest rate | CH | $-2K | – | -0.00 | |
| SWOP IRS EUR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| SWOP IRS EUR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| SWOP IRS EUR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-17K | – | -0.00 | |
| SWOP IRS EUR (UBS AG) | Derivative-interest rate | CH | $-19K | – | -0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| SWOP IRS EUR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| SWOP IRS EUR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| SWOP IRS EUR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-47K | – | -0.01 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $0 | – | – | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-13K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-15K | – | -0.00 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-32K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-35K | – | -0.01 | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-39K | – | -0.01 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-68K | – | -0.01 | |
| T-Mobile USA Inc | Long | Debt | US | $374K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $373K | – | 0.05 |
| T-Mobile USA Inc | Long | Debt | US | $271K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $79K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $63K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $58K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $49K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $42K | – | 0.01 |
| Take-Two Interactive Software Inc | Long | Debt | US | $101K | – | 0.01 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $206K | – | 0.03 |
| Tapestry Inc | Long | Debt | US | $499K | – | 0.07 |
| Targa Resources Corp | Long | Debt | US | $852K | – | 0.12 |
| Targa Resources Corp | Long | Debt | US | $159K | – | 0.02 |
| Targa Resources Corp | Long | Debt | US | $121K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $119K | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $103K | – | 0.01 |
| TELUS Corp | Long | Debt | CA | $494K | – | 0.07 |
| TELUS Corp | Long | Debt | CA | $177K | – | 0.03 |
| Tencent Holdings Ltd | Long | Debt | KY | $292K | – | 0.04 |
| Tesla Auto Lease Trust 2024-A | Long | ABS-other | US | $249K | – | 0.04 |
| Thailand Government Bond | Long | Debt | TH | $128K | – | 0.02 |
| Thailand Government Bond | Long | Debt | TH | $84K | – | 0.01 |
| Thailand Government Bond | Long | Debt | TH | $35K | – | 0.01 |
| Thailand Government Bond | Long | Debt | TH | $32K | – | 0.00 |
| Thailand Government Bond | Long | Debt | TH | $24K | – | 0.00 |
| Thailand Government Bond | Long | Debt | TH | $17K | – | 0.00 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $115K | – | 0.02 |
| THB/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $284.7 | – | 0.00 | |
| THB/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $116.69 | – | 0.00 | |
| THB/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $89.88 | – | 0.00 | |
| THB/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-58.04 | – | -0.00 | |
| THB/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-585.96 | – | -0.00 | |
| THB/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| Toronto-Dominion Bank/The | Long | Debt | CA | $501K | – | 0.07 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $230K | – | 0.03 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $174K | – | 0.03 |
| TotalEnergies Capital SA | Long | Debt | FR | $207K | – | 0.03 |
| TotalEnergies Capital SA | Long | Debt | FR | $95K | – | 0.01 |
| TotalEnergies SE | Long | Debt | FR | $518K | – | 0.07 |
| Toyota Auto Receivables 2023-B Owner Trust (Toyota Auto Receivables Owner) | Long | ABS-other | US | $792K | – | 0.11 |
| TransDigm Inc | Long | Debt | US | $225K | – | 0.03 |
| TransDigm Inc | Long | Debt | US | $186K | – | 0.03 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $931K | – | 0.13 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $810K | – | 0.12 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $645K | – | 0.09 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $411K | – | 0.06 |
| TriNet Group Inc | Long | Debt | US | $330K | – | 0.05 |
| Trinity Health Corp | Long | Debt | US | $213K | – | 0.03 |
| Truist Financial Corp | Long | Debt | US | $25K | – | 0.00 |
| TRY/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| TRY/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| TRY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $772.92 | – | 0.00 | |
| TRY/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| Trysail CLO 2021-1 Ltd (Trysail CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.06 |
| TWD/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-32.16 | – | -0.00 | |
| TWD/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-111.27 | – | -0.00 | |
| TWD/USD FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| Tyson Foods Inc | Long | Debt | US | $50K | – | 0.01 |
| Uber Technologies Inc | Long | Debt | US | $524K | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $532K | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $522K | – | 0.08 |
| UBS Group AG | Long | Debt | CH | $448K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $387K | – | 0.06 |
| UBS Group AG | Long | Debt | CH | $326K | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $307K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $281K | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $225K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $219K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $163K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $114K | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $105K | – | 0.02 |
| UniCredit SpA | Long | Debt | IT | $569K | – | 0.08 |
| United Kingdom Gilt | Long | Debt | GB | $8M | – | 1.17 |
| United Kingdom Gilt | Long | Debt | GB | $8M | – | 1.14 |
| United Kingdom Gilt | Long | Debt | GB | $2M | – | 0.31 |
| United Kingdom Gilt | Long | Debt | GB | $2M | – | 0.22 |
| United Kingdom Gilt | Long | Debt | GB | $1M | – | 0.18 |
| United Kingdom Gilt | Long | Debt | GB | $1M | – | 0.18 |
| United Kingdom Gilt | Long | Debt | GB | $1M | – | 0.14 |
| United Kingdom Gilt | Long | Debt | GB | $999K | – | 0.14 |
| United Kingdom Gilt | Long | Debt | GB | $842K | – | 0.12 |
| United Kingdom Gilt | Long | Debt | GB | $610K | – | 0.09 |
| United Kingdom Gilt | Long | Debt | GB | $537K | – | 0.08 |
| United Kingdom Gilt | Long | Debt | GB | $459K | – | 0.07 |
| United Kingdom Gilt | Long | Debt | GB | $430K | – | 0.06 |
| United Kingdom Gilt | Long | Debt | GB | $323K | – | 0.05 |
| United Kingdom Gilt | Long | Debt | GB | $202K | – | 0.03 |
| United Kingdom Inflation-Linked Gilt (UNITED KINGDOM I/L GILT) | Long | Debt | GB | $1M | – | 0.21 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $13M | – | 1.94 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.36 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.34 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $2M | – | 0.22 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $125K | – | 0.02 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $4M | – | 0.63 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $2M | – | 0.32 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $2M | – | 0.22 |
| United States Treasury Inflation Indexed Bonds (TSY INFL IX N/B) | Long | Debt | US | $1M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9M | – | 1.31 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.92 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.83 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.81 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.73 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.68 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.63 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.55 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.46 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.24 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $778K | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $527K | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $437K | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $581K | – | 0.08 |
| UnitedHealth Group Inc | Long | Debt | US | $414K | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $132K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $118K | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $44K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $23K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $15K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $158K | – | 0.02 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $142K | – | 0.02 |
| Unum Group | Long | Debt | US | $103K | – | 0.01 |
| UPL Corp Ltd | Long | Debt | MU | $165K | – | 0.02 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $58K | – | 0.01 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-108K | – | -0.02 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $545K | – | 0.08 | |
| US Bancorp | Long | Debt | US | $251K | – | 0.04 |
| US Bancorp | Long | Debt | US | $76K | – | 0.01 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $9K | – | 0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $17K | – | 0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-150K | – | -0.02 | |
| USD/AUD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| USD/AUD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| USD/AUD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/AUD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/AUD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/AUD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/AUD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $945.97 | – | 0.00 | |
| USD/AUD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $388.09 | – | 0.00 | |
| USD/AUD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $315.81 | – | 0.00 | |
| USD/AUD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $131.48 | – | 0.00 | |
| USD/AUD FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $-85.05 | – | -0.00 | |
| USD/AUD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-175.36 | – | -0.00 | |
| USD/AUD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-446.94 | – | -0.00 | |
| USD/AUD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-500.26 | – | -0.00 | |
| USD/AUD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/AUD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/AUD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/AUD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/AUD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/AUD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| USD/AUD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-35K | – | -0.01 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $82K | – | 0.01 | |
| USD/BRL FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $38K | – | 0.01 | |
| USD/BRL FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| USD/BRL FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/BRL FORWARD (CITIGROUP GLOBAL MARKETS INC.) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/BRL FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| USD/BRL FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-68K | – | -0.01 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-74K | – | -0.01 | |
| USD/BRL FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-78K | – | -0.01 | |
| USD/CAD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/CAD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/CAD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/CAD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $457.66 | – | 0.00 | |
| USD/CAD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $368.16 | – | 0.00 | |
| USD/CAD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $307.74 | – | 0.00 | |
| USD/CAD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $38.06 | – | 0.00 | |
| USD/CAD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $20.02 | – | 0.00 | |
| USD/CAD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-111.58 | – | -0.00 | |
| USD/CAD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-158.26 | – | -0.00 | |
| USD/CAD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-194.37 | – | -0.00 | |
| USD/CAD FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-586.36 | – | -0.00 | |
| USD/CAD FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CAD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CAD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/CAD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/CHF FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $14K | – | 0.00 | |
| USD/CHF FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/CHF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| USD/CHF FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/CHF FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/CHF FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/CHF FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/CHF FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/CHF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/CHF FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $97.62 | – | 0.00 | |
| USD/CHF FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-66.8 | – | -0.00 | |
| USD/CHF FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CHF FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CHF FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CHF FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/CHF FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/CHF FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $35K | – | 0.01 | |
| USD/CLP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $411.12 | – | 0.00 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/CLP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/CLP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/CNH FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| USD/CNH FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/CNH FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/CNH FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/CNH FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $603.4 | – | 0.00 | |
| USD/CNH FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/CNH FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/CNH FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| USD/COP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $23K | – | 0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/COP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/COP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/COP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $288.51 | – | 0.00 | |
| USD/COP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $39.22 | – | 0.00 | |
| USD/COP FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-31.63 | – | -0.00 | |
| USD/COP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-596.14 | – | -0.00 | |
| USD/COP FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-922.21 | – | -0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/COP FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-37K | – | -0.01 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-131K | – | -0.02 | |
| USD/CZK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/CZK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/CZK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/CZK FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/CZK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/CZK FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $775.18 | – | 0.00 | |
| USD/CZK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CZK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/CZK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/CZK FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/CZK FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| USD/DKK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/DKK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $207.89 | – | 0.00 | |
| USD/EUR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $1M | – | 0.16 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $269K | – | 0.04 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $191K | – | 0.03 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $58K | – | 0.01 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $48K | – | 0.01 | |
| USD/EUR FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $28K | – | 0.00 | |
| USD/EUR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/EUR FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/EUR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/EUR FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $802.12 | – | 0.00 | |
| USD/EUR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-120.37 | – | -0.00 | |
| USD/EUR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-282.74 | – | -0.00 | |
| USD/EUR FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-376.21 | – | -0.00 | |
| USD/EUR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-834.83 | – | -0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/EUR FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/EUR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/EUR FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD/EUR FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| USD/EUR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| USD/EUR FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-35K | – | -0.01 | |
| USD/EUR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-46K | – | -0.01 | |
| USD/GBP FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| USD/GBP FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/GBP FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/GBP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/GBP FORWARD (Canadian Imperial Bank of Commerce) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/GBP FORWARD (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/GBP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/GBP FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/GBP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $401.8 | – | 0.00 | |
| USD/GBP FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $318.71 | – | 0.00 | |
| USD/GBP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $214.55 | – | 0.00 | |
| USD/GBP FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/GBP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/GBP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/GBP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/GBP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/GBP FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/GBP FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/GBP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/GBP FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-78K | – | -0.01 | |
| USD/HKD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $514.66 | – | 0.00 | |
| USD/HKD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $402.16 | – | 0.00 | |
| USD/HKD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $143.03 | – | 0.00 | |
| USD/HKD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-627.88 | – | -0.00 | |
| USD/HUF FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $38K | – | 0.01 | |
| USD/HUF FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $31K | – | 0.00 | |
| USD/HUF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/HUF FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/HUF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $878.35 | – | 0.00 | |
| USD/HUF FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/HUF FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/HUF FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/HUF FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/HUF FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/HUF FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| USD/IDR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/IDR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| USD/IDR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/IDR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $890.99 | – | 0.00 | |
| USD/IDR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $622.57 | – | 0.00 | |
| USD/IDR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/IDR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/IDR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-26K | – | -0.00 | |
| USD/ILS FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/ILS FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-262.41 | – | -0.00 | |
| USD/ILS FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/INR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $282.19 | – | 0.00 | |
| USD/INR FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-11.91 | – | -0.00 | |
| USD/INR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-167.24 | – | -0.00 | |
| USD/INR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-302.44 | – | -0.00 | |
| USD/INR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/INR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/JPY FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $637K | – | 0.09 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $382K | – | 0.05 | |
| USD/JPY FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $74K | – | 0.01 | |
| USD/JPY FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $61K | – | 0.01 | |
| USD/JPY FORWARD (CALYON) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| USD/JPY FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USD/JPY FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/JPY FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/JPY FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| USD/JPY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/JPY FORWARD (TD SECURITIES INC./ VALEURS MOBILIERES TD INC.) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/JPY FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/JPY FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/JPY FORWARD (MORGAN STANLEY CAPITAL SERVICES LLC) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/JPY FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $-28K | – | -0.00 | |
| USD/JPY FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| USD/JPY FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-35K | – | -0.01 | |
| USD/JPY FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-36K | – | -0.01 | |
| USD/JPY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-39K | – | -0.01 | |
| USD/JPY FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-84K | – | -0.01 | |
| USD/KRW FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $43K | – | 0.01 | |
| USD/KRW FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USD/KRW FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/KRW FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $671.42 | – | 0.00 | |
| USD/KRW FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $509.61 | – | 0.00 | |
| USD/KRW FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-81.83 | – | -0.00 | |
| USD/KRW FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/KRW FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/KRW FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/MXN FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $118K | – | 0.02 | |
| USD/MXN FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $95K | – | 0.01 | |
| USD/MXN FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/MXN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/MXN FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/MXN FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/MXN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $562.72 | – | 0.00 | |
| USD/MXN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $354.83 | – | 0.00 | |
| USD/MXN FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $325.55 | – | 0.00 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/MXN FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| USD/MXN FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/MXN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| USD/MXN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| USD/MXN FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-32K | – | -0.00 | |
| USD/MXN FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-39K | – | -0.01 | |
| USD/MXN FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-40K | – | -0.01 | |
| USD/MXN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-82K | – | -0.01 | |
| USD/MXN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-96K | – | -0.01 | |
| USD/NOK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| USD/NOK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/NOK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/NOK FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/NOK FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $422.59 | – | 0.00 | |
| USD/NOK FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-305.52 | – | -0.00 | |
| USD/NOK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/NOK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/NOK FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/NOK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/NOK FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-16K | – | -0.00 | |
| USD/NOK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| USD/NOK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-42K | – | -0.01 | |
| USD/NZD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $43K | – | 0.01 | |
| USD/NZD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/NZD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/NZD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/NZD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/NZD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $233.34 | – | 0.00 | |
| USD/NZD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/NZD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/PEN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $75K | – | 0.01 | |
| USD/PEN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/PEN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/PEN FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/PEN FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/PEN FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD/PHP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $762.55 | – | 0.00 | |
| USD/PHP FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-480.2 | – | -0.00 | |
| USD/PHP FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/PLN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/PLN FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/PLN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/PLN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD/PLN FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/PLN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $862.17 | – | 0.00 | |
| USD/PLN FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $182.81 | – | 0.00 | |
| USD/PLN FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-442.95 | – | -0.00 | |
| USD/PLN FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/PLN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/RON FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/RON FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $794.25 | – | 0.00 | |
| USD/RON FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $360.56 | – | 0.00 | |
| USD/RON FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $201.22 | – | 0.00 | |
| USD/RON FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-100.01 | – | -0.00 | |
| USD/RON FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-181.83 | – | -0.00 | |
| USD/RON FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-199.67 | – | -0.00 | |
| USD/RON FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-249.95 | – | -0.00 | |
| USD/RON FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-347.86 | – | -0.00 | |
| USD/SEK FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $58K | – | 0.01 | |
| USD/SEK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $19K | – | 0.00 | |
| USD/SEK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/SEK FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/SEK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/SEK FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/SEK FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/SEK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/SEK FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-581.41 | – | -0.00 | |
| USD/SEK FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/SEK FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/SEK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/SEK FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/SEK FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/SEK FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/SGD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/SGD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/SGD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/SGD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $966.17 | – | 0.00 | |
| USD/SGD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $763.24 | – | 0.00 | |
| USD/SGD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $188.35 | – | 0.00 | |
| USD/SGD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/SGD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/SGD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/SGD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| USD/SGD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/THB FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $495.01 | – | 0.00 | |
| USD/THB FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-211.09 | – | -0.00 | |
| USD/THB FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/THB FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/THB FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/TWD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $554.21 | – | 0.00 | |
| USD/TWD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-49.9 | – | -0.00 | |
| USD/TWD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-297.48 | – | -0.00 | |
| USD/ZAR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| USD/ZAR FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/ZAR FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| USD/ZAR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/ZAR FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/ZAR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/ZAR FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| USD/ZAR FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| USD/ZAR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| USD/ZAR FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $168K | – | 0.02 |
| Vanguard Total International Bond ETF | Long | Equity-common | US | $10M | 211K | 1.48 |
| Var Energi ASA | Long | Debt | NO | $223K | – | 0.03 |
| Venture Global LNG Inc | Long | Debt | US | $78K | – | 0.01 |
| Veralto Corp | Long | Debt | US | $788K | – | 0.11 |
| Veralto Corp | Long | Debt | US | $190K | – | 0.03 |
| Veralto Corp | Long | Debt | US | $189K | – | 0.03 |
| Verisure Holding AB | Long | Debt | SE | $103K | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $590K | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $142K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $127K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $12K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $6K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $6K | – | 0.00 |
| Verizon Communications Inc | Long | Debt | US | $4K | – | 0.00 |
| Verus Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $293K | – | 0.04 |
| Verus Securitization Trust 2022-2 | Long | ABS-mortgage backed security | US | $494K | – | 0.07 |
| VF Corp | Long | Debt | US | $270K | – | 0.04 |
| VF Corp | Long | Debt | US | $254K | – | 0.04 |
| VF Corp | Long | Debt | US | $124K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $118K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $109K | – | 0.02 |
| Vistra Operations Co LLC | Long | Debt | US | $109K | – | 0.02 |
| Vivion Investments Sarl | Long | Debt | LU | $212K | – | 0.03 |
| Vodafone Group PLC | Long | Debt | GB | $45K | – | 0.01 |
| Volkswagen International Finance NV (VOLKSWAGEN INTL FIN NV) | Long | Debt | NL | $422K | – | 0.06 |
| Voya CLO 2013-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $485K | – | 0.07 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust | Long | ABS-mortgage backed security | US | $52K | – | 0.01 |
| Warnermedia Holdings Inc | Long | Debt | US | $564K | – | 0.08 |
| Warnermedia Holdings Inc | Long | Debt | US | $203K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $190K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $185K | – | 0.03 |
| Warnermedia Holdings Inc | Long | Debt | US | $143K | – | 0.02 |
| WB Commercial Mortgage Trust 2024-HQ | Long | ABS-mortgage backed security | US | $524K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $629K | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $319K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $290K | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $236K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $208K | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $155K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $153K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $83K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $29K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-mortgage backed security | US | $351K | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2020-C58 | Long | ABS-mortgage backed security | US | $165K | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2022-C62 | Long | ABS-mortgage backed security | US | $297K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $541K | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $320K | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $352K | – | 0.05 |
| Western Midstream Operating LP | Long | Debt | US | $88K | – | 0.01 |
| Westpac Banking Corp | Long | Debt | AU | $503K | – | 0.07 |
| Westpac Banking Corp | Long | Debt | AU | $307K | – | 0.04 |
| Westpac Banking Corp | Long | Debt | AU | $302K | – | 0.04 |
| Wheels SPV 2 LLC (Wheels SPV LLC) | Long | ABS-other | US | $86K | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $927K | – | 0.13 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $323K | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $75K | – | 0.01 |
| Workday Inc | Long | Debt | US | $207K | – | 0.03 |
| World Omni Auto Receivables Trust 2023-B | Long | ABS-other | US | $91K | – | 0.01 |
| ZAR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| ZAR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| ZAR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $504.23 | – | 0.00 | |
| ZAR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| ZAR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| ZAR/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| ZAR/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| ZAR/USD FORWARD (BOFA SECURITIES, INC.) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| ZAR/USD FORWARD (JPMorgan Chase Bank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| ZAR/USD FORWARD (BARCLAYS BANK PLC) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| ZAR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-30K | – | -0.00 | |
| ZF Finance GmbH | Long | Debt | DE | $207K | – | 0.03 |
Address
Advanced Series Trust
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Directors
Susan Davenport Austin
Robert F. Gunia
Sherry S. Barrat
Stephen M. Chipman
Jessica M. Bibliowicz
Thomas M. O'Brien
Kay Ryan Booth
Timothy S. Cronin
Transfer Agents
Prudential Mutual Fund Services LLC
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
LSEG US FIN CORP.
S&P Global Market Intelligence
Intercontinental Exchange, Inc.
Bloomberg Finance L.P.
Custodians
The Bank of New York Mellon
The Bank of New York Mellon SA/NV (Belgium)
Euroclear Bank SA/NV (Belgium)
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
J.P. Morgan Securities LLC
GOLDMAN SACHS & CO. LLC
CitiGroup Global Markets Inc.
BOFA SECURITIES, INC.