First Trust Advisors L.P > First Trust Exchange-Traded Fund VIII
First Trust TCW Unconstrained Plus Bond ETF
$1.42B
Avg Monthly Net Assets
$2.81B
Total Assets
$408.38M
Total Liabilities
$2.40B
Net Assets
First Trust TCW Unconstrained Plus Bond 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 $1.42B.
On July 25th, 2024 it reported 997 holdings, the largest
being TREASURY BILL (4.6%), TREASURY BILL (4.5%) and TREASURY BILL (4.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Exchange | Ticker | Monthly Returns (2 years) |
|---|---|---|---|---|
| First Trust TCW Unconstrained Plus Bond ETF | C000200735 | ARCX | UCON |
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 / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $311K | – | 0.01 |
| 1011778 BC ULC 09/12/30 | Long | Loan | CA | $706K | – | 0.03 |
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| 1375209 BC Ltd | Long | Debt | CA | $2M | – | 0.07 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| ABFC 2007-NC1 Trust (Asset Backed Funding Certifica) | Long | ABS-other | US | $53K | – | 0.00 |
| ABFC 2007-WMC1 Trust (Asset Backed Funding Certifica) | Long | ABS-other | US | $599K | – | 0.02 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-ASAP6 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-HE3 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $543K | – | 0.02 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-WM2 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $515K | – | 0.02 |
| Acrisure LLC / Acrisure Finance Inc (ACRISURE LLC / FIN INC) | Long | Debt | US | $398K | – | 0.02 |
| ACRISURE LLC TL 02/15/27 | Long | Loan | US | $1M | – | 0.06 |
| Add Hero Holdings Ltd | Long | Debt | VG | $5K | – | 0.00 |
| Add Hero Holdings Ltd | Long | Debt | VG | $2K | – | 0.00 |
| Add Hero Holdings Ltd | Long | Debt | VG | $1K | – | 0.00 |
| Adjustable Rate Mortgage Trust 2005-8 | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Adtalem Global Education Inc | Long | Debt | US | $2M | – | 0.08 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $2M | – | 0.08 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $1M | – | 0.05 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $109K | – | 0.00 |
| AFN ABSPROP001 LLC 2019-1 | Long | ABS-other | US | $3M | – | 0.13 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.15 |
| AIMCO CLO 10 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.21 |
| AIMCO CLO Series 2015-A | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Air Lease Corp | Long | Debt | US | $2M | – | 0.09 |
| Air Lease Corp | Long | Debt | US | $1M | – | 0.05 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Ajax Mortgage Loan Trust 2021-D | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Alcon Finance Corp | Long | Debt | US | $1M | – | 0.06 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $73K | – | 0.00 |
| Allegro CLO VI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.17 |
| Alliant Energy Finance LLC | Long | Debt | US | $3M | – | 0.13 |
| Alliant Energy Finance LLC | Long | Debt | US | $2M | – | 0.07 |
| Allison Transmission Inc | Long | Debt | US | $737K | – | 0.03 |
| Alternative Loan Trust 2005-16 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $184K | – | 0.01 |
| Alternative Loan Trust 2005-65CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $452K | – | 0.02 |
| Alternative Loan Trust 2005-76 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Alternative Loan Trust 2006-33CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $137K | – | 0.01 |
| Alternative Loan Trust 2007-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $476K | – | 0.02 |
| Alternative Loan Trust 2007-OA6 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $324K | – | 0.01 |
| ALTICE FRANCE S 08/31/28 (Altice France SA) | Long | Loan | FR | $508K | – | 0.02 |
| Altice France SA | Long | Debt | FR | $618K | – | 0.03 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $241K | – | 0.01 |
| American Assets Trust LP | Long | Debt | US | $1M | – | 0.04 |
| American Express Co | Long | Debt | US | $553K | – | 0.02 |
| American Home Mortgage Assets Trust 2006-1 | Long | ABS-mortgage backed security | US | $884K | – | 0.04 |
| American Home Mortgage Assets Trust 2007-1 | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| American Home Mortgage Assets Trust 2007-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| American Home Mortgage Investment Trust 2005-4 | Long | ABS-mortgage backed security | US | $389K | – | 0.02 |
| American Homes 4 Rent LP | Long | Debt | US | $1M | – | 0.06 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.10 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.10 |
| American Tower Corp | Long | Debt | US | $278K | – | 0.01 |
| Ameriquest Mort Sec Inc Asset Bckd Ps Thr Cert Ser 2002-AR1 (Ameriquest Mortgage Securities) | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Amgen Inc | Long | Debt | US | $316K | – | 0.01 |
| AMMC CLO 24 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| AMMC Clo 28 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.17 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $5M | – | 0.21 |
| Annington Funding PLC | Long | Debt | GB | $469K | – | 0.02 |
| Annington Funding PLC | Long | Debt | GB | $422K | – | 0.02 |
| Annington Funding PLC | Long | Debt | GB | $373K | – | 0.02 |
| Annington Funding PLC | Long | Debt | GB | $362K | – | 0.02 |
| Apidos CLO XXXVII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| Appalachian Power Co | Long | Debt | US | $344K | – | 0.01 |
| APS Resecuritization Trust 2016-3 | Long | ABS-mortgage backed security | US | $7M | – | 0.31 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $1M | – | 0.04 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $677K | – | 0.03 | |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $639K | – | 0.03 | |
| Ares LXII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2005-W3 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Argent Securities Trust 2006-W2 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $655K | – | 0.03 |
| Arizona Public Service Co | Long | Debt | US | $3M | – | 0.13 |
| Arizona Public Service Co | Long | Debt | US | $3M | – | 0.11 |
| ASURION LLC TL 01/20/29 | Long | Loan | US | $234K | – | 0.01 |
| ASURION, LLC TL 12/18/26 (Asurion LLC) | Long | Loan | US | $1M | – | 0.06 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.06 |
| Athene Global Funding | Long | Debt | US | $1M | – | 0.04 |
| Athene Global Funding | Long | Debt | US | $596K | – | 0.02 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $5M | – | 0.21 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $5M | – | 0.21 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $318K | – | 0.01 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $100K | – | 0.00 |
| Axalta Coating Systems Dutch Holding B BV | Long | Debt | NL | $155K | – | 0.01 |
| Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV (AXALTA COAT/DUTCH HLD BV) | Long | Debt | $676K | – | 0.03 | |
| B&G Foods Inc | Long | Debt | US | $244K | – | 0.01 |
| Bacardi Ltd | Long | Debt | BM | $3M | – | 0.13 |
| Bacardi Ltd | Long | Debt | BM | $476K | – | 0.02 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| BAMLL Commercial Mortgage Securities Trust 2018-PARK (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BAMLL Commercial Mortgage Securities Trust 2020-BHP3 (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Banc of America Commercial Mortgage Trust 2015-UBS7 | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Banc of America Funding 2007-1 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $533K | – | 0.02 |
| Banc of America Funding 2007-2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Banijay Entertainment SASU | Long | Debt | FR | $716K | – | 0.03 |
| BANK 2020-BNK27 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.38 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.14 |
| Bank of America Corp | Long | Debt | US | $753K | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $534K | – | 0.02 |
| Barnabas Health Inc | Long | Debt | US | $604K | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $1M | – | 0.06 |
| BAUSCH & LOMB, 05/05/2027 (Bausch + Lomb Corp) | Long | Loan | CA | $989K | – | 0.04 |
| Bayer US Finance II LLC | Long | Debt | US | $2M | – | 0.06 |
| Bayer US Finance II LLC | Long | Debt | US | $786K | – | 0.03 |
| Bayer US Finance II LLC | Long | Debt | US | $324K | – | 0.01 |
| Bayer US Finance II LLC | Long | Debt | US | $221K | – | 0.01 |
| Bayer US Finance II LLC | Long | Debt | US | $176K | – | 0.01 |
| Bayer US Finance LLC | Long | Debt | US | $3M | – | 0.13 |
| Bayer US Finance LLC | Long | Debt | US | $3M | – | 0.11 |
| Bayer US Finance LLC | Long | Debt | US | $1M | – | 0.04 |
| Bayview Commercial Asset Trust 2005-4 | Long | ABS-mortgage backed security | US | $492K | – | 0.02 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BCAP LLC 2012-RR8 Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| BCAP LLC Trust 2007-AA3 | Long | ABS-mortgage backed security | US | $245K | – | 0.01 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Se) | Long | ABS-other | US | $256K | – | 0.01 |
| BDS 2021-FL8 (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Bear Stearns ALT-A Trust 2004-8 | Long | ABS-mortgage backed security | US | $249K | – | 0.01 |
| Bear Stearns ALT-A Trust 2006-1 | Long | ABS-mortgage backed security | US | $805K | – | 0.03 |
| Bear Stearns Mortgage Funding Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Bear Stearns Mortgage Funding Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $330K | – | 0.01 |
| Bear Stearns Mortgage Funding Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.19 |
| Bear Stearns Mortgage Funding Trust 2007-AR3 | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| Bear Stearns Mortgage Funding Trust 2007-AR5 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Becle SAB de CV (BECLE SA DE CV) | Long | Debt | MX | $786K | – | 0.03 |
| Benchmark 2020-B18 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Benchmark 2020-IG2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Benchmark 2020-IG3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BENGAL DEBT MER 01/24/29 (Naked Juice LLC) | Long | Loan | US | $1M | – | 0.06 |
| Berry Global Inc | Long | Debt | US | $2M | – | 0.07 |
| Berry Global Inc | Long | Debt | US | $1M | – | 0.06 |
| Berry Global Inc | Long | Debt | US | $268K | – | 0.01 |
| BFLD 2019-DPLO (BFLD Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $1M | – | 0.06 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $566K | – | 0.02 |
| Blackstone Property Partners Europe Holdings Sarl (BLACKSTONE PP EUR HOLD) | Long | Debt | LU | $468K | – | 0.02 |
| Block Inc | Long | Debt | US | $1M | – | 0.05 |
| BLOX Trust 2021-BLOX | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BlueMountain CLO XXII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.10 |
| BlueMountain Fuji US Clo II Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| BNC Mortgage Loan Trust 2006-2 | Long | ABS-mortgage backed security | US | $716K | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $2M | – | 0.08 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.05 |
| Boston Properties LP | Long | Debt | US | $233K | – | 0.01 |
| Boston Properties LP | Long | Debt | US | $177K | – | 0.01 |
| Boyd Gaming Corp | Long | Debt | US | $511K | – | 0.02 |
| BRAVO Residential Funding Trust 2021-A | Long | ABS-other | US | $3M | – | 0.13 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $4M | – | 0.16 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $74K | – | 0.00 |
| BUCKEYE PARTNER 11/02/26 (Buckeye Partners LP) | Long | Loan | US | $1M | – | 0.04 |
| BX Commercial Mortgage Trust 2020-VIV3 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| BX Commercial Mortgage Trust 2020-VIV4 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| BX Commercial Mortgage Trust 2021-ACNT (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| BX Commercial Mortgage Trust 2021-VOLT (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BX Commercial Mortgage Trust 2021-XL2 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX Commercial Mortgage Trust 2022-AHP (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX Trust 2021-RISE | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| BX Trust 2021-VIEW | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX Trust 2022-VAMF | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| BX Trust 2024-BIO | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| BXHPP Trust 2021-FILM | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| BXMT 2020-FL3 Ltd (BXMT Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| C-BASS 2007-CB1 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $741K | – | 0.03 |
| C-BASS 2007-CB1 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $734K | – | 0.03 |
| C-BASS Mortgage Loan Trust 2007-CB3 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $2M | – | 0.09 |
| C-BASS Mortgage Loan Trust 2007-CB3 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $2M | – | 0.07 |
| C-BASS Mortgage Loan Trust 2007-CB3 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $576K | – | 0.02 |
| C&W Senior Finance Ltd | Long | Debt | KY | $191K | – | 0.01 |
| Cable One Inc | Long | Debt | US | $2M | – | 0.08 |
| CAESARS ENTERTA 01/24/31 (Caesars Entertainment Inc) | Long | Loan | US | $1M | – | 0.05 |
| CAL Funding IV Ltd | Long | ABS-other | BM | $3M | – | 0.11 |
| CALPINE CORP TL 04/01/26 | Long | Loan | US | $2M | – | 0.08 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Capital One Financial Corp | Long | Debt | US | $1M | – | 0.06 |
| CARESTREAM DENT 09/01/24 (Carestream Dental Technology Inc) | Long | Loan | US | $2M | – | 0.09 |
| CARESTREAM DENT 09/01/24 (Carestream Dental Inc) | Long | Loan | US | $550K | – | 0.02 |
| Carriage Services Inc | Long | Debt | US | $333K | – | 0.01 |
| Carvana Auto Receivables Trust 2020-P1 | Long | ABS-other | US | $493K | – | 0.02 |
| Carvana Auto Receivables Trust 2021-P4 | Long | ABS-other | US | $647K | – | 0.03 |
| Carvana Auto Receivables Trust 2022-N1 | Long | ABS-other | US | $2M | – | 0.06 |
| Carvana Auto Receivables Trust 2022-P2 | Long | ABS-other | US | $3M | – | 0.11 |
| Carvana Auto Receivables Trust 2023-N3 | Long | ABS-other | US | $3M | – | 0.13 |
| Carvana Auto Receivables Trust 2023-N3 | Long | ABS-other | US | $2M | – | 0.08 |
| Carvana Auto Receivables Trust 2023-P3 | Long | ABS-other | US | $2M | – | 0.07 |
| CATALENT PHARMA 02/22/28 | Long | Loan | US | $2M | – | 0.08 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $454K | – | 0.02 |
| Catalent Pharma Solutions Inc | Long | Debt | US | $382K | – | 0.02 |
| CCI BUYER INC T 12/17/27 | Long | Loan | US | $531K | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $1M | – | 0.05 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $940K | – | 0.04 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $179K | – | 0.01 |
| Cedar Funding VII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.17 |
| Centene Corp | Long | Debt | US | $1M | – | 0.05 |
| Central Garden & Pet Co | Long | Debt | US | $106K | – | 0.00 |
| CENTRAL PARENT 07/06/29 (Central Parent Inc) | Long | Loan | US | $278K | – | 0.01 |
| Central Parent Inc / CDK Global Inc (CNTRL PARENT/CDK GLB INC) | Long | Debt | US | $226K | – | 0.01 |
| Charles Schwab Corp/The | Long | Debt | US | $516K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $2M | – | 0.06 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $1M | – | 0.04 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $738K | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $544K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $417K | – | 0.02 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $343K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $298K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $274K | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $226K | – | 0.01 |
| Chase Auto Owner Trust 2022-A | Long | ABS-other | US | $885K | – | 0.04 |
| China Aoyuan Group Ltd | Long | Debt | KY | $4K | – | 0.00 |
| China Aoyuan Group Ltd | Long | Equity-common | CN | $818.08 | 37K | 0.00 |
| China Aoyuan Group Ltd | Long | Debt | KY | $420.49 | – | 0.00 |
| China Aoyuan Group Ltd | Long | Debt | KY | $167.94 | – | 0.00 |
| China SCE Group Holdings Ltd (CHINA SCE GRP HLDGS LTD) | Long | Debt | KY | $9K | – | 0.00 |
| Churchill Downs Inc | Long | Debt | US | $505K | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $352K | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $319K | – | 0.01 |
| CIM Trust 2020-R6 | Long | ABS-mortgage backed security | US | $6M | – | 0.25 |
| CIM Trust 2020-R7 | Long | ABS-mortgage backed security | US | $405K | – | 0.02 |
| CIM Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| CIM Trust 2021-NR1 | Long | ABS-other | US | $3M | – | 0.13 |
| CIM Trust 2021-R3 | Long | ABS-mortgage backed security | US | $768K | – | 0.03 |
| CIM Trust 2021-R5 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| CIM Trust 2023-NR1 | Long | ABS-other | US | $6M | – | 0.23 |
| CIM Trust 2023-R1 | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| CIM Trust 2023-R3 | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| CIT Education Loan Trust 2005-1 | Long | ABS-other | US | $2M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2014-GC23 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $3M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $500K | – | 0.02 |
| Citigroup Inc | Long | Debt | US | $465K | – | 0.02 |
| Citigroup Mortgage Loan Trust 2005-8 | Long | ABS-mortgage backed security | US | $356K | – | 0.01 |
| Citigroup Mortgage Loan Trust 2006-HE3 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Citigroup Mortgage Loan Trust 2009-10 | Long | ABS-mortgage backed security | US | $719K | – | 0.03 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-other | US | $179K | – | 0.01 |
| City & County of Denver CO Airport System Revenue (DENVER CITY & CNTY CO ARPT REV) | Long | Debt | US | $188K | – | 0.01 |
| CITY BREWING CO 04/05/28 (City Brewing Co LLC) | Long | Loan | US | $1M | – | 0.05 |
| CITY BREWING CO 04/05/28 (City Brewing Co LLC) | Long | Loan | US | $274K | – | 0.01 |
| CITY BREWING CO 04/05/28 (City Brewing Co LLC) | Long | Loan | US | $86K | – | 0.00 |
| CLEAN HARBORS I 10/08/28 (Clean Harbors Inc) | Long | Loan | US | $1M | – | 0.05 |
| Clean Harbors Inc | Long | Debt | US | $193K | – | 0.01 |
| Clearwater Paper Corp | Long | Debt | US | $2M | – | 0.07 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $4M | – | 0.15 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $950K | – | 0.04 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.33 |
| Cogent Communications Group Inc | Long | Debt | US | $797K | – | 0.03 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LL) | Long | ABS-other | US | $2M | – | 0.07 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $3M | – | 0.12 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.05 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.05 |
| COLT 2021-2 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Comision Federal de Electricidad | Long | Debt | MX | $406K | – | 0.02 |
| COMM 2012-CCRE4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3.08 | – | 0.00 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| COMM 2020-CX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| COMM 2020-SBX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $170K | – | 0.01 |
| CommonSpirit Health | Long | Debt | US | $228K | – | 0.01 |
| CommScope Inc | Long | Debt | US | $553K | – | 0.02 |
| CommScope Inc | Long | Debt | US | $145K | – | 0.01 |
| Connecticut Avenue Securities Trust 2021-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $1M | – | 0.05 |
| Corevest American Finance 2020-1 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $28K | – | 0.00 |
| Corevest American Finance 2020-4 Trust (CoreVest American Finance Ltd) | Long | ABS-other | US | $2M | – | 0.06 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $3M | – | 0.11 |
| Corp Nacional del Cobre de Chile (CODELCO INC) | Long | Debt | CL | $2M | – | 0.08 |
| Costa Rica Government International Bond | Long | Debt | CR | $2M | – | 0.07 |
| Cox Communications Inc | Long | Debt | US | $172K | – | 0.01 |
| Cox Enterprises Inc | Long | Debt | US | $943K | – | 0.04 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $534K | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $4M | – | 0.15 |
| Crown Castle Inc | Long | Debt | US | $439K | – | 0.02 |
| Csail 2015-C2 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CSC Holdings LLC | Long | Debt | US | $3M | – | 0.11 |
| CSC Holdings LLC | Long | Debt | US | $1M | – | 0.04 |
| CSC Holdings LLC | Long | Debt | US | $404K | – | 0.02 |
| CSC Holdings LLC | Long | Debt | US | $253K | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $213K | – | 0.01 |
| CSMC 2020-RPL3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| CSMC 2020-RPL6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.28 |
| CSMC 2021-980M (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $507K | – | 0.02 |
| CSMC 2021-RPL11 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| CSMC 2021-RPL4 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| CSMC 2022-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| CSMC 2022-RPL1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| CSMC Series 2014-11R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| CSMC Series 2014-2R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| CSMC Series 2014-8R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $662K | – | 0.03 |
| CubeSmart LP | Long | Debt | US | $477K | – | 0.02 |
| CURRENCY CONTRACT - EUR (Citibank, National Association) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| CURRENCY CONTRACT - EUR (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| CURRENCY CONTRACT - GBP (The Bank of New York Mellon) | Derivative-foreign exchange | US | $33K | – | 0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $133K | – | 0.01 | |
| CURRENCY CONTRACT - USD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CURRENCY CONTRACT - USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Citibank, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| CURRENCY CONTRACT - USD (Bank of America, National Association) | Derivative-foreign exchange | US | $-23K | – | -0.00 | |
| CWABS Asset-Backed Certificates Trust 2005-17 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $2M | – | 0.08 |
| CWABS Inc Asset-backed Certificates Series 2007-12 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $9M | – | 0.36 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $2M | – | 0.09 |
| DC Office Trust 2019-MTC | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AF1 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Digital Intrepid Holding BV | Long | Debt | NL | $2M | – | 0.07 |
| Directv Financing LLC / Directv Financing Co-Obligor Inc (DIRECTV FIN LLC/COINC) | Long | Debt | US | $970K | – | 0.04 |
| DNB Bank ASA | Long | Debt | NO | $940K | – | 0.04 |
| DOLP Trust 2021-NYC | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Dominican Republic International Bond | Long | Debt | DO | $4M | – | 0.16 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.08 |
| Dominican Republic International Bond | Long | Debt | DO | $898K | – | 0.04 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $73M | 73M | 3.03 |
| DROP Mortgage Trust 2021-FILE | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Dryden 72 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $625K | – | 0.03 |
| DSLA Mortgage Loan Trust 2004-AR4 | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| DSLA Mortgage Loan Trust 2005-AR3 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Duke Energy Carolinas LLC | Long | Debt | US | $381K | – | 0.02 |
| Duke Energy Corp | Long | Debt | US | $3M | – | 0.11 |
| Duke Energy Corp | Long | Debt | US | $628K | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $4M | – | 0.18 |
| EAGLEVIEW TECHN 08/14/25 (EagleView Technology Corp) | Long | Loan | US | $3M | – | 0.11 |
| Eaton Vance CLO 2019-1 Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| ECMC Group Student Loan Trust 2021-1 | Long | ABS-other | US | $974K | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $587K | – | 0.02 |
| Edgewell Personal Care Co | Long | Debt | US | $236K | – | 0.01 |
| Eleven Madison Trust 2015-11MD Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Elmwood CLO VI Ltd (Elmwood CLO VI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| ELO SACA | Long | Debt | FR | $2M | – | 0.09 |
| Embecta Corp | Long | Debt | US | $2M | – | 0.07 |
| Energizer Holdings Inc | Long | Debt | US | $801K | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $972K | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $561K | – | 0.02 |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-12K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $3K | – | 0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-8K | – | -0.00 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-69.96 | – | -0.00 | |
| Evergy Metro Inc | Long | Debt | US | $80K | – | 0.00 |
| Everi Holdings Inc | Long | Debt | US | $2M | – | 0.10 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Extra Space Storage LP | Long | Debt | US | $2M | – | 0.07 |
| Extra Space Storage LP | Long | Debt | US | $806K | – | 0.03 |
| Extra Space Storage LP | Long | Debt | US | $264K | – | 0.01 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $33M | – | 1.38 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $27M | – | 1.13 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $26M | – | 1.07 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $23M | – | 0.96 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $23M | – | 0.96 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $22M | – | 0.93 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $22M | – | 0.92 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.73 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.71 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.63 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.58 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.43 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.37 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $404K | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $18.93 | – | 0.00 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $0.21 | – | 0.00 |
| Farmers Exchange Capital III (FARMERS EXCHANGE CAP III) | Long | Debt | US | $208K | – | 0.01 |
| Farmers Insurance Exchange (FARMERS INS EXCH) | Long | Debt | US | $342K | – | 0.01 |
| Federal Home Loan Bank Discount Notes (FED HOME LN DISCOUNT NT) | Long | Debt | US | $24M | – | 1.02 |
| Ferrellgas LP / Ferrellgas Finance Corp (FERRELLGAS LP/FERRELLGAS) | Long | Debt | US | $2M | – | 0.07 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $901K | – | 0.04 |
| Finance Department Government of Sharjah (FIN DEPT GOVT SHARJAH) | Long | Debt | AE | $207K | – | 0.01 |
| First Brands Group LLC | Long | Loan | US | $625K | – | 0.03 |
| First Franklin Mortgage Loan Trust 2006-FF7 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $6M | – | 0.23 |
| First Franklin Mortgage Loan Trust 2006-FF9 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $10M | – | 0.40 |
| First Horizon Alternative Mortgage Securities Trust 2004-AA4 | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA4 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| First Horizon Alternative Mortgage Securities Trust 2007-FA1 | Long | ABS-mortgage backed security | US | $874K | – | 0.04 |
| FirstCash Inc | Long | Debt | US | $747K | – | 0.03 |
| FirstCash Inc | Long | Debt | US | $362K | – | 0.02 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $2M | – | 0.08 |
| FirstEnergy Pennsylvania Electric Co (FIRSTENERGY PENN ELECTRI) | Long | Debt | US | $494K | – | 0.02 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $6M | – | 0.24 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $5M | – | 0.19 |
| FirstKey Homes 2020-SFR2 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $2M | – | 0.10 |
| Flatiron CLO 21 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Freddie Mac Multiclass Certificates Series 2021-P009 | Long | ABS-mortgage backed security | US | $367K | – | 0.02 |
| Freddie Mac Multifamily PC REMIC Trust 2019-P002 (Freddie Mac Multiclass Certifi) | Long | ABS-mortgage backed security | US | $279K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $801K | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $386K | – | 0.02 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $275K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $266K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $74K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1.64 | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.71 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.71 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.64 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.51 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.38 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $910K | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| FREMF 2019-KF64 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| FREMF 2020-K1517 (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fremont Home Loan Trust 2005-A | Long | ABS-other | US | $2M | – | 0.09 |
| Fremont Home Loan Trust 2005-D | Long | ABS-other | US | $6K | – | 0.00 |
| FRONERI US INC 02/01/27 | Long | Loan | US | $563K | – | 0.02 |
| FRONTIER COMMUN 10/08/27 (Frontier Communications Holdings LLC) | Long | Loan | US | $999K | – | 0.04 |
| Frontier Communications Holdings LLC | Long | Debt | US | $2M | – | 0.06 |
| Frontier Communications Holdings LLC | Long | Debt | US | $681K | – | 0.03 |
| Frontier Communications Holdings LLC | Long | Debt | US | $246K | – | 0.01 |
| FS Commercial Mortgage Trust 2023-4SZN (FS Commerical Mortgage Trust 2) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| GAINWELL ACQUIS 10/01/27 (Gainwell Acquisition Corp) | Long | Loan | US | $1M | – | 0.06 |
| Galaxy Pipeline Assets Bidco Ltd | Long | Debt | JE | $2M | – | 0.08 |
| GCI Funding I LLC | Long | ABS-other | US | $2M | – | 0.08 |
| Gen Digital Inc | Long | Debt | US | $1M | – | 0.05 |
| GFL Environmental Inc | Long | Debt | CA | $1M | – | 0.05 |
| GFL Environmental Inc | Long | Debt | CA | $682K | – | 0.03 |
| GGAM Finance Ltd | Long | Debt | KY | $2M | – | 0.08 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30M | – | 1.23 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24M | – | 0.99 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11M | – | 0.47 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| Global Payments Inc | Long | Debt | US | $980K | – | 0.04 |
| Global Switch Finance BV | Long | Debt | NL | $1M | – | 0.06 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $2M | – | 0.09 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $1M | – | 0.05 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $673K | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $387K | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $49K | – | 0.00 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $6M | – | 0.23 |
| GLS Auto Select Receivables Trust 2023-2 | Long | ABS-other | US | $5M | – | 0.22 |
| GOLDEN NUGGET T 01/27/29 (Fertitta Entertainment LLC/NV) | Long | Loan | US | $729K | – | 0.03 |
| GoldenTree Loan Management US CLO 20 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $18M | – | 0.74 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.07 |
| Golub Capital Partners Clo 42M-R (Golub Capital Partners CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.15 |
| Golub Capital Partners CLO 66B Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.11 |
| GoodLeap Sustainable Home Solutions Trust 2023-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $4M | – | 0.17 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Graphic Packaging International LLC | Long | Debt | US | $727K | – | 0.03 |
| GreenPoint Mortgage Funding Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| GreenPoint Mortgage Funding Trust Series 2006-AR6 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| GreenPoint Mortgage Funding Trust Series 2007-AR1 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GreenPoint Mortgage Funding Trust Series 2007-AR2 | Long | ABS-mortgage backed security | US | $432K | – | 0.02 |
| GREYSTAR REAL E 08/21/30 (Greystar Real Estate Partners LLC) | Long | Loan | US | $1M | – | 0.05 |
| Greystar Real Estate Partners LLC | Long | Debt | US | $488K | – | 0.02 |
| Grifols SA | Long | Debt | ES | $1M | – | 0.05 |
| Grifols SA | Long | Debt | ES | $396K | – | 0.02 |
| GRIFOLS WORLDWI 11/15/27 | Long | Loan | US | $1M | – | 0.06 |
| GS Mortgage Securities Corp Trust 2020-UPTN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2023-FUN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| GS Mortgage Securities Trust 2016-GS4 | Long | ABS-mortgage backed security | US | $869K | – | 0.04 |
| GSAA Home Equity Trust 2005-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| GSAA Home Equity Trust 2007-8 | Long | ABS-mortgage backed security | US | $139K | – | 0.01 |
| GSAMP Trust 2006-HE4 | Long | ABS-other | US | $599K | – | 0.02 |
| GSAMP Trust 2007-FM2 | Long | ABS-other | US | $834K | – | 0.03 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $2M | – | 0.10 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $765K | – | 0.03 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $661K | – | 0.03 |
| H-Food Holdings LLC / Hearthside Finance Co Inc (H-FOOD HOLDNG/HEARTHSIDE) | Long | Debt | US | $128K | – | 0.01 |
| HarborView Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $335K | – | 0.01 |
| HarborView Mortgage Loan Trust 2005-9 | Long | ABS-mortgage backed security | US | $123K | – | 0.01 |
| HarborView Mortgage Loan Trust 2007-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| HarborView Mortgage Loan Trust 2007-7 | Long | ABS-mortgage backed security | US | $451K | – | 0.02 |
| HCA Inc | Long | Debt | US | $3M | – | 0.11 |
| HCA Inc | Long | Debt | US | $1M | – | 0.05 |
| HCA Inc | Long | Debt | US | $381K | – | 0.02 |
| HCA Inc | Long | Debt | US | $379K | – | 0.02 |
| HCA Inc | Long | Debt | US | $372K | – | 0.02 |
| Headlands Residential 2021-RPL1 LLC | Long | ABS-mortgage backed security | US | $3M | – | 0.14 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $1M | – | 0.05 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $517K | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $450K | – | 0.02 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $338K | – | 0.01 |
| Healthcare Realty Holdings LP (HEALTHCARE RLTY HLDGS LP) | Long | Debt | US | $146K | – | 0.01 |
| HEALTHPEAK OP LLC | Long | Loan | US | $388K | – | 0.02 |
| HEALTHPEAK OP LLC | Long | Loan | US | $386K | – | 0.02 |
| Heathrow Funding Ltd | Long | Debt | JE | $891K | – | 0.04 |
| Herens Holdco Sarl | Long | Debt | LU | $236K | – | 0.01 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $6M | – | 0.24 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $1M | – | 0.06 |
| Hologic Inc | Long | Debt | US | $200K | – | 0.01 |
| HomeBanc Mortgage Trust 2005-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Honeywell International Inc | Long | Debt | US | $1M | – | 0.06 |
| Honeywell International Inc | Long | Debt | US | $898K | – | 0.04 |
| Hotwire Funding LLC | Long | ABS-other | US | $4M | – | 0.17 |
| Hotwire Funding LLC | Long | ABS-other | US | $4M | – | 0.15 |
| HPS Loan Management 2021-16 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.14 |
| HSBC Holdings PLC | Long | Debt | GB | $5M | – | 0.22 |
| HSBC Holdings PLC | Long | Debt | GB | $3M | – | 0.13 |
| HSI Asset Securitization Corp Trust 2007-OPT1 (HSI Asset Securitization Corpo) | Long | ABS-other | US | $4M | – | 0.18 |
| Hudson Pacific Properties LP | Long | Debt | US | $3M | – | 0.12 |
| Hudson Pacific Properties LP | Long | Debt | US | $286K | – | 0.01 |
| Hudson Pacific Properties LP | Long | Debt | US | $258K | – | 0.01 |
| Hudson Pacific Properties LP | Long | Debt | US | $69K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $2M | – | 0.10 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $2M | – | 0.07 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $781K | – | 0.03 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $597K | – | 0.02 |
| Icahn Enterprises LP / Icahn Enterprises Finance Corp (ICAHN ENTERPRISES/FIN) | Long | Debt | US | $475K | – | 0.02 |
| Illumina Inc | Long | Debt | US | $818K | – | 0.03 |
| Impac CMB Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Impac CMB Trust Series 2005-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.15 |
| Impac CMB Trust Series 2005-5 | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| Impac CMB Trust Series 2005-8 | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Impac Secured Assets Trust 2007-1 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $1M | – | 0.05 |
| Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT (INDO ASAHAN/MINERAL IND) | Long | Debt | ID | $979K | – | 0.04 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $975K | – | 0.04 |
| IndyMac INDX Mortgage Loan Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| IndyMac INDX Mortgage Loan Trust 2006-AR4 | Long | ABS-mortgage backed security | US | $348K | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2007-FLX2 | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Intel Corp | Long | Debt | US | $307K | – | 0.01 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $574K | – | 0.02 |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $0 | 16K | – |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $3M | – | 0.14 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $3M | – | 0.12 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $727K | – | 0.03 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $448K | – | 0.02 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $304K | – | 0.01 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $154K | – | 0.01 |
| International Flavors & Fragrances Inc (INTL FLAVOR & FRAGRANCES) | Long | Debt | US | $43K | – | 0.00 |
| INVITATION HOME 01/31/25 (Invitation Homes Operating Partnership LP) | Long | Loan | US | $225K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $1M | – | 0.05 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $951K | – | 0.04 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $345K | – | 0.01 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $123K | – | 0.01 |
| IRON MOUNTAIN I 01/31/31 (Iron Mountain Information Management LLC) | Long | Loan | US | $528K | – | 0.02 |
| Iron Mountain Inc | Long | Debt | US | $152K | – | 0.01 |
| IRS USD (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $216K | – | 0.01 | |
| J.G. Wentworth XXXVIII LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $3M | – | 0.11 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-ACB (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| JANE STREET GRO 01/26/28 (Jane Street Group LLC) | Long | Loan | US | $972K | – | 0.04 |
| Jane Street Group / JSG Finance Inc (JANE STREET GRP/JSG FIN) | Long | Debt | US | $2M | – | 0.07 |
| JAZZ FINANCING 05/05/28 (Jazz Financing Lux Sarl) | Long | Loan | LU | $2M | – | 0.08 |
| Jazz Securities DAC | Long | Debt | IE | $336K | – | 0.01 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $5M | – | 0.20 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.06 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.06 |
| JDE Peet's NV | Long | Debt | NL | $2M | – | 0.06 |
| Jersey Central Power & Light Co (JERSEY CENTRAL PWR & LT) | Long | Debt | US | $2M | – | 0.09 |
| JetBlue 2020-1 Class A Pass Through Trust (JETBLUE AIRWAYS CORP) | Long | Debt | US | $428K | – | 0.02 |
| JP Morgan Alternative Loan Trust 2006-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $545K | – | 0.02 |
| JP Morgan Alternative Loan Trust 2007-S1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | Long | ABS-mortgage backed security | US | $682K | – | 0.03 |
| JP Morgan Mortgage Acquisition Trust 2006-CH2 | Long | ABS-other | US | $348K | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2006-WF1 | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2007-CH2 | Long | ABS-other | US | $428K | – | 0.02 |
| JP Morgan Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| JP Morgan Resecuritization Trust Series 2014-6 (JP Morgan ReRemic) | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| JPMorgan Chase & Co | Long | Debt | US | $14M | – | 0.58 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $3M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $713K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $697K | – | 0.03 |
| JPMorgan Chase & Co | Long | Debt | US | $560K | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $153K | – | 0.01 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $1M | – | 0.04 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $814K | – | 0.03 |
| Kedrion SpA | Long | Debt | IT | $2M | – | 0.09 |
| Kilroy Realty LP | Long | Debt | US | $299K | – | 0.01 |
| Kilroy Realty LP | Long | Debt | US | $156K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $279K | – | 0.01 |
| Kraft Heinz Foods Co | Long | Debt | US | $176K | – | 0.01 |
| LAD Auto Receivables Trust 2023-1 | Long | ABS-other | US | $5M | – | 0.21 |
| LEG Immobilien SE | Long | Debt | DE | $167K | – | 0.01 |
| Legacy Mortgage Asset Trust 2020-GS2 | Long | ABS-mortgage backed security | US | $3M | – | 0.13 |
| Lehman Mortgage Trust 2006-1 | Long | ABS-mortgage backed security | US | $341K | – | 0.01 |
| Lehman XS Trust 2006-15 | Long | ABS-other | US | $976K | – | 0.04 |
| Lehman XS Trust 2006-17 | Long | ABS-other | US | $5M | – | 0.20 |
| Lehman XS Trust 2006-19 | Long | ABS-other | US | $7M | – | 0.28 |
| Lehman XS Trust 2007-11 | Long | ABS-other | US | $2M | – | 0.06 |
| Lehman XS Trust Series 2005-5N | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Lehman XS Trust Series 2006-2N | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| Lehman XS Trust Series 2006-4N | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| Lehman XS Trust Series 2007-12N | Long | ABS-mortgage backed security | US | $444K | – | 0.02 |
| Lehman XS Trust Series 2007-16N | Long | ABS-mortgage backed security | US | $5M | – | 0.20 |
| Life 2021-BMR Mortgage Trust (Life Financial Services Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Lithia Motors Inc | Long | Debt | US | $490K | – | 0.02 |
| Live Nation Entertainment Inc | Long | Debt | US | $559K | – | 0.02 |
| Lloyds Banking Group PLC | Long | Debt | GB | $942K | – | 0.04 |
| Long Beach Mortgage Loan Trust 2006-1 | Long | ABS-other | US | $5M | – | 0.21 |
| Long Beach Mortgage Loan Trust 2006-10 | Long | ABS-other | US | $4M | – | 0.16 |
| Long Beach Mortgage Loan Trust 2006-10 | Long | ABS-other | US | $2M | – | 0.08 |
| Long Beach Mortgage Loan Trust 2006-8 | Long | ABS-other | US | $584K | – | 0.02 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $7K | – | 0.00 | |
| LXP Industrial Trust | Long | Debt | US | $421K | – | 0.02 |
| Madison IAQ LLC | Long | Debt | US | $1M | – | 0.05 |
| Magnetite XXI Ltd (Magnetite CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| MAGNITE INC TL 01/30/31 | Long | Loan | US | $189K | – | 0.01 |
| MAGNITE INC TL 01/30/31 | Long | Loan | US | $36K | – | 0.00 |
| MAGNITE INC TL 01/30/31 | Long | Loan | US | $36K | – | 0.00 |
| MassMutual Global Funding II | Long | Debt | US | $727K | – | 0.03 |
| MASTR Adjustable Rate Mortgages Trust 2006-OA2 | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| MASTR Adjustable Rate Mortgages Trust 2007-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| MASTR Adjustable Rate Mortgages Trust 2007-1 | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| MASTR Adjustable Rate Mortgages Trust 2007-HF2 | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Mastr Asset Backed Securities Trust 2005-NC2 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Mastr Asset Backed Securities Trust 2006-HE5 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2006-NC2 | Long | ABS-mortgage backed security | US | $571K | – | 0.02 |
| MATCH GROUP HLD 02/16/27 (Match Group Holdings II LLC) | Long | Loan | US | $191K | – | 0.01 |
| MATIV HOLDINGS 05/06/27 (Mativ Holdings Inc) | Long | Loan | US | $27K | – | 0.00 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-1 | Long | ABS-other | US | $702K | – | 0.03 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5 | Long | ABS-other | US | $5M | – | 0.22 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-5 | Long | ABS-other | US | $2M | – | 0.07 |
| Merrill Lynch Mortgage Investors Trust Series 2006-HE6 | Long | ABS-mortgage backed security | US | $939K | – | 0.04 |
| Merrill Lynch Mortgage Investors Trust Series MLCC 2003-D (MLCC Mortgage Investors Inc) | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Metropolitan Life Global Funding I (MET LIFE GLOB FUNDING I) | Long | Debt | US | $951K | – | 0.04 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $4M | – | 0.17 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.09 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.07 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $465K | – | 0.02 |
| MF1 2020-FL4 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.14 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Michaels Cos Inc/The | Long | Debt | US | $1M | – | 0.06 |
| MidAmerican Energy Co | Long | Debt | US | $588K | – | 0.02 |
| MKT 2020-525M Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| ModivCare Escrow Issuer Inc | Long | Debt | US | $3M | – | 0.14 |
| ModivCare Inc | Long | Debt | US | $433K | – | 0.02 |
| Mong Duong Finance Holdings BV (MONG DUONG FIN HLDGS BV) | Long | Debt | NL | $200K | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.22 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.19 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.07 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE8 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $745K | – | 0.03 |
| Morgan Stanley ABS Capital I Inc Trust 2006-HE8 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $721K | – | 0.03 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE2 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Morgan Stanley ABS Capital I Inc Trust 2007-HE4 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $401K | – | 0.02 |
| Morgan Stanley ABS Capital I Inc Trust 2007-NC3 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $3M | – | 0.11 |
| Morgan Stanley Capital I Trust 2018-H4 | Long | ABS-mortgage backed security | US | $789K | – | 0.03 |
| Morgan Stanley Capital I Trust 2018-MP | Long | ABS-mortgage backed security | US | $918K | – | 0.04 |
| MVM Energetika Zrt | Long | Debt | HU | $2M | – | 0.06 |
| MVM Energetika Zrt | Long | Debt | HU | $726K | – | 0.03 |
| MVW 2024-1 LLC (MVW Owner Trust) | Long | ABS-other | US | $4M | – | 0.16 |
| National Gas Transmission PLC (NATL GAS TRANSMISSION) | Long | Debt | GB | $745K | – | 0.03 |
| Nationwide Building Society (NATIONWIDE BLDG SOCIETY) | Long | Debt | GB | $1M | – | 0.06 |
| Nationwide Mutual Insurance Co | Long | Debt | US | $1M | – | 0.06 |
| Navient Student Loan Trust 2014-1 | Long | ABS-other | US | $14K | – | 0.00 |
| Navient Student Loan Trust 2016-2 | Long | ABS-other | US | $2M | – | 0.08 |
| Navient Student Loan Trust 2019-3 | Long | ABS-other | US | $3M | – | 0.10 |
| NCR Voyix Corp | Long | Debt | US | $416K | – | 0.02 |
| NCR Voyix Corp | Long | Debt | US | $132K | – | 0.01 |
| Nelnet Student Loan Trust 2015-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Netflix Inc | Long | Debt | US | $2M | – | 0.07 |
| Neuberger Berman Loan Advisers CLO 33 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.22 |
| New England Power Co | Long | Debt | US | $1M | – | 0.06 |
| New Residential Mortgage Loan Trust 2019-RPL3 | Long | ABS-mortgage backed security | US | $7M | – | 0.29 |
| NGL ENERGY OPER 01/25/31 (NGL Energy Operating LLC) | Long | Loan | US | $674K | – | 0.03 |
| NGL Energy Operating LLC / NGL Energy Finance Corp (NGL ENRGY OP/FIN CORP) | Long | Debt | US | $815K | – | 0.03 |
| Nomura Resecuritization Trust 2014-1R | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| NovaStar Mortgage Funding Trust Series 2007-2 (Novastar Home Equity Loan) | Long | ABS-mortgage backed security | US | $442K | – | 0.02 |
| NRTH 2024-PARK Mortgage Trust (NRTH PARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| NYC Commercial Mortgage Trust 2021-909 | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| OBX 2024-HYB1 Trust (Onslow Bay Financial LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| OCP CLO 2021-21 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Octagon Investment Partners 46 Ltd (Octagon Credit Partners 46, LT) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.09 |
| Octagon Investment Partners XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.19 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.08 |
| OHA Credit Funding 5 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $3M | – | 0.11 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $6M | – | 0.23 |
| ONTARIO GAMING 08/01/30 (Ontario Gaming GTA LP) | Long | Loan | CA | $918K | – | 0.04 |
| Open Text Corp | Long | Debt | CA | $5M | – | 0.22 |
| Opteum Mortgage Acceptance Corp Trust 2006-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.18 |
| Option Care Health Inc | Long | Debt | US | $862K | – | 0.04 |
| Oracle Corp | Long | Debt | US | $1M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $956K | – | 0.04 |
| OT Merger Corp | Long | Debt | US | $2M | – | 0.08 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $2M | – | 0.08 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $2M | – | 0.06 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $1M | – | 0.05 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $3M | – | 0.12 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $2M | – | 0.10 |
| Park Place Securities Inc Asset-Backed Pass-Through Ctfs Ser 2005-WHQ4 | Long | ABS-other | US | $3M | – | 0.11 |
| PATRIOT CONTAIN 03/20/26 (Patriot Container Corp) | Long | Loan | US | $549K | – | 0.02 |
| Penn Entertainment Inc | Long | Debt | US | $1M | – | 0.05 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $962K | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $110K | – | 0.00 |
| PGA 2024-RSR2 A (PGA National Resort Commercial) | Long | ABS-mortgage backed security | US | $8M | – | 0.35 |
| PHH Alternative Mortgage Trust Series 2007-2 | Long | ABS-mortgage backed security | US | $700K | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $412K | – | 0.02 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $2M | – | 0.07 |
| Pilgrim's Pride Corp | Long | Debt | US | $1M | – | 0.05 |
| Pilgrim's Pride Corp | Long | Debt | US | $258K | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $3M | – | 0.12 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $1M | – | 0.05 |
| POWERTEAM SERVI 02/07/31 (Artera Services LLC) | Long | Loan | US | $660K | – | 0.03 |
| Prestige Brands Inc | Long | Debt | US | $1M | – | 0.06 |
| Prestige Brands Inc | Long | Debt | US | $530K | – | 0.02 |
| PRET 2021-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $2M | – | 0.06 |
| PRET 2022-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $4M | – | 0.15 |
| Prime Healthcare Services Inc | Long | Debt | US | $743K | – | 0.03 |
| Prime Security Services Borrower LLC / Prime Finance Inc (PRIME SECSRVC BRW/FINANC) | Long | Debt | US | $1M | – | 0.06 |
| Primo Water Holdings Inc | Long | Debt | US | $661K | – | 0.03 |
| Progress Residential 2020-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $4M | – | 0.16 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $4M | – | 0.15 |
| Progress Residential 2021-SFR11 Trust (Progress Residential Trust) | Long | ABS-other | US | $4M | – | 0.17 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $5M | – | 0.22 |
| Progress Residential 2021-SFR8 Trust (Progress Residential Trust) | Long | ABS-other | US | $6M | – | 0.26 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $7M | – | 0.29 |
| Progress Residential Trust | Long | ABS-other | US | $5M | – | 0.21 |
| Prologis Euro Finance LLC | Long | Debt | US | $2M | – | 0.06 |
| PRPM 2021-10 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $7M | – | 0.31 |
| PRPM 2021-6 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| PRPM 2021-9 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $7M | – | 0.27 |
| Puget Sound Energy Inc | Long | Debt | US | $80K | – | 0.00 |
| QazaqGaz NC JSC | Long | Debt | KZ | $377K | – | 0.02 |
| Rad CLO 22 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.25 |
| Raising Cane's Restaurants LLC | Long | Debt | US | $781K | – | 0.03 |
| RALI Series 2005-QO1 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $930K | – | 0.04 |
| RALI Series 2006-QO10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| RALI Series 2006-QS6 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $298K | – | 0.01 |
| RALI Series 2007-QA3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $6M | – | 0.27 |
| RALI Series 2007-QA3 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| RALI Series 2007-QH4 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $736K | – | 0.03 |
| RALI Series 2007-QH9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $3M | – | 0.12 |
| RALI Series 2007-QS9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| RAMP Series 2006-NC2 Trust (Residential Asset Mortgage Pro) | Long | ABS-other | US | $1M | – | 0.05 |
| RAMP Series 2006-RZ2 Trust (Residential Asset Mortgage Pro) | Long | ABS-other | US | $1M | – | 0.06 |
| RASC Series 2005-KS11 Trust (Residential Asset Securities C) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Realty Income Corp | Long | Debt | US | $1M | – | 0.05 |
| Realty Income Corp | Long | Debt | US | $702K | – | 0.03 |
| Regatta XII Funding Ltd (Regatta XII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| Regatta XX Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.13 |
| RENAISSANCE HOL 04/08/30 (Renaissance Holdings Corp) | Long | Loan | US | $619K | – | 0.03 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.10 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $2M | – | 0.06 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $1M | – | 0.04 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $361K | – | 0.02 |
| RESEARCH NOW GR 12/20/24 (Research Now Group LLC) | Long | Loan | US | $242K | – | 0.01 |
| Research Now Group LLC | Long | Loan | US | $144K | – | 0.01 |
| Revvity Inc | Long | Debt | US | $155K | – | 0.01 |
| Rexford Industrial Realty LP | Long | Debt | US | $160K | – | 0.01 |
| Reynolds American Inc | Long | Debt | US | $601K | – | 0.03 |
| Rockford Tower CLO 2019-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.06 |
| Rockies Express Pipeline LLC | Long | Debt | US | $324K | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $95K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.14 |
| Romanian Government International Bond | Long | Debt | RO | $1M | – | 0.04 |
| Sabey Data Center Issuer LLC | Long | ABS-other | US | $2M | – | 0.07 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $2M | – | 0.09 |
| Santander UK Group Holdings PLC (SANTANDER UK GROUP HLDGS) | Long | Debt | GB | $396K | – | 0.02 |
| Saudi Arabian Oil Co | Long | Debt | SA | $167K | – | 0.01 |
| Saxon Asset Securities Trust 2006-1 | Long | ABS-other | US | $823K | – | 0.03 |
| SBA SENIOR FINA 01/27/31 (SBA Senior Finance II LLC) | Long | Loan | US | $2M | – | 0.07 |
| Scripps Escrow Inc | Long | Debt | US | $488K | – | 0.02 |
| SDR Commercial Mortgage Trust 2024-DSNY | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Sealed Air Corp | Long | Debt | US | $60K | – | 0.00 |
| Sealed Air Corp/Sealed Air Corp US (SEALED AIR/SEALED AIR US) | Long | Debt | US | $745K | – | 0.03 |
| Securitized Asset Backed Receivables LLC Trust 2006-CB5 (Credit-Based Asset Servicing a) | Long | ABS-other | US | $1M | – | 0.06 |
| Service Corp International/US (SERVICE CORP INTL) | Long | Debt | US | $58K | – | 0.00 |
| SES GLOBAL Americas Holdings Inc (SES GLOBAL AMERICAS HLDG) | Long | Debt | US | $247K | – | 0.01 |
| SFAVE Commercial Mortgage Securities Trust 2015-5AVE | Long | ABS-mortgage backed security | US | $398K | – | 0.02 |
| SFO Commercial Mortgage Trust 2021-555 (SFO Commerical Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| Shelter Growth CRE Issuer Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Sirius XM Radio Inc | Long | Debt | US | $2M | – | 0.09 |
| SKYAF 2020-1 A | Long | ABS-mortgage backed security | US | $506K | – | 0.02 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $2M | – | 0.10 |
| SLM Student Loan EDC Repackaging Trust 2013-M1 (SLM Student Loan Trust) | Long | ABS-other | US | $312K | – | 0.01 |
| SLM Student Loan Trust 2006-2 | Long | ABS-other | US | $2M | – | 0.07 |
| SLM Student Loan Trust 2006-2 | Long | ABS-other | US | $442K | – | 0.02 |
| SLM Student Loan Trust 2007-1 | Long | ABS-other | US | $2M | – | 0.07 |
| SLM Student Loan Trust 2007-4 | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| SLM Student Loan Trust 2007-7 | Long | ABS-other | US | $953K | – | 0.04 |
| SLM Student Loan Trust 2007-7 | Long | ABS-other | US | $906K | – | 0.04 |
| SLM Student Loan Trust 2008-2 | Long | ABS-other | US | $302K | – | 0.01 |
| SLM Student Loan Trust 2008-3 | Long | ABS-other | US | $304K | – | 0.01 |
| SLM Student Loan Trust 2008-4 | Long | ABS-other | US | $453K | – | 0.02 |
| SLM Student Loan Trust 2008-5 | Long | ABS-other | US | $651K | – | 0.03 |
| SLM Student Loan Trust 2008-6 | Long | ABS-other | US | $345K | – | 0.01 |
| SLM Student Loan Trust 2012-7 | Long | ABS-other | US | $100K | – | 0.00 |
| Smithfield Foods Inc | Long | Debt | US | $373K | – | 0.02 |
| SMRT 2022-MINI | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Soundview Home Loan Trust 2007-OPT1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Soundview Home Loan Trust 2007-OPT2 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $129K | – | 0.01 |
| Southwestern Electric Power Co (SOUTHWESTERN ELEC POWER) | Long | Debt | US | $426K | – | 0.02 |
| Specialty Underwriting & Residential Finance Trust Series 2006-AB3 | Long | ABS-other | US | $2M | – | 0.07 |
| Spectrum Brands Inc | Long | Debt | US | $956K | – | 0.04 |
| Spectrum Brands Inc | Long | Debt | US | $207K | – | 0.01 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $6M | – | 0.26 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $488K | – | 0.02 |
| SREIT Trust 2021-MFP2 | Long | ABS-mortgage backed security | US | $6M | – | 0.26 |
| SREIT Trust 2021-MFP2 | Long | ABS-mortgage backed security | US | $1M | – | 0.06 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $4M | – | 0.17 |
| Stack Infrastructure Issuer LLC | Long | ABS-other | US | $1M | – | 0.06 |
| STAR PARENT INC9/19/2030 | Long | Loan | US | $656K | – | 0.03 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2005-12 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4 | Long | ABS-mortgage backed security | US | $395K | – | 0.02 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2007-4 | Long | ABS-mortgage backed security | US | $390K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2005-AR2 | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR1 | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR3 | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR4 | Long | ABS-mortgage backed security | US | $306K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR6 | Long | ABS-mortgage backed security | US | $999K | – | 0.04 |
| Structured Asset Mortgage Investments II Trust 2006-AR8 | Long | ABS-mortgage backed security | US | $6M | – | 0.24 |
| Structured Asset Mortgage Investments II Trust 2006-AR8 | Long | ABS-mortgage backed security | US | $429K | – | 0.02 |
| Structured Asset Mortgage Investments II Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $264K | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2007-AR1 | Long | ABS-mortgage backed security | US | $112K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2007-AR6 | Long | ABS-mortgage backed security | US | $413K | – | 0.02 |
| Structured Asset Mortgage Investments Trust 2003-AR3 | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2005-2XS | Long | ABS-other | US | $4M | – | 0.18 |
| Structured Asset Securities Corp Mortgage Loan Trust 2006-BC3 | Long | ABS-other | US | $691K | – | 0.03 |
| Structured Receivables Finance 2010-B LLC | Long | ABS-other | US | $30K | – | 0.00 |
| STWD 2019-FL1 Ltd (Starwood Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.10 |
| STWD 2021-LIH Mortgage Trust (Starwood Commercial Mortgage T) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| STWD Trust 2021-FLWR (SREIT Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.23 |
| STWD Trust 2021-FLWR (SREIT Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.09 |
| Sunac China Holdings Ltd | Long | Debt | KY | $12K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $11K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $8K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $5K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $5K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $5K | – | 0.00 |
| Sunac China Holdings Ltd | Long | Debt | KY | $3K | – | 0.00 |
| Sunoco LP | Long | Debt | US | $384K | – | 0.02 |
| Sunoco LP / Sunoco Finance Corp (SUNOCO LP/FINANCE CORP) | Long | Debt | US | $735K | – | 0.03 |
| Symphony CLO XIX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| T-Mobile USA Inc | Long | Debt | US | $889K | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $73K | – | 0.00 |
| Taco Bell Funding LLC (Taco Bell Funding, LLC) | Long | ABS-other | US | $6M | – | 0.24 |
| TAL Advantage VII LLC | Long | ABS-other | US | $2M | – | 0.08 |
| TDC Net A/S (TDC NET AS) | Long | Debt | DK | $458K | – | 0.02 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $1M | – | 0.05 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $148K | – | 0.01 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $40K | – | 0.00 |
| Tele Columbus AG | Long | Debt | DE | $816K | – | 0.03 |
| TELENET FINANCI 04/28/28 (Telenet Financing USD LLC) | Long | Loan | US | $475K | – | 0.02 |
| TenneT Holding BV | Long | Debt | NL | $3M | – | 0.14 |
| TenneT Holding BV | Long | Debt | NL | $919K | – | 0.04 |
| TenneT Holding BV | Long | Debt | NL | $334K | – | 0.01 |
| Textainer Marine Containers Ltd (Textainer Marine Containers Li) | Long | ABS-other | US | $1M | – | 0.05 |
| Textainer Marine Containers VII Ltd (Textainer Marine Containers Li) | Long | ABS-other | BM | $1M | – | 0.06 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $1M | – | 0.04 |
| Time Warner Cable LLC | Long | Debt | US | $4M | – | 0.16 |
| Time Warner Cable LLC | Long | Debt | US | $765K | – | 0.03 |
| Times China Holdings Ltd (TIMES CHINA HLDG LTD) | Long | Debt | KY | $5K | – | 0.00 |
| TMS Issuer Sarl | Long | Debt | LU | $2M | – | 0.10 |
| Trane Technologies Financing Ltd (TRANE TECH FIN LTD) | Long | Debt | IE | $40K | – | 0.00 |
| TRANS UNION LLC 12/01/28 | Long | Loan | US | $564K | – | 0.02 |
| TransDigm Inc | Long | Debt | US | $2M | – | 0.09 |
| TRANSDIGM INC T 08/24/28 | Long | Loan | US | $2M | – | 0.06 |
| TransMontaigne Partners LP / TLP Finance Corp (TRANSMONTAIGE PARTNERS) | Long | Debt | US | $1M | – | 0.05 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $4M | – | 0.16 |
| Triton Container Finance VIII LLC (Triton Container Finance LLC) | Long | ABS-other | US | $3M | – | 0.12 |
| TRITON WATER HOS 03/31/28 (Triton Water Holdings Inc) | Long | Loan | US | $473K | – | 0.02 |
| TRP 2021 LLC (TRP LLC) | Long | ABS-other | US | $5M | – | 0.19 |
| UBS Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| United Airlines 2013-1 Class A Pass Through Trust (UNITED AIR 2013-1 A PTT) | Long | Debt | US | $388K | – | 0.02 |
| UNITED NATURAL 04/25/31 (United Natural Foods Inc) | Long | Loan | US | $1M | – | 0.05 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $110M | – | 4.60 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $109M | – | 4.54 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $96M | – | 3.99 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $64M | – | 2.67 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $46M | – | 1.90 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $32M | – | 1.32 |
| United States Treasury Bill (TREASURY BILL) | Long | Debt | US | $12M | – | 0.51 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $72M | – | 3.02 |
| Universal Health Services Inc (UNIVERSAL HEALTH SVCS) | Long | Debt | US | $1M | – | 0.05 |
| Upbound Group Inc | Long | Debt | US | $1M | – | 0.05 |
| US 10YR ULTRA (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $300K | – | 0.01 | |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-160K | – | -0.01 | |
| US 5YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.04 | |
| US Airways 2012-1 Class A Pass Through Trust (US AIRWAYS 2012-1A PTT) | Long | Debt | US | $78K | – | 0.00 |
| US Bancorp | Long | Debt | US | $2M | – | 0.09 |
| US Bancorp | Long | Debt | US | $1M | – | 0.05 |
| US Bancorp | Long | Debt | US | $975K | – | 0.04 |
| US Bancorp | Long | Debt | US | $555K | – | 0.02 |
| US Bancorp | Long | Debt | US | $495K | – | 0.02 |
| US Bancorp | Long | Debt | US | $250K | – | 0.01 |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $938K | – | 0.04 | |
| USA Compression Partners LP / USA Compression Finance Corp (USA COM PART/USA COM FIN) | Long | Debt | US | $1M | – | 0.04 |
| Valvoline Inc | Long | Debt | US | $2M | – | 0.06 |
| Vantage Data Centers Issuer LLC (Vantage Data Centers LLC) | Long | ABS-other | US | $5M | – | 0.21 |
| Vantage Data Centers Jersey Borrower Spv Ltd | Long | ABS-other | JE | $4M | – | 0.15 |
| VB-S1 Issuer LLC - VBTEL | Long | ABS-other | US | $7M | – | 0.31 |
| Ventas Realty LP | Long | Debt | US | $245K | – | 0.01 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $954K | – | 0.04 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $460K | – | 0.02 |
| Venture Global LNG Inc | Long | Debt | US | $2M | – | 0.07 |
| VICI Properties LP | Long | Debt | US | $240K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $173K | – | 0.01 |
| VICI Properties LP | Long | Debt | US | $157K | – | 0.01 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $2M | – | 0.08 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $259K | – | 0.01 |
| Virgin Media Bristol LLC | Long | Loan | US | $968K | – | 0.04 |
| VMC Finance 2021-FL4 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $761K | – | 0.03 |
| VMC Finance 2021-HT1 LLC (VMC Finance LLC) | Long | ABS-collateralized bond/debt obligation | US | $865K | – | 0.04 |
| Vonovia SE | Long | Debt | DE | $658K | – | 0.03 |
| Vonovia SE | Long | Debt | DE | $112K | – | 0.00 |
| Vonovia SE | Long | Debt | DE | $98K | – | 0.00 |
| VT Topco Inc | Long | Debt | US | $2M | – | 0.07 |
| VZ Secured Financing BV | Long | Debt | NL | $2M | – | 0.10 |
| Wachovia Student Loan Trust 2006-1 | Long | ABS-other | US | $804K | – | 0.03 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust | Long | ABS-other | US | $569K | – | 0.02 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.15 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | Long | ABS-mortgage backed security | US | $538K | – | 0.02 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR15 Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR11 Trust | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2006-AR3 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA4 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust | Long | ABS-mortgage backed security | US | $553K | – | 0.02 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.27 |
| Warnermedia Holdings Inc | Long | Debt | US | $4M | – | 0.17 |
| Warnermedia Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| Warnermedia Holdings Inc | Long | Debt | US | $948K | – | 0.04 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-AR6 Trust | Long | ABS-mortgage backed security | US | $989K | – | 0.04 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC1 Trust | Long | ABS-mortgage backed security | US | $525K | – | 0.02 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust (Washington Mutual Asset-Backed) | Long | ABS-other | US | $279K | – | 0.01 |
| Waste Pro USA Inc | Long | Debt | US | $1M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $9M | – | 0.37 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.24 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $5M | – | 0.21 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $2M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $539K | – | 0.02 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $351K | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $905K | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2019-JWDR | Long | ABS-mortgage backed security | US | $4M | – | 0.16 |
| Wells Fargo Commercial Mortgage Trust 2024-SVEN | Long | ABS-mortgage backed security | US | $4M | – | 0.17 |
| Wells Fargo Home Equity Asset-Backed Securities 2006-3 Trust (Wells Fargo Home Equity Trust) | Long | ABS-other | US | $3M | – | 0.11 |
| Wells Fargo Mortgage Backed Securities 2007-7 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.19 |
| Wells Fargo Mortgage Backed Securities 2007-AR5 Trust | Long | ABS-mortgage backed security | US | $145K | – | 0.01 |
| Westlake Automobile Receivables Trust 2023-1 | Long | ABS-other | US | $5M | – | 0.22 |
| WHATABRANDS LLC 08/03/28 | Long | Loan | US | $318K | – | 0.01 |
| WHATABRANDS LLC 08/03/28 | Long | Loan | US | $191K | – | 0.01 |
| Worldline SA/France | Long | Debt | FR | $961K | – | 0.04 |
| Worldline SA/France | Long | Debt | FR | $616K | – | 0.03 |
| Zayo Group Holdings Inc | Long | Debt | US | $1M | – | 0.05 |
| Zhenro Properties Group Ltd | Long | Debt | KY | $4K | – | 0.00 |
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