First Trust Advisors L.P > First Trust Exchange-Traded Fund VIII
First Trust TCW Opportunistic Fixed Income ETF
$3.71B
Avg Monthly Net Assets
$6.61B
Total Assets
$1.69B
Total Liabilities
$4.92B
Net Assets
First Trust TCW Opportunistic Fixed Income ETF is an Exchange-Traded Fund in First Trust Exchange-Traded Fund VIII
from First Trust Advisors L.P,
based in Illinois,
United States of America.
The fund has one share class
and monthly net assets of $3.71B.
On July 25th, 2024 it reported 898 holdings, the largest
being US TREASURY N/B (12.5%), US TREASURY N/B (6.6%) and US TREASURY N/B (5.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| First Trust TCW Opportunistic Fixed Income ETF | C000178745 | XNMS | FIXD |
Holdings
From latest NPORT-P, filed July 25th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC 09/12/30 | Long | Loan | CA | $522K | – | 0.01 |
| 1375209 BC Ltd | Long | Debt | CA | $3M | – | 0.06 |
| 8TH AVENUE FOOD 10/01/25 (8th Avenue Food & Provisions Inc) | Long | Loan | US | $112K | – | 0.00 |
| ABFC 2006-HE1 Trust (Asset Backed Funding Certifica) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM2 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Acrisure LLC | Long | Loan | US | $1M | – | 0.02 |
| ACRISURE LLC TL 02/15/27 | Long | Loan | US | $558K | – | 0.01 |
| Adtalem Global Education Inc | Long | Debt | US | $1M | – | 0.02 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $10M | – | 0.21 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.03 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $985K | – | 0.02 |
| AI Aqua Merger Sub Inc | Long | Loan | US | $601K | – | 0.01 |
| AI Aqua Merger Sub Inc | Long | Loan | US | $102K | – | 0.00 |
| Air Canada 2017-1 Class AA Pass Through Trust (AIR CANADA 2017-1AA PTT) | Long | Debt | CA | $488K | – | 0.01 |
| Air Lease Corp | Long | Debt | US | $3M | – | 0.06 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.04 |
| Air Lease Corp | Long | Debt | US | $917K | – | 0.02 |
| Air Lease Corp | Long | Debt | US | $352K | – | 0.01 |
| Ajax Mortgage Loan Trust 2019-F | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Alcon Finance Corp | Long | Debt | US | $1M | – | 0.03 |
| Alcon Finance Corp | Long | Debt | US | $495K | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $588K | – | 0.01 |
| Alliant Energy Finance LLC | Long | Debt | US | $2M | – | 0.05 |
| Alternative Loan Trust 2005-16 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Alternative Loan Trust 2005-56 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| Alternative Loan Trust 2005-67CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Alternative Loan Trust 2007-13 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| ALTICE FRANCE S 08/31/28 (Altice France SA) | Long | Loan | FR | $522K | – | 0.01 |
| Altice France SA | Long | Debt | FR | $774K | – | 0.02 |
| Amcor Finance USA Inc | Long | Debt | US | $3M | – | 0.06 |
| Amcor Flexibles North America Inc | Long | Debt | US | $851K | – | 0.02 |
| AMENTUM GOVERNM 01/31/27 (Amentum Government Services Holdings LLC) | Long | Loan | US | $365K | – | 0.01 |
| Ameren Illinois Co | Long | Debt | US | $152K | – | 0.00 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $724K | – | 0.01 |
| American Airlines 2015-2 Class AA Pass Through Trust (AMER AIRLN 15-2 AA PTT) | Long | Debt | US | $88K | – | 0.00 |
| American Airlines 2016-1 Class AA Pass Through Trust (AMER AIRLINE 16-1 AA PTT) | Long | Debt | US | $3M | – | 0.06 |
| American Assets Trust LP | Long | Debt | US | $410K | – | 0.01 |
| American Home Mortgage Assets Trust 2007-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| American Home Mortgage Investment Trust 2005-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| American Homes 4 Rent LP | Long | Debt | US | $3M | – | 0.06 |
| American Homes 4 Rent LP | Long | Debt | US | $231K | – | 0.00 |
| American Tower Corp | Long | Debt | US | $7M | – | 0.15 |
| American Tower Corp | Long | Debt | US | $3M | – | 0.06 |
| AMSR 2021-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $5M | – | 0.09 |
| AMWINS GROUP IN 02/17/28 (AmWINS Group Inc) | Long | Loan | US | $3M | – | 0.06 |
| Angel Oak Mortgage Trust 2024-1 | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| Annington Funding PLC | Long | Debt | GB | $1M | – | 0.03 |
| Annington Funding PLC | Long | Debt | GB | $1M | – | 0.03 |
| Annington Funding PLC | Long | Debt | GB | $950K | – | 0.02 |
| Annington Funding PLC | Long | Debt | GB | $760K | – | 0.02 |
| Appalachian Power Co | Long | Debt | US | $3M | – | 0.07 |
| Appalachian Power Co | Long | Debt | US | $2M | – | 0.04 |
| ARCHES BUYER IN 12/06/27 (Arches Buyer Inc) | Long | Loan | US | $337K | – | 0.01 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $2M | – | 0.05 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $647K | – | 0.01 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $618K | – | 0.01 | |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W2 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Arizona Public Service Co | Long | Debt | US | $13M | – | 0.27 |
| ASURION LLC TL 01/20/29 | Long | Loan | US | $281K | – | 0.01 |
| ASURION, LLC TL 12/18/26 (Asurion LLC) | Long | Loan | US | $2M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $121K | – | 0.00 |
| Athene Global Funding | Long | Debt | US | $3M | – | 0.06 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.05 |
| Athene Global Funding | Long | Debt | US | $2M | – | 0.04 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $5M | – | 0.10 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $2M | – | 0.03 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $625K | – | 0.01 |
| AVOLON TLB BORR 06/22/28 (Avolon TLB Borrower 1 US LLC) | Long | Loan | US | $835K | – | 0.02 |
| Bacardi Ltd | Long | Debt | BM | $6M | – | 0.13 |
| BAE Systems Holdings Inc | Long | Debt | US | $3M | – | 0.06 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Banc of America Funding 2014-R6 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $320K | – | 0.01 |
| Bank of America Corp | Long | Debt | US | $20M | – | 0.40 |
| Bank of America Corp | Long | Debt | US | $12M | – | 0.24 |
| Bank of America Corp | Long | Debt | US | $8M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $986K | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $456K | – | 0.01 |
| Bardot CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.21 |
| Barings CLO Ltd 2018-IV (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.31 |
| Barings CLO Ltd 2019-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.25 |
| BAT Capital Corp | Long | Debt | US | $4M | – | 0.08 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $928K | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $325K | – | 0.01 |
| BAUSCH + LOMB C 09/14/28 (Bausch + Lomb Corp) | Long | Loan | CA | $851K | – | 0.02 |
| Bayer US Finance II LLC | Long | Debt | US | $8M | – | 0.16 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.04 |
| Bayer US Finance II LLC | Long | Debt | US | $1M | – | 0.03 |
| Bayer US Finance II LLC | Long | Debt | US | $1M | – | 0.02 |
| Bayer US Finance II LLC | Long | Debt | US | $678K | – | 0.01 |
| Bayer US Finance II LLC | Long | Debt | US | $606K | – | 0.01 |
| Bayer US Finance LLC | Long | Debt | US | $7M | – | 0.15 |
| Bayer US Finance LLC | Long | Debt | US | $7M | – | 0.14 |
| Bear Stearns Mortgage Funding Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Bear Stearns Mortgage Funding Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $3M | – | 0.05 |
| Bear Stearns Mortgage Funding Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $127K | – | 0.00 |
| Becle SAB de CV (BECLE SA DE CV) | Long | Debt | MX | $5M | – | 0.11 |
| Becton Dickinson & Co | Long | Debt | US | $2M | – | 0.04 |
| BENGAL DEBT MER 01/24/29 (Naked Juice LLC) | Long | Loan | US | $2M | – | 0.05 |
| BENGAL DEBT MER 01/24/30 (Naked Juice LLC) | Long | Loan | US | $257K | – | 0.01 |
| BERRY GLOBAL IN 07/01/29 (Berry Global Inc) | Long | Loan | US | $3M | – | 0.07 |
| Berry Global Inc | Long | Debt | US | $4M | – | 0.08 |
| Berry Global Inc | Long | Debt | US | $3M | – | 0.05 |
| Berry Global Inc | Long | Debt | US | $982K | – | 0.02 |
| Berry Global Inc | Long | Debt | US | $973K | – | 0.02 |
| Black Hills Corp | Long | Debt | US | $5M | – | 0.10 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $3M | – | 0.07 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $1M | – | 0.03 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $1M | – | 0.03 |
| BlueMountain CLO 2018-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.26 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.10 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.05 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.03 |
| Bon Secours Mercy Health Inc | Long | Debt | US | $2M | – | 0.04 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $4M | – | 0.09 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $485K | – | 0.01 |
| BUZZ FINCO LLC 01/29/27 | Long | Loan | US | $293K | – | 0.01 |
| BX Commercial Mortgage Trust 2020-VIV2 (BX Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| BX Commercial Mortgage Trust 2020-VIVA (BX Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $5M | – | 0.09 |
| BXP Trust 2017-CC | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| BXP Trust 2017-CC | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| BXP Trust 2017-GM | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| BXSC Commercial Mortgage Trust 2022-WSS | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| C&W Senior Finance Ltd | Long | Debt | KY | $191K | – | 0.00 |
| Cable One Inc | Long | Debt | US | $654K | – | 0.01 |
| CAESARS ENTERTA 01/24/31 (Caesars Entertainment Inc) | Long | Loan | US | $1M | – | 0.03 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| CARESTREAM DENT 09/01/24 (Carestream Dental Technology Inc) | Long | Loan | US | $933K | – | 0.02 |
| CARESTREAM DENT 09/01/24 (Carestream Dental Inc) | Long | Loan | US | $286K | – | 0.01 |
| Carrington Mortgage Loan Trust Series 2006-NC4 | Long | ABS-other | US | $14M | – | 0.29 |
| Carrington Mortgage Loan Trust Series 2006-OPT1 | Long | ABS-other | US | $204K | – | 0.00 |
| Carvana Auto Receivables Trust 2022-P3 | Long | ABS-other | US | $9M | – | 0.18 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $2M | – | 0.05 |
| CCI BUYER INC T 12/17/27 | Long | Loan | US | $614K | – | 0.01 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $418K | – | 0.01 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Centene Corp | Long | Debt | US | $2M | – | 0.04 |
| CENTRAL PARENT 07/06/29 (Central Parent Inc) | Long | Loan | US | $606K | – | 0.01 |
| Century Plaza Towers 2019-CPT (CPT MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.13 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $6M | – | 0.11 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $337K | – | 0.01 |
| CHEMOURS CO TL 08/10/28 (Chemours Co/The) | Long | Loan | US | $961K | – | 0.02 |
| CHURCHILL DOWNS 03/17/28 (Churchill Downs Inc) | Long | Loan | US | $152K | – | 0.00 |
| CIFC Funding 2021-VII Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.11 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.04 |
| Cigna Group/The | Long | Debt | US | $70K | – | 0.00 |
| CIM Trust 2019-R1 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CIM Trust 2019-R4 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| CIM Trust 2020-R3 | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| CIM Trust 2020-R3 | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| CIM Trust 2020-R7 | Long | ABS-mortgage backed security | US | $15M | – | 0.30 |
| CIM Trust 2021-NR3 | Long | ABS-other | US | $3M | – | 0.06 |
| CIM Trust 2021-NR4 | Long | ABS-other | US | $13M | – | 0.26 |
| CIM Trust 2021-R3 | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| CIM Trust 2023-NR1 | Long | ABS-other | US | $13M | – | 0.26 |
| CIM Trust 2023-R1 | Long | ABS-mortgage backed security | US | $18M | – | 0.37 |
| CIM Trust 2023-R3 | Long | ABS-mortgage backed security | US | $13M | – | 0.26 |
| Citigroup Inc | Long | Debt | US | $4M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.07 |
| Citigroup Inc | Long | Debt | US | $9K | – | 0.00 |
| CITY BREWING CO 04/05/28 (City Brewing Co LLC) | Long | Loan | US | $1M | – | 0.03 |
| CITY BREWING CO 04/05/28 (City Brewing Co LLC) | Long | Loan | US | $291K | – | 0.01 |
| City of New York NY (NEW YORK NY) | Long | Debt | US | $2M | – | 0.04 |
| CLEAN HARBORS I 10/08/28 (Clean Harbors Inc) | Long | Loan | US | $1M | – | 0.03 |
| Clearwater Paper Corp | Long | Debt | US | $1M | – | 0.03 |
| Cleco Power LLC | Long | Debt | US | $756K | – | 0.02 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.04 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.02 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $944K | – | 0.02 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $347K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $409K | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $6M | – | 0.13 |
| CommScope Inc | Long | Loan | US | $3M | – | 0.07 |
| Connecticut Avenue Securities Trust 2019-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Constellation Brands Inc | Long | Debt | US | $4M | – | 0.08 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $3M | – | 0.05 |
| Costa Rica Government International Bond | Long | Debt | CR | $615K | – | 0.01 |
| Cox Enterprises Inc | Long | Debt | US | $5M | – | 0.10 |
| Crown Castle Inc | Long | Debt | US | $6M | – | 0.12 |
| CRSO 2023-BRND B 07/28 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| CSC HOLDINGS LL 04/15/27 (CSC Holdings LLC) | Long | Loan | US | $410K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $6M | – | 0.12 |
| CSC Holdings LLC | Long | Debt | US | $554K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $402K | – | 0.01 |
| CSMC 2021-NQM7 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| CSMC 2021-RPL11 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.19 |
| CSMC 2021-RPL11 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| CSMC Mortgage-Backed Trust 2007-2 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| CSMC Mortgage-Backed Trust 2007-3 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| CSMCM 2021-RPL11 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $445K | – | 0.01 |
| CubeSmart LP | Long | Debt | US | $715K | – | 0.01 |
| CURRENCY CONTRACT - EUR (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $293K | – | 0.01 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-691.53 | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-14K | – | -0.00 | |
| CVS Health Corp | Long | Debt | US | $989K | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $818K | – | 0.02 |
| DC Office Trust 2019-MTC | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| DEERFIELD DAKOT 04/09/27 (Deerfield Dakota Holding LLC) | Long | Loan | US | $167K | – | 0.00 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $4M | – | 0.07 |
| Digital Intrepid Holding BV | Long | Debt | NL | $3M | – | 0.07 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $4M | – | 0.08 |
| DOC DR LLC | Long | Debt | US | $463K | – | 0.01 |
| DOC DR LLC | Long | Debt | US | $52K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $3M | – | 0.06 |
| Dominican Republic International Bond | Long | Debt | DO | $709K | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $2M | – | 0.03 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $70M | 70M | 1.42 |
| DROP Mortgage Trust 2021-FILE | Long | ABS-mortgage backed security | US | $8M | – | 0.17 |
| Dryden 40 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.25 |
| Dryden 54 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.15 |
| Dryden 70 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.05 |
| Dryden XXVI Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $598K | – | 0.01 |
| DTI HOLDCO INC 04/26/29 | Long | Loan | US | $144K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2M | – | 0.05 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.04 |
| Duke Energy Corp | Long | Debt | US | $2M | – | 0.04 |
| Duke Energy Florida LLC | Long | Debt | US | $1M | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $3M | – | 0.07 |
| Duke Energy Progress LLC | Long | Debt | US | $2M | – | 0.04 |
| EAGLEVIEW TECHN 08/14/25 (EagleView Technology Corp) | Long | Loan | US | $2M | – | 0.05 |
| East Ohio Gas Co/The | Long | Debt | US | $2M | – | 0.05 |
| ECMC Group Student Loan Trust 2017-2 | Long | ABS-other | US | $1M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $464K | – | 0.01 |
| ELANCO 08/01/27 (Elanco Animal Health Inc) | Long | Loan | US | $2M | – | 0.03 |
| Elmwood CLO VI Ltd (Elmwood CLO VI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.27 |
| ELO SACA | Long | Debt | FR | $4M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.06 |
| Entergy Texas Inc | Long | Debt | US | $702K | – | 0.01 |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-27K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $6K | – | 0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-30K | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $67.71 | – | 0.00 | |
| Eversource Energy | Long | Debt | US | $4M | – | 0.08 |
| Exeter Automobile Receivables Trust 2021-4 | Long | ABS-other | US | $1M | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.05 |
| Extra Space Storage LP | Long | Debt | US | $930K | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $711K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $509K | – | 0.01 |
| Extra Space Storage LP | Long | Debt | US | $508K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $188M | – | 3.82 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $105M | – | 2.13 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $94M | – | 1.91 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $93M | – | 1.90 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $92M | – | 1.88 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $77M | – | 1.57 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $69M | – | 1.40 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $39M | – | 0.79 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51M | – | 1.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.71 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.45 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.43 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.42 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.39 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $987K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $866K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $790K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $750K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $643K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $631K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $616K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $530K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $438K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $376K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $369K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $357K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $337K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $332K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $322K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $490K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Farmers Exchange Capital | Long | Debt | US | $2M | – | 0.03 |
| Farmers Exchange Capital II (FARMERS EXCHANGE CAP II) | Long | Debt | US | $2M | – | 0.04 |
| Farmers Exchange Capital III (FARMERS EXCHANGE CAP III) | Long | Debt | US | $1M | – | 0.03 |
| Farmers Insurance Exchange (FARMERS INS EXCH) | Long | Debt | US | $3M | – | 0.05 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $25M | – | 0.50 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $10M | – | 0.20 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $1M | – | 0.03 |
| FILTRATION GROU 05/19/28 (Filtration Group Corp) | Long | Loan | US | $303K | – | 0.01 |
| Finance Department Government of Sharjah (FIN DEPT GOVT SHARJAH) | Long | Debt | AE | $1M | – | 0.03 |
| FIRST BRANDS GR 03/30/27 (First Brands Group LLC) | Long | Loan | US | $363K | – | 0.01 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $9M | – | 0.19 |
| First Franklin Mortgage Loan Trust Series 2007-FF2 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $6M | – | 0.12 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $2M | – | 0.04 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $819K | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $8M | – | 0.17 |
| Fiserv Inc | Long | Debt | US | $1M | – | 0.03 |
| Fiserv Inc | Long | Debt | US | $441K | – | 0.01 |
| Fortrea Holdings Inc | Long | Debt | US | $473K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $773K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $617K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $568K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $539K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $536K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $517K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $367K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $207K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $113K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $93K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.47 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.39 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.35 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.34 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.30 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.28 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $898K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $591K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $572K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $498K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $319K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $290K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $267K | – | 0.01 |
| FRONERI US INC 02/01/27 | Long | Loan | US | $664K | – | 0.01 |
| FRONT RANGE BID 03/09/27 (Zayo Group Holdings Inc) | Long | Loan | US | $218K | – | 0.00 |
| FRONTIER COMMUN 10/08/27 (Frontier Communications Holdings LLC) | Long | Loan | US | $1M | – | 0.03 |
| Frontier Communications Holdings LLC | Long | Debt | US | $3M | – | 0.06 |
| Frontier Communications Holdings LLC | Long | Debt | US | $75K | – | 0.00 |
| GAINWELL ACQUIS 10/01/27 (Gainwell Acquisition Corp) | Long | Loan | US | $1M | – | 0.02 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $1M | – | 0.03 |
| GE-WMC Asset-Backed Pass Through Certificates Series 2005-1 (GE-WMC Mortgage Securities LLC) | Long | ABS-other | US | $212K | – | 0.00 |
| General Electric Co | Long | Debt | US | $948K | – | 0.02 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $78M | – | 1.59 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $59M | – | 1.20 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $44M | – | 0.90 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23M | – | 0.46 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 0.52 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.12 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $781K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $671K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $666K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $628K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $545K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $525K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $465K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $410K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $371K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $358K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $351K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $343K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $3M | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $10M | – | 0.21 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $546K | – | 0.01 |
| GMACM Mortgage Loan Trust 2006-AR1 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $956K | – | 0.02 |
| GMACM Mortgage Loan Trust 2006-J1 (GMAC Mortgage Corporation Loan) | Long | ABS-mortgage backed security | US | $910K | – | 0.02 |
| Goldentree Loan Management US Clo 8 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $17M | – | 0.35 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $942K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $11M | – | 0.21 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $138K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Grace Trust 2020-GRCE (Gracechurch Mortgage Finance P) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| GreenPoint Mortgage Funding Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Grifols SA | Long | Debt | ES | $3M | – | 0.06 |
| Grifols SA | Long | Debt | ES | $684K | – | 0.01 |
| GRIFOLS WORLDWI 11/15/27 | Long | Loan | US | $3M | – | 0.06 |
| GSAMP Trust 2006-NC2 | Long | ABS-other | US | $7M | – | 0.13 |
| GSAMP Trust 2007-FM2 | Long | ABS-other | US | $5M | – | 0.10 |
| GSR Mortgage Loan Trust 2006-OA1 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| GTCR W MERGER S9/21/2030 (GTCR W Merger Sub LLC) | Long | Loan | US | $787K | – | 0.02 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $2M | – | 0.05 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $956K | – | 0.02 |
| HANESBRANDS INC 11/19/26 | Long | Loan | US | $755K | – | 0.02 |
| HarborView Mortgage Loan Trust 2005-10 | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| HarborView Mortgage Loan Trust 2007-7 | Long | ABS-mortgage backed security | US | $739K | – | 0.02 |
| HCA Inc | Long | Debt | US | $3M | – | 0.06 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $5M | – | 0.10 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $2M | – | 0.04 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $822K | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $349K | – | 0.01 |
| HEALTHPEAK OP LLC | Long | Loan | US | $811K | – | 0.02 |
| HEALTHPEAK OP LLC | Long | Loan | US | $808K | – | 0.02 |
| Hilton USA Trust 2016-HHV | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| HomeBanc Mortgage Trust 2004-2 | Long | ABS-mortgage backed security | US | $415K | – | 0.01 |
| Honeywell International Inc | Long | Debt | US | $4M | – | 0.07 |
| Honeywell International Inc | Long | Debt | US | $1M | – | 0.03 |
| HPS Loan Management 2024-19 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.20 |
| HSBC Holdings PLC | Long | Debt | GB | $5M | – | 0.11 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.06 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.04 |
| Hudson Pacific Properties LP | Long | Debt | US | $4M | – | 0.09 |
| Hudson Pacific Properties LP | Long | Debt | US | $2M | – | 0.04 |
| Hudson Pacific Properties LP | Long | Debt | US | $878K | – | 0.02 |
| Hudson Pacific Properties LP | Long | Debt | US | $56K | – | 0.00 |
| Hudson Yards 2019-30HY Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Hungary Government International Bond | Long | Debt | HU | $2M | – | 0.04 |
| Hyatt Hotels Corp | Long | Debt | US | $4M | – | 0.09 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $1M | – | 0.02 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $1M | – | 0.02 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $773K | – | 0.02 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $431K | – | 0.01 |
| Impac CMB Trust Series 2005-2 | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Impac CMB Trust Series 2005-4 | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $3M | – | 0.06 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.05 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.04 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $587K | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $488K | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2005-AR14 | Long | ABS-mortgage backed security | US | $913K | – | 0.02 |
| IndyMac INDX Mortgage Loan Trust 2005-AR29 | Long | ABS-mortgage backed security | US | $12M | – | 0.25 |
| IndyMac INDX Mortgage Loan Trust 2006-AR6 | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| IndyMac INDX Mortgage Loan Trust 2007-FLX4 | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $0 | 60K | – |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $7M | – | 0.13 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $1M | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $810K | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $737K | – | 0.01 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $541K | – | 0.01 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $3M | – | 0.07 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $1M | – | 0.03 |
| INVITATION HOME 01/31/25 (Invitation Homes Operating Partnership LP) | Long | Loan | US | $521K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $4M | – | 0.07 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $2M | – | 0.04 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $433K | – | 0.01 |
| IQVIA Inc | Long | Debt | US | $8M | – | 0.15 |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.04 | |
| ITC Holdings Corp | Long | Debt | US | $1M | – | 0.03 |
| JANE STREET GRO 01/26/28 (Jane Street Group LLC) | Long | Loan | US | $1M | – | 0.02 |
| JAZZ FINANCING 05/05/28 (Jazz Financing Lux Sarl) | Long | Loan | LU | $2M | – | 0.05 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $11M | – | 0.23 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.05 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $2M | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.02 |
| JDE Peet's NV | Long | Debt | NL | $3M | – | 0.07 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $2M | – | 0.03 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $6M | – | 0.13 |
| Johnson & Johnson | Long | Debt | US | $1M | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2006-WF1 | Long | ABS-mortgage backed security | US | $579K | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC2 | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| JP Morgan Mortgage Acquisition Trust 2006-WMC2 | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| JP Morgan Mortgage Acquisition Trust 2007-CH2 | Long | ABS-other | US | $10K | – | 0.00 |
| JP Morgan Mortgage Trust 2006-A4 | Long | ABS-mortgage backed security | US | $878K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $13M | – | 0.27 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $5M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $748K | – | 0.02 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.03 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $976K | – | 0.02 |
| Kedrion SpA | Long | Debt | IT | $3M | – | 0.06 |
| KeySpan Gas East Corp | Long | Debt | US | $2M | – | 0.04 |
| Kilroy Realty LP | Long | Debt | US | $801K | – | 0.02 |
| Kilroy Realty LP | Long | Debt | US | $642K | – | 0.01 |
| LEG Immobilien SE | Long | Debt | DE | $572K | – | 0.01 |
| Lehman XS Trust 2006-9 | Long | ABS-other | US | $2M | – | 0.04 |
| Lehman XS Trust Series 2006-16N | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Lehman XS Trust Series 2007-16N | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Lehman XS Trust Series 2007-16N | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| Life 2021-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.15 |
| Life 2021-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Lloyds Banking Group PLC | Long | Debt | GB | $3M | – | 0.06 |
| Lloyds Banking Group PLC | Long | Debt | GB | $797K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $684K | – | 0.01 |
| Long Beach Mortgage Loan Trust 2006-1 | Long | ABS-other | US | $302K | – | 0.01 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| LXP Industrial Trust | Long | Debt | US | $3M | – | 0.06 |
| LXP Industrial Trust | Long | Debt | US | $1M | – | 0.03 |
| Madison Park Funding XXIX LTD (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.26 |
| Madison Park Funding XXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.01 |
| Magnetite XII Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.24 |
| MAGNITE INC TL 01/30/31 | Long | Loan | US | $222K | – | 0.00 |
| MAGNITE INC TL 01/30/31 | Long | Loan | US | $42K | – | 0.00 |
| MAGNITE INC TL 01/30/31 | Long | Loan | US | $42K | – | 0.00 |
| Manhattan West 2020-1MW Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.07 |
| Massachusetts School Building Authority (MASSACHUSETTS ST SCH BLDG AUTH) | Long | Debt | US | $2M | – | 0.03 |
| Mastr Asset Backed Securities Trust 2006-WMC3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| MATCH GROUP HLD 02/16/27 (Match Group Holdings II LLC) | Long | Loan | US | $222K | – | 0.00 |
| MATIV HOLDINGS 05/06/27 (Mativ Holdings Inc) | Long | Loan | US | $420K | – | 0.01 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| MEDLINE INDUSTRI 09/30/28 (Mozart Borrower LP) | Long | Loan | US | $540K | – | 0.01 |
| Medtronic Inc | Long | Debt | US | $1M | – | 0.02 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-3 | Long | ABS-other | US | $114K | – | 0.00 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $4M | – | 0.09 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $2M | – | 0.05 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $5M | – | 0.10 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.02 |
| MH SUB I LLC TL 04/20/28 | Long | Loan | US | $325K | – | 0.01 |
| Michaels Cos Inc/The | Long | Debt | US | $3M | – | 0.07 |
| Mid-State Trust XI | Long | ABS-other | US | $67K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $2M | – | 0.03 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $3M | – | 0.06 |
| ModivCare Inc | Long | Debt | US | $2M | – | 0.03 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | NL | $200K | – | 0.00 |
| Morgan Stanley | Long | Debt | US | $13M | – | 0.27 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.11 |
| Morgan Stanley | Long | Debt | US | $617K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $562K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $462K | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE4 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE8 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| Morgan Stanley ABS Capital I Inc Trust 2006-NC1 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $114K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE1 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $3M | – | 0.06 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE2 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Morgan Stanley ABS Capital I Inc Trust 2007-NC3 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $4M | – | 0.09 |
| Morgan Stanley Mortgage Loan Trust 2005-2AR | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| MortgageIT Trust 2005-5 | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| MSD Netherlands Capital BV | Long | Debt | NL | $3M | – | 0.05 |
| MVM Energetika Zrt | Long | Debt | HU | $1M | – | 0.03 |
| MVM Energetika Zrt | Long | Debt | HU | $648K | – | 0.01 |
| National Gas Transmission PLC (NATL GAS TRANSMISSION) | Long | Debt | GB | $2M | – | 0.03 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $4M | – | 0.08 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $2M | – | 0.03 |
| Navient Student Loan Trust 2014-1 | Long | ABS-other | US | $130K | – | 0.00 |
| Navient Student Loan Trust 2017-3 | Long | ABS-other | US | $240K | – | 0.00 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $2M | – | 0.03 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $438K | – | 0.01 |
| New Residential Mortgage Loan Trust 2022-SFR2 | Long | ABS-other | US | $15M | – | 0.31 |
| New Residential Mortgage Loan Trust 2022-SFR2 | Long | ABS-other | US | $13M | – | 0.27 |
| New York and Presbyterian Hospital/The (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $170K | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $5M | – | 0.11 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $900K | – | 0.02 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $401K | – | 0.01 |
| New York Life Insurance Co | Long | Debt | US | $1M | – | 0.03 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP SAL) | Long | Debt | US | $4M | – | 0.09 |
| NGPL PipeCo LLC | Long | Debt | US | $4M | – | 0.07 |
| Niagara Mohawk Power Corp | Long | Debt | US | $6M | – | 0.13 |
| NiSource Inc | Long | Debt | US | $1M | – | 0.02 |
| Nomura Resecuritization Trust 2015-5R | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| NORTONLIFELOCK 09/12/27 (Gen Digital Inc) | Long | Loan | US | $1M | – | 0.02 |
| OBX 2021-NQM2 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.06 |
| OBX 2021-NQM3 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $7M | – | 0.15 |
| OCP CLO 2014-6 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.26 |
| OCP CLO 2020-19 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.13 |
| OCP CLO 2021-21 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.17 |
| Octagon Investment Partners 46 Ltd (Octagon Credit Partners 46, LT) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.29 |
| OHA Credit Funding 4 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.26 |
| OHA Credit Partners XI Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.28 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $1M | – | 0.02 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $826K | – | 0.02 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $4M | – | 0.09 |
| Ooredoo International Finance Ltd (OOREDOO INTL FINANCE) | Long | Debt | BM | $427K | – | 0.01 |
| Opteum Mortgage Acceptance Corp Asset Backed Pass-Through Certificates 2005-5 | Long | ABS-mortgage backed security | US | $702K | – | 0.01 |
| Opteum Mortgage Acceptance Corp Trust 2006-1 | Long | ABS-mortgage backed security | US | $213K | – | 0.00 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.03 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.02 |
| ORACLE CORP TL 08/16/27 | Long | Loan | US | $2M | – | 0.03 |
| ORACLE CORP TL 08/16/27 | Long | Loan | US | $940K | – | 0.02 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $3M | – | 0.06 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $413K | – | 0.01 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $214K | – | 0.00 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $189K | – | 0.00 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $2M | – | 0.05 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $2M | – | 0.05 |
| PAREXEL 08/11/28 (Phoenix Newco Inc) | Long | Loan | US | $777K | – | 0.02 |
| PATRIOT CONTAIN 03/20/25 (Patriot Container Corp) | Long | Loan | US | $157K | – | 0.00 |
| PERATON CORP TL 02/01/28 | Long | Loan | US | $589K | – | 0.01 |
| PERRIGO INVESTM 04/05/29 (Perrigo Investments LLC) | Long | Loan | US | $471K | – | 0.01 |
| PERRIGO INVESTM 04/05/29 (Perrigo Investments LLC) | Long | Loan | IE | $273K | – | 0.01 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $2M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $613K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $497K | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $32K | – | 0.00 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $5M | – | 0.11 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $874K | – | 0.02 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $802K | – | 0.02 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $2M | – | 0.04 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $4M | – | 0.08 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $326K | – | 0.01 |
| Piedmont Operating Partnership LP | Long | Debt | US | $530K | – | 0.01 |
| Pilgrim's Pride Corp | Long | Debt | US | $3M | – | 0.07 |
| PLAZE INC TL 08 08/03/26 | Long | Loan | US | $1M | – | 0.03 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $5M | – | 0.09 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $2M | – | 0.05 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $508K | – | 0.01 |
| POWERTEAM SERVI 02/07/31 (Artera Services LLC) | Long | Loan | US | $767K | – | 0.02 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.28 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $7M | – | 0.15 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $8M | – | 0.17 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $4M | – | 0.08 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $18M | – | 0.36 |
| Prologis Euro Finance LLC | Long | Debt | US | $3M | – | 0.06 |
| PRPM 2021-10 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $15M | – | 0.30 |
| PRPM 2021-7 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $8M | – | 0.15 |
| PRPM 2022-4 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $8M | – | 0.17 |
| Public Service Co of New Mexico | Long | Debt | US | $806K | – | 0.02 |
| Rad CLO 14 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.20 |
| RALI Series 2007-QS7 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| RALI Series 2007-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.04 |
| RASC Series 2006-EMX3 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| RASC Series 2006-KS3 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $329K | – | 0.01 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $16M | – | 0.32 |
| Realty Income Corp | Long | Debt | US | $3M | – | 0.06 |
| Realty Income Corp | Long | Debt | US | $2M | – | 0.04 |
| Regeneron Pharmaceuticals Inc | Long | Debt | US | $1M | – | 0.03 |
| Regents of the University of California Medical Center Pooled Revenue (UNIV OF CALIFORNIA CA RGTS MED) | Long | Debt | US | $3M | – | 0.06 |
| RENAISSANCE HOL 04/08/30 (Renaissance Holdings Corp) | Long | Loan | US | $732K | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.03 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $1M | – | 0.03 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $655K | – | 0.01 |
| RESEARCH NOW GR 12/20/24 (Research Now Group LLC) | Long | Loan | US | $282K | – | 0.01 |
| Research Now Group LLC | Long | Loan | US | $166K | – | 0.00 |
| Revvity Inc | Long | Debt | US | $4M | – | 0.08 |
| Rexford Industrial Realty LP | Long | Debt | US | $136K | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $4M | – | 0.08 |
| Reynolds American Inc | Long | Debt | US | $3M | – | 0.07 |
| RFMSI Series 2007-S6 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $4M | – | 0.09 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.13 |
| Rockford Tower CLO 2019-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.03 |
| Rockies Express Pipeline LLC | Long | Debt | US | $1M | – | 0.03 |
| Romanian Government International Bond | Long | Debt | RO | $2M | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $256K | – | 0.01 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $5M | – | 0.10 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $2M | – | 0.03 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $883K | – | 0.02 |
| Saxon Asset Securities Trust 2007-2 | Long | ABS-other | US | $356K | – | 0.01 |
| SBA SENIOR FINA 01/27/31 (SBA Senior Finance II LLC) | Long | Loan | US | $2M | – | 0.04 |
| Securitized Asset Backed Receivables LLC Trust 2006-WM4 | Long | ABS-other | US | $9M | – | 0.19 |
| SES GLOBAL Americas Holdings Inc (SES GLOBAL AMERICAS HLDG) | Long | Debt | US | $3M | – | 0.07 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $8M | – | 0.16 |
| SKYAF 2020-1 A | Long | ABS-mortgage backed security | US | $10M | – | 0.21 |
| SLC Student Loan Trust 2008-1 | Long | ABS-other | US | $811K | – | 0.02 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| SLM Student Loan Trust 2007-7 | Long | ABS-other | US | $80K | – | 0.00 |
| SLM Student Loan Trust 2008-2 | Long | ABS-other | US | $131K | – | 0.00 |
| SLM Student Loan Trust 2008-3 | Long | ABS-other | US | $710K | – | 0.01 |
| SLM Student Loan Trust 2008-6 | Long | ABS-other | US | $3M | – | 0.06 |
| SLM Student Loan Trust 2008-7 | Long | ABS-other | US | $315K | – | 0.01 |
| SLM Student Loan Trust 2012-2 | Long | ABS-other | US | $435K | – | 0.01 |
| SLM Student Loan Trust 2012-6 | Long | ABS-other | US | $154K | – | 0.00 |
| SLM Student Loan Trust 2012-7 | Long | ABS-other | US | $2M | – | 0.05 |
| SLM Student Loan Trust 2012-7 | Long | ABS-other | US | $556K | – | 0.01 |
| SLM Student Loan Trust 2013-2 | Long | ABS-other | US | $82K | – | 0.00 |
| Soundview Home Loan Trust 2007-OPT4 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $4M | – | 0.08 |
| Southern Co Gas Capital Corp | Long | Debt | US | $4M | – | 0.08 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $7M | – | 0.14 |
| Southwestern Public Service Co | Long | Debt | US | $3M | – | 0.06 |
| Spectrum Brands Inc | Long | Debt | US | $1M | – | 0.03 |
| SPIN HOLDCO INC2/26/2028 | Long | Loan | US | $776K | – | 0.02 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $17M | – | 0.34 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $134K | – | 0.00 |
| SREIT Trust 2021-PALM | Long | ABS-mortgage backed security | US | $7M | – | 0.14 |
| SREIT Trust 2021-PALM | Long | ABS-mortgage backed security | US | $6M | – | 0.13 |
| STAR PARENT INC9/19/2030 | Long | Loan | US | $755K | – | 0.02 |
| STRU BMOC - 5369 FA | Long | Debt | US | $985K | – | 0.02 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $11M | – | 0.23 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Structured Asset Investment Loan Trust 2004-6 | Long | ABS-other | US | $478K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $998K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2006-AR7 | Long | ABS-mortgage backed security | US | $5M | – | 0.10 |
| Structured Asset Mortgage Investments II Trust 2007-AR6 | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| Structured Asset Securities Corp Mortgage Loan Trust 2005-NC2 | Long | ABS-other | US | $499K | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.07 |
| TAL Advantage VII LLC | Long | ABS-other | US | $7M | – | 0.14 |
| TDC Net A/S (TDC NET AS) | Long | Debt | DK | $1M | – | 0.02 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $3M | – | 0.06 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $2M | – | 0.04 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $2M | – | 0.03 |
| TenneT Holding BV | Long | Debt | NL | $6M | – | 0.12 |
| TenneT Holding BV | Long | Debt | NL | $2M | – | 0.05 |
| TenneT Holding BV | Long | Debt | NL | $1M | – | 0.03 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $2M | – | 0.05 |
| TIF Funding II LLC | Long | ABS-other | US | $6M | – | 0.13 |
| Time Warner Cable LLC | Long | Debt | US | $7M | – | 0.14 |
| Time Warner Cable LLC | Long | Debt | US | $4M | – | 0.07 |
| TMS Issuer Sarl | Long | Debt | LU | $3M | – | 0.06 |
| TPGI Trust 2021-DGWD | Long | ABS-mortgage backed security | US | $4M | – | 0.07 |
| TRANS UNION LLC 12/01/28 | Long | Loan | US | $663K | – | 0.01 |
| Trans-Allegheny Interstate Line Co | Long | Debt | US | $687K | – | 0.01 |
| TransCanada PipeLines Ltd | Long | Debt | CA | $276K | – | 0.01 |
| TRANSDIGM INC T 08/24/28 | Long | Loan | US | $2M | – | 0.03 |
| TRITON WATER HOS 03/31/28 (Triton Water Holdings Inc) | Long | Loan | US | $549K | – | 0.01 |
| TRUGREEN LP TL 11/02/27 | Long | Loan | US | $613K | – | 0.01 |
| Tucson Electric Power Co | Long | Debt | US | $2M | – | 0.05 |
| United Airlines 2023-1 Class A Pass Through Trust (UNITED AIR 2023-1 A PTT) | Long | Debt | US | $3M | – | 0.06 |
| UNITED NATURAL 04/25/31 (United Natural Foods Inc) | Long | Loan | US | $1M | – | 0.02 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $38M | – | 0.78 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $35M | – | 0.72 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $614M | – | 12.46 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $325M | – | 6.59 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $273M | – | 5.54 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $228M | – | 4.62 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $214M | – | 4.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $137M | – | 2.78 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $86M | – | 1.74 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $82M | – | 1.67 |
| UnitedHealth Group Inc | Long | Debt | US | $136K | – | 0.00 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $2M | – | 0.05 |
| US 10YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $138K | – | 0.00 | |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $100K | – | 0.00 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-507K | – | -0.01 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-144K | – | -0.00 | |
| US Bancorp | Long | Debt | US | $6M | – | 0.12 |
| US Bancorp | Long | Debt | US | $3M | – | 0.06 |
| US Bancorp | Long | Debt | US | $1M | – | 0.02 |
| US Bancorp | Long | Debt | US | $769K | – | 0.02 |
| Ventas Realty LP | Long | Debt | US | $980K | – | 0.02 |
| Venture Global LNG Inc | Long | Debt | US | $1M | – | 0.02 |
| VICI Properties LP | Long | Debt | US | $1M | – | 0.03 |
| VICI Properties LP | Long | Debt | US | $685K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $1M | – | 0.03 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $919K | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $701K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $316K | – | 0.01 |
| Virgin Media Bristol LLC | Long | Loan | US | $707K | – | 0.01 |
| Vonovia SE | Long | Debt | DE | $1M | – | 0.03 |
| Vonovia SE | Long | Debt | DE | $488K | – | 0.01 |
| Vonovia SE | Long | Debt | DE | $450K | – | 0.01 |
| Voya CLO 2020-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.26 |
| VZ Secured Financing BV | Long | Debt | NL | $607K | – | 0.01 |
| Wachovia Student Loan Trust 2006-1 | Long | ABS-other | US | $427K | – | 0.01 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust | Long | ABS-other | US | $3M | – | 0.06 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust | Long | ABS-other | US | $1M | – | 0.03 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust | Long | ABS-other | US | $382K | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR1 Trust | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR4 Trust | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $16M | – | 0.32 |
| Warnermedia Holdings Inc | Long | Debt | US | $9M | – | 0.18 |
| Warnermedia Holdings Inc | Long | Debt | US | $2M | – | 0.04 |
| Wellman Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.24 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.16 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.13 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.12 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.07 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $3M | – | 0.06 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.05 |
| WHATABRANDS LLC 08/03/28 | Long | Loan | US | $411K | – | 0.01 |
| WILLIAM MORRIS 05/18/25 (William Morris Endeavor Entertainment LLC) | Long | Loan | US | $964K | – | 0.02 |
| Worldline SA/France | Long | Debt | FR | $3M | – | 0.05 |
| Xcel Energy Inc | Long | Debt | US | $1M | – | 0.03 |
| Zayo Group Holdings Inc | Long | Loan | US | $2M | – | 0.03 |
Address
First Trust Exchange-Traded Fund VIII
120 East Liberty Drive
Suite 400
Wheaton
Illinois
60187
United States of America
Websites
Directors
Robert F. Keith
Niel B. Nielson
Richard E. Erickson
Denise M. Keefe
Thomas R. Kadlec
James A. Bowen
Transfer Agents
The Bank of New York Mellon
Pricing Services
ICE Data Pricing & Reference Data, LLC
IHS Markit Ltd.
Custodians
The Bank of New York Mellon
Shareholder Servicing Agents
The Bank of New York Mellon
Admins
The Bank of New York Mellon
Brokers
SG AMERICAS SECURITIES LLC
Wolverine Execution Services LLC
X-CHANGE FINANCIAL ACCESS, LLC