Wilshire Mutual Funds, Inc. > Wilshire Mutual Funds Inc
Wilshire Income Opportunities Fund
$209.16M
Avg Monthly Net Assets
$205.24M
Total Assets
$5.95M
Total Liabilities
$199.29M
Net Assets
Wilshire Income Opportunities Fund is a Mutual Fund in Wilshire Mutual Funds Inc
from Wilshire Mutual Funds, Inc.,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $209.16M.
On August 28th, 2024 it reported 1,444 holdings, the largest
being US TREASURY N/B (3.1%), Freddie Mac (1.8%) and Voya VACS Series HYB Fund (1.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class | C000167855 | WIOPX | |
| Investment Class | C000167854 | WIORX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC | Long | Loan | CA | $440K | – | 0.22 |
| 1011778 BC ULC | Long | Loan | CA | $414K | – | 0.21 |
| 1011778 BC ULC | Long | Loan | CA | $35K | – | 0.02 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $305K | – | 0.15 |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $156K | – | 0.08 |
| 10Y RTP 3.88 26-AUG-2024 | Derivative-credit | US | $-18K | – | -0.01 | |
| 10Y RTP 4.14 26-AUG-2024 | Derivative-credit | US | $8K | – | 0.00 | |
| 10Y RTR 3.63 26-AUG-2024 | Derivative-credit | US | $7K | – | 0.00 | |
| 10Y RTR 3.88 26-AUG-2024 | Derivative-credit | US | $-17K | – | -0.01 | |
| 1375209 BC Ltd | Long | Debt | CA | $3K | – | 0.00 |
| 2Y RTP 3.1 20-DEC-2024 | Derivative-credit | $7K | – | 0.00 | ||
| 2Y RTP 3.28 20-DEC-2024 | Derivative-credit | $-4K | – | -0.00 | ||
| 2Y RTP 3.453 20-DEC-2024 | Derivative-credit | $-3K | – | -0.00 | ||
| 2Y RTR 4.35 03-JUL-2024 | Derivative-credit | US | $-814.28 | – | -0.00 | |
| 6M GBPUSD VOL SWAP 6.525 (SELL PROTECTION) | Derivative-other | US | $20.9 | – | 0.00 | |
| 6M GBPUSD VOL SWAP 6.6 (SELL PROTECTION) | Derivative-other | US | $23.22 | – | 0.00 | |
| 6M GBPUSD VOL SWAP 6.625 (SELL PROTECTION) | Derivative-other | US | $23.99 | – | 0.00 | |
| 6M USDCAD VOL SWAP 5.187 (SELL PROTECTION) | Derivative-other | US | $34.23 | – | 0.00 | |
| 6M USDCAD VOL SWAP 5.2 (SELL PROTECTION) | Derivative-other | US | $46.43 | – | 0.00 | |
| 6M USDCAD VOL SWAP 5.2 (SELL PROTECTION) | Derivative-other | US | $35 | – | 0.00 | |
| 6M USDCAD VOL SWAP 5.555 (SELL PROTECTION) | Derivative-other | US | $77.93 | – | 0.00 | |
| AAdvantage Loyalty IP Ltd | Long | Loan | KY | $112K | – | 0.06 |
| AAdvantage Loyalty IP Ltd | Long | Loan | KY | $108K | – | 0.05 |
| AAR Escrow Issuer LLC | Long | Debt | US | $46K | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $78K | – | 0.04 |
| ABG Intermediate Holdings 2 LLC (ABG INTERMEDIATE HLDGS 2) | Long | Loan | US | $15K | – | 0.01 |
| Abu Dhabi Government International Bond (ABU DHABI GOVT INT'L) | Long | Debt | AE | $158K | – | 0.08 |
| Acadia Healthcare Co Inc | Long | Debt | US | $24K | – | 0.01 |
| Access CIG LLC | Long | Loan | US | $125K | – | 0.06 |
| ACE Securities Corp Mortgage Loan Trust Series 2007-D1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $205K | – | 0.10 |
| ACREC 2021-FL1 Ltd (ACREC 2021-FL1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $364K | – | 0.18 |
| Acrisure LLC | Long | Loan | US | $128K | – | 0.06 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $20K | – | 0.01 |
| Acuris Finance US Inc | Long | Loan | US | $65K | – | 0.03 |
| Adani International Container Terminal Pvt Ltd | Long | Debt | IN | $144K | – | 0.07 |
| Adani Ports & Special Economic Zone Ltd (ADANI PORTS AND SPECIAL) | Long | Debt | IN | $278K | – | 0.14 |
| Adani Transmission Step-One Ltd (ADANI TRANS STEP-ONE LTD) | Long | Debt | IN | $125K | – | 0.06 |
| AdaptHealth LLC | Long | Debt | US | $22K | – | 0.01 |
| AdaptHealth LLC | Long | Debt | US | $17K | – | 0.01 |
| Adient Global Holdings Ltd | Long | Debt | JE | $26K | – | 0.01 |
| ADMI Corp | Long | Loan | US | $49K | – | 0.02 |
| ADT Security Corp/The (ADT SEC CORP) | Long | Debt | US | $23K | – | 0.01 |
| Advanced Drainage Systems Inc | Long | Debt | US | $55K | – | 0.03 |
| AECOM (AECOM TECHNOLOGY) | Long | Loan | US | $247K | – | 0.12 |
| AEP Texas Inc | Long | Debt | US | $25K | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $29K | – | 0.01 |
| AES Corp/The | Long | Debt | US | $101K | – | 0.05 |
| AES Corp/The | Long | Debt | US | $27K | – | 0.01 |
| AGCO Corp | Long | Debt | US | $30K | – | 0.01 |
| Agree LP | Long | Debt | US | $54K | – | 0.03 |
| AHP Health Partners Inc | Long | Debt | US | $24K | – | 0.01 |
| AI Candelaria Spain SA (AI CANDELARIA SPAIN SLU) | Long | Debt | ES | $188K | – | 0.09 |
| Air Canada | Long | Debt | CA | $105K | – | 0.05 |
| Air Canada | Long | Loan | CA | $40K | – | 0.02 |
| Air Canada 2017-1 Class B Pass Through Trust (AIR CANADA 2017-1B PTT) | Long | Debt | CA | $442K | – | 0.22 |
| Air Lease Corp | Long | Equity-preferred | US | $118K | – | 0.06 |
| Air Lease Corp | Long | Debt | US | $69K | – | 0.03 |
| Air Lease Corp | Long | Debt | US | $57K | – | 0.03 |
| Airbus SE | Long | Debt | NL | $96K | – | 0.05 |
| Airservices Australia | Long | Debt | AU | $102K | – | 0.05 |
| Aker BP ASA | Long | Debt | NO | $169K | – | 0.08 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $82K | – | 0.04 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $22K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $78K | – | 0.04 |
| Allegion US Holding Co Inc | Long | Debt | US | $33K | – | 0.02 |
| Allergan Funding SCS | Long | Debt | LU | $99K | – | 0.05 |
| Alliant Holdings Intermediate LLC | Long | Loan | US | $100K | – | 0.05 |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer (ALLIANT HOLD / CO-ISSUER) | Long | Debt | US | $25K | – | 0.01 |
| Allied Universal Holdco LLC | Long | Loan | US | $124K | – | 0.06 |
| Allied Universal Holdco LLC | Long | Debt | US | $30K | – | 0.02 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $20K | – | 0.01 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $15K | – | 0.01 |
| Allison Transmission Inc | Long | Debt | US | $25K | – | 0.01 |
| Allspring Buyer LLC | Long | Loan | US | $100K | – | 0.05 |
| Ally Financial Inc | Long | Debt | US | $25K | – | 0.01 |
| Alta Equipment Group Inc | Long | Debt | US | $23K | – | 0.01 |
| Alternative Loan Trust 2006-HY11 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $186K | – | 0.09 |
| Alternative Loan Trust 2007-16CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $222K | – | 0.11 |
| Alternative Loan Trust 2007-OA4 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $208K | – | 0.10 |
| Altice France SA | Long | Loan | FR | $18K | – | 0.01 |
| Amer Sports Co (AMER SPORTS COMPANY) | Long | Debt | US | $25K | – | 0.01 |
| American Airlines Group Inc | Long | Debt | US | $233K | – | 0.12 |
| American Airlines Inc | Long | Loan | US | $122K | – | 0.06 |
| American Airlines Inc | Long | Debt | US | $31K | – | 0.02 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | US | $326K | – | 0.16 |
| American Airlines Inc/AAdvantage Loyalty IP Ltd (AMERICAN AIRLINES/AADVAN) | Long | Debt | US | $17K | – | 0.01 |
| American Electric Power Co Inc | Long | Debt | US | $287K | – | 0.14 |
| American Express Co | Long | Debt | US | $150K | – | 0.08 |
| American Homes 4 Rent LP | Long | Debt | US | $59K | – | 0.03 |
| American Tower Corp | Long | Debt | US | $95K | – | 0.05 |
| American Tower Corp | Long | Debt | US | $75K | – | 0.04 |
| American Tower Trust #1 (AMERICAN TOWER TRUST I) | Long | Debt | US | $155K | – | 0.08 |
| American Water Capital Corp | Long | Debt | US | $186K | – | 0.09 |
| AmeriTex HoldCo Intermediate LLC | Long | Debt | US | $26K | – | 0.01 |
| AMSR 2021-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $1M | – | 0.53 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $502K | – | 0.25 |
| AmWINS Group Inc | Long | Loan | US | $20K | – | 0.01 |
| AmWINS Group Inc | Long | Debt | US | $19K | – | 0.01 |
| Angel Oak Mortgage Trust I LLC 2019-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.65 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $175K | – | 0.09 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $109K | – | 0.05 |
| Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp (ANYWHERE RE GRP/REALOGY) | Long | Debt | US | $12K | – | 0.01 |
| APi Group DE Inc | Long | Debt | US | $23K | – | 0.01 |
| APi Group DE Inc | Long | Loan | US | $5K | – | 0.00 |
| Applebee's Funding LLC / IHOP Funding LLC (Applebees/IHOP Funding LLC) | Long | ABS-other | US | $95K | – | 0.05 |
| Applied Systems Inc | Long | Loan | US | $10K | – | 0.01 |
| Apro LLC | Long | Loan | US | $45K | – | 0.02 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $55K | – | 0.03 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.13 |
| ArcelorMittal SA | Long | Debt | LU | $42K | – | 0.02 |
| Archrock Partners LP / Archrock Partners Finance Corp (ARCHROCK PARTNERS LP/FIN) | Long | Debt | US | $25K | – | 0.01 |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC | Long | Debt | US | $176K | – | 0.09 |
| Ares Capital Corp | Long | Debt | US | $39K | – | 0.02 |
| Ares XLIX CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1000K | – | 0.50 |
| Aretec Group Inc | Long | Debt | US | $24K | – | 0.01 |
| Arizona Public Service Co | Long | Debt | US | $35K | – | 0.02 |
| Arko Corp | Long | Debt | US | $22K | – | 0.01 |
| Arlington Higher Education Finance Corp (ARLINGTON TX HGR EDU FIN CORP) | Long | Debt | US | $5K | – | 0.00 |
| Arrow Electronics Inc | Long | Debt | US | $39K | – | 0.02 |
| Arroyo Mortgage Trust 2019-1 | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| Arroyo Mortgage Trust 2019-2 | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| Arsenal AIC Parent LLC | Long | Debt | US | $26K | – | 0.01 |
| Artera Services LLC | Long | Loan | US | $35K | – | 0.02 |
| Artera Services LLC | Long | Debt | US | $15K | – | 0.01 |
| ARZ Trust 2024-BILT (Arizona Biltmore Trust) | Long | ABS-mortgage backed security | US | $251K | – | 0.13 |
| Asbury Automotive Group Inc | Long | Debt | US | $23K | – | 0.01 |
| Ascend Learning LLC | Long | Loan | US | $64K | – | 0.03 |
| Ascend Learning LLC | Long | Loan | US | $62K | – | 0.03 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $24K | – | 0.01 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $22K | – | 0.01 |
| Asian Development Bank | Long | Debt | PH | $84K | – | 0.04 |
| Asian Infrastructure Investment Bank/The | Long | Debt | CN | $148K | – | 0.07 |
| AssuredPartners Inc | Long | Loan | US | $85K | – | 0.04 |
| Asurion LLC | Long | Loan | US | $45K | – | 0.02 |
| AT&T Inc | Long | Debt | US | $78K | – | 0.04 |
| AthenaHealth Group Inc | Long | Loan | US | $66K | – | 0.03 |
| AthenaHealth Group Inc | Long | Debt | US | $18K | – | 0.01 |
| Athene Global Funding | Long | Debt | US | $80K | – | 0.04 |
| Athene Holding Ltd | Long | Debt | US | $85K | – | 0.04 |
| Atlassian Corp (ATLASSIAN CORPORATION) | Long | Debt | US | $35K | – | 0.02 |
| AUD/NZD FWD 20240918 | Derivative-foreign exchange | US | $31K | – | 0.02 | |
| AUD/NZD FWD 20240918 | Derivative-foreign exchange | US | $-21K | – | -0.01 | |
| AUD/USD FWD 20240802 | Derivative-foreign exchange | US | $9.17 | – | 0.00 | |
| AUD/USD FWD 20240918 | Derivative-foreign exchange | US | $-149.97 | – | -0.00 | |
| AutoZone Inc | Long | Debt | US | $30K | – | 0.01 |
| Aveanna Healthcare LLC | Long | Loan | US | $114K | – | 0.06 |
| Aviation Capital Group LLC | Long | Debt | US | $58K | – | 0.03 |
| Avis Budget Car Rental LLC / Avis Budget Finance Inc (AVIS BUDGET CAR/FINANCE) | Long | Debt | US | $25K | – | 0.01 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $138K | – | 0.07 |
| Ball Corp | Long | Debt | US | $323K | – | 0.16 |
| Ball Corp | Long | Debt | US | $282K | – | 0.14 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $183K | – | 0.09 |
| Banco de Credito del Peru S.A. | Long | Debt | PE | $46K | – | 0.02 |
| Banco del Estado de Chile (BANCO DEL ESTADO -CHILE) | Long | Debt | CL | $207K | – | 0.10 |
| Banco do Estado do Rio Grande do Sul SA (BANCO EST RIO GRANDE SUL) | Long | Debt | BR | $187K | – | 0.09 |
| Banco Industrial SA/Guatemala | Long | Debt | GT | $144K | – | 0.07 |
| Banco Internacional del Peru SAA Interbank (BANCO INTERNAC DEL PERU) | Long | Debt | PE | $194K | – | 0.10 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $262K | – | 0.13 |
| Bancolombia SA | Long | Debt | CO | $204K | – | 0.10 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $260K | – | 0.13 |
| BANK 2018-BNK11 | Long | ABS-mortgage backed security | US | $166K | – | 0.08 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $137K | – | 0.07 |
| BANK 2020-BNK30 | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| Bank Negara Indonesia Persero Tbk PT | Long | Debt | ID | $191K | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $246K | – | 0.12 |
| Bank of America Corp | Long | Debt | US | $126K | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $30K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $8K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $5K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $2K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $2K | – | 0.00 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $324K | – | 0.16 |
| Bank of Hawaii Corp | Long | Equity-preferred | US | $150K | 6K | 0.08 |
| Bank of Montreal | Long | Debt | CA | $200K | – | 0.10 |
| Bank of Montreal | Long | Debt | CA | $79K | – | 0.04 |
| Bank of Nova Scotia/The | Long | Debt | CA | $206K | – | 0.10 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $69K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $28K | – | 0.01 |
| Bath & Body Works Inc | Long | Debt | US | $25K | – | 0.01 |
| Bausch + Lomb Corp | Long | Loan | CA | $131K | – | 0.07 |
| Bausch + Lomb Corp | Long | Debt | CA | $66K | – | 0.03 |
| Bausch Health Cos Inc | Long | Debt | CA | $12K | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $762.5 | – | 0.00 |
| Baytex Energy Corp | Long | Debt | CA | $26K | – | 0.01 |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2 (Bayview Opportunity Master Fun) | Long | ABS-mortgage backed security | US | $391K | – | 0.20 |
| BBCMS 2019-BWAY Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| BBCMS Mortgage Trust 2021-C11 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $106K | – | 0.05 |
| BBVA Bancomer SA/Texas (BBVA BANCOMER SA TEXAS) | Long | Debt | MX | $181K | – | 0.09 |
| BCPE Empire Holdings Inc | Long | Loan | US | $65K | – | 0.03 |
| BCPE Empire Holdings Inc | Long | Debt | US | $34K | – | 0.02 |
| BCPE Ulysses Intermediate Inc | Long | Debt | US | $24K | – | 0.01 |
| BCRR 2016-FRR3 Trust (BCRR Trust) | Long | ABS-mortgage backed security | US | $765K | – | 0.38 |
| BDS 2020-FL5 LTD (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $265K | – | 0.13 |
| BDS 2021-FL10 Ltd (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $90K | – | 0.05 |
| Bear Stearns ARM Trust 2004-10 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $130K | – | 0.07 |
| Beasley Mezzanine Holdings LLC (BEASLEY MEZ HLDGS LLC) | Long | Debt | US | $12K | – | 0.01 |
| Becle SAB de CV (BECLE SA DE CV) | Long | Debt | MX | $162K | – | 0.08 |
| BellRing Brands Inc | Long | Debt | US | $26K | – | 0.01 |
| Benchmark 2018-B2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $125K | – | 0.06 |
| Benchmark 2018-B4 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $392K | – | 0.20 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $105K | – | 0.05 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $119K | – | 0.06 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| Benchmark 2021-B25 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $110K | – | 0.06 |
| Benchmark 2023-V2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $106K | – | 0.05 |
| Berry Global Inc | Long | Loan | US | $394K | – | 0.20 |
| Berry Global Inc | Long | Debt | US | $93K | – | 0.05 |
| Bimbo Bakeries USA Inc | Long | Debt | US | $195K | – | 0.10 |
| Bioceanico Sovereign Certificate Ltd | Long | Debt | KY | $190K | – | 0.10 |
| Black Hills Corp | Long | Debt | US | $25K | – | 0.01 |
| BlackRock Funding Inc | Long | Debt | US | $48K | – | 0.02 |
| BLP Commercial Mortgage Trust 2024-IND2 | Long | ABS-mortgage backed security | US | $347K | – | 0.17 |
| Blue Racer Midstream LLC / Blue Racer Finance Corp (BLUE RACER MID LLC/FINAN) | Long | Debt | US | $15K | – | 0.01 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.12 |
| BNG Bank NV | Long | Debt | NL | $193K | – | 0.10 |
| Board of Regents of the University of Texas System (UNIV OF TEXAS TX UNIV REVENUES) | Long | Debt | US | $162K | – | 0.08 |
| BOCA Commercial Mortgage Trust 2022-BOCA | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $464K | – | 0.23 |
| Boeing Co/The | Long | Debt | US | $129K | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $25K | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $11K | – | 0.01 |
| Bojangles Issuer LLC (Bojangles Issuer, LLC) | Long | ABS-other | US | $93K | – | 0.05 |
| Bombardier Inc | Long | Debt | CA | $42K | – | 0.02 |
| Bombardier Inc | Long | Debt | CA | $27K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $16K | – | 0.01 |
| Bombardier Inc | Long | Debt | CA | $5K | – | 0.00 |
| Bombardier Inc | Long | Debt | CA | $5K | – | 0.00 |
| Boston Properties LP | Long | Debt | US | $26K | – | 0.01 |
| Bowling Green City School District (BOWLING GREEN OH CITY SCH DIST) | Long | Debt | US | $29K | – | 0.01 |
| Boxer Parent Co Inc | Long | Loan | US | $125K | – | 0.06 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $32K | – | 0.02 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $32K | – | 0.02 |
| BPR Trust 2021-TY | Long | ABS-mortgage backed security | US | $97K | – | 0.05 |
| Brand Industrial Services Inc | Long | Loan | US | $30K | – | 0.02 |
| Brand Industrial Services Inc | Long | Debt | US | $22K | – | 0.01 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $200K | – | 0.10 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $148K | – | 0.07 |
| Brazil Notas do Tesouro Nacional Serie B (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $141K | – | 0.07 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $497K | – | 0.25 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $411K | – | 0.21 |
| Brazos Securitization LLC (BRAZOS SECURITIZATN LLC) | Long | Debt | US | $200K | – | 0.10 |
| Brazos Securitization LLC (BRAZOS SECURITIZATN LLC) | Long | Debt | US | $172K | – | 0.09 |
| Brink's Co/The | Long | Debt | US | $20K | – | 0.01 |
| Brink's Co/The | Long | Debt | US | $20K | – | 0.01 |
| Brinker International Inc | Long | Debt | US | $15K | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $64K | – | 0.03 |
| Bristol-Myers Squibb Co | Long | Debt | US | $15K | – | 0.01 |
| BRL/USD FWD 20240830 | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| Broadcom Inc | Long | Debt | US | $149K | – | 0.07 |
| BroadStreet Partners Inc | Long | Loan | US | $35K | – | 0.02 |
| BroadStreet Partners Inc | Long | Debt | US | $23K | – | 0.01 |
| Brown & Brown Inc | Long | Debt | US | $78K | – | 0.04 |
| Brundage-Bone Concrete Pumping Holdings Inc | Long | Debt | US | $109K | – | 0.05 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.05 |
| BSPRT 2023-FL10 Issuer Ltd (BSPRT Issuer, Ltd.) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.05 |
| Buckeye Partners LP | Long | Debt | US | $40K | – | 0.02 |
| Buffalo Energy Mexico Holdings / Buffalo Energy Infrastructure / Buffalo Energy (BUFFALO ENERGY MX HLDGS) | Long | Debt | MX | $208K | – | 0.10 |
| Builders FirstSource Inc | Long | Debt | US | $35K | – | 0.02 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $160K | – | 0.08 |
| Bundesrepublik Deutschland Bundesanleihe (BUNDESREPUB. DEUTSCHLAND) | Long | Debt | DE | $86K | – | 0.04 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $42K | – | 0.02 |
| Burlington Stores Inc | Long | Debt | US | $206K | – | 0.10 |
| BX Commercial Mortgage Trust 2020-VKNG (BX Trust) | Long | ABS-mortgage backed security | US | $122K | – | 0.06 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $171K | – | 0.09 |
| BX Commercial Mortgage Trust 2021-21M (BX Trust) | Long | ABS-mortgage backed security | US | $67K | – | 0.03 |
| BX Commercial Mortgage Trust 2021-CIP (BX Trust) | Long | ABS-mortgage backed security | US | $109K | – | 0.05 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $114K | – | 0.06 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $449K | – | 0.23 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $379K | – | 0.19 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $148K | – | 0.07 |
| BX Trust 2019-CALM (BX Trust 2019-ATL) | Long | ABS-mortgage backed security | US | $136K | – | 0.07 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $344K | – | 0.17 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $192K | – | 0.10 |
| BX Trust 2021-RISE | Long | ABS-mortgage backed security | US | $408K | – | 0.20 |
| BX Trust 2021-SDMF | Long | ABS-mortgage backed security | US | $326K | – | 0.16 |
| BX Trust 2022-CLS | Long | ABS-mortgage backed security | US | $134K | – | 0.07 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $177K | – | 0.09 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $108K | – | 0.05 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $344K | – | 0.17 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $297K | – | 0.15 |
| BXMT 2021-FL4 Ltd (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | US | $91K | – | 0.05 |
| CAD/JPY FWD 20240918 | Derivative-foreign exchange | US | $998.36 | – | 0.00 | |
| CAD/JPY FWD 20240918 | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CAD/USD FWD 20240802 | Derivative-foreign exchange | US | $-1.26 | – | -0.00 | |
| CAD/USD FWD 20240918 | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CAD/USD FWD 20240918 | Derivative-foreign exchange | US | $374.76 | – | 0.00 | |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $55K | – | 0.03 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Loan | US | $55K | – | 0.03 |
| Calpine Corp | Long | Debt | US | $23K | – | 0.01 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| Camelot US Acquisition LLC | Long | Loan | US | $32K | – | 0.02 |
| Camelot US Acquisition LLC | Long | Loan | US | $7K | – | 0.00 |
| Camelot US Acquisition LLC | Long | Loan | US | $634.46 | – | 0.00 |
| Campbell Soup Co | Long | Debt | US | $36K | – | 0.02 |
| Canacol Energy Ltd | Long | Debt | CA | $106K | – | 0.05 |
| Canadian Government Bond | Long | Debt | CA | $333K | – | 0.17 |
| Canadian Government Bond | Long | Debt | CA | $18K | – | 0.01 |
| Canyon Capital CLO 2014-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $245K | – | 0.12 |
| Canyon Capital CLO 2021-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.25 |
| CAP SA | Long | Debt | CL | $160K | – | 0.08 |
| Carnival Corp | Long | Loan | PA | $128K | – | 0.06 |
| Carnival Corp | Long | Debt | PA | $110K | – | 0.06 |
| Carnival Corp | Long | Loan | PA | $90K | – | 0.04 |
| Carnival Corp | Long | Loan | PA | $83K | – | 0.04 |
| Carnival Corp | Long | Debt | PA | $34K | – | 0.02 |
| Cascades Inc/Cascades USA Inc (CASCADES INC/USA INC) | Long | Debt | CA | $24K | – | 0.01 |
| CCM Merger Inc | Long | Debt | US | $25K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $84K | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $35K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $20K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $19K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $14K | – | 0.01 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $38K | – | 0.02 |
| CDP Financial Inc | Long | Debt | CA | $184K | – | 0.09 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $35K | – | 0.02 |
| Cedar Fair LP | Long | Loan | US | $30K | – | 0.02 |
| Cellnex Telecom SA | Long | Debt | ES | $97K | – | 0.05 |
| Cemex SAB de CV | Long | Debt | MX | $193K | – | 0.10 |
| Cemex SAB de CV | Long | Debt | MX | $176K | – | 0.09 |
| Cengage Learning Inc | Long | Loan | US | $25K | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $463K | – | 0.23 |
| Cenovus Energy Inc | Long | Debt | CA | $83K | – | 0.04 |
| Cenovus Energy Inc | Long | Debt | CA | $70K | – | 0.04 |
| Cenovus Energy Inc | Long | Debt | CA | $16K | – | 0.01 |
| Centene Corp | Long | Debt | US | $270K | – | 0.14 |
| Centene Corp | Long | Debt | US | $244K | – | 0.12 |
| Centene Corp | Long | Debt | US | $225K | – | 0.11 |
| Centene Corp | Long | Debt | US | $85K | – | 0.04 |
| CenterPoint Energy Inc | Long | Debt | US | $211K | – | 0.11 |
| Central Parent Inc | Long | Loan | US | $74K | – | 0.04 |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc (CNT PRNT/CDK GLO II/FIN) | Long | Debt | US | $20K | – | 0.01 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| Chart Industries Inc | Long | Debt | US | $26K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $233K | – | 0.12 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $75K | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $57K | – | 0.03 |
| Charter Next Generation Inc | Long | Loan | US | $20K | – | 0.01 |
| Chase Home Lending Mortgage Trust Series 2024-6 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $491K | – | 0.25 |
| Cheniere Energy Inc | Long | Debt | US | $78K | – | 0.04 |
| Cheniere Energy Partners LP | Long | Debt | US | $336K | – | 0.17 |
| CHF/USD FWD 20240802 | Derivative-foreign exchange | US | $54.4 | – | 0.00 | |
| CHG Healthcare Services Inc | Long | Loan | US | $65K | – | 0.03 |
| Chile Electricity PEC SpA (CHILE ELEC PEC SPA) | Long | Debt | CL | $158K | – | 0.08 |
| China Government Bond | Long | Debt | CN | $128K | – | 0.06 |
| CHL Mortgage Pass-Through Trust 2007-HY5 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $499K | – | 0.25 |
| Chobani LLC / Chobani Finance Corp Inc (CHOBANI LLC/FINANCE CORP) | Long | Debt | US | $26K | – | 0.01 |
| Chord Energy Corp | Long | Debt | US | $25K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $22K | – | 0.01 |
| CHS/Community Health Systems Inc | Long | Debt | US | $21K | – | 0.01 |
| Cia de Minas Buenaventura SAA | Long | Debt | PE | $193K | – | 0.10 |
| CIFC Funding 2015-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.13 |
| CIFC Funding 2021-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.25 |
| CIM Trust 2018-INV1 | Long | ABS-mortgage backed security | US | $171K | – | 0.09 |
| CIM Trust 2019-INV2 | Long | ABS-mortgage backed security | US | $13K | – | 0.01 |
| CIM Trust 2019-J1 | Long | ABS-mortgage backed security | US | $149K | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2013-GC17 | Long | ABS-mortgage backed security | US | $45K | – | 0.02 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $157K | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2016-C1 | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2016-P4 | Long | ABS-mortgage backed security | US | $386K | – | 0.19 |
| Citigroup Commercial Mortgage Trust 2017-P8 | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2019-C7 | Long | ABS-mortgage backed security | US | $135K | – | 0.07 |
| Citigroup Commercial Mortgage Trust 2023-SMRT | Long | ABS-mortgage backed security | US | $101K | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $103K | – | 0.05 |
| Citigroup Mortgage Loan Trust 2015-RP2 | Long | ABS-mortgage backed security | US | $407K | – | 0.20 |
| Citizens Financial Group Inc | Long | Equity-preferred | US | $71K | 3K | 0.04 |
| Citizens Financial Group Inc | Long | Debt | US | $26K | – | 0.01 |
| City of Charlotte NC Airport Revenue (CHARLOTTE NC ARPT REVENUE) | Long | Debt | US | $5K | – | 0.00 |
| City of Florence SC Combined Waterworks & Sewerage System Revenue (FLORENCE SC WTR & SWR REVENUE) | Long | Debt | US | $5K | – | 0.00 |
| City of Jersey Village TX (JERSEY VLG TX) | Long | Debt | US | $10K | – | 0.00 |
| City of Norfolk VA (NORFOLK VA) | Long | Debt | US | $74K | – | 0.04 |
| City of Wilson NC (WILSON CITY NC SPL OBLIG) | Long | Debt | US | $5K | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $203K | – | 0.10 |
| Civitas Resources Inc | Long | Debt | US | $21K | – | 0.01 |
| Clean Harbors Inc | Long | Debt | US | $25K | – | 0.01 |
| Clear Channel Outdoor Holdings Inc | Long | Debt | US | $13K | – | 0.01 |
| Cleveland-Cliffs Inc | Long | Debt | US | $321K | – | 0.16 |
| Cleveland-Cliffs Inc | Long | Debt | US | $103K | – | 0.05 |
| Cleveland-Cliffs Inc | Long | Debt | US | $84K | – | 0.04 |
| CLNC 2019-FL1 Ltd (CLNC 2019-FL1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $98K | – | 0.05 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $24K | – | 0.01 |
| ClubCorp Holdings Inc | Long | Loan | US | $25K | – | 0.01 |
| ClubCorp Holdings Inc | Long | Loan | US | $1K | – | 0.00 |
| Clydesdale Acquisition Holdings Inc | Long | Loan | US | $35K | – | 0.02 |
| Clydesdale Acquisition Holdings Inc | Long | Debt | US | $24K | – | 0.01 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $40K | – | 0.02 |
| CNX Resources Corp | Long | Debt | US | $20K | – | 0.01 |
| Coeur Mining Inc | Long | Debt | US | $23K | – | 0.01 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $121K | – | 0.06 |
| COLT 2022-5 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $78K | – | 0.04 |
| Columbia Cent CLO 27 Ltd (Cent CLO LP) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.25 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $46K | – | 0.02 |
| Cometa Energia SA de CV | Long | Debt | MX | $152K | – | 0.08 |
| COMM 2013-CCRE12 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $10.62 | – | 0.00 |
| COMM 2015-LC21 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Commonwealth of Massachusetts (MASSACHUSETTS ST) | Long | Debt | US | $31K | – | 0.02 |
| Compass Datacenters Issuer II LLC (Compass Datacenters Issuer II,) | Long | ABS-other | US | $250K | – | 0.13 |
| Concentra Escrow Issuer Corp | Long | Debt | US | $10K | – | 0.01 |
| Concentra Health Services Inc | Long | Loan | US | $25K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| Connecticut Avenue Securities Trust 2022-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $18K | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $37K | – | 0.02 |
| Connecticut Avenue Securities Trust 2022-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $248K | – | 0.12 |
| Connecticut Avenue Securities Trust 2022-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $125K | – | 0.06 |
| Connecticut Avenue Securities Trust 2022-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $317K | – | 0.16 |
| Connecticut Avenue Securities Trust 2022-R09 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $83K | – | 0.04 |
| Connecticut Avenue Securities Trust 2023-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $50K | – | 0.02 |
| Connecticut Avenue Securities Trust 2023-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $70K | – | 0.03 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| Connecticut Avenue Securities Trust 2024-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $222K | – | 0.11 |
| Continental Resources Inc/OK | Long | Debt | US | $304K | – | 0.15 |
| Continental Resources Inc/OK | Long | Debt | US | $223K | – | 0.11 |
| Cornerstone OnDemand Inc | Long | Loan | US | $37K | – | 0.02 |
| Corp ForGreer (GREER SC CORP FORGREER INSTALL) | Long | Debt | US | $44K | – | 0.02 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $207K | – | 0.10 |
| Cosan Overseas Ltd | Long | Debt | KY | $202K | – | 0.10 |
| Cotiviti Inc | Long | Loan | US | $100K | – | 0.05 |
| Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC (COTY/HFC PRESTIGE/INT US) | Long | Debt | US | $30K | – | 0.02 |
| Cougar JV Subsidiary LLC | Long | Debt | US | $15K | – | 0.01 |
| County of Durham NC (DURHAM CNTY NC LIMITED OBLIG) | Long | Debt | US | $45K | – | 0.02 |
| County of Nassau NY (NASSAU CNTY NY) | Long | Debt | US | $20K | – | 0.01 |
| CPI CG Inc | Long | Debt | US | $26K | – | 0.01 |
| CPI CG Inc | Long | Debt | US | $26K | – | 0.01 |
| CPI Holdco B LLC | Long | Loan | US | $20K | – | 0.01 |
| CPPIB Capital Inc | Long | Debt | CA | $94K | – | 0.05 |
| Crescent Energy Finance LLC | Long | Debt | US | $20K | – | 0.01 |
| Crown Castle Inc | Long | Debt | US | $81K | – | 0.04 |
| CSAIL 2016-C6 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $105K | – | 0.05 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $78K | – | 0.04 |
| CSC Holdings LLC | Long | Loan | US | $21K | – | 0.01 |
| CSMC Series 2019-NQM1 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| CSN Resources SA | Long | Debt | LU | $167K | – | 0.08 |
| CSX Corp | Long | Debt | US | $77K | – | 0.04 |
| CT Trust | Long | Debt | GT | $176K | – | 0.09 |
| CVS Health Corp | Long | Debt | US | $57K | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $39K | – | 0.02 |
| Danske Bank A/S | Long | Debt | DK | $201K | – | 0.10 |
| Darling Ingredients Inc | Long | Debt | US | $286K | – | 0.14 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $583K | – | 0.29 |
| DaVita Inc | Long | Debt | US | $23K | – | 0.01 |
| DB Master Finance LLC | Long | ABS-other | US | $83K | – | 0.04 |
| DBS Group Holdings Ltd | Long | Debt | SG | $188K | – | 0.09 |
| Dcert Buyer Inc | Long | Loan | US | $61K | – | 0.03 |
| Dealer Tire LLC / DT Issuer LLC (DEALER TIRE LLC/DT ISSR) | Long | Debt | US | $14K | – | 0.01 |
| Delek Logistics Partners LP / Delek Logistics Finance Corp (DELEK LOG PART/FINANCE) | Long | Debt | US | $26K | – | 0.01 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $139K | – | 0.07 |
| Delta Air Lines 2020-1 Class A Pass Through Trust (DELTA AIR LINES 2020-A) | Long | Debt | US | $58K | – | 0.03 |
| Delta Air Lines Inc | Long | Debt | US | $36K | – | 0.02 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | US | $637K | – | 0.32 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $17K | – | 0.01 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $8K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $3K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $2K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $854.72 | – | 0.00 |
| Directv Financing LLC | Long | Loan | US | $15K | – | 0.01 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $61K | – | 0.03 |
| DISH DBS Corp | Long | Debt | US | $14K | – | 0.01 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $397K | – | 0.20 |
| Dollar Tree Inc | Long | Debt | US | $150K | – | 0.08 |
| Dominion Energy Inc | Long | Debt | US | $162K | – | 0.08 |
| Dominion Energy Inc | Long | Debt | US | $36K | – | 0.02 |
| DPL Inc | Long | Debt | US | $220K | – | 0.11 |
| Dream Finders Homes Inc | Long | Debt | US | $26K | – | 0.01 |
| DT Midstream Inc | Long | Debt | US | $23K | – | 0.01 |
| DTE Energy Co | Long | Debt | US | $63K | – | 0.03 |
| Duke Energy Corp | Long | Equity-preferred | US | $51K | – | 0.03 |
| Duke Energy Corp | Long | Debt | US | $22K | – | 0.01 |
| Duke University | Long | Debt | US | $122K | – | 0.06 |
| Dynasty Acquisition Co Inc | Long | Loan | US | $76K | – | 0.04 |
| E.ON SE | Long | Debt | DE | $66K | – | 0.03 |
| EAB Global Inc | Long | Loan | US | $30K | – | 0.02 |
| Ecopetrol SA | Long | Debt | CO | $209K | – | 0.10 |
| Ecopetrol SA | Long | Debt | CO | $41K | – | 0.02 |
| Edelman Financial Engines Center LLC/The (EDELMAN FINANCIAL CENTER) | Long | Loan | US | $25K | – | 0.01 |
| EG America LLC | Long | Loan | US | $30K | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $69K | – | 0.03 |
| Elevance Health Inc | Long | Debt | US | $25K | – | 0.01 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $300K | – | 0.15 |
| Emera Inc | Long | Debt | CA | $257K | – | 0.13 |
| Empower CLO 2024-2 Ltd (Empower CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.25 |
| Empresa Electrica Angamos SA | Long | Debt | CL | $78K | – | 0.04 |
| Empresa Electrica Cochrane SpA | Long | Debt | CL | $88K | – | 0.04 |
| Empresas Publicas de Medellin ESP (EMPRESAS PUBLIC MEDELLIN) | Long | Debt | CO | $329K | – | 0.17 |
| Emrld Borrower LP | Long | Loan | US | $30K | – | 0.02 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $55K | – | 0.03 |
| EMRLD Borrower LP / Emerald Co-Issuer Inc (EMRLD BOR / EMRLD CO-ISS) | Long | Debt | US | $15K | – | 0.01 |
| Enbridge Inc | Long | Debt | CA | $223K | – | 0.11 |
| Enbridge Inc | Long | Debt | CA | $157K | – | 0.08 |
| Enbridge Inc | Long | Debt | CA | $141K | – | 0.07 |
| Encino Acquisition Partners Holdings LLC | Long | Debt | US | $25K | – | 0.01 |
| Encompass Health Corp | Long | Debt | US | $23K | – | 0.01 |
| Enerflex Ltd | Long | Debt | CA | $25K | – | 0.01 |
| Energizer Holdings Inc | Long | Debt | US | $23K | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $191K | – | 0.10 |
| Energy Transfer LP | Long | Equity-preferred | US | $173K | – | 0.09 |
| Energy Transfer LP | Long | Debt | US | $38K | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $25K | – | 0.01 |
| EnLink Midstream LLC | Long | Debt | US | $24K | – | 0.01 |
| Entegris Inc | Long | Debt | US | $22K | – | 0.01 |
| Entergy Arkansas LLC | Long | Debt | US | $20K | – | 0.01 |
| Epicor Software Corp | Long | Loan | US | $18K | – | 0.01 |
| Epicor Software Corp | Long | Loan | US | $2K | – | 0.00 |
| EQT Corp | Long | Debt | US | $307K | – | 0.15 |
| EQT Corp | Long | Debt | US | $79K | – | 0.04 |
| Equinix Inc | Long | Debt | US | $46K | – | 0.02 |
| Equinix Inc | Long | Debt | US | $36K | – | 0.02 |
| Essential Utilities Inc | Long | Debt | US | $78K | – | 0.04 |
| EUR P MXN C 17.50000 DI 17.50000 | Derivative-foreign exchange | $49.64 | – | 0.00 | ||
| EUR/NOK FWD 20240918 | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| EUR/NOK FWD 20240918 | Derivative-foreign exchange | US | $-23K | – | -0.01 | |
| EUR/USD FWD 20240802 | Derivative-foreign exchange | US | $-44 | – | -0.00 | |
| EUR/USD FWD 20240802 | Derivative-foreign exchange | US | $-187.88 | – | -0.00 | |
| EUR/USD FWD 20240918 | Derivative-foreign exchange | US | $19K | – | 0.01 | |
| EUR/USD FWD 20240918 | Derivative-foreign exchange | US | $10.63 | – | 0.00 | |
| EURIBOR 3M OPT Dec24C 97.375 | Derivative-interest rate | GB | $1K | – | 0.00 | |
| EURIBOR 3M OPT Dec24C 97.625 | Derivative-interest rate | GB | $-749.67 | – | -0.00 | |
| EURIBOR 3M OPT Dec24P 96.375 | Derivative-interest rate | GB | $1K | – | 0.00 | |
| EURIBOR 3M OPT Dec24P 96.625 | Derivative-interest rate | GB | $-4K | – | -0.00 | |
| Euro-BTP Future Sep24 | Derivative-interest rate | DE | $6K | – | 0.00 | |
| EURO-BUND FUTURE Sep24 | Derivative-interest rate | DE | $4K | – | 0.00 | |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | GB | $211K | – | 0.11 |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | GB | $133K | – | 0.07 |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | GB | $127K | – | 0.06 |
| European Investment Bank | Long | Debt | LU | $202K | – | 0.10 |
| European Investment Bank | Long | Debt | LU | $87K | – | 0.04 |
| EUSHI Finance Inc | Long | Debt | US | $80K | – | 0.04 |
| Eversource Energy | Long | Debt | US | $40K | – | 0.02 |
| Exeter Automobile Receivables Trust 2024-1 | Long | ABS-other | US | $100K | – | 0.05 |
| Expedia Group Inc | Long | Debt | US | $81K | – | 0.04 |
| Expedia Group Inc | Long | Debt | US | $79K | – | 0.04 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $191K | – | 0.10 |
| F&G Annuities & Life Inc | Long | Debt | US | $35K | – | 0.02 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $58K | – | 0.03 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $317K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $317K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $313K | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $186K | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.55 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $740K | – | 0.37 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $498K | – | 0.25 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $397K | – | 0.20 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $280K | – | 0.14 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $236K | – | 0.12 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $226K | – | 0.11 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $131K | – | 0.07 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $106K | – | 0.05 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $56K | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $36K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $480.54 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $386.03 | – | 0.00 |
| Fayetteville School District No 1 (FAYETTEVILLE AR SCH DIST #1) | Long | Debt | US | $15K | – | 0.01 |
| Fermaca Enterprises S de RL de CV (FERMACA ENTERPRISES S RL) | Long | Debt | MX | $180K | – | 0.09 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $20K | – | 0.01 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $18K | – | 0.01 |
| Fertitta Entertainment LLC/NV | Long | Loan | US | $133K | – | 0.07 |
| Fidelity National Information Services Inc (FIDELITY NATL INFO SERV) | Long | Debt | US | $95K | – | 0.05 |
| Fiesta Purchaser Inc | Long | Debt | US | $26K | – | 0.01 |
| Finland Government Bond (FINNISH GOVERNMENT) | Long | Debt | FI | $240K | – | 0.12 |
| First Franklin Mortgage Loan Trust 2004-FF10 (First Franklin Mtg Loan Asset) | Long | ABS-mortgage backed security | US | $71K | – | 0.04 |
| First Horizon Corp | Long | Equity-preferred | US | $13K | 783 | 0.01 |
| First Republic Mortgage Trust 2020-1 | Long | ABS-mortgage backed security | US | $637K | – | 0.32 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $89K | – | 0.04 |
| Fiserv Inc | Long | Debt | US | $71K | – | 0.04 |
| Five Star Bancorp | Long | Debt | US | $42K | – | 0.02 |
| Flagstar Mortgage Trust 2018-6RR | Long | ABS-mortgage backed security | US | $406K | – | 0.20 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $582K | – | 0.29 |
| Ford Motor Credit Co LLC | Long | Debt | US | $211K | – | 0.11 |
| Ford Motor Credit Co LLC | Long | Debt | US | $126K | – | 0.06 |
| Fort Mill Public Facilities Corp (FORT MILL SC PUBLIC FACS CORP) | Long | Debt | US | $5K | – | 0.00 |
| Fortrea Holdings Inc | Long | Debt | US | $15K | – | 0.01 |
| Fortress Intermediate 3 Inc | Long | Debt | US | $26K | – | 0.01 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $42K | – | 0.02 |
| Fortress Transportation and Infrastructure Investors LLC (FORTRESS TRANS & INFRAST) | Long | Debt | US | $24K | – | 0.01 |
| Foundation Building Materials Inc | Long | Debt | US | $22K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 1.85 |
| Freddie Mac Multiclass Certificates Series 2021-P011 | Long | ABS-mortgage backed security | US | $59K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $93K | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $79K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $78K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $73K | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $64K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $49K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $47K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $542K | – | 0.27 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $362K | – | 0.18 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $178K | – | 0.09 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $100K | – | 0.05 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $77K | – | 0.04 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $34K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $32K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $21K | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $215K | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $725K | – | 0.36 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $405K | – | 0.20 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $513K | – | 0.26 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $111K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $168K | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $126K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $110K | – | 0.06 |
| Freddie Mac STACR REMIC Trust 2022-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $91K | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2022-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2022-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $132K | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2024-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $251K | – | 0.13 |
| Freedom Mortgage Corp | Long | Debt | US | $84K | – | 0.04 |
| Freedom Mortgage Corp | Long | Debt | US | $24K | – | 0.01 |
| Freeport-McMoRan Inc | Long | Debt | US | $376K | – | 0.19 |
| Freeport-McMoRan Inc | Long | Debt | US | $101K | – | 0.05 |
| Freeport-McMoRan Inc | Long | Debt | US | $93K | – | 0.05 |
| Freeport-McMoRan Inc | Long | Debt | US | $48K | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | US | $24K | – | 0.01 |
| FREMF 2019-KF71 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $146K | – | 0.07 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| FREMF 2019-KG01 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Frontier Communications Holdings LLC | Long | Loan | US | $55K | – | 0.03 |
| Frontier Communications Holdings LLC | Long | Debt | US | $19K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $14K | – | 0.01 |
| Frontier Communications Holdings LLC | Long | Debt | US | $10K | – | 0.00 |
| Full House Resorts Inc | Long | Debt | US | $14K | – | 0.01 |
| FVA 5Y5Y30Y FWD PREM 1750 | Derivative-credit | US | $20K | – | 0.01 | |
| FVA 5Y5Y30Y FWD PREMIUM 1800 | Derivative-credit | US | $53K | – | 0.03 | |
| FWDP 5Y RTP 3.000000 09-APR-2029 | Derivative-credit | $-78K | – | -0.04 | ||
| Gainwell Acquisition Corp | Long | Loan | US | $127K | – | 0.06 |
| Gap Inc/The | Long | Debt | US | $21K | – | 0.01 |
| Garda World Security Corp | Long | Debt | CA | $81K | – | 0.04 |
| Garda World Security Corp | Long | Loan | CA | $75K | – | 0.04 |
| Garda World Security Corp | Long | Debt | CA | $54K | – | 0.03 |
| Gartner Inc | Long | Debt | US | $112K | – | 0.06 |
| Gates Corp/DE (GATES CORPORATION/DE) | Long | Debt | US | $25K | – | 0.01 |
| GBP/USD FWD 20240802 | Derivative-foreign exchange | US | $27.5 | – | 0.00 | |
| GBP/USD FWD 20240918 | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| GCAT 2022-NQM4 Trust | Long | ABS-mortgage backed security | US | $82K | – | 0.04 |
| GCI LLC | Long | Debt | US | $23K | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $75K | – | 0.04 |
| Genesee & Wyoming Inc | Long | Debt | US | $60K | – | 0.03 |
| GFL Environmental Inc | Long | Debt | CA | $25K | – | 0.01 |
| GFL Environmental Inc | Long | Debt | CA | $23K | – | 0.01 |
| GGAM Finance Ltd | Long | Debt | KY | $30K | – | 0.02 |
| Gilead Sciences Inc | Long | Debt | US | $25K | – | 0.01 |
| Glencore Funding LLC | Long | Debt | US | $85K | – | 0.04 |
| Glencore Funding LLC | Long | Debt | US | $47K | – | 0.02 |
| Global Aircraft Leasing Co Ltd (GLOBAL AIR LEASE CO LTD) | Long | Debt | KY | $50K | – | 0.02 |
| Global Infrastructure Solutions Inc | Long | Debt | US | $23K | – | 0.01 |
| Global Partners LP / GLP Finance Corp (GLOBAL PART/GLP FINANCE) | Long | Debt | US | $26K | – | 0.01 |
| GM Financial Automobile Leasing Trust 2022-3 | Long | ABS-other | US | $247K | – | 0.12 |
| GNL Quintero SA | Long | Debt | CL | $126K | – | 0.06 |
| Gogo Intermediate Holdings LLC | Long | Loan | US | $54K | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $160K | – | 0.08 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $72K | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $63K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $209K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $208K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $207K | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $110K | – | 0.06 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $66K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| Graham Holdings Co | Long | Debt | US | $25K | – | 0.01 |
| Graham Packaging Co Inc (GRAHAM PACKAGING/GPC CAP) | Long | Debt | US | $24K | – | 0.01 |
| Grant Thornton LLP/Chicago | Long | Loan | US | $35K | – | 0.02 |
| Gray Television Inc | Long | Debt | US | $15K | – | 0.01 |
| Gray Television Inc | Long | Debt | US | $14K | – | 0.01 |
| Great Outdoors Group LLC | Long | Loan | US | $100K | – | 0.05 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $349K | – | 0.18 |
| Greenwood Independent School District (GREENWOOD TX INDEP SCH DIST) | Long | Debt | US | $19K | – | 0.01 |
| Greystone CRE Notes 2019-FL2 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | KY | $199K | – | 0.10 |
| Griffon Corp (GRIFFON CORPORATION) | Long | Debt | US | $29K | – | 0.01 |
| Grifols Worldwide Operations USA Inc | Long | Loan | US | $22K | – | 0.01 |
| GS Mortgage Securities Corp Trust 2018-RIVR (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| GS Mortgage Securities Trust 2019-GC42 | Long | ABS-mortgage backed security | US | $75K | – | 0.04 |
| GS Mortgage Securities Trust 2020-GC47 | Long | ABS-mortgage backed security | US | $72K | – | 0.04 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| GS Mortgage-Backed Securities Corp Trust 2020-PJ6 | Long | ABS-mortgage backed security | US | $245K | – | 0.12 |
| GS Mortgage-Backed Securities Trust 2022-PJ1 | Long | ABS-mortgage backed security | US | $205K | – | 0.10 |
| GSAA Home Equity Trust 2005-6 | Long | ABS-mortgage backed security | US | $129K | – | 0.06 |
| GSAA Home Equity Trust 2006-4 | Long | ABS-mortgage backed security | US | $222K | – | 0.11 |
| GSAA Home Equity Trust 2007-7 | Long | ABS-mortgage backed security | US | $89K | – | 0.04 |
| GSCG Trust 2019-600C | Long | ABS-mortgage backed security | US | $14K | – | 0.01 |
| GSMS Trust 2024-Fair (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $398K | – | 0.20 |
| GTCR AP Finance Inc | Long | Debt | US | $25K | – | 0.01 |
| GTCR Everest Borrower LLC | Long | Loan | US | $20K | – | 0.01 |
| Guara Norte Sarl | Long | Debt | LU | $153K | – | 0.08 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $191K | – | 0.10 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $250K | – | 0.13 |
| Hamilton Projects Acquiror LLC | Long | Loan | US | $15K | – | 0.01 |
| Harbor Freight Tools USA Inc | Long | Loan | US | $35K | – | 0.02 |
| Hardin County School District Finance Corp (HARDIN CNTY KY SCH DIST FIN CO) | Long | Debt | US | $10K | – | 0.00 |
| Harvest Midstream I LP | Long | Debt | US | $30K | – | 0.02 |
| HCA Inc | Long | Debt | US | $601K | – | 0.30 |
| HCA Inc | Long | Debt | US | $283K | – | 0.14 |
| HCA Inc | Long | Debt | US | $81K | – | 0.04 |
| Hess Midstream Operations LP | Long | Debt | US | $60K | – | 0.03 |
| Hexion Holdings Corp | Long | Loan | US | $30K | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $48K | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $5K | – | 0.00 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $154K | – | 0.08 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $87K | – | 0.04 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $22K | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $29K | – | 0.01 |
| Home Partners of America 2019-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $71K | – | 0.04 |
| Host Hotels & Resorts LP | Long | Debt | US | $166K | – | 0.08 |
| Host Hotels & Resorts LP | Long | Debt | US | $137K | – | 0.07 |
| Host Hotels & Resorts LP | Long | Debt | US | $78K | – | 0.04 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $499K | – | 0.25 |
| HUB International Ltd | Long | Debt | US | $15K | – | 0.01 |
| Hudbay Minerals Inc | Long | Debt | CA | $107K | – | 0.05 |
| Hundred Acre Wood Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $243K | – | 0.12 |
| Hunter Douglas Inc | Long | Loan | US | $45K | – | 0.02 |
| Hunter Douglas Inc | Long | Loan | US | $17K | – | 0.01 |
| Husky Injection Molding Systems Ltd / Titan Co-Borrower LLC (HUSKY INJECTION / TITAN) | Long | Debt | CA | $41K | – | 0.02 |
| Hyatt Hotels Corp | Long | Debt | US | $226K | – | 0.11 |
| Hyatt Hotels Corp | Long | Debt | US | $79K | – | 0.04 |
| Hyundai Capital America | Long | Debt | US | $80K | – | 0.04 |
| Illuminate Buyer LLC / Illuminate Holdings IV Inc (ILLUMINATE BUYER/HLDG) | Long | Debt | US | $25K | – | 0.01 |
| Imola Merger Corp | Long | Debt | US | $23K | – | 0.01 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $179K | – | 0.09 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $223K | – | 0.11 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $186K | – | 0.09 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $134K | – | 0.07 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $85K | – | 0.04 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $344K | – | 0.17 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $323K | – | 0.16 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $219K | – | 0.11 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $200K | – | 0.10 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $105K | – | 0.05 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $102K | – | 0.05 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $99K | – | 0.05 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $96K | – | 0.05 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $91K | – | 0.05 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $81K | – | 0.04 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $64K | – | 0.03 |
| INEOS US Finance LLC | Long | Loan | US | $126K | – | 0.06 |
| INEOS US Petrochem LLC | Long | Loan | US | $65K | – | 0.03 |
| InRetail Shopping Malls | Long | Debt | PE | $244K | – | 0.12 |
| Installed Building Products Inc | Long | Debt | US | $24K | – | 0.01 |
| Intelligent Packaging Ltd Finco Inc / Intelligent Packaging Ltd Co-Issuer LLC | Long | Debt | CA | $24K | – | 0.01 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | US | $130K | – | 0.07 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | US | $91K | – | 0.05 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | US | $87K | – | 0.04 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | US | $75K | – | 0.04 |
| Intercorp Financial Services Inc (INTERCORP FIN SER INC) | Long | Debt | PA | $186K | – | 0.09 |
| Interface Inc | Long | Debt | US | $24K | – | 0.01 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | US | $324K | – | 0.16 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | US | $222K | – | 0.11 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | US | $100K | – | 0.05 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | US | $94K | – | 0.05 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | US | $71K | – | 0.04 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | US | $55K | – | 0.03 |
| International Development Association (INTL DEVELOPMENT ASSOC) | Long | Debt | US | $48K | – | 0.02 |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | US | $144K | – | 0.07 |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | US | $138K | – | 0.07 |
| International Finance Corp (INTL FINANCE CORP) | Long | Debt | US | $107K | – | 0.05 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $140K | – | 0.07 |
| IQVIA Inc | Long | Debt | US | $57K | – | 0.03 |
| Ireland Government Bond | Long | Debt | IE | $45K | – | 0.02 |
| Iris Holdings Inc | Long | Debt | US | $21K | – | 0.01 |
| Iron Mountain Inc | Long | Debt | US | $46K | – | 0.02 |
| IRS PAY FIXED 4.5255% 6/18/2026 | Derivative-interest rate | US | $10K | – | 0.01 | |
| IRS REC FIXED 0% 1/4/2027 | Derivative-interest rate | US | $-9K | – | -0.00 | |
| IRS REC FIXED 10.06% 01/02/2025 | Derivative-interest rate | US | $-14K | – | -0.01 | |
| IRS REC FIXED 3.39295% 08/25/2024 | Derivative-interest rate | US | $-154K | – | -0.08 | |
| IRS REC FIXED 8.44% 7/20/2028 | Derivative-interest rate | US | $-30K | – | -0.02 | |
| IRS REC FIXED 9.31% 02/03/2027 | Derivative-interest rate | US | $-12K | – | -0.01 | |
| IRS REC FIXED 9.6925% 1/2/2026 | Derivative-interest rate | US | $2K | – | 0.00 | |
| IRS REC FIXED 9.99% 6/25/2027 | Derivative-interest rate | US | $632.44 | – | 0.00 | |
| Itau Unibanco Holding SA/Cayman Island (ITAU UNIBANCO HLDG SA/KY) | Long | Debt | BR | $194K | – | 0.10 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $83K | – | 0.04 |
| J.P. Morgan Mortgage Trust 2022-5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $357K | – | 0.18 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $173K | – | 0.09 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $89K | – | 0.04 |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA (JOHNSON CONTROLS/TYCO FI) | Long | Debt | IE | $97K | – | 0.05 |
| JP Morgan Mortgage Trust 2018-8 | Long | ABS-mortgage backed security | US | $386K | – | 0.19 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $152K | – | 0.08 |
| JP Morgan Mortgage Trust 2019-8 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| JP Morgan Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $151K | – | 0.08 |
| JPMDB Commercial Mortgage Securities Trust 2016-C2 | Long | ABS-mortgage backed security | US | $16K | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $486K | – | 0.24 |
| JPMorgan Chase & Co | Long | Debt | US | $138K | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $36K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $11K | – | 0.01 |
| JPY/USD FWD 20240802 | Derivative-foreign exchange | US | $19.18 | – | 0.00 | |
| JPY/USD FWD 20240802 | Derivative-foreign exchange | US | $-2.69 | – | -0.00 | |
| JPY/USD FWD 20240918 | Derivative-foreign exchange | US | $-14K | – | -0.01 | |
| JSW Hydro Energy Ltd | Long | Debt | IN | $268K | – | 0.13 |
| Kenan Advantage Group Inc/The | Long | Loan | US | $75K | – | 0.04 |
| Keurig Dr Pepper Inc | Long | Debt | US | $80K | – | 0.04 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $81K | – | 0.04 |
| Kinder Morgan Inc | Long | Debt | US | $53K | – | 0.03 |
| Kinetik Holdings LP | Long | Debt | US | $25K | – | 0.01 |
| Kodiak Gas Services LLC | Long | Debt | US | $56K | – | 0.03 |
| Kommunalbanken AS | Long | Debt | NO | $122K | – | 0.06 |
| Korea Treasury Bond | Long | Debt | KR | $571K | – | 0.29 |
| Korea Treasury Bond | Long | Debt | KR | $249K | – | 0.13 |
| Korea Treasury Bond | Long | Debt | KR | $206K | – | 0.10 |
| Korea Treasury Bond | Long | Debt | KR | $150K | – | 0.08 |
| Korea Treasury Bond | Long | Debt | KR | $139K | – | 0.07 |
| Korea Treasury Bond | Long | Debt | KR | $75K | – | 0.04 |
| Kraft Heinz Foods Co | Long | Debt | US | $235K | – | 0.12 |
| Kraft Heinz Foods Co | Long | Debt | US | $107K | – | 0.05 |
| Kraft Heinz Foods Co | Long | Debt | US | $99K | – | 0.05 |
| Kreditanstalt fuer Wiederaufbau (KFW) | Long | Debt | DE | $39K | – | 0.02 |
| KREF 2022-FL3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $100K | – | 0.05 |
| Kronos Acquisition Holdings Inc | Long | Loan | US | $23K | – | 0.01 |
| Kronos Acquisition Holdings Inc | Long | Loan | US | $20K | – | 0.01 |
| Kronos Acquisition Holdings Inc | Long | Debt | US | $15K | – | 0.01 |
| Kronos Acquisition Holdings Inc | Long | Loan | US | $10K | – | 0.00 |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $301K | – | 0.15 |
| Kuntarahoitus Oyj | Long | Debt | FI | $94K | – | 0.05 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $81K | – | 0.04 |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp (LADDER CAP FIN LLLP/CORP) | Long | Debt | US | $23K | – | 0.01 |
| LBM Acquisition LLC | Long | Loan | US | $64K | – | 0.03 |
| LC Ahab US Bidco LLC | Long | Loan | US | $45K | – | 0.02 |
| LCM Investments Holdings II LLC | Long | Debt | US | $23K | – | 0.01 |
| LCM XXIV Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.13 |
| LCPR Senior Secured Financing DAC (LCPR SR SECURED FIN DAC) | Long | Debt | IE | $166K | – | 0.08 |
| Legacy LifePoint Health LLC | Long | Debt | US | $33K | – | 0.02 |
| Legacy Mortgage Asset Trust 2020-GS3 | Long | ABS-mortgage backed security | US | $899K | – | 0.45 |
| Level 3 Financing Inc | Long | Debt | US | $25K | – | 0.01 |
| LFT CRE 2021-FL1 Ltd (LFT CRE LLC) | Long | ABS-collateralized bond/debt obligation | KY | $98K | – | 0.05 |
| Liberty Broadband Corp | Long | Debt | US | $363K | – | 0.18 |
| Liberty Media Corp | Long | Debt | US | $107K | – | 0.05 |
| Life 2022-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $243K | – | 0.12 |
| Life 2022-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $167K | – | 0.08 |
| LifePoint Health Inc | Long | Loan | US | $125K | – | 0.06 |
| LifePoint Health Inc | Long | Debt | US | $66K | – | 0.03 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $26K | – | 0.01 |
| Light & Wonder International Inc (LIGHT & WONDER INTL INC) | Long | Debt | US | $25K | – | 0.01 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $253K | – | 0.13 |
| Lithia Motors Inc | Long | Debt | US | $22K | – | 0.01 |
| LLPL Capital Pte Ltd | Long | Debt | SG | $233K | – | 0.12 |
| Louisiana Local Government Environmental Facilities & Community Development Auth (LOUISIANA ST LOCAL GOVT ENVRNM) | Long | Debt | US | $154K | – | 0.08 |
| Lowe's Cos Inc | Long | Debt | US | $24K | – | 0.01 |
| LSF11 A5 HoldCo LLC | Long | Debt | US | $24K | – | 0.01 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $248K | – | 0.12 |
| LSTAR Commercial Mortgage Trust 2016-4 | Long | ABS-mortgage backed security | US | $12K | – | 0.01 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| Lummus Technology Holdings V LLC | Long | Loan | US | $39K | – | 0.02 |
| M/I Homes Inc | Long | Debt | US | $22K | – | 0.01 |
| Macquarie Airfinance Holdings Ltd (MACQUARIE AIRFINANCE HLD) | Long | Debt | GB | $10K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $24K | – | 0.01 |
| Macy's Retail Holdings LLC (MACY'S RETAIL HLDGS LLC) | Long | Debt | US | $19K | – | 0.01 |
| Madison IAQ LLC | Long | Debt | US | $37K | – | 0.02 |
| Madison IAQ LLC | Long | Debt | US | $19K | – | 0.01 |
| Madison Park Funding XXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.13 |
| Malaysia Government Bond | Long | Debt | MY | $207K | – | 0.10 |
| Malaysia Government Bond | Long | Debt | MY | $173K | – | 0.09 |
| Malaysia Government Bond | Long | Debt | MY | $141K | – | 0.07 |
| Malaysia Government Bond | Long | Debt | MY | $85K | – | 0.04 |
| Malaysia Government Bond | Long | Debt | MY | $77K | – | 0.04 |
| Malaysia Government Bond | Long | Debt | MY | $77K | – | 0.04 |
| Malaysia Government Bond | Long | Debt | MY | $76K | – | 0.04 |
| MARB BondCo PLC | Long | Debt | GB | $165K | – | 0.08 |
| MARB BondCo PLC | Long | Debt | GB | $165K | – | 0.08 |
| Markel Group Inc | Long | Debt | US | $15K | – | 0.01 |
| Marlette Funding Trust 2022-3 | Long | ABS-other | US | $462.13 | – | 0.00 |
| Marriott International Inc/MD | Long | Debt | US | $71K | – | 0.04 |
| Marriott Vacations Worldwide Corp (MARRIOTT VACATION WORLDW) | Long | Debt | US | $151K | – | 0.08 |
| Marvell Technology Inc | Long | Debt | US | $72K | – | 0.04 |
| Massachusetts Development Finance Agency (MASSACHUSETTS ST DEV FIN AGY R) | Long | Debt | US | $62K | – | 0.03 |
| Massachusetts Educational Financing Authority (MASSACHUSETTS ST EDUCTNL FING) | Long | Debt | US | $126K | – | 0.06 |
| Massachusetts Educational Financing Authority (MASSACHUSETTS ST EDUCTNL FING) | Long | Debt | US | $110K | – | 0.06 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $78K | – | 0.04 |
| Massachusetts School Building Authority (MASSACHUSETTS ST SCH BLDG AUTH) | Long | Debt | US | $56K | – | 0.03 |
| Massachusetts Water Resources Authority (MASSACHUSETTS ST WTR RESOURCES) | Long | Debt | US | $127K | – | 0.06 |
| MasTec Inc | Long | Debt | US | $27K | – | 0.01 |
| Masterbrand Inc | Long | Debt | US | $25K | – | 0.01 |
| Matador Resources Co | Long | Debt | US | $25K | – | 0.01 |
| Matador Resources Co | Long | Debt | US | $20K | – | 0.01 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $53K | – | 0.03 |
| Match Group Holdings II LLC (MATCH GROUP HLD II LLC) | Long | Debt | US | $23K | – | 0.01 |
| Mativ Holdings Inc | Long | Debt | US | $25K | – | 0.01 |
| Mattamy Group Corp | Long | Debt | CA | $18K | – | 0.01 |
| Mavis Tire Express Services Topco Corp | Long | Loan | US | $62K | – | 0.03 |
| Mavis Tire Express Services Topco Corp | Long | Debt | US | $28K | – | 0.01 |
| MC Brazil Downstream Trading SARL (MC BRAZIL DWNSTRM) | Long | Debt | LU | $169K | – | 0.08 |
| McAfee Corp., Senior Secured First Lien Term Loan | Long | Loan | US | $39K | – | 0.02 |
| McDonald's Corp | Long | Debt | US | $39K | – | 0.02 |
| McGraw-Hill Education Inc | Long | Debt | US | $24K | – | 0.01 |
| McGraw-Hill Education Inc | Long | Debt | US | $19K | – | 0.01 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $348K | – | 0.17 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $99K | – | 0.05 |
| Medline Borrower LP | Long | Loan | US | $120K | – | 0.06 |
| Medline Borrower LP | Long | Debt | US | $29K | – | 0.01 |
| Medline Borrower LP | Long | Debt | US | $23K | – | 0.01 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $5K | – | 0.00 |
| Metropolitan Washington Airports Authority Aviation Revenue (MET WASHINGTON DC ARPTS AUTH A) | Long | Debt | US | $21K | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $1M | – | 0.52 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $393K | – | 0.20 |
| Mexico Generadora de Energia S de rl | Long | Debt | MX | $235K | – | 0.12 |
| MF1 2023-FL12 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $100K | – | 0.05 |
| MFA 2020-NQM3 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $86K | – | 0.04 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $84K | – | 0.04 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $43K | – | 0.02 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $249K | – | 0.13 |
| Michaels Cos Inc/The | Long | Debt | US | $40K | – | 0.02 |
| Michaels Cos Inc/The | Long | Debt | US | $6K | – | 0.00 |
| Midland County Hospital District (MIDLAND CNTY TX HOSP DIST) | Long | Debt | US | $10K | – | 0.00 |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $28K | – | 0.01 |
| Mileage Plus Holdings LLC (MILEAGE PLUS HOLDINGS IN) | Long | Loan | US | $118K | – | 0.06 |
| Mill City Solar Loan 2019-2 Ltd | Long | ABS-other | KY | $58K | – | 0.03 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $173K | – | 0.09 |
| Minejesa Capital BV | Long | Debt | NL | $181K | – | 0.09 |
| Minsur SA | Long | Debt | PE | $176K | – | 0.09 |
| Mitchell International Inc | Long | Loan | US | $129K | – | 0.06 |
| Mitchell International Inc | Long | Loan | US | $30K | – | 0.02 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC (MITER BRAND / MIWD BORR) | Long | Debt | US | $30K | – | 0.02 |
| MIWD Holdco II LLC | Long | Loan | US | $20K | – | 0.01 |
| Modena Buyer LLC | Long | Loan | US | $44K | – | 0.02 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $18K | – | 0.01 |
| ModivCare Inc | Long | Debt | US | $25K | – | 0.01 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | NL | $198K | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $593K | – | 0.30 |
| Morgan Stanley | Long | Debt | US | $467K | – | 0.23 |
| Morgan Stanley | Long | Debt | US | $3K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2006-NC1 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $106K | – | 0.05 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Morgan Stanley Capital I Trust 2016-UBS12 | Long | ABS-mortgage backed security | US | $30K | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-NUGS | Long | ABS-mortgage backed security | US | $30K | – | 0.02 |
| Morgan Stanley Capital I Trust 2019-NUGS | Long | ABS-mortgage backed security | US | $10K | – | 0.01 |
| Morgan Stanley Capital I Trust 2019-PLND | Long | ABS-mortgage backed security | US | $53K | – | 0.03 |
| Mosaic Solar Loan Trust 2018-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $134K | – | 0.07 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $144K | – | 0.07 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $86K | – | 0.04 |
| Moss Creek Resources Holdings Inc (MOSS CREEK RESOURCES HLD) | Long | Debt | US | $25K | – | 0.01 |
| Motion Finco Sarl | Long | Loan | LU | $85K | – | 0.04 |
| MPH Acquisition Holdings LLC | Long | Debt | US | $19K | – | 0.01 |
| MPLX LP | Long | Debt | US | $39K | – | 0.02 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $16K | – | 0.01 |
| MSCI Inc | Long | Debt | US | $305K | – | 0.15 |
| MSCI Inc | Long | Debt | US | $141K | – | 0.07 |
| MSCI Inc | Long | Debt | US | $140K | – | 0.07 |
| MSCI Inc | Long | Debt | US | $66K | – | 0.03 |
| Murphy Oil Corp | Long | Debt | US | $25K | – | 0.01 |
| Murphy Oil USA Inc | Long | Debt | US | $25K | – | 0.01 |
| MV24 Capital BV | Long | Debt | NL | $150K | – | 0.08 |
| MVW Owner Trust 2018-1 | Long | ABS-other | US | $12K | – | 0.01 |
| MXN/USD FWD 20240830 | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| MXN/USD FWD 20240918 | Derivative-foreign exchange | US | $20K | – | 0.01 | |
| MXN/USD FWD 20240918 | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| National Bank of Canada | Long | Debt | CA | $250K | – | 0.13 |
| National Rural Utilities Cooperative Finance Corp (NATIONAL RURAL UTIL COOP) | Long | Debt | US | $123K | – | 0.06 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $83K | – | 0.04 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $38K | – | 0.02 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $23K | – | 0.01 |
| Navient Corp | Long | Debt | US | $23K | – | 0.01 |
| Navient Corp | Long | Debt | US | $19K | – | 0.01 |
| Navient Private Education Refi Loan Trust 2019-G (Navient Student Loan Trust) | Long | ABS-other | US | $42K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2020-B (Navient Student Loan Trust) | Long | ABS-other | US | $89K | – | 0.04 |
| Navient Private Education Refi Loan Trust 2020-H (Navient Student Loan Trust) | Long | ABS-other | US | $54K | – | 0.03 |
| Navient Private Education Refi Loan Trust 2021-A (Navient Student Loan Trust) | Long | ABS-other | US | $45K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2021-B (Navient Student Loan Trust) | Long | ABS-other | US | $39K | – | 0.02 |
| Navient Private Education Refi Loan Trust 2021-F (Navient Student Loan Trust) | Long | ABS-other | US | $336K | – | 0.17 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $114K | – | 0.06 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $26K | – | 0.01 |
| NCR Atleos Corp (NCR ATLEOS LLC) | Long | Debt | US | $27K | – | 0.01 |
| Needville Independent School District (NEEDVILLE TX INDEP SCH DIST) | Long | Debt | US | $24K | – | 0.01 |
| Neighborly Issuer LLC | Long | ABS-other | US | $435K | – | 0.22 |
| NEP Group Inc | Long | Loan | US | $33K | – | 0.02 |
| NESCO Holdings II Inc | Long | Debt | US | $23K | – | 0.01 |
| NetApp Inc | Long | Debt | US | $77K | – | 0.04 |
| Netflix Inc | Long | Debt | US | $40K | – | 0.02 |
| Netflix Inc | Long | Debt | US | $15K | – | 0.01 |
| Network i2i Ltd | Long | Debt | MU | $198K | – | 0.10 |
| Neuberger Berman Loan Advisers Clo 40 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.13 |
| New Enterprise Stone & Lime Co Inc | Long | Debt | US | $25K | – | 0.01 |
| New Hampshire Business Finance Authority (NATIONAL FIN AUTH NH UTL REV) | Long | Debt | US | $102K | – | 0.05 |
| New Jersey Infrastructure Bank | Long | Debt | US | $9K | – | 0.00 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $240K | – | 0.12 |
| New South Wales Treasury Corp (NEW S WALES TREASURY CRP) | Long | Debt | AU | $93K | – | 0.05 |
| New Zealand Government Bond | Long | Debt | NZ | $372K | – | 0.19 |
| New Zealand Government Bond | Long | Debt | NZ | $349K | – | 0.18 |
| New Zealand Government Bond | Long | Debt | NZ | $219K | – | 0.11 |
| New Zealand Government Bond | Long | Debt | NZ | $161K | – | 0.08 |
| New Zealand Government Bond | Long | Debt | NZ | $124K | – | 0.06 |
| New Zealand Local Government Funding Agency Bond (NZ LOCAL GOVT FUND AGENC) | Long | Debt | NZ | $141K | – | 0.07 |
| New Zealand Local Government Funding Agency Bond (NZ LOCAL GOVT FUND AGENC) | Long | Debt | NZ | $137K | – | 0.07 |
| New Zealand Local Government Funding Agency Bond (NZ LOCAL GOVT FUND AGENC) | Long | Debt | NZ | $107K | – | 0.05 |
| New Zealand Local Government Funding Agency Bond (NZ LOCAL GOVT FUND AGENC) | Long | Debt | NZ | $103K | – | 0.05 |
| New Zealand Local Government Funding Agency Bond (NZ LOCAL GOVT FUND AGENC) | Long | Debt | NZ | $13K | – | 0.01 |
| News Corp | Long | Debt | US | $280K | – | 0.14 |
| News Corp | Long | Debt | US | $19K | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $105K | – | 0.05 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $83K | – | 0.04 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $18K | – | 0.01 |
| NextEra Energy Inc | Long | Equity-preferred | US | $347K | 8K | 0.17 |
| NextEra Energy Inc | Long | Equity-preferred | US | $173K | 4K | 0.09 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $26K | – | 0.01 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $25K | – | 0.01 |
| NiSource Inc | Long | Debt | US | $78K | – | 0.04 |
| NOK/SEK FWD 20240918 | Derivative-foreign exchange | US | $817.2 | – | 0.00 | |
| NOK/SEK FWD 20240918 | Derivative-foreign exchange | US | $-417.44 | – | -0.00 | |
| NOK/USD FWD 20240802 | Derivative-foreign exchange | US | $18.32 | – | 0.00 | |
| NOK/USD FWD 20240918 | Derivative-foreign exchange | US | $655 | – | 0.00 | |
| Nordic Investment Bank | Long | Debt | FI | $96K | – | 0.05 |
| Northeast Metropolitan Regional Vocational School District (NORTHEAST MET REGL VOCATIONAL) | Long | Debt | US | $39K | – | 0.02 |
| Northern Trust Corp | Long | Debt | US | $5K | – | 0.00 |
| Northrop Grumman Corp | Long | Debt | US | $71K | – | 0.04 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $430K | – | 0.22 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $193K | – | 0.10 |
| Norway Government Bond (NORWEGIAN GOVERNMENT) | Long | Debt | NO | $136K | – | 0.07 |
| NOVA Chemicals Corp | Long | Debt | CA | $26K | – | 0.01 |
| Novelis Corp | Long | Debt | US | $80K | – | 0.04 |
| Novelis Corp | Long | Debt | US | $22K | – | 0.01 |
| Nufarm Australia Ltd / Nufarm Americas Inc (NUFARM AUSTRALIA/AMERICA) | Long | Debt | AU | $23K | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | NL | $149K | – | 0.08 |
| NZD/USD FWD 20240802 | Derivative-foreign exchange | US | $-29.27 | – | -0.00 | |
| NZD/USD FWD 20240918 | Derivative-foreign exchange | US | $59K | – | 0.03 | |
| Occidental Petroleum Corp | Long | Debt | US | $257K | – | 0.13 |
| Occidental Petroleum Corp | Long | Debt | US | $205K | – | 0.10 |
| Occidental Petroleum Corp | Long | Debt | US | $77K | – | 0.04 |
| Occidental Petroleum Corp | Long | Debt | US | $31K | – | 0.02 |
| OCCU Auto Receivables Trust 2022-1 | Long | ABS-other | US | $135K | – | 0.07 |
| Octagon Investment Partners XIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.25 |
| Oglethorpe Power Corp | Long | Debt | US | $11K | – | 0.01 |
| OHA Credit Funding 5 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $503K | – | 0.25 |
| OHA Credit Funding 8 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.13 |
| OHA Credit Partners XIII Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.25 |
| Ohio Higher Educational Facility Commission (OHIO ST HGR EDUCTNL FAC COMMIS) | Long | Debt | US | $39K | – | 0.02 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Loan | US | $55K | – | 0.03 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $147K | – | 0.07 |
| OneDigital Borrower LLC | Long | Loan | US | $154K | – | 0.08 |
| OneDigital Borrower LLC | Long | Loan | US | $90K | – | 0.05 |
| OneDigital Borrower LLC | Long | Loan | US | $30K | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $80K | – | 0.04 |
| OneMain Finance Corp | Long | Debt | US | $60K | – | 0.03 |
| OneMain Finance Corp | Long | Debt | US | $35K | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $37K | – | 0.02 |
| Ontario Gaming GTA LP | Long | Loan | CA | $35K | – | 0.02 |
| Ontario Teachers' Finance Trust | Long | Debt | CA | $210K | – | 0.11 |
| Open Text Corp | Long | Debt | CA | $23K | – | 0.01 |
| Oracle Corp | Long | Debt | US | $32K | – | 0.02 |
| Oracle Corp | Long | Debt | US | $21K | – | 0.01 |
| Oregon Health & Science University (OREGON ST HLTH & SCIENCE UNIV) | Long | Debt | US | $5K | – | 0.00 |
| Oregon State University (OREGON ST UNIV GEN REVENUE) | Long | Debt | US | $15K | – | 0.01 |
| Organon & Co | Long | Loan | US | $15K | – | 0.01 |
| Outfront Media Capital LLC / Outfront Media Capital Corp (OUTFRONT MEDIA CAP LLC/C) | Long | Debt | US | $22K | – | 0.01 |
| Oversea-Chinese Banking Corp Ltd | Long | Debt | SG | $191K | – | 0.10 |
| Ovg Business Services LLC | Long | Loan | US | $40K | – | 0.02 |
| Ovintiv Inc | Long | Debt | US | $197K | – | 0.10 |
| Ovintiv Inc | Long | Debt | US | $117K | – | 0.06 |
| Owens & Minor Inc | Long | Debt | US | $50K | – | 0.03 |
| Owens Corning | Long | Debt | US | $32K | – | 0.02 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $25K | – | 0.01 |
| Pacific Dental Services Inc | Long | Loan | US | $80K | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $77K | – | 0.04 |
| Packaging Coordinators Midco Inc | Long | Loan | US | $70K | – | 0.04 |
| Packaging Corp of America | Long | Debt | US | $77K | – | 0.04 |
| Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc | Long | Debt | US | $19K | – | 0.01 |
| Pagaya AI Debt Trust 2023-3 (Pagaya AI Debt Selection Trust) | Long | ABS-other | US | $212K | – | 0.11 |
| Palmer Square CLO 2023-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $507K | – | 0.25 |
| Palmer Square Loan Funding 2022-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $800K | – | 0.40 |
| Panther Escrow Issuer LLC | Long | Debt | US | $50K | – | 0.03 |
| Paramount Global | Long | Debt | US | $66K | – | 0.03 |
| Paramount Global | Long | Debt | US | $20K | – | 0.01 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $76K | – | 0.04 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $21K | – | 0.01 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $78K | – | 0.04 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $84K | – | 0.04 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $25K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $15K | – | 0.01 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $195K | – | 0.10 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $241K | – | 0.12 |
| Petroleos del Peru SA | Long | Debt | PE | $149K | – | 0.07 |
| Petroleos Mexicanos | Long | Debt | MX | $132K | – | 0.07 |
| Petrorio Luxembourg Holding Sarl (PETRORIO LUX HLD SARL) | Long | Debt | LU | $196K | – | 0.10 |
| PetSmart LLC (PETSMART INC) | Long | Loan | US | $73K | – | 0.04 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $54K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $39K | – | 0.02 |
| Philippine Government Bond | Long | Debt | PH | $301K | – | 0.15 |
| Philippine Government Bond | Long | Debt | PH | $180K | – | 0.09 |
| Philippine Government Bond | Long | Debt | PH | $165K | – | 0.08 |
| Philippine Government Bond | Long | Debt | PH | $160K | – | 0.08 |
| Philippine Government Bond | Long | Debt | PH | $114K | – | 0.06 |
| Philippine Government Bond | Long | Debt | PH | $62K | – | 0.03 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $280K | – | 0.14 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $80K | – | 0.04 |
| Pike Corp | Long | Debt | US | $29K | – | 0.01 |
| Pike Corp | Long | Debt | US | $16K | – | 0.01 |
| PMTT4 (L Street Securities) | Long | ABS-mortgage backed security | US | $547K | – | 0.27 |
| PNM Resources Inc | Long | Debt | US | $128K | – | 0.06 |
| Popular Inc | Long | Debt | PR | $163K | – | 0.08 |
| Post Holdings Inc | Long | Debt | US | $260K | – | 0.13 |
| Post Holdings Inc | Long | Debt | US | $82K | – | 0.04 |
| Post Holdings Inc | Long | Debt | US | $23K | – | 0.01 |
| Post Holdings Inc | Long | Debt | US | $4K | – | 0.00 |
| PR Mortgage Loan Trust 2014-1 | Long | ABS-mortgage backed security | US | $871K | – | 0.44 |
| PRA Group Inc | Long | Debt | US | $21K | – | 0.01 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp | Long | Debt | US | $66K | – | 0.03 |
| Premier Entertainment Sub LLC / Premier Entertainment Finance Corp | Long | Debt | US | $36K | – | 0.02 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $70K | – | 0.04 |
| Pretium PKG Holdings Inc | Long | Loan | US | $31K | – | 0.02 |
| Pretium PKG Holdings Inc | Long | Loan | US | $23K | – | 0.01 |
| Pretium PKG Holdings Inc | Long | Loan | US | $454.05 | – | 0.00 |
| Pretium PKG Holdings Inc | Long | Loan | US | $338.74 | – | 0.00 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $5K | – | 0.00 |
| Primo Water Holdings Inc | Long | Debt | US | $23K | – | 0.01 |
| Progress Residential 2020-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.97 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.51 |
| Progress Residential Trust | Long | ABS-other | US | $635K | – | 0.32 |
| Provident Financial Services Inc | Long | Debt | US | $111K | – | 0.06 |
| Provident Funding Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $118K | – | 0.06 |
| Province of Alberta Canada | Long | Debt | CA | $105K | – | 0.05 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $138K | – | 0.07 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $247K | – | 0.12 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $133K | – | 0.07 |
| Province of Ontario Canada (ONTARIO (PROVINCE OF)) | Long | Debt | CA | $106K | – | 0.05 |
| Province of Quebec Canada | Long | Debt | CA | $149K | – | 0.07 |
| Province of Quebec Canada | Long | Debt | CA | $104K | – | 0.05 |
| Prumo Participacoes e Investimentos S/A | Long | Debt | BR | $157K | – | 0.08 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $195K | – | 0.10 |
| Qorvo Inc | Long | Debt | US | $27K | – | 0.01 |
| Quanta Services Inc | Long | Debt | US | $71K | – | 0.04 |
| Queensland Treasury Corp | Long | Debt | AU | $255K | – | 0.13 |
| Queensland Treasury Corp | Long | Debt | AU | $104K | – | 0.05 |
| Radiology Partners, Inc., Senior Secured First Lien Term Loan | Long | Loan | US | $30K | – | 0.02 |
| Radiology Partners, Inc., Senior Secured First Lien Term Loan | Long | Loan | US | $425.33 | – | 0.00 |
| Radnet Management Inc | Long | Loan | US | $15K | – | 0.01 |
| Raising Cane's Restaurants LLC | Long | Debt | US | $27K | – | 0.01 |
| RATE Mortgage Trust 2021-HB1 | Long | ABS-mortgage backed security | US | $344K | – | 0.17 |
| RCKT Mortgage Trust 2021-1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $361K | – | 0.18 |
| Rede D'or Finance Sarl | Long | Debt | LU | $190K | – | 0.10 |
| Reliance Industries Ltd | Long | Debt | IN | $248K | – | 0.12 |
| Renaissance Home Equity Loan Trust 2004-4 | Long | ABS-mortgage backed security | US | $222K | – | 0.11 |
| Republic of Austria Government Bond | Long | Debt | AT | $117K | – | 0.06 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $187K | – | 0.09 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $183K | – | 0.09 |
| Resideo Funding Inc | Long | Loan | US | $40K | – | 0.02 |
| Restaurant Technologies Inc | Long | Loan | US | $33K | – | 0.02 |
| Restaurant Technologies Inc | Long | Loan | US | $3K | – | 0.00 |
| Restaurant Technologies Inc | Long | Loan | US | $3K | – | 0.00 |
| Retained Vantage Data Centers Issuer LLC | Long | ABS-other | US | $95K | – | 0.05 |
| Rhode Island Health and Educational Building Corp (RHODE ISLAND ST HLTH & EDUCTNL) | Long | Debt | US | $27K | – | 0.01 |
| RHP Hotel Properties LP / RHP Finance Corp (RHP HOTEL PPTY/RHP FINAN) | Long | Debt | US | $26K | – | 0.01 |
| Ritchie Bros Holdings Inc (RITCHIE BROS HLDGS INC) | Long | Debt | US | $26K | – | 0.01 |
| RLGH Trust 2021-TROT | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| RLJ Lodging Trust LP | Long | Debt | US | $81K | – | 0.04 |
| Royal Bank of Canada | Long | Debt | CA | $322K | – | 0.16 |
| Royal Bank of Canada | Long | Equity-preferred | CA | $123K | – | 0.06 |
| Royal Bank of Canada | Long | Debt | CA | $32K | – | 0.02 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $236K | – | 0.12 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $82K | – | 0.04 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $44K | – | 0.02 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $15K | – | 0.01 |
| Royalty Pharma PLC | Long | Debt | GB | $43K | – | 0.02 |
| Rutas 2 & 7 Finance Ltd | Long | Debt | KY | $227K | – | 0.11 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $69K | – | 0.03 |
| Sacramento City Unified School District/CA (SACRAMENTO CITY CA UNIF SCH DI) | Long | Debt | US | $19K | – | 0.01 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $25K | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $79K | – | 0.04 |
| Santander Drive Auto Receivables Trust 2022-3 | Long | ABS-other | US | $196K | – | 0.10 |
| SBA Communications Corp | Long | Debt | US | $419K | – | 0.21 |
| SBA Communications Corp | Long | Debt | US | $196K | – | 0.10 |
| SBA Tower Trust | Long | Debt | US | $215K | – | 0.11 |
| Schlumberger Holdings Corp (SCHLUMBERGER HLDGS CORP) | Long | Debt | US | $63K | – | 0.03 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $54K | – | 0.03 |
| SCOTT Trust 2023-SFS | Long | ABS-mortgage backed security | US | $98K | – | 0.05 |
| Scripps Escrow II Inc | Long | Debt | US | $17K | – | 0.01 |
| Sealed Air Corp | Long | Debt | US | $95K | – | 0.05 |
| Sealed Air Corp | Long | Debt | US | $23K | – | 0.01 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $21K | – | 0.01 |
| SEK/USD FWD 20240802 | Derivative-foreign exchange | US | $-12.51 | – | -0.00 | |
| Select Medical Corp | Long | Debt | US | $25K | – | 0.01 |
| Sensata Technologies Inc | Long | Debt | US | $22K | – | 0.01 |
| Sequoia Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $360K | – | 0.18 |
| SERVPRO Master Issuer LLC (Servpro Master Issuer, LLC) | Long | ABS-other | US | $101K | – | 0.05 |
| SG Commercial Mortgage Securities Trust 2016-C5 | Long | ABS-mortgage backed security | US | $22K | – | 0.01 |
| SGD/USD FWD 20240918 | Derivative-foreign exchange | US | $18K | – | 0.01 | |
| SGD/USD FWD 20240918 | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| Simmons Foods Inc/Simmons Prepared Foods Inc/Simmons Pet Food Inc/Simmons Feed (SIMMONS FOOD INC/SIMMONS) | Long | Debt | US | $22K | – | 0.01 |
| Singapore Government Bond | Long | Debt | SG | $198K | – | 0.10 |
| Singapore Government Bond | Long | Debt | SG | $4K | – | 0.00 |
| Sirius XM Radio Inc | Long | Debt | US | $200K | – | 0.10 |
| Sirius XM Radio Inc | Long | Debt | US | $80K | – | 0.04 |
| Sirius XM Radio Inc | Long | Debt | US | $24K | – | 0.01 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $15K | – | 0.01 |
| Six Flags Entertainment Corp / Six Flags Theme Parks Inc (SIX FLAGS ENTER / THEME) | Long | Debt | US | $36K | – | 0.02 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $246K | – | 0.12 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $26K | – | 0.01 |
| SoFi Consumer Loan Program 2023-1S Trust (SOFI CONSUMER LOAN PROGRAM TRU) | Long | ABS-other | US | $11K | – | 0.01 |
| Sofi Professional Loan Program 2018-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $81K | – | 0.04 |
| SoFi Professional Loan Program 2020-C Trust (Social Professional Loan Progr) | Long | ABS-other | US | $67K | – | 0.03 |
| SoFi Professional Loan Program 2021-B Trust (Social Professional Loan Progr) | Long | ABS-other | US | $327K | – | 0.16 |
| Sonic Automotive Inc | Long | Debt | US | $27K | – | 0.01 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Loan | US | $125K | – | 0.06 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Debt | US | $85K | – | 0.04 |
| South Australian Government Financing Authority (SOUTH AUST GOVT FIN AUTH) | Long | Debt | AU | $99K | – | 0.05 |
| South Carolina Jobs-Economic Development Authority (SOUTH CAROLINA ST JOBS-ECON DE) | Long | Debt | US | $14K | – | 0.01 |
| South Carolina Public Service Authority (SOUTH CAROLINA ST PUBLIC SVC A) | Long | Debt | US | $51K | – | 0.03 |
| South Jersey Industries Inc | Long | Debt | US | $87K | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $80K | – | 0.04 |
| Southern Co/The | Long | Debt | US | $191K | – | 0.10 |
| Southern Co/The | Long | Debt | US | $84K | – | 0.04 |
| Southern Copper Corp | Long | Debt | US | $49K | – | 0.02 |
| Southwest Airlines Co | Long | Debt | US | $180K | – | 0.09 |
| Southwestern Energy Co | Long | Debt | US | $88K | – | 0.04 |
| Southwestern Energy Co | Long | Debt | US | $24K | – | 0.01 |
| Stagwell Global LLC (MIDAS OPCO HOLDINGS LLC) | Long | Debt | US | $23K | – | 0.01 |
| Standard Aero Ltd | Long | Loan | CA | $29K | – | 0.01 |
| Standard Industries Inc/NJ | Long | Debt | US | $83K | – | 0.04 |
| Standard Industries Inc/NJ | Long | Debt | US | $21K | – | 0.01 |
| Star Parent Inc | Long | Debt | US | $26K | – | 0.01 |
| State Board of Administration Finance Corp (FLORIDA ST BRD OF ADMIN FIN CO) | Long | Debt | US | $156K | – | 0.08 |
| State Board of Administration Finance Corp (FLORIDA ST BRD OF ADMIN FIN CO) | Long | Debt | US | $41K | – | 0.02 |
| State of Texas (TEXAS ST) | Long | Debt | US | $213K | – | 0.11 |
| Station Casinos LLC | Long | Loan | US | $35K | – | 0.02 |
| Station Casinos LLC | Long | Debt | US | $30K | – | 0.01 |
| Station Casinos LLC | Long | Debt | US | $24K | – | 0.01 |
| STL Holding Co LLC | Long | Debt | US | $26K | – | 0.01 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC3 | Long | ABS-mortgage backed security | US | $326K | – | 0.16 |
| StubHub Holdco Sub LLC | Long | Loan | US | $40K | – | 0.02 |
| Suburban Propane Partners LP/Suburban Energy Finance Corp (SUBURBAN PROPANE PARTNRS) | Long | Debt | US | $18K | – | 0.01 |
| Summit Materials LLC / Summit Materials Finance Corp (SUMMIT MATERIALS LLC/FIN) | Long | Debt | US | $24K | – | 0.01 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $36K | – | 0.02 |
| Sunnova Helios XI Issuer LLC (Helios Issuer, LLC) | Long | ABS-other | US | $89K | – | 0.04 |
| Sunnova Sol II Issuer LLC (Sunnova Sol Issuer,LLC) | Long | ABS-other | US | $359K | – | 0.18 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $35K | – | 0.02 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $23K | – | 0.01 |
| Sunrun Xanadu Issuer 2019-1 LLC (Sunrun Issuer) | Long | ABS-other | US | $88K | – | 0.04 |
| SWF Holdings I Corp | Long | Loan | US | $12K | – | 0.01 |
| T-Mobile US Trust 2022-1 | Long | ABS-other | US | $159K | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $171K | – | 0.09 |
| T-Mobile USA Inc | Long | Debt | US | $88K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $80K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $73K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $39K | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $32K | – | 0.02 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $246K | – | 0.12 |
| Take-Two Interactive Software Inc | Long | Debt | US | $74K | – | 0.04 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $15K | – | 0.01 |
| Talos Production Inc | Long | Debt | US | $26K | – | 0.01 |
| TCI-Flatiron Clo 2018-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.13 |
| TCW CLO 2021-1 Ltd (TCW CLO 2021-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.13 |
| TCW CLO 2023-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $403K | – | 0.20 |
| Telecom Italia Capital SA | Long | Debt | LU | $196K | – | 0.10 |
| Teleflex Inc | Long | Debt | US | $23K | – | 0.01 |
| Temple Independent School District/TX (TEMPLE TX INDEP SCH DIST) | Long | Debt | US | $5K | – | 0.00 |
| Tempur Sealy International Inc (TEMPUR SEALY INTL INC) | Long | Debt | US | $21K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $35K | – | 0.02 |
| Tenet Healthcare Corp | Long | Debt | US | $25K | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $20K | – | 0.01 |
| Texas Natural Gas Securitization Finance Corp (TEXAS NATURAL GAS SECURITIZTN) | Long | Debt | US | $135K | – | 0.07 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $97K | – | 0.05 |
| Titan Acquisition Ltd/Canada | Long | Loan | CA | $90K | – | 0.05 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $209K | – | 0.11 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $188K | – | 0.09 |
| Town of Maynard MA (MAYNARD MA) | Long | Debt | US | $49K | – | 0.02 |
| Townsquare Media Inc | Long | Debt | US | $30K | – | 0.01 |
| TransAlta Corp | Long | Debt | CA | $26K | – | 0.01 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $292K | – | 0.15 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $27K | – | 0.01 |
| TransDigm Inc | Long | Debt | US | $329K | – | 0.17 |
| TransDigm Inc | Long | Loan | US | $75K | – | 0.04 |
| TransDigm Inc | Long | Debt | US | $59K | – | 0.03 |
| TransDigm Inc | Long | Loan | US | $30K | – | 0.02 |
| Transocean Inc | Long | Debt | KY | $13K | – | 0.01 |
| Transocean Poseidon Ltd | Long | Debt | KY | $30K | – | 0.02 |
| Travel + Leisure Co | Long | Debt | US | $156K | – | 0.08 |
| Travel + Leisure Co (WYNDHAM WORLDWIDE CORP) | Long | Loan | US | $65K | – | 0.03 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $194K | – | 0.10 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $92K | – | 0.05 |
| Treasury Corp of Victoria (TREASURY CORP VICTORIA) | Long | Debt | AU | $77K | – | 0.04 |
| TricorBraun Holdings Inc | Long | Loan | US | $43K | – | 0.02 |
| Trident TPI Holdings Inc | Long | Debt | US | $49K | – | 0.02 |
| Trinseo Materials Operating SCA / Trinseo Materials Finance Inc (TRINSEO OP / TRINSEO FIN) | Long | Debt | LU | $8K | – | 0.00 |
| Triton Container International Ltd / TAL International Container Corp (TRITON CONTAINER/TAL INT) | Long | Debt | BM | $74K | – | 0.04 |
| Triton Water Holdings Inc | Long | Loan | US | $125K | – | 0.06 |
| Triton Water Holdings Inc | Long | Debt | US | $24K | – | 0.01 |
| Tronox Inc | Long | Debt | US | $23K | – | 0.01 |
| TRTX 2022-FL5 Issuer Ltd (TPG Real Estate Finance) | Long | ABS-collateralized bond/debt obligation | KY | $99K | – | 0.05 |
| TRY/USD FWD 20250403 | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| TRY/USD FWD 20250403 | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| Uber Technologies Inc | Long | Debt | US | $193K | – | 0.10 |
| Uber Technologies Inc | Long | Debt | US | $116K | – | 0.06 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $218K | – | 0.11 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $60K | – | 0.03 |
| UKG Inc | Long | Debt | US | $40K | – | 0.02 |
| United Airlines Holdings Inc | Long | Debt | US | $25K | – | 0.01 |
| United Airlines Inc | Long | Loan | US | $211K | – | 0.11 |
| United Airlines Inc | Long | Loan | US | $100K | – | 0.05 |
| United Airlines Inc | Long | Debt | US | $82K | – | 0.04 |
| United Airlines Inc | Long | Debt | US | $79K | – | 0.04 |
| United Kingdom Gilt | Long | Debt | GB | $222K | – | 0.11 |
| United Kingdom Gilt | Long | Debt | GB | $172K | – | 0.09 |
| United Natural Foods Inc | Long | Debt | US | $45K | – | 0.02 |
| United Overseas Bank Ltd | Long | Debt | SG | $187K | – | 0.09 |
| United Rentals North America Inc | Long | Debt | US | $205K | – | 0.10 |
| United Rentals North America Inc | Long | Debt | US | $151K | – | 0.08 |
| United Rentals North America Inc | Long | Debt | US | $99K | – | 0.05 |
| United Rentals North America Inc | Long | Loan | US | $76K | – | 0.04 |
| United Rentals North America Inc | Long | Debt | US | $22K | – | 0.01 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $987K | – | 0.50 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 3.10 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 1.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.63 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.51 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $988K | – | 0.50 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $975K | – | 0.49 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $970K | – | 0.49 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $965K | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $691K | – | 0.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $464K | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $432K | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $418K | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $415K | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $284K | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $222K | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $158K | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $88K | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $69K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $61K | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $38K | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7K | – | 0.00 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $84K | – | 0.04 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $24K | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $55K | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $29K | – | 0.01 |
| University of Nebraska Facilities Corp/The (UNIV OF NEBRASKA NE FACS CORP) | Long | Debt | US | $80K | – | 0.04 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $185K | – | 0.09 |
| Univision Communications Inc | Long | Debt | US | $105K | – | 0.05 |
| Univision Communications Inc | Long | Debt | US | $14K | – | 0.01 |
| UPL Corp Ltd | Long | Debt | MU | $165K | – | 0.08 |
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | US | $-16K | – | -0.01 | |
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | US | $13K | – | 0.01 | |
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $260K | – | 0.13 | |
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | US | $230K | – | 0.12 | |
| US Bancorp | Long | Equity-preferred | US | $140K | – | 0.07 |
| US Foods Inc | Long | Debt | US | $26K | – | 0.01 |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | US | $-39K | – | -0.02 | |
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | US | $15K | – | 0.01 | |
| USD C CNH P 7.5 EO | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| USD C JPY P 140.0000 EO | Derivative-foreign exchange | US | $34K | – | 0.02 | |
| USD C JPY P 140.0000 EO | Derivative-foreign exchange | US | $-63K | – | -0.03 | |
| USD C JPY P 165.0000 UI 165.0000 | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD P CNH C 6.8345 EO | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD P JPY C 107.5 EO | Derivative-foreign exchange | US | $58.12 | – | 0.00 | |
| USD P TRY C 36.00000 EO | Derivative-foreign exchange | US | $649.02 | – | 0.00 | |
| USD/ZAR FWD 20240823 | Derivative-foreign exchange | US | $-295.32 | – | -0.00 | |
| USD/ZAR FWD 20240823 | Derivative-foreign exchange | US | $-323.46 | – | -0.00 | |
| Vail Resorts Inc | Long | Debt | US | $15K | – | 0.01 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $31K | – | 0.02 |
| Var Energi ASA | Long | Debt | NO | $211K | – | 0.11 |
| Varex Imaging Corp (VAREX IMAGING CORPORATIO) | Long | Debt | US | $25K | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2020-2 | Long | ABS-mortgage backed security | US | $467K | – | 0.23 |
| Venture Global LNG Inc | Long | Debt | US | $46K | – | 0.02 |
| Venture Global LNG Inc | Long | Debt | US | $16K | – | 0.01 |
| Venture Global LNG Inc | Long | Debt | US | $16K | – | 0.01 |
| Veralto Corp | Long | Debt | US | $76K | – | 0.04 |
| Verisk Analytics Inc | Long | Debt | US | $36K | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $78K | – | 0.04 |
| Verus Securitization Trust 2022-8 | Long | ABS-mortgage backed security | US | $88K | – | 0.04 |
| Verus Securitization Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $81K | – | 0.04 |
| Verus Securitization Trust 2024-1 | Long | ABS-mortgage backed security | US | $93K | – | 0.05 |
| Vestis Corp | Long | Loan | US | $35K | – | 0.02 |
| VFH Parent LLC / Valor Co-Issuer Inc (VFH PARENT / VALOR CO) | Long | Debt | US | $25K | – | 0.01 |
| Viavi Solutions Inc | Long | Debt | US | $21K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $166K | – | 0.08 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $180K | – | 0.09 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $150K | – | 0.08 |
| Victra Holdings LLC / Victra Finance Corp (VICTRA HLDG/VICTRA FIN) | Long | Debt | US | $50K | – | 0.02 |
| Viking Cruises Ltd | Long | Debt | BM | $70K | – | 0.04 |
| Viking Cruises Ltd | Long | Debt | BM | $54K | – | 0.03 |
| Virgin Media Finance PLC | Long | Debt | GB | $165K | – | 0.08 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $251K | – | 0.13 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $169K | – | 0.08 |
| Virginia Commonwealth University Health System Authority (VIRGINIA ST CMWLTH UNIV HLTH S) | Long | Debt | US | $57K | – | 0.03 |
| Virtusa Corp | Long | Debt | US | $23K | – | 0.01 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc (VISTAJET MALTA/VM HOLDS) | Long | Debt | MT | $20K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $108K | – | 0.05 |
| Vistra Operations Co LLC | Long | Debt | US | $21K | – | 0.01 |
| Vistra Operations Co LLC | Long | Debt | US | $20K | – | 0.01 |
| Vistra Zero Operating Co LLC | Long | Loan | US | $15K | – | 0.01 |
| Vital Energy Inc | Long | Debt | US | $10K | – | 0.01 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $179K | – | 0.09 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $141K | – | 0.07 |
| VOLT XCII LLC (Vericrest Opportunity Loan Tra) | Long | ABS-mortgage backed security | US | $692K | – | 0.35 |
| Voya VACS Series EMCD Fund | Long | Equity-common | US | $907K | 106K | 0.46 |
| Voya VACS Series EMHCD Fund | Long | Equity-common | US | $2M | 162K | 0.84 |
| Voya VACS Series HYB Fund | Long | Equity-common | US | $3M | 307K | 1.57 |
| VT Topco Inc | Long | Debt | US | $21K | – | 0.01 |
| Walgreens Boots Alliance Inc | Long | Debt | US | $19K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust | Long | ABS-mortgage backed security | US | $252K | – | 0.13 |
| Wand NewCo 3 Inc | Long | Loan | US | $60K | – | 0.03 |
| Wand NewCo 3 Inc | Long | Debt | US | $46K | – | 0.02 |
| WASH Multifamily Acquisition Inc (WASH MULTIFAM ACQ INC) | Long | Debt | US | $15K | – | 0.01 |
| WaterBridge Midstream Operating LLC | Long | Loan | US | $15K | – | 0.01 |
| Weatherford International Ltd | Long | Debt | BM | $10K | – | 0.01 |
| Webster Financial Corp | Long | Debt | US | $113K | – | 0.06 |
| Weekley Homes LLC / Weekley Finance Corp (WEEKLEY HOMES LLC/ FINAN) | Long | Debt | US | $23K | – | 0.01 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $513K | – | 0.26 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $96K | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $35K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2015-SG1 | Long | ABS-mortgage backed security | US | $288K | – | 0.14 |
| Wells Fargo Commercial Mortgage Trust 2018-C45 | Long | ABS-mortgage backed security | US | $115K | – | 0.06 |
| Wells Fargo Commercial Mortgage Trust 2021-C59 | Long | ABS-mortgage backed security | US | $241K | – | 0.12 |
| Wendy's Funding LLC (WENDYS FUNDING LLC) | Long | ABS-other | US | $86K | – | 0.04 |
| Western Midstream Operating LP | Long | Debt | US | $195K | – | 0.10 |
| WestJet Airlines Ltd (KESTREL BIDCO INC) | Long | Loan | CA | $4K | – | 0.00 |
| WestJet Loyalty LP | Long | Loan | CA | $70K | – | 0.04 |
| Westpac Banking Corp | Long | Debt | AU | $75K | – | 0.04 |
| White Cap Buyer LLC | Long | Debt | US | $24K | – | 0.01 |
| White Cap Buyer LLC | Long | Loan | US | $15K | – | 0.01 |
| William Carter Co/The | Long | Debt | US | $108K | – | 0.05 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $47K | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $27K | – | 0.01 |
| Williams Scotsman Inc | Long | Debt | US | $24K | – | 0.01 |
| Willis North America Inc | Long | Debt | US | $77K | – | 0.04 |
| Wind River 2014-3 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $490K | – | 0.25 |
| Wingstop Funding LLC | Long | ABS-other | US | $224K | – | 0.11 |
| WMG Acquisition Corp | Long | Debt | US | $298K | – | 0.15 |
| Workday Inc | Long | Debt | US | $80K | – | 0.04 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $18K | – | 0.01 |
| WRKCo Inc | Long | Debt | US | $79K | – | 0.04 |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp (WYNN LAS VEGAS LLC/CORP) | Long | Debt | US | $24K | – | 0.01 |
| XPO Inc | Long | Debt | US | $31K | – | 0.02 |
| Yum! Brands Inc | Long | Debt | US | $348K | – | 0.17 |
| Yum! Brands Inc | Long | Debt | US | $292K | – | 0.15 |
| Yum! Brands Inc | Long | Debt | US | $161K | – | 0.08 |
| Zaxbys Funding LLC (Zaxby's Funding LLC) | Long | ABS-other | US | $129K | – | 0.06 |
| Zayo Group Holdings Inc | Long | Loan | US | $17K | – | 0.01 |
Address
Wilshire Mutual Funds Inc
1299 Ocean Avenue
Suite 600
Santa Monica
California
90401
United States of America
Websites
Directors
Edward Gubman
George J. Zock
Jason Schwarz
Roger A. Formisano
Elizabeth Ann Levy-Navarro
Matthew E. Forstenhausler
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
Refinitiv US LLC
Intercontinental Exchange Inc.
PricingDirect Inc.
Bloomberg L.P.
IHS Markit Ltd.
Virtu Financial, Inc.
Custodians
U.S. Bank National Association
The Bank of New York Mellon
Royal Bank of Canada
Euroclear Bank SA/NV
Shareholder Servicing Agents
N/A
Admins
U.S. Bancorp Fund Services, LLC
Brokers
PERSHING LLC
INSTINET LLC
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
NATIONAL FINANCIAL SERVICES LLC
CANACCORD GENUITY LLC
MORGAN STANLEY & CO. LLC
J.P. MORGAN SECURITIES LLC
WELLS FARGO SECURITIES LLC
BTIG LLC
COWEN AND COMPANY LLC