BlackRock-Advised Funds > Master Bond LLC
Master Total Return Portfolio
$17.98B
Avg Monthly Net Assets
$23.72B
Total Assets
$4.86B
Total Liabilities
$18.86B
Net Assets
Master Total Return Portfolio is a Master-Feeder Fund in Master Bond LLC
from BlackRock-Advised Funds,
based in Delaware,
United States of America.
The fund has one share class
and monthly net assets of $17.98B.
On August 26th, 2024 it reported 4,367 holdings, the largest
being Fannie Mae or Freddie Mac (4.1%), BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO (2.5%) and Fannie Mae or Freddie Mac (2.3%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Master Total Return Portfolio | C000011383 |
Holdings
From latest NPORT-P, filed August 26th, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $91K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $79K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $56K | – | 0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-35K | – | -0.00 | |
| 10 YEAR U.S. TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-50K | – | -0.00 | |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-556K | – | -0.00 | |
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| 1211 Avenue of the Americas Trust 2015-1211 | Long | ABS-mortgage backed security | US | $569K | – | 0.00 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| 245 Park Avenue Trust 2017-245P (Park Avenue Trust) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| 280 Park Avenue 2017-280P Mortgage Trust (280 Park Avenue Mortgage Trust) | Long | ABS-mortgage backed security | US | $937K | – | 0.00 |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $1K | – | 0.00 | |
| 3650R 2021-PF1 Commercial Mortgage Trust (3650R Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1000K | – | 0.01 |
| 3MO EURO EURIBOR (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $12K | – | 0.00 | |
| 3R Lux SARL | Long | Debt | LU | $2M | – | 0.01 |
| 3R Lux SARL | Long | Debt | LU | $675K | – | 0.00 |
| 510 Loan Acquisition Trust 2020-1 | Long | ABS-other | US | $4M | – | 0.02 |
| 522 Funding CLO 2019-5 Ltd (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $511K | – | 0.00 |
| A&D Mortgage Trust 2023-NQM5 | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| AbbVie Inc | Long | Debt | US | $21M | – | 0.11 |
| AbbVie Inc | Long | Debt | US | $17M | – | 0.09 |
| AbbVie Inc | Long | Debt | US | $15M | – | 0.08 |
| ABRA Global Finance | Long | Debt | KY | $1M | – | 0.01 |
| ACAS CLO 2015-1 Ltd (MP Clo VII, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2003-OP1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $477K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2005-AG1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2006-CW1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE4 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2007-HE4 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| ACREC 2023-FL2 LLC (ACREC LLC) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.03 |
| Adani Green Energy UP Ltd / Prayatna Developers Pvt Ltd / Parampujya Solar Energ | Long | Debt | IN | $187K | – | 0.00 |
| Adjustable Rate Mortgage Trust 2005-8 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $5M | – | 0.03 |
| AEP Texas Inc | Long | Debt | US | $4M | – | 0.02 |
| AEP Texas Inc | Long | Debt | US | $4M | – | 0.02 |
| AEP Texas Inc | Long | Debt | US | $3M | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $3M | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $2M | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $2M | – | 0.01 |
| AEP Texas Inc | Long | Debt | US | $2M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $6M | – | 0.03 |
| AEP Transmission Co LLC | Long | Debt | US | $4M | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $4M | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $3M | – | 0.02 |
| AEP Transmission Co LLC | Long | Debt | US | $2M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $2M | – | 0.01 |
| Aeropuerto Internacional de Tocumen SA (AEROPUERTO INTL TOCUMEN) | Long | Debt | PA | $148K | – | 0.00 |
| Aeropuertos Dominicanos Siglo XXI SA | Long | Debt | DO | $428K | – | 0.00 |
| AES Andes SA | Long | Debt | CL | $2M | – | 0.01 |
| AES Andes SA | Long | Debt | CL | $200K | – | 0.00 |
| Affinity Interactive | Long | Debt | US | $989K | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $4M | – | 0.02 |
| Agilent Technologies Inc | Long | Debt | US | $2M | – | 0.01 |
| Agilent Technologies Inc | Long | Debt | US | $2M | – | 0.01 |
| AGL CLO 11 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| AGL CLO 12 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| AGL CLO 14 Ltd (AGL CLO 14, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| AGL CLO 14 Ltd (AGL CLO 14, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| AGL CLO 32 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| AGL CLO 5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| AGL CLO 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| AGL CLO 7 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| AGL Core CLO 15 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| AGL Core CLO 2 Ltd (AGL Core CLO 2 LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.08 |
| AGL Core CLO 4 LTD (AGL Core 4 CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Ahli United Sukuk Ltd | Long | Debt | KY | $327K | – | 0.00 |
| Aimbridge Acquisition Co Inc | Long | Loan | US | $2M | – | 0.01 |
| Aimbridge Acquisition Co Inc | Long | Loan | US | $852K | – | 0.00 |
| Aimco CLO 11 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| AIMCO CLO 21 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $757K | – | 0.00 |
| AIMCO CLO Series 2015-A | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| AIMCO CLO Series 2017-A | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| AIMCO CLO Series 2017-A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| AIMCO CLO Series 2017-A | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Air Baltic Corp AS (AIR BALTIC CORPORATION) | Long | Debt | LV | $1M | – | 0.01 |
| Air Canada 2017-1 Class B Pass Through Trust (AIR CANADA 2017-1B PTT) | Long | Debt | CA | $11K | – | 0.00 |
| Ajax Mortgage Loan Trust 2017-D | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ajax Mortgage Loan Trust 2020-C | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ajax Mortgage Loan Trust 2021-C | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ajax Mortgage Loan Trust 2021-D | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Ajax Mortgage Loan Trust 2021-D | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Ajax Mortgage Loan Trust 2021-D | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ajax Mortgage Loan Trust 2021-E | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-other | US | $33M | – | 0.18 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-other | US | $13M | – | 0.07 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-other | US | $8M | – | 0.04 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ajax Mortgage Loan Trust 2021-F | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $607K | – | 0.00 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| Ajax Mortgage Loan Trust 2022-A | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Ajax Mortgage Loan Trust 2022-B | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Ajax Mortgage Loan Trust 2022-B | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ajax Mortgage Loan Trust 2022-B | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ajax Mortgage Loan Trust 2022-B | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ajax Mortgage Loan Trust 2022-B | Long | ABS-mortgage backed security | US | $766K | – | 0.00 |
| Ajax Mortgage Loan Trust 2022-B | Long | ABS-mortgage backed security | US | $649K | – | 0.00 |
| Ajax Mortgage Loan Trust 2022-B | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| Ajax Mortgage Loan Trust 2023-A | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| Ajax Mortgage Loan Trust 2023-A | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ajax Mortgage Loan Trust 2023-A | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ajax Mortgage Loan Trust 2023-A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ajax Mortgage Loan Trust 2023-A | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ajax Mortgage Loan Trust 2023-A | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Ajax Mortgage Loan Trust 2023-B | Long | ABS-other | US | $15M | – | 0.08 |
| Ajax Mortgage Loan Trust 2023-B | Long | ABS-other | US | $2M | – | 0.01 |
| Ajax Mortgage Loan Trust 2023-B | Long | ABS-other | US | $2M | – | 0.01 |
| Ajax Mortgage Loan Trust 2023-B | Long | ABS-other | US | $553K | – | 0.00 |
| Ajax Mortgage Loan Trust 2023-C | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| Ajax Mortgage Loan Trust 2023-C | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ajax Mortgage Loan Trust 2023-C | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ajax Mortgage Loan Trust 2023-C | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ajax Mortgage Loan Trust 2023-C | Long | ABS-mortgage backed security | US | $674K | – | 0.00 |
| Ajax Mortgage Loan Trust 2023-C | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| AJAXM_21-F | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Alabama Power Co | Long | Debt | US | $12M | – | 0.06 |
| Alabama Power Co | Long | Debt | US | $3M | – | 0.02 |
| Alabama Power Co | Long | Debt | US | $3M | – | 0.01 |
| Alabama Power Co | Long | Debt | US | $3M | – | 0.01 |
| Alen 2021-ACEN Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alen 2021-ACEN Mortgage Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $7M | – | 0.04 |
| Alinma Tier 1 Sukuk Ltd | Long | Debt | KY | $1M | – | 0.01 |
| Allegiant Travel Co | Long | Debt | US | $1M | – | 0.01 |
| Allegro CLO II-S Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $284K | – | 0.00 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Allied Universal Holdco LLC | Long | Loan | US | $4M | – | 0.02 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $861K | – | 0.00 |
| Alpha Star Holding VIII Ltd | Long | Debt | AE | $926K | – | 0.00 |
| Alternative Loan Trust 2005-11CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $408K | – | 0.00 |
| Alternative Loan Trust 2005-11CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Alternative Loan Trust 2005-22T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2005-59 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $621K | – | 0.00 |
| Alternative Loan Trust 2005-76 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $394K | – | 0.00 |
| Alternative Loan Trust 2006-11CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| Alternative Loan Trust 2006-15CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Alternative Loan Trust 2006-23CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $993K | – | 0.01 |
| Alternative Loan Trust 2006-28CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Alternative Loan Trust 2006-6CB (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Alternative Loan Trust 2006-OA14 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust 2006-OA16 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-OA16 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Alternative Loan Trust 2006-OA21 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Alternative Loan Trust 2006-OA8 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $202K | – | 0.00 |
| Alternative Loan Trust 2006-OC1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust 2006-OC10 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust 2006-OC7 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Alternative Loan Trust 2007-14T2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $992K | – | 0.01 |
| Alternative Loan Trust 2007-3T1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| Alternative Loan Trust 2007-AL1 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Alternative Loan Trust 2007-OA3 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| Alternative Loan Trust 2007-OA3 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $171.83 | – | 0.00 |
| Alternative Loan Trust 2007-OA8 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $134K | – | 0.00 |
| Alternative Loan Trust 2007-OH2 (Countrywide Alternative Loan T) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Altice USA Inc | Long | Equity-common | US | $399K | 195K | 0.00 |
| Altria Group Inc | Long | Debt | US | $18M | – | 0.09 |
| Altria Group Inc | Long | Debt | US | $4M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $4M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $3M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $3M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $3M | – | 0.02 |
| Altria Group Inc | Long | Debt | US | $2M | – | 0.01 |
| Ambac Assurance Corp | Long | Debt | US | $669K | – | 0.00 |
| AMC Networks Inc | Long | Debt | US | $1M | – | 0.01 |
| AMC Networks Inc | Long | Debt | US | $1M | – | 0.01 |
| AMC Networks Inc | Long | Debt | US | $1M | – | 0.01 |
| AMC Networks Inc | Long | Equity-common | US | $479K | 50K | 0.00 |
| Amcor Finance USA Inc | Long | Debt | US | $2M | – | 0.01 |
| Ameren Illinois Co | Long | Debt | US | $3M | – | 0.02 |
| AMERICAN AIRLINES PASS THROUGH TRU | Long | Debt | US | $3M | – | 0.02 |
| American Auto Auction Group LLC | Long | Loan | US | $2M | – | 0.01 |
| American Home Mortgage Assets Trust 2006-3 | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| American Home Mortgage Assets Trust 2006-4 | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| American Home Mortgage Assets Trust 2007-1 | Long | ABS-mortgage backed security | US | $223K | – | 0.00 |
| American Home Mortgage Investment Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $2M | – | 0.01 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $2M | – | 0.01 |
| American Municipal Power Inc (AMERICAN MUNI PWR-OHIO INC OH) | Long | Debt | US | $5M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $10M | – | 0.05 |
| American Tower Corp | Long | Debt | US | $9M | – | 0.05 |
| American Tower Corp | Long | Debt | US | $9M | – | 0.05 |
| American Tower Corp | Long | Debt | US | $9M | – | 0.05 |
| American Tower Corp | Long | Debt | US | $7M | – | 0.04 |
| American Tower Corp | Long | Debt | US | $6M | – | 0.03 |
| American Tower Corp | Long | Debt | US | $4M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $4M | – | 0.02 |
| American Tower Corp | Long | Debt | US | $2M | – | 0.01 |
| Amgen Inc | Long | Debt | US | $42M | – | 0.22 |
| Amgen Inc | Long | Debt | US | $28M | – | 0.15 |
| Amgen Inc | Long | Debt | US | $12M | – | 0.07 |
| Amgen Inc | Long | Debt | US | $3M | – | 0.01 |
| AMMC CLO 21 LTD (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $313K | – | 0.00 |
| AMMC CLO 22 Ltd (American Money Management Corp) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| AMSR 2020-SFR1 Trust (AMSR Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| AMSR 2020-SFR2 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| AMSR 2020-SFR3 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| AMSR 2020-SFR4 Trust (AMSR Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Anchorage Capital Clo 16 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Anchorage Capital Clo 17 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $11M | – | 0.06 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Anchorage Capital CLO 6 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Anchorage Capital CLO 7 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Anchorage Capital CLO 8 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Anchorage Capital Europe CLO 2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| Anchorage Capital Europe CLO 2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| Anchorage Capital Europe CLO 2021-4 DAC | Long | ABS-collateralized bond/debt obligation | IE | $582K | – | 0.00 |
| Angel Oak Mortgage Trust 2020-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Angel Oak Mortgage Trust 2020-4 | Long | ABS-mortgage backed security | US | $667K | – | 0.00 |
| Angel Oak Mortgage Trust 2022-2 | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| Angel Oak Mortgage Trust 2023-7 | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Angel Oak Mortgage Trust 2024-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Anglo American Capital PLC | Long | Debt | GB | $7M | – | 0.04 |
| Anglo American Capital PLC | Long | Debt | GB | $5M | – | 0.02 |
| Anglo American Capital PLC | Long | Debt | GB | $2M | – | 0.01 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $175K | – | 0.00 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $954K | – | 0.01 |
| Antero Resources Corp | Long | Debt | US | $18M | – | 0.09 |
| Antero Resources Corp | Long | Debt | US | $11M | – | 0.06 |
| Aon Corp / Aon Global Holdings PLC (AON CORP/AON GLOBAL HOLD) | Long | Debt | US | $2M | – | 0.01 |
| Apache Corp | Long | Debt | US | $5M | – | 0.03 |
| Apache Corp | Long | Debt | US | $3M | – | 0.01 |
| Apache Corp | Long | Debt | US | $3M | – | 0.01 |
| APEX TOOL GROUP LLC:TL-A LOAN/TERM | Long | Loan | US | $3K | – | 0.00 |
| APEX TOOL GROUP LLC:TL-B LOAN/TERM | Long | Loan | US | $10K | – | 0.00 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Apidos CLO XII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Apidos CLO XV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $826K | – | 0.00 |
| Apidos CLO XVIII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $838K | – | 0.00 |
| Apidos CLO XX (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $382K | – | 0.00 |
| Apidos CLO XX (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $854K | – | 0.00 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Apidos CLO XXII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $188K | – | 0.00 |
| Apidos CLO XXIV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $661K | – | 0.00 |
| Apidos Clo Xxv (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| Apidos CLO XXVI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $571K | – | 0.00 |
| Apidos CLO XXX (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $232K | – | 0.00 |
| Apidos CLO XXXI (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Apidos CLO XXXIV (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $955K | – | 0.01 |
| Apidos CLO XXXVII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $457K | – | 0.00 |
| Apidos CLO XXXVII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.00 |
| Apidos CLO XXXVII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| APS Resecuritization Trust 2016-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Aqua Finance Trust 2021-A | Long | ABS-other | US | $307K | – | 0.00 |
| Arbor Multifamily Mortgage Securities Trust 2020-MF1 | Long | ABS-mortgage backed security | US | $427K | – | 0.00 |
| Arbor Multifamily Mortgage Securities Trust 2021-MF3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Arbor Realty Commercial Real Estate Notes 2021-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $293K | – | 0.00 |
| Arbor Realty Commercial Real Estate Notes 2021-FL4 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $489K | – | 0.00 |
| Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | KY | $805K | – | 0.00 |
| Arbor Realty Commercial Real Estate Notes 2022-FL2 Ltd (Arbor Realty Collateralized Lo) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $6M | – | 0.03 | |
| AREIT 2022-CRE7 LLC (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| AREIT 2023-CRE8 LLC (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.02 |
| AREIT 2024-CRE9 Ltd (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.08 |
| ARES Commercial Mortgage Trust 2024-IND | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Ares European CLO XII DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $950K | – | 0.01 |
| ARES LII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| ARES LII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Ares LIX CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Ares LVI CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Ares XLVIII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $371K | – | 0.00 |
| Ares XXXVII CLO Ltd (ARES CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Argent Mortgage Loan Trust 2005-W1 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Argent Securities Trust 2006-M1 (Argent Securities Inc.) | Long | ABS-other | US | $984K | – | 0.01 |
| Argent Securities Trust 2006-W2 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $879K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $796K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $635K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $587K | – | 0.00 |
| Arm Master Trust LLC Series 2021-T1 Agricultural Loan Backed Notes | Long | ABS-other | US | $2M | – | 0.01 |
| Armada Euro CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| ASG Finance Designated Activity Co | Long | Debt | IE | $215K | – | 0.00 |
| Ashford Hospitality Trust 2018-ASHF | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $3M | – | 0.02 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $1M | – | 0.01 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $387K | – | 0.00 |
| ASSURANT CLO II LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $582K | – | 0.00 |
| Assurant CLO IV LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Assurant CLO IV LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $626K | – | 0.00 |
| Aston Martin Capital Holdings Ltd | Long | Debt | JE | $2M | – | 0.01 |
| ASTRA SPACE INC | Long | Equity-common | US | $12K | 24K | 0.00 |
| AT&T Inc | Long | Debt | US | $27M | – | 0.14 |
| AT&T Inc | Long | Debt | US | $14M | – | 0.08 |
| AT&T Inc | Long | Debt | US | $12M | – | 0.06 |
| AT&T Inc | Long | Debt | US | $6M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $4M | – | 0.02 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $2M | – | 0.01 |
| Atlas Funding 2024-1 PLC | Long | ABS-mortgage backed security | GB | $655K | – | 0.00 |
| Atlas Funding 2024-1 PLC | Long | ABS-mortgage backed security | GB | $433K | – | 0.00 |
| Atrium Hotel Portfolio Trust 2017-ATRM | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Atrium IX (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Atrium XIII (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Atrium XIII (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $471K | – | 0.00 |
| Atrium XIII (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $390K | – | 0.00 |
| Atrium XIV LLC (Atrium CDO Corp) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| AURORA INNOVATION INC -CW28 | Derivative-equity | US | $3K | – | 0.00 | |
| Auto ABS Italian Stella Loans 2024-1 SRL (Italian Stella Loans Srl) | Long | ABS-other | IT | $516K | – | 0.00 |
| Auto ABS Italian Stella Loans 2024-1 SRL (Italian Stella Loans Srl) | Long | ABS-other | IT | $493K | – | 0.00 |
| AVAYA HOLDINGS CORP | Long | Equity-common | US | $4K | 563 | 0.00 |
| AVAYA INC | Long | Loan | US | $11K | – | 0.00 |
| Avianca Midco 2 PLC | Long | Debt | GB | $705K | – | 0.00 |
| Avoca CLO XV DAC | Long | ABS-collateralized bond/debt obligation | IE | $426K | – | 0.00 |
| Avoca CLO XVIII DAC | Long | ABS-collateralized bond/debt obligation | IE | $429K | – | 0.00 |
| Avoca CLO XXII DAC | Long | ABS-collateralized bond/debt obligation | IE | $899K | – | 0.00 |
| Avoca CLO XXII DAC | Long | ABS-collateralized bond/debt obligation | IE | $532K | – | 0.00 |
| Avoca CLO XXIII DAC | Long | ABS-collateralized bond/debt obligation | IE | $532K | – | 0.00 |
| Azul Secured Finance LLP | Long | Debt | US | $2M | – | 0.01 |
| BAE Systems PLC | Long | Debt | GB | $12M | – | 0.06 |
| BAE Systems PLC | Long | Debt | GB | $5M | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $4M | – | 0.02 |
| Bahrain Government International Bond (KINGDOM OF BAHRAIN) | Long | Debt | BH | $184K | – | 0.00 |
| Bain Capital Credit CLO 2018-2 (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Bain Capital Credit CLO 2018-2 (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| Bain Capital Credit CLO 2021-3 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $246K | – | 0.00 |
| Bain Capital Credit CLO 2021-4 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $560K | – | 0.00 |
| Bain Capital Credit CLO 2024-2 Ltd (Bain Capital Credit CLO, Limit) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| Bally's Corp | Long | Loan | US | $11M | – | 0.06 |
| Ballyrock CLO 14 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Ballyrock CLO 14 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Ballyrock CLO 14 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.00 |
| Ballyrock CLO 14 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Ballyrock CLO 15 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| Ballyrock CLO 2018-1 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| Ballyrock CLO 2020-2 Ltd (Ballyrock Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $4M | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $3M | – | 0.02 |
| Baltimore Gas and Electric Co (BALTIMORE GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2015-200P (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $963K | – | 0.01 |
| BAMLL Commercial Mortgage Securities Trust 2017-SCH (Banc of America Merrill Lynch) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Banc of America Alternative Loan Trust 2006-7 | Long | ABS-mortgage backed security | US | $585K | – | 0.00 |
| Banc of America Funding 2007-1 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Banc of America Funding 2014-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Banc of America Funding 2016-R2 Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $797K | – | 0.00 |
| Banco de Credito e Inversiones SA (BANC CREDITO INVERSIONES) | Long | Debt | CL | $226K | – | 0.00 |
| Banco del Estado de Chile (BANCO DEL ESTADO -CHILE) | Long | Debt | CL | $197K | – | 0.00 |
| Banco Espirito Santo SA | Long | Debt | PT | $2M | – | 0.01 |
| Banco Espirito Santo SA | Long | Debt | PT | $660K | – | 0.00 |
| Banco Espirito Santo SA | Long | Debt | PT | $120K | – | 0.00 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $236K | – | 0.00 |
| Banco Votorantim SA | Long | Debt | BR | $199K | – | 0.00 |
| Bancolombia SA | Long | Debt | CO | $1M | – | 0.01 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $531K | – | 0.00 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $486K | – | 0.00 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $331K | – | 0.00 |
| Bangkok Bank PCL/Hong Kong (BANGKOK BANK PCL/HK) | Long | Debt | TH | $330K | – | 0.00 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $664K | – | 0.00 |
| Bank Negara Indonesia Persero Tbk PT | Long | Debt | ID | $401K | – | 0.00 |
| Bank of America Corp | Long | Debt | US | $52M | – | 0.27 |
| Bank of America Corp | Long | Debt | US | $36M | – | 0.19 |
| Bank of America Corp | Long | Debt | US | $12M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $9M | – | 0.05 |
| Bank of America Corp | Long | Debt | US | $7M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $6M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $5M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $4M | – | 0.02 |
| Bank of America Corp | Long | Debt | US | $2M | – | 0.01 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| BankAmerica Manufactured Housing Contract Trust | Long | ABS-other | US | $395K | – | 0.00 |
| BankAmerica Manufactured Housing Contract Trust | Long | ABS-other | US | $296K | – | 0.00 |
| Bankers Healthcare Group Securitization Trust 2020-A | Long | ABS-other | US | $401K | – | 0.00 |
| BARC_21-NPL1 | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| BARC_22-RPL1 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Barclays Mortgage Loan Trust 2022-NQM1 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $37M | – | 0.20 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $943K | – | 0.00 |
| Barclays Mortgage Loan Trust 2023-NQM3 | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM1 | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Loan Trust 2024-NQM3 | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Barclays Mortgage Trust 2021-NPL1 (Barclays Mortgage Loan Trust) | Long | ABS-other | US | $16M | – | 0.08 |
| Barclays Mortgage Trust 2021-NPL1 (Barclays Mortgage Loan Trust) | Long | ABS-other | US | $7M | – | 0.04 |
| Barclays Mortgage Trust 2021-NPL1 (Barclays Mortgage Loan Trust) | Long | ABS-other | US | $3M | – | 0.02 |
| Barclays Mortgage Trust 2022-RPL1 (Barclays Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Barclays Mortgage Trust 2022-RPL1 (Barclays Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Barclays Mortgage Trust 2022-RPL1 (Barclays Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| Barclays Mortgage Trust 2022-RPL1 (Barclays Mortgage Loan Trust) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Barclays PLC | Long | Debt | GB | $5M | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $388K | – | 0.00 |
| Bardot CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Barings CLO Ltd 2015-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $980K | – | 0.01 |
| Barings Clo Ltd 2015-II (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Barings CLO Ltd 2018-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $89K | – | 0.00 |
| Barings CLO Ltd 2019-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $19M | – | 0.10 |
| BAT Capital Corp | Long | Debt | US | $14M | – | 0.07 |
| BAT Capital Corp | Long | Debt | US | $11M | – | 0.06 |
| BAT Capital Corp | Long | Debt | US | $8M | – | 0.04 |
| BAT Capital Corp | Long | Debt | US | $3M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $2M | – | 0.01 |
| Battalion CLO 18 Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Battalion CLO IX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $246K | – | 0.00 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Battalion CLO VIII Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Battalion CLO XX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $11M | – | 0.06 |
| Bayview Commercial Asset Trust 2005-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bayview Commercial Asset Trust 2005-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bayview Commercial Asset Trust 2005-4 | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Bayview Commercial Asset Trust 2005-4 | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-1 | Long | ABS-mortgage backed security | US | $135K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-2 | Long | ABS-mortgage backed security | US | $459K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Bayview Commercial Asset Trust 2006-4 | Long | ABS-mortgage backed security | US | $817K | – | 0.00 |
| Bayview Commercial Asset Trust 2007-1 | Long | ABS-mortgage backed security | US | $609K | – | 0.00 |
| Bayview Commercial Asset Trust 2007-6 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bayview Commercial Asset Trust 2008-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bayview Financial Revolving Asset Trust 2004-B (Bayview Financial Acquisition) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Bayview Financial Revolving Asset Trust 2004-B (Bayview Financial Acquisition) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Bayview Financial Revolving Asset Trust 2005-A (Bayview Financial Acquisition) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Bayview Financial Revolving Asset Trust 2005-E (Bayview Financial Revolving Mo) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| BB-UBS Trust 2012-SHOW | Long | ABS-mortgage backed security | US | $706K | – | 0.00 |
| BBCMS 2018-CHRS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $498K | – | 0.00 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BBCMS 2018-TALL Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $833K | – | 0.00 |
| BBCMS Mortgage Trust 2020-C7 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| BBCMS Mortgage Trust 2023-5C23 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $538K | – | 0.00 |
| BBCMS Trust 2015-SRCH (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BBCMS Trust 2015-SRCH (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $327K | – | 0.00 |
| BCAP LLC 2011-RR5-I Trust (BCAP LLC Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Se) | Long | ABS-other | US | $160K | – | 0.00 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Se) | Long | ABS-other | US | $154K | – | 0.00 |
| BCMSC Trust 2000-A (Bombardier Capital Mortgage Se) | Long | ABS-other | US | $117K | – | 0.00 |
| BCPE North Star US Holdco 2 Inc | Long | Loan | US | $5M | – | 0.02 |
| BDS 2022-FL11 LLC (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.05 |
| BDS 2022-FL12 LLC (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.02 |
| Bean Creek CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $439K | – | 0.00 |
| Bean Creek CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $144K | – | 0.00 |
| Bear Stearns ALT-A Trust 2006-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Bear Stearns ALT-A Trust 2007-1 | Long | ABS-mortgage backed security | US | $627K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2004-HE7 | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2005-AC9 | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2006-AC2 | Long | ABS-mortgage backed security | US | $901K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2006-HE1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2006-HE7 | Long | ABS-mortgage backed security | US | $823K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-FS1 | Long | ABS-other | US | $36K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE2 | Long | ABS-mortgage backed security | US | $965K | – | 0.01 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE2 | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE2 | Long | ABS-mortgage backed security | US | $372K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE3 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Bear Stearns Asset Backed Securities I Trust 2007-HE3 | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2006-SL1 | Long | ABS-mortgage backed security | US | $310K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2007-AR2 | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2007-AR3 | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| Bear Stearns Mortgage Funding Trust 2007-AR4 | Long | ABS-mortgage backed security | US | $286K | – | 0.00 |
| Beazer Homes USA Inc | Long | Debt | US | $4M | – | 0.02 |
| Becton Dickinson & Co | Long | Debt | US | $2M | – | 0.01 |
| Becton Dickinson & Co | Long | Debt | US | $2M | – | 0.01 |
| Benchmark 2019-B9 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $460K | – | 0.00 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Benchmark 2021-B23 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Benefit Street Partners CLO V-B Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Benefit Street Partners CLO VIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Benefit Street Partners Clo XII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Benefit Street Partners Clo XII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $194K | – | 0.00 |
| Benefit Street Partners CLO XIV Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $507K | – | 0.00 |
| Benefit Street Partners CLO XIX Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Benefit Street Partners CLO XX Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Benefit Street Partners CLO XX Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Benefit Street Partners CLO XXIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $802K | – | 0.00 |
| Benefit Street Partners CLO XXIII Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $753K | – | 0.00 |
| Benefit Street Partners CLO XXIV Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| Benefit Street Partners CLO XXV Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $252K | – | 0.00 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $450K | – | 0.00 |
| Benin Government International Bond (BENIN INTL GOV BOND) | Long | Debt | BJ | $248K | – | 0.00 |
| Berry Global Inc | Long | Debt | US | $5M | – | 0.03 |
| BFLD Trust 2020-EYP | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| BHG Securitization Trust 2021-A (Bankers Healthcare Group Secur) | Long | ABS-other | US | $924K | – | 0.00 |
| BHG Securitization Trust 2021-A (Bankers Healthcare Group Secur) | Long | ABS-other | US | $93K | – | 0.00 |
| BHG Securitization Trust 2022-C (Bankers Healthcare Group Secur) | Long | ABS-other | US | $2M | – | 0.01 |
| BHMS 2018-ATLS (BHMS Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Big River Steel LLC / BRS Finance Corp (BIG RIVER STEEL/BRS FIN) | Long | Debt | US | $1M | – | 0.01 |
| Birch Grove CLO 2 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.00 |
| Birch Grove CLO 2 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Birch Grove CLO 2 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Birch Grove CLO 3 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Birch Grove CLO 3 Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $523K | – | 0.00 |
| Birch Grove CLO Ltd (Birch Grove CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| BlackRock Capital Finance LP (BlackRock Capital Finance L.P.) | Long | ABS-mortgage backed security | US | $0 | – | – |
| BlackRock Cash Funds - Institutional | Long | Short-term investment vehicle | US | $5M | 5M | 0.03 |
| BLACKROCK LIQUIDITY FUNDS T-FUND PORTFOLIO | Long | Short-term investment vehicle | US | $468M | 468M | 2.48 |
| Blackstone Mortgage Trust Inc | Long | Equity-common | US | $9M | 533K | 0.05 |
| Blackstone Secured Lending Fund | Long | Debt | US | $6M | – | 0.03 |
| BLP Commercial Mortgage Trust 2023-IND | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Blue Owl Credit Income Corp | Long | Debt | US | $3M | – | 0.02 |
| BlueMountain CLO 2013-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| BlueMountain CLO 2013-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| BlueMountain CLO 2015-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| BlueMountain CLO 2018-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| BlueMountain CLO 2018-3 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.05 |
| BlueMountain CLO XXII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| BlueMountain CLO XXIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $650K | – | 0.00 |
| BlueMountain CLO XXIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| BlueMountain CLO XXIX Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| BlueMountain CLO XXV Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.00 |
| BlueMountain CLO XXVIII Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $570K | – | 0.00 |
| BlueMountain CLO XXXI Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Bluemountain Euro 2021-2 CLO DAC (BlueMountain EUR CLO) | Long | ABS-collateralized bond/debt obligation | IE | $4M | – | 0.02 |
| BlueMountain Fuji US Clo III Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.00 |
| BlueMountain Fuji US Clo III Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| BMP 2024-MF23 (BMP Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BNP Paribas SA | Long | Debt | FR | $416K | – | 0.00 |
| BOCA Commercial Mortgage Trust 2022-BOCA | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $6M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.03 |
| Boyd Gaming Corp | Long | Equity-common | US | $634K | 12K | 0.00 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $8M | – | 0.04 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $6M | – | 0.03 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $3M | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $2M | – | 0.01 |
| BP Capital Markets America Inc (BP CAP MARKETS AMERICA) | Long | Debt | US | $2M | – | 0.01 |
| BPCRE 2022-FL2 Ltd (BPCRE Holder LLC) | Long | ABS-collateralized bond/debt obligation | BM | $2M | – | 0.01 |
| BPR Trust 2022-SSP | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Braskem Idesa SAPI | Long | Debt | MX | $659K | – | 0.00 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $662K | – | 0.00 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $200K | – | 0.00 |
| Brazil Letras do Tesouro Nacional (LETRA TESOURO NACIONAL) | Long | Debt | BR | $4M | – | 0.02 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $122M | – | 0.65 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $23M | – | 0.12 |
| Brazil Notas do Tesouro Nacional Serie F (NOTA DO TESOURO NACIONAL) | Long | Debt | BR | $16M | – | 0.08 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $47M | – | 0.25 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $483K | – | 0.00 |
| Brazilian Government International Bond (FED REPUBLIC OF BRAZIL) | Long | Debt | BR | $276K | – | 0.00 |
| Brex Commercial Charge Card Master Trust (Brex Inc) | Long | ABS-other | US | $3M | – | 0.02 |
| Bridge Street CLO II Ltd | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Brignole Co | Long | ABS-other | IT | $518K | – | 0.00 |
| Brignole Co | Long | ABS-other | IT | $358K | – | 0.00 |
| Bristol Park CLO LTD (Bristol Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| Bristol Park CLO LTD (Bristol Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $400K | – | 0.00 |
| Bristol-Myers Squibb Co | Long | Debt | US | $3M | – | 0.02 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.01 |
| Bristol-Myers Squibb Co | Long | Debt | US | $2M | – | 0.01 |
| BRL CALL VERSUS USD PUT (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| BRL CALL VERSUS USD PUT (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-389.04 | – | -0.00 | |
| BRL/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $5M | – | 0.02 | |
| BRL/USD FORWARD (BNY MELLON CAPITAL MARKETS, LLC) | Derivative-foreign exchange | US | $1M | – | 0.01 | |
| BRL/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $473K | – | 0.00 | |
| BRL/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| Broadcom Inc | Long | Debt | US | $18M | – | 0.10 |
| Broadcom Inc | Long | Debt | US | $9M | – | 0.05 |
| Broadcom Inc | Long | Debt | US | $5M | – | 0.03 |
| Broadcom Inc | Long | Debt | US | $5M | – | 0.03 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $678K | – | 0.00 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BSST 2021-SSCP Mortgage Trust (BSST Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Buckeye Partners LP | Long | Debt | US | $823K | – | 0.00 |
| Buckeye Partners LP | Long | Debt | US | $409K | – | 0.00 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $5M | – | 0.03 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $3M | – | 0.02 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $3M | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $2M | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $2M | – | 0.01 |
| Burlington Northern Santa Fe LLC (BURLINGTN NORTH SANTA FE) | Long | Debt | US | $2M | – | 0.01 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| BWAY 2013-1515 Mortgage Trust (BWAY Mortgage Trust) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX 2021-MFM1 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BX 2024-PALM (BX Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| BX Commercial Mortgage Trust 2020-VIV2 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Commercial Mortgage Trust 2020-VIV3 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX Commercial Mortgage Trust 2020-VIV4 (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Commercial Mortgage Trust 2020-VKNG (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX Commercial Mortgage Trust 2020-VKNG (BX Trust) | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| BX Commercial Mortgage Trust 2021-NWM (BX Trust) | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| BX Commercial Mortgage Trust 2021-NWM (BX Trust) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| BX Commercial Mortgage Trust 2021-NWM (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| BX Commercial Mortgage Trust 2021-SOAR (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Commercial Mortgage Trust 2022-CSMO (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Commercial Mortgage Trust 2022-CSMO (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Commercial Mortgage Trust 2023-VLT3 (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| BX Commercial Mortgage Trust 2023-XL3 (BX Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| BX Commercial Mortgage Trust 2024-KING (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Commercial Mortgage Trust 2024-MDHS (BX Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| BX Commercial Mortgage Trust 2024-MF (BX Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Commercial Mortgage Trust 2024-MF (BX Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| BX Commercial Mortgage Trust 2024-XL4 (BX Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX Commercial Mortgage Trust 2024-XL5 (BX Trust) | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Trust 2019-OC11 | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $934K | – | 0.00 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BX Trust 2021-LBA | Long | ABS-mortgage backed security | US | $953K | – | 0.01 |
| BX Trust 2021-VIEW | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $20M | – | 0.10 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $611K | – | 0.00 |
| BX Trust 2022-GPA | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BX Trust 2022-LBA6 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Trust 2022-VAMF | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Trust 2022-VAMF | Long | ABS-mortgage backed security | US | $662K | – | 0.00 |
| BX Trust 2023-DELC | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| BX Trust 2023-DELC | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Trust 2024-CNYN | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Trust 2024-PAT | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| BX Trust 2024-VLT4 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| BXP Trust 2017-CC | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BXP Trust 2017-CC | Long | ABS-mortgage backed security | US | $626K | – | 0.00 |
| BXP Trust 2017-GM | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| BXP Trust 2017-GM | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| BXP Trust 2021-601L | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| C-BASS 2006-CB7 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $243K | – | 0.00 |
| C-BASS 2006-CB9 TRUST (Credit-Based Asset Servicing a) | Long | ABS-other | US | $149K | – | 0.00 |
| CA Magnum Holdings | Long | Debt | MU | $383K | – | 0.00 |
| CAD/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $-17K | – | -0.00 | |
| Caesars Entertainment Inc | Long | Equity-common | US | $3M | 74K | 0.02 |
| California Resources Corp (CALIFORNIA RESOURCES CRP) | Long | Debt | US | $1M | – | 0.01 |
| Calumet Specialty Products Partners LP / Calumet Finance Corp | Long | Debt | US | $3M | – | 0.02 |
| CAMB Commercial Mortgage Trust 2019-LIFE | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Cameron LNG LLC | Long | Debt | US | $14M | – | 0.07 |
| Cameron LNG LLC | Long | Debt | US | $8M | – | 0.04 |
| CAN 10YR BOND (MONTREAL EXCHANGE INC.) | Derivative-interest rate | CA | $816K | – | 0.00 | |
| Cano Health Inc | Derivative-equity | US | $171.54 | – | 0.00 | |
| Canyon Capital CLO 2019-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Canyon CLO 2018-1 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $246K | – | 0.00 |
| Canyon CLO 2020-3 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Canyon CLO 2020-3 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Canyon CLO 2023-2 Ltd (Canyon Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $7M | – | 0.04 |
| CAP HILL BRANDS - PREF EQUITY | Long | Equity-preferred | US | $561K | 3M | 0.00 |
| Carlyle C17 CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Carlyle Global Market Strategies CLO 2013-3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $128K | – | 0.00 |
| Carlyle Global Market Strategies CLO 2013-4 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Carlyle Global Market Strategies CLO 2014-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Carlyle Global Market Strategies CLO 2014-3-R Ltd | Long | ABS-collateralized bond/debt obligation | KY | $177K | – | 0.00 |
| Carlyle Global Market Strategies CLO 2016-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| CARLYLE US CLO 2017-3 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| CARLYLE US CLO 2017-4 Ltd (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| CARLYLE US CLO 2018-4 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $471K | – | 0.00 |
| CARLYLE US CLO 2019-1 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| CARLYLE US CLO 2019-2 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| CARLYLE US CLO 2021-1 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| CARLYLE US CLO 2021-6 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| CARLYLE US CLO 2023-1 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $755K | – | 0.00 |
| Carrington Mortgage Loan Trust Series 2006-NC1 | Long | ABS-other | US | $495K | – | 0.00 |
| Carrington Mortgage Loan Trust Series 2006-NC4 | Long | ABS-other | US | $263K | – | 0.00 |
| CarVal CLO II Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.00 |
| CarVal CLO III Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $247K | – | 0.00 |
| CarVal CLO VC Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| CarVal CLO VC Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Cascade MH Asset Trust 2019-MH1 | Long | ABS-other | US | $7M | – | 0.04 |
| Cassia 2022-1 SRL (Cassia S.r.l.) | Long | ABS-mortgage backed security | IT | $9M | – | 0.05 |
| CBAM 2017-1 Ltd (CBAM CLO Management LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| CBAM 2017-1 Ltd (CBAM CLO Management LLC) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.00 |
| CBAM 2018-5 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $709K | – | 0.00 |
| CBAM 2018-6 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Cbam 2018-7 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Cbam 2018-7 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $219K | – | 0.00 |
| CD 2017-CD3 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $788K | – | 0.00 |
| CD 2017-CD5 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CD 2017-CD6 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $523K | – | 0.00 |
| CDS ABBOTT LABORATORIES (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-200K | – | -0.00 | |
| CDS AMERICAN ELECTRIC POWER COMPANY INC (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-236K | – | -0.00 | |
| CDS AMERICAN ELECTRIC POWER COMPANY INC (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-296K | – | -0.00 | |
| CDS AMERICAN ELECTRIC POWER COMPANY INC (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-553K | – | -0.00 | |
| CDS AMERICAN EXPRESS COMPANY (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-602K | – | -0.00 | |
| CDS AVIS BUDGET CAR RENTAL LLC (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-16K | – | -0.00 | |
| CDS AVIS BUDGET CAR RENTAL LLC (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-37K | – | -0.00 | |
| CDS AVIS BUDGET CAR RENTAL LLC (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-101K | – | -0.00 | |
| CDS BOEING CO (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $77K | – | 0.00 | |
| CDS BOEING CO (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $54K | – | 0.00 | |
| CDS BOEING CO (BNP PARIBAS) | Derivative-credit | FR | $-7K | – | -0.00 | |
| CDS BOEING CO (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-19K | – | -0.00 | |
| CDS BORGWARNER INC (BNP PARIBAS) | Derivative-credit | FR | $-16K | – | -0.00 | |
| CDS CATERPILLAR INC (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $-98K | – | -0.00 | |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $30M | – | 0.16 | |
| CDS CMBX.NA.AAA.6.V1 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $-0.54 | – | -0.00 | |
| CDS CMBX.NA.AAA.9 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $3K | – | 0.00 | |
| CDS CMBX.NA.AAA.9 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $59.67 | – | 0.00 | |
| CDS CMBX.NA.BBB-.10 (J.P. MORGAN SECURITIES LLC) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS CMBX.NA.BBB-.9 (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $601K | – | 0.00 | |
| CDS CMBX.NA.BBB-.9 (CITIGROUP GLOBAL MARKETS INC.) | Derivative-credit | US | $353K | – | 0.00 | |
| CDS CMBX.NA.BBB-.9 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $35K | – | 0.00 | |
| CDS CMBX.NA.BBB-.9 (J.P. MORGAN SECURITIES LLC) | Derivative-credit | US | $-21K | – | -0.00 | |
| CDS CMBX.NA.BBB-.9 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-39K | – | -0.00 | |
| CDS CMBX.NA.BBB-.9 (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $-154K | – | -0.00 | |
| CDS CMBX.NA.BBB-.9 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-170K | – | -0.00 | |
| CDS CMBX.NA.BBB-.9 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-180K | – | -0.00 | |
| CDS CMBX.NA.BBB-.9 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-203K | – | -0.00 | |
| CDS CMBX.NA.BBB-.9 (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-222K | – | -0.00 | |
| CDS CREDIT SUISSE GROUP AG (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-65K | – | -0.00 | |
| CDS CS (BARCLAYS BANK PLC) | Derivative-credit | GB | $-25K | – | -0.00 | |
| CDS DB (BNP PARIBAS) | Derivative-credit | FR | $-67K | – | -0.00 | |
| CDS DEUTSCHE BANK AG (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-67K | – | -0.00 | |
| CDS DOMINION ENERGY INC (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-452K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $229K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $228K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $92K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-6K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-10K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-10K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-10K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-10K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-14K | – | -0.00 | |
| CDS GENERAL ELECTRIC COMPANY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-16K | – | -0.00 | |
| CDS GENERAL ELECTRIC COMPANY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-16K | – | -0.00 | |
| CDS GENERAL ELECTRIC COMPANY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-22K | – | -0.00 | |
| CDS ITRAXX.EUR.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-335K | – | -0.00 | |
| CDS ITRAXX.FINSR.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-762K | – | -0.00 | |
| CDS ITRAXX.XO.41.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-2M | – | -0.01 | |
| CDS PITNEY BOWES INC (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $78K | – | 0.00 | |
| CDS PITNEY BOWES INC (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $62K | – | 0.00 | |
| CDS PITNEY BOWES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $38K | – | 0.00 | |
| CDS PITNEY BOWES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $25K | – | 0.00 | |
| CDS PITNEY BOWES INC (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $125.93 | – | 0.00 | |
| CDS REPUBIC OF SOUTH AFRICA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $127K | – | 0.00 | |
| CDS REPUBIC OF SOUTH AFRICA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $119K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-48K | – | -0.00 | |
| CDS REPUBLIC OF CHILE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-48K | – | -0.00 | |
| CDS REPUBLIC OF CHILE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-109K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $200K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $80K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $50K | – | 0.00 | |
| CDS REPUBLIC OF TURKEY (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $282K | – | 0.00 | |
| CDS REPUBLIC OF TURKEY (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $182K | – | 0.00 | |
| CDS REPUBLIC OF TURKEY (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $182K | – | 0.00 | |
| CDS REPUBLIC OF TURKEY (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $161K | – | 0.00 | |
| CDS REPUBLIC OF TURKEY (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $73K | – | 0.00 | |
| CDS SIMON PROPERTY GROUP LP (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $-62K | – | -0.00 | |
| CDS VISTRA OPERATIONS COMPANY LLC (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $62K | – | 0.00 | |
| Cedar Funding II CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Cedar Funding II CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Cedar Funding IX CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Cedar Funding IX CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Cedar Funding V CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Cedar Funding VI CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.10 |
| Cedar Funding VII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Cedar Funding VIII Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| Cedar Funding XI Clo Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Cedar Funding XIV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $769K | – | 0.00 |
| Cedar Funding XIV CLO Ltd (Cedar Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $248K | – | 0.00 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $3M | – | 0.02 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $3M | – | 0.01 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $2M | – | 0.01 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $2M | – | 0.01 |
| Centuri Holdings Inc | Long | Equity-common | US | $377K | 19K | 0.00 |
| Century Communities Inc | Long | Debt | US | $250K | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C3 | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| CFCRE Commercial Mortgage Trust 2016-C4 | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| CFK Trust 2019-FAX | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CFMT 2024-HB14 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| CFMT 2024-HB14 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| Champions Financing Inc | Long | Debt | US | $349K | – | 0.00 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $10M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $8M | – | 0.04 |
| Chase Mortgage Finance Trust Series 2007-S6 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $20M | – | 0.11 |
| Cheniere Corpus Christi Holdings LLC (CHENIERE CORP CHRISTI HD) | Long | Debt | US | $14M | – | 0.07 |
| Cheniere Energy Inc | Long | Debt | US | $26M | – | 0.14 |
| Cheniere Energy Inc | Long | Equity-common | US | $2M | 10K | 0.01 |
| Cheniere Energy Partners LP | Long | Debt | US | $18M | – | 0.09 |
| Cheniere Energy Partners LP | Long | Debt | US | $14M | – | 0.07 |
| Cheniere Energy Partners LP | Long | Debt | US | $14M | – | 0.07 |
| Cheniere Energy Partners LP | Long | Debt | US | $10M | – | 0.05 |
| Cheniere Energy Partners LP | Long | Debt | US | $7M | – | 0.04 |
| Chesapeake Energy Corp | Long | Debt | US | $0.04 | – | 0.00 |
| CHESAPEAKE ENERGY CORP | Long | Debt | US | $0.91 | – | 0.00 |
| CHESAPEAKE ENERGY CORP | Long | Debt | US | $0.06 | – | 0.00 |
| Chevron USA Inc | Long | Debt | US | $2M | – | 0.01 |
| Chevron USA Inc | Long | Debt | US | $2M | – | 0.01 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $290K | – | 0.00 |
| CHINA CITY CONSTRUCTION INTERNATIONAL CO LTD (CHINA CITY CONST INTL) | Long | Debt | HK | $0 | – | – |
| CHL Mortgage Pass-Through Trust 2004-29 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-16 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2006-OA4 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2006-OA5 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $334K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-1 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-15 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2007-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2007-9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| CHNGE Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CHNGE Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $630K | – | 0.00 |
| CIFC European Funding CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $961K | – | 0.01 |
| CIFC Funding 2013-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| CIFC Funding 2013-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| CIFC Funding 2013-II Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| CIFC Funding 2013-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| CIFC Funding 2013-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| CIFC Funding 2014 Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| CIFC Funding 2014-II-R Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $652K | – | 0.00 |
| CIFC Funding 2014-II-R Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $128K | – | 0.00 |
| CIFC Funding 2014-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $703K | – | 0.00 |
| CIFC Funding 2014-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| CIFC Funding 2015-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| CIFC Funding 2015-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $182K | – | 0.00 |
| CIFC Funding 2015-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| CIFC Funding 2017-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| CIFC Funding 2017-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| CIFC Funding 2017-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $253K | – | 0.00 |
| CIFC Funding 2017-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| CIFC Funding 2018-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| CIFC Funding 2019-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $401K | – | 0.00 |
| CIFC Funding 2019-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| CIFC Funding 2020-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| CIFC Funding 2020-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| CIFC Funding 2020-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| CIFC Funding 2020-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $782K | – | 0.00 |
| CIFC Funding 2021-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| CIFC Funding 2021-I Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| CIFC Funding 2021-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $491K | – | 0.00 |
| CIFC Funding 2021-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| CIFC Funding 2021-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| CIFC Funding 2021-IV Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| CIFC Funding 2021-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| CIFC Funding 2021-VI Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.00 |
| Cifc Funding 2023-III Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| CIM Trust 2023-I2 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| CIT Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $2M | – | 0.01 |
| Citicorp Mortgage Securities Trust Series 2007-4 (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $542K | – | 0.00 |
| Citicorp Mortgage Securities Trust Series 2007-9 (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $882K | – | 0.00 |
| Citicorp Mortgage Securities Trust Series 2008-2 (Citicorp Mortgage Securities,) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-GC27 | Long | ABS-mortgage backed security | US | $970K | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $891K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2016-GC37 | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2020-420K | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Commercial Mortgage Trust 2020-420K | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $22M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $11M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $10M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $10M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $9M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $9M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $8M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Equity-common | US | $2M | 35K | 0.01 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $1M | – | 0.01 |
| Citigroup Inc | Long | Debt | US | $404K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2007-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-AHL2 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Citigroup Mortgage Loan Trust 2007-AHL2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2007-AHL3 | Long | ABS-other | US | $2M | – | 0.01 |
| CitiMortgage Alternative Loan Trust Series 2007-A6 | Long | ABS-mortgage backed security | US | $385K | – | 0.00 |
| Citizens Bank NA/Providence RI (CITIZENS BANK NA/RI) | Long | Debt | US | $250K | – | 0.00 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $4M | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $5M | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $2M | – | 0.01 |
| CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23) | Long | Debt | KY | $631K | – | 0.00 |
| CK Hutchison International 23 Ltd (CK HUTCHISON INTL 23) | Long | Debt | KY | $391K | – | 0.00 |
| Clear Creek CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $620K | – | 0.00 |
| Clear Creek CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $466K | – | 0.00 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $4M | – | 0.02 |
| Cloud Software Group Inc (CLOUD SOFTWARE GRP INC) | Long | Debt | US | $840K | – | 0.00 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $756K | – | 0.00 |
| Clover CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| CLP CALL VERSUS USD PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| CLP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| CLP/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $358.56 | – | 0.00 | |
| CLP/USD FORWARD (SOCIETE GENERALE) | Derivative-foreign exchange | US | $-15K | – | -0.00 | |
| Clydesdale Acquisition Holdings Inc | Long | Debt | US | $1M | – | 0.01 |
| CML Hyatt Lost Pines | Long | Loan | US | $12M | – | 0.06 |
| CML LA QUINTA RESORT | Long | Loan | US | $12M | – | 0.06 |
| CML LAKE TAHOE RESORT HOTEL 10-26 | Long | Loan | US | $10M | – | 0.05 |
| CML St Regis Aspen | Long | Loan | US | $29M | – | 0.15 |
| CML TERRANEA RESORT | Long | Loan | US | $8M | – | 0.04 |
| CML Trigrams | Long | Loan | US | $9M | – | 0.05 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $7M | – | 0.04 |
| CNH/INR ONE-TOUCH BARRIER OPTION; BARRIER PRICE CNH 11.50000 (STANDARD CHARTERED BANK) | Derivative-foreign exchange | GB | $152K | – | 0.00 | |
| CNH/INR ONE-TOUCH BARRIER OPTION; BARRIER PRICE CNH 12.50000 (STANDARD CHARTERED BANK) | Derivative-foreign exchange | GB | $-14K | – | -0.00 | |
| CNH/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $117K | – | 0.00 | |
| CNH/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| COAST Commercial Mortgage Trust 2023-2HTL (Coast Investment Grade) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| COAST Commercial Mortgage Trust 2023-2HTL (Coast Investment Grade) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| College Ave Student Loans 2021-B LLC | Long | ABS-other | US | $710K | – | 0.00 |
| College Ave Student Loans 2021-B LLC | Long | ABS-other | US | $323K | – | 0.00 |
| College Ave Student Loans 2021-B LLC | Long | ABS-other | US | $87K | – | 0.00 |
| College Ave Student Loans 2021-C LLC | Long | ABS-other | US | $242K | – | 0.00 |
| College Ave Student Loans Trust 2024-A | Long | ABS-other | US | $9M | – | 0.05 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $3M | – | 0.02 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $425K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $352K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $253K | – | 0.00 |
| Colombia Telecomunicaciones SA ESP | Long | Debt | CO | $1M | – | 0.01 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $4M | – | 0.02 |
| Colombian TES (TITULOS DE TESORERIA) | Long | Debt | CO | $3M | – | 0.02 |
| COLORADO PLAZA | Long | Loan | US | $626K | – | 0.00 |
| COLT 2020-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| COLT 2022-3 Mortgage Loan Trust (COLT Funding LLC) | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| Comcast Corp | Long | Debt | US | $9M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $7M | – | 0.04 |
| Comcast Corp | Long | Debt | US | $5M | – | 0.02 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comcast Corp | Long | Debt | US | $2M | – | 0.01 |
| Comerica Inc | Long | Equity-common | US | $778K | 15K | 0.00 |
| COMM 2015-3BP Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| COMM 2015-CCRE25 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| COMM 2015-LC19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $484K | – | 0.00 |
| COMM 2016-667M Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $501K | – | 0.00 |
| COMM 2018-COR3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| COMM 2024-WCL1 MORTGAGE TRUST (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| CommScope Inc | Long | Debt | US | $938K | – | 0.00 |
| CommScope Technologies LLC (COMMSCOPE TECH LLC) | Long | Debt | US | $1M | – | 0.01 |
| Conair Holdings LLC | Long | Loan | US | $529K | – | 0.00 |
| CONNECT FINCO SARL | Long | Loan | LU | $2M | – | 0.01 |
| ConnectWise LLC | Long | Loan | US | $448K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $479K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $268K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $261K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $172K | – | 0.00 |
| Conseco Finance Corp (Conseco Financial Corp) | Long | ABS-other | US | $87K | – | 0.00 |
| Conseco Finance Securitizations Corp | Long | ABS-other | US | $949K | – | 0.01 |
| Conseco Finance Securitizations Corp | Long | ABS-other | US | $505K | – | 0.00 |
| Conseco Finance Securitizations Corp | Long | ABS-other | US | $244K | – | 0.00 |
| Conseco Finance Securitizations Corp | Long | ABS-other | US | $211K | – | 0.00 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $4M | – | 0.02 |
| Constellium SE | Long | Equity-common | FR | $2M | 132K | 0.01 |
| Consumers Energy Co | Long | Debt | US | $4M | – | 0.02 |
| Consumers Energy Co | Long | Debt | US | $4M | – | 0.02 |
| Consumers Energy Co | Long | Debt | US | $4M | – | 0.02 |
| Continuum Energy Levanter Pte Ltd | Long | Debt | SG | $673K | – | 0.00 |
| CONTINUUM ENERGY PTE LTD | Long | Debt | SG | $9M | – | 0.05 |
| Cook Park CLO Ltd (Cook Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $469K | – | 0.00 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $249K | – | 0.00 | |
| COP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $142K | – | 0.00 | |
| COP/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $21K | – | 0.00 | |
| COP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| COP/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| COP/USD FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-140K | – | -0.00 | |
| COP/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-156K | – | -0.00 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-241K | – | -0.00 | |
| COREWEAVE 2ND ABL:TL | Long | Loan | US | $604K | – | 0.00 |
| COREWEAVE SENIOR | Long | Loan | US | $16M | – | 0.09 |
| Cornerstone Building Brands Inc | Long | Loan | US | $960K | – | 0.01 |
| Corp Financiera de Desarrollo SA | Long | Debt | PE | $511K | – | 0.00 |
| Cosan Luxembourg SA | Long | Debt | LU | $237K | – | 0.00 |
| Costa Rica Government International Bond | Long | Debt | CR | $272K | – | 0.00 |
| Costa Rica Government International Bond | Long | Debt | CR | $222K | – | 0.00 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $34K | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $731K | – | 0.00 |
| Credit Suisse First Boston Mortgage Securities Corp | Long | ABS-other | US | $572K | – | 0.00 |
| Credit Suisse Mortgage Capital Certificates (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $2M | – | 0.01 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $391K | – | 0.00 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $266K | – | 0.00 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $261K | – | 0.00 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $101K | – | 0.00 |
| Crescent Energy Finance LLC | Long | Debt | US | $1M | – | 0.01 |
| Cross 2023-H2 Mortgage Trust (Cross Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $12M | – | 0.06 |
| Crown Castle Inc | Long | Debt | US | $8M | – | 0.04 |
| Crown Castle Inc | Long | Debt | US | $6M | – | 0.03 |
| Crown Castle Inc | Long | Debt | US | $4M | – | 0.02 |
| Crown Castle Inc | Long | Debt | US | $3M | – | 0.01 |
| Crown City CLO III | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Crown Point CLO 10 Ltd (Crown Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $492K | – | 0.00 |
| Crown PropTech Acquisitions | Long | Equity-common | US | $919K | 86K | 0.00 |
| Crown PropTech Acquisitions (CROWN PROPTECH ACQUISITION-A) | Derivative-equity | US | $1.28 | – | 0.00 | |
| CROWN PROPTECH ACQUISITIONS FOUNDE | Long | Equity-common | KY | $16K | 148K | 0.00 |
| CROWN PROPTECH ACQUISITIONS PRIVAT (CROWN PROPTECH ACQUISITIONS PRIVAT RIGHTS) | Derivative-equity | KY | $5K | – | 0.00 | |
| CROWN PROPTECH FOUNDERS UNVESTED | Long | Equity-common | KY | $0.53 | 53K | 0.00 |
| CRSO 2023-BRND A | Long | Debt | US | $2M | – | 0.01 |
| CSAIL 2016-C5 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSAIL 2017-CX10 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| CSAIL 2018-CX12 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $498K | – | 0.00 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $453K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $3M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $1M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $673K | – | 0.00 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2005-10 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| CSMC 2017-TIME (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $691K | – | 0.00 |
| CSMC 2020-FACT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC 2020-NET (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| CSMC 2020-RPL2 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| CSMC 2021-BHAR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| CSMC 2021-BHAR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSMC 2021-BHAR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSMC 2021-BHAR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| CSMC 2021-JR1 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| CSMC 2021-NQM8 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| CSMC 2021-RPL9 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| CSMC 2022-LION (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| CSMC 2022-NQM3 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| CSMC 2022-NQM6 Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| CSMC 2022-NWPT (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| CSMC Mortgage-Backed Trust Series 2006-4 (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $400K | – | 0.00 |
| CSMC Series 2014-4R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| CSMC Series 2014-9R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $494K | – | 0.00 |
| CSMC Series 2015-6R (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| CSMC Trust 2017-CALI (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $814K | – | 0.00 |
| CSMC Trust 2017-PFHP (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $867K | – | 0.00 |
| CSN Resources SA | Long | Debt | LU | $194K | – | 0.00 |
| CSX Corp | Long | Debt | US | $2M | – | 0.01 |
| Customers Bancorp Inc | Long | Equity-common | US | $130K | 3K | 0.00 |
| CVC Cordatus Loan Fund IV DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| CVC Cordatus Loan Fund V DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $267K | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $8M | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $4M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $4M | – | 0.02 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.01 |
| CWABS Asset-Backed Certificates Trust 2005-16 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $2M | – | 0.01 |
| CWABS Asset-Backed Certificates Trust 2006-17 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $77K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2006-18 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $5M | – | 0.03 |
| CWABS Asset-Backed Certificates Trust 2006-22 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $660K | – | 0.00 |
| CWABS Inc Asset-backed Certificates Series 2007-12 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $3M | – | 0.01 |
| CWABS Inc Asset-Backed Certificates Trust 2004-5 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $310K | – | 0.00 |
| CWABS Revolving Home Equity Loan Trust Series 2004-U (Countrywide Home Equity Loan T) | Long | ABS-other | US | $174K | – | 0.00 |
| CWHEQ Home Equity Loan Trust Series 2006-S3 (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| CWHEQ Home Equity Loan Trust Series 2006-S5 (Countrywide Asset-Backed Certi) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2005-B (Countrywide Home Equity Loan T) | Long | ABS-other | US | $69K | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-C (Countrywide Home Equity Loan T) | Long | ABS-other | US | $470K | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-H (Countrywide Home Equity Loan T) | Long | ABS-other | US | $292K | – | 0.00 |
| CWHEQ Revolving Home Equity Loan Trust Series 2006-I (Countrywide Home Equity Loan T) | Long | ABS-other | US | $219K | – | 0.00 |
| CXApp Inc | Derivative-equity | US | $13K | – | 0.00 | |
| Czech Republic Government Bond | Long | Debt | CZ | $4M | – | 0.02 |
| Czech Republic Government Bond | Long | Debt | CZ | $2M | – | 0.01 |
| CZK/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $186K | – | 0.00 | |
| CZK/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| DAE Funding LLC | Long | Debt | US | $253K | – | 0.00 |
| DAVIDSON HOMES PREF EQUITY | Long | Equity-preferred | US | $17M | 19K | 0.09 |
| DAVIDSON HOMES WARRANTS | Derivative-equity | US | $1M | – | 0.01 | |
| DBGS 2018-5BP Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| DBGS 2019-1735 Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $279K | – | 0.00 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| DBJPM 2017-C6 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| DBSG 2024-ALTA Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| DBUBS 2017-BRBK Mortgage Trust (DBUBS Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| DBUBS 2017-BRBK Mortgage Trust (DBUBS Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| DBUBS 2017-BRBK Mortgage Trust (DBUBS Mortgage Trust) | Long | ABS-mortgage backed security | US | $736K | – | 0.00 |
| DBWF 2024-LCRS Mortgage Trust (DBWF Mortgage Trust) | Long | ABS-mortgage backed security | US | $703K | – | 0.00 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| DC Trust 2024-HLTN (DC Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| Deephaven Residential Mortgage Trust 2022-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Deephaven Residential Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Deephaven Residential Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Deer Creek Clo Ltd 2017-1 (Deer Creek CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Deer Creek Clo Ltd 2017-1 (Deer Creek CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.00 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $20M | – | 0.10 |
| Dell International LLC / EMC Corp (DELL INT LLC / EMC CORP) | Long | Debt | US | $7M | – | 0.04 |
| Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-OA4/DE (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $702K | – | 0.00 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $227K | – | 0.00 |
| Deutsche Alt-B Securities Mortgage Loan Trust Series 2006-AB3 (Deutsche Alt-A Securities INC) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $5M | – | 0.02 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $4M | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $7M | – | 0.04 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $6M | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| Diameter Capital Clo 1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Diameter Capital Clo 2 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Diameter Capital Clo 3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $510K | – | 0.00 |
| Diamond II Ltd | Long | Debt | MU | $304K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $62M | – | 0.33 |
| Diamondback Energy Inc | Long | Debt | US | $49M | – | 0.26 |
| Diamondback Energy Inc | Long | Debt | US | $44M | – | 0.24 |
| Diamondback Energy Inc | Long | Debt | US | $27M | – | 0.15 |
| Diamondback Energy Inc | Long | Debt | US | $19M | – | 0.10 |
| Diamondback Energy Inc | Long | Debt | US | $8M | – | 0.04 |
| Diamondback Energy Inc | Long | Debt | US | $4M | – | 0.02 |
| Diamondback Energy Inc | Long | Debt | US | $2M | – | 0.01 |
| DiamondRock Hospitality Co | Long | Equity-common | US | $699K | 83K | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $126K | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $70K | – | 0.00 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | $549K | – | 0.00 | |
| Digicel Midco Ltd / Difl US II LLC (DIG MIDCO/DIFL US II LLC) | Long | Debt | LC | $299K | – | 0.00 |
| Directv Financing LLC | Long | Loan | US | $864K | – | 0.00 |
| DISH DBS Corp | Long | Debt | US | $6M | – | 0.03 |
| DISH Network Corp | Long | Debt | US | $2M | – | 0.01 |
| DISH Network Corp | Long | Debt | US | $553K | – | 0.00 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| DK Trust 2024-SPBX | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Dominican Republic International Bond | Long | Debt | DO | $2M | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $371K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $359K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $329K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $277K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $167K | – | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $152K | – | 0.00 |
| Dominion Energy South Carolina Inc | Long | Debt | US | $3M | – | 0.02 |
| DP World Salaam | Long | Debt | KY | $386K | – | 0.00 |
| DREAM FINDERS HOMES INC | Long | Equity-preferred | US | $14M | 15K | 0.08 |
| Dryden 43 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Dryden 45 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Dryden 49 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $855K | – | 0.00 |
| Dryden 49 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.00 |
| Dryden 50 Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $452K | – | 0.00 |
| Dryden 53 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.09 |
| Dryden 65 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $301K | – | 0.00 |
| Dryden 68 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Dryden 76 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.00 |
| Dryden 77 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Dryden 77 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Dryden 87 CLO Ltd (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Dryden XXVI Senior Loan Fund (Dryden Senior Loan Fund) | Long | ABS-collateralized bond/debt obligation | KY | $777K | – | 0.00 |
| DT Midstream Inc | Long | Loan | US | $737K | – | 0.00 |
| Duke Energy Carolinas LLC | Long | Debt | US | $8M | – | 0.04 |
| Duke Energy Carolinas LLC | Long | Debt | US | $4M | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $3M | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $3M | – | 0.02 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $9M | – | 0.05 |
| Duke Energy Florida LLC | Long | Debt | US | $7M | – | 0.04 |
| Duke Energy Florida LLC | Long | Debt | US | $6M | – | 0.03 |
| Duke Energy Florida LLC | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Florida LLC | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Ohio Inc | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Progress LLC | Long | Debt | US | $7M | – | 0.04 |
| Duke Energy Progress LLC | Long | Debt | US | $5M | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $5M | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $3M | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $3M | – | 0.02 |
| Duke Energy Progress LLC | Long | Debt | US | $2M | – | 0.01 |
| Dye & Durham Ltd (DYE & DURHAM LIMITED) | Long | Debt | CA | $1M | – | 0.01 |
| E-MINI RUSS 2000 (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $-170K | – | -0.00 | |
| Eastman Chemical Co | Long | Debt | US | $3M | – | 0.01 |
| Eaton Vance CLO 2014-1R Ltd (Eaton Vance CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| ECL ENTERTAINMENT LLC | Long | Loan | US | $6M | – | 0.03 |
| Ecopetrol SA | Long | Debt | CO | $433K | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $216K | – | 0.00 |
| ECOPETROL SA | Long | Loan | CO | $3M | – | 0.02 |
| ECX EMISSION (ICE ENDEX MARKETS B.V.) | Derivative-commodity | NL | $-69K | – | -0.00 | |
| Edison International | Long | Debt | US | $9M | – | 0.05 |
| Edison International | Long | Debt | US | $8M | – | 0.04 |
| Edison International | Long | Debt | US | $7M | – | 0.04 |
| Edison International | Long | Debt | US | $6M | – | 0.03 |
| Edison International | Long | Debt | US | $2M | – | 0.01 |
| EDvestinU Private Education Loan Issue No 4 LLC | Long | ABS-other | US | $3M | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $3M | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.01 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $443K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $306K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $183K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $139K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $134K | – | 0.00 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $207K | – | 0.00 |
| EIG Pearl Holdings Sarl | Long | Debt | LU | $172K | – | 0.00 |
| EIS GROUP INC LOAN/TERM | Long | Loan | US | $13M | – | 0.07 |
| EIS GROUP REVOLVER | Long | Loan | US | $1M | – | 0.01 |
| Elevance Health Inc | Long | Debt | US | $4M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $3M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $3M | – | 0.01 |
| Eli Lilly & Co | Long | Debt | US | $2M | – | 0.01 |
| Ellington Financial Mortgage Trust 2022-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| ELM Trust 2024-ELM | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| Elmwood CLO 23 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Elmwood CLO 27 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Elmwood CLO 29 Ltd (Logan CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| Elmwood CLO 30 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Elmwood CLO I Ltd (Elmwood CLO I Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Elmwood CLO IV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Elmwood CLO V Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Elmwood CLO V Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Elmwood CLO VI Ltd (Elmwood CLO VI Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Elmwood CLO X Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Elmwood CLO X Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Elmwood CLO XII Ltd (Elmwood CLO XII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $793K | – | 0.00 |
| ELP Commercial Mortgage Trust 2021-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $298K | – | 0.00 |
| Embraer Netherlands Finance BV | Long | Debt | NL | $206K | – | 0.00 |
| Emerald EMS | Long | Loan | US | $1M | – | 0.01 |
| Emirates NBD Bank PJSC | Long | Debt | AE | $422K | – | 0.00 |
| Empresa Nacional del Petroleo | Long | Debt | CL | $210K | – | 0.00 |
| Enbridge Inc | Long | Debt | CA | $4M | – | 0.02 |
| Endo Finance Holdings Inc | Long | Debt | US | $929K | – | 0.00 |
| Energean Israel Finance Ltd | Long | Debt | IL | $126K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $44M | – | 0.23 |
| Energy Transfer LP | Long | Debt | US | $13M | – | 0.07 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $7M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.01 |
| Engie Energia Chile SA | Long | Debt | CL | $218K | – | 0.00 |
| EnLink Midstream Partners LP | Long | Debt | US | $4M | – | 0.02 |
| EnLink Midstream Partners LP | Long | Debt | US | $4M | – | 0.02 |
| EnLink Midstream Partners LP | Long | Debt | US | $2M | – | 0.01 |
| Entergy Mississippi LLC | Long | Debt | US | $6K | – | 0.00 |
| EQT Corp | Long | Debt | US | $21M | – | 0.11 |
| EQT Corp | Long | Debt | US | $19M | – | 0.10 |
| EQT Corp | Long | Debt | US | $17M | – | 0.09 |
| EQT Corp | Long | Debt | US | $15M | – | 0.08 |
| EQT Corp | Long | Debt | US | $12M | – | 0.06 |
| EQT Corp | Long | Debt | US | $12M | – | 0.06 |
| EQT Corp | Long | Debt | US | $12M | – | 0.06 |
| Equinix Inc | Long | Debt | US | $18M | – | 0.09 |
| Equinix Inc | Long | Debt | US | $15M | – | 0.08 |
| Equinix Inc | Long | Debt | US | $15M | – | 0.08 |
| Equinix Inc | Long | Debt | US | $15M | – | 0.08 |
| EquipmentShare.com Inc | Long | Debt | US | $3M | – | 0.02 |
| EUR/AUD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| EUR/PLN DOWN-AND-OUT BARRIER OPTION; BARRIER PRICE EUR 4.20250 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $11K | – | 0.00 | |
| EUR/PLN FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| EUR/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $54K | – | 0.00 | |
| EUR/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| EUR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| EUR/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| EUR/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| EUR/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $270.53 | – | 0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-79.16 | – | -0.00 | |
| EUR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-27K | – | -0.00 | |
| EUR/USD ONE-TOUCH BARRIER OPTION; BARRIER PRICE EUR 1.05000 (BNP PARIBAS) | Derivative-foreign exchange | FR | $72K | – | 0.00 | |
| EUR/ZAR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| EURO PARFUMS FZE | Long | Loan | LU | $664K | – | 0.00 |
| EURO STOXX 50 (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-equity | DE | $-3K | – | -0.00 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $10K | – | 0.00 | |
| EURO-BTP (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-6K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $6K | – | 0.00 | |
| EURO-BUXL 30Y BND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-491K | – | -0.00 | |
| Euro-Galaxy III CLO DAC (Euro Galaxy CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| Euro-Galaxy III CLO DAC (Euro Galaxy CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $745K | – | 0.00 |
| European Union | Long | Debt | $98M | – | 0.52 | |
| European Union | Long | Debt | $12M | – | 0.06 | |
| Eversource Energy | Long | Debt | US | $5M | – | 0.03 |
| Eversource Energy | Long | Debt | US | $3M | – | 0.01 |
| Eversource Energy | Long | Debt | US | $3M | – | 0.01 |
| EVGO INC | Derivative-equity | US | $11K | – | 0.00 | |
| Exmoor Funding 2024-1 PLC (Exmoor Funding PLC) | Long | ABS-mortgage backed security | GB | $574K | – | 0.00 |
| Exmoor Funding 2024-1 PLC (Exmoor Funding PLC) | Long | ABS-mortgage backed security | GB | $249K | – | 0.00 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Extended Stay America Trust 2021-ESH | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Extra Space Storage LP | Long | Debt | US | $6M | – | 0.03 |
| FactSet Research Systems Inc | Long | Debt | US | $2M | – | 0.01 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $2M | – | 0.01 |
| Fanatics Commerce Intermediate Holdco LLC | Long | Loan | US | $651K | – | 0.00 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Interest Strip (Fanniemae Strip) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $773M | – | 4.10 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $434M | – | 2.30 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $403M | – | 2.14 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $168M | – | 0.89 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $147M | – | 0.78 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $74M | – | 0.39 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $61M | – | 0.33 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $27M | – | 0.15 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-83K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-152K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-449K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-749K | – | -0.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -0.01 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-3M | – | -0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-4M | – | -0.02 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-6M | – | -0.03 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-22M | – | -0.12 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-29M | – | -0.15 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-29M | – | -0.15 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-64M | – | -0.34 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-123M | – | -0.65 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-439M | – | -2.33 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-609M | – | -3.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139M | – | 0.73 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $90M | – | 0.48 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $57M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51M | – | 0.27 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.15 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $991K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $983K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $973K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $968K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $965K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $948K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $929K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $896K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $894K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $886K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $874K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $871K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $852K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $841K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $838K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $836K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $815K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $807K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $775K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $753K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $750K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $729K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $695K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $679K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $676K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $668K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $662K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $657K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $617K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $615K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $605K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $602K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $596K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $591K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $587K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $575K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $553K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $545K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $540K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $530K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $529K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $527K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $490K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $483K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $480K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $468K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $455K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $443K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $438K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $424K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $422K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $421K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $419K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $416K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $402K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $398K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $395K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $392K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $390K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $387K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $383K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $380K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $379K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $377K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $373K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $363K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $346K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $338K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $332K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $326K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $316K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $309K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $290K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $282K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $272K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $250K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $249K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $243K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $235K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $232K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $231K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $217K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $215K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $206K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $200K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $182K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $159K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $155K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $152K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $103K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $102K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $897.96 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $895.48 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $487.41 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $198.54 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $79.03 | – | 0.00 |
| Fannie Mae REMIC Trust 2003-W5 (FannieMae Whole Loan) | Long | ABS-mortgage backed security | US | $828.63 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Fannie Mae-Aces (Fanniemae-Aces) | Long | ABS-mortgage backed security | US | $195K | – | 0.00 |
| Fantasia Holdings Group Co Ltd | Long | Debt | KY | $39K | – | 0.00 |
| Fantasia Holdings Group Co Ltd | Long | Debt | KY | $24K | – | 0.00 |
| Fantasia Holdings Group Co Ltd | Long | Debt | KY | $15K | – | 0.00 |
| Fantasia Holdings Group Co Ltd | Long | Debt | KY | $5K | – | 0.00 |
| Fantasia Holdings Group Co Ltd | Long | Debt | KY | $5K | – | 0.00 |
| Fantasia Holdings Group Co Ltd | Long | Debt | KY | $3K | – | 0.00 |
| FBR Securitization Trust | Long | ABS-other | US | $4M | – | 0.02 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $2M | – | 0.01 |
| Fidelity Grand Harbour CLO 2021-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $533K | – | 0.00 |
| First Citizens BancShares Inc/NC | Long | Equity-common | US | $2M | 1K | 0.01 |
| First Franklin Mortgage Loan Trust 2004-FFH3 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $905K | – | 0.00 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $1M | – | 0.01 |
| First Franklin Mortgage Loan Trust 2006-FF13 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $716K | – | 0.00 |
| First Franklin Mortgage Loan Trust 2006-FF16 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $4M | – | 0.02 |
| First Franklin Mortgage Loan Trust 2006-FF17 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $7M | – | 0.04 |
| First Franklin Mortgage Loan Trust 2006-FFH1 (First Franklin Mtg Loan Asset) | Long | ABS-other | US | $3M | – | 0.01 |
| First Horizon Alternative Mortgage Securities Trust 2005-AA12 | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| First Horizon Corp | Long | Equity-common | US | $575K | 36K | 0.00 |
| FirstEnergy Corp | Long | Debt | US | $19M | – | 0.10 |
| FirstEnergy Corp | Long | Debt | US | $3M | – | 0.02 |
| FirstEnergy Corp | Long | Debt | US | $3M | – | 0.02 |
| FirstEnergy Corp | Long | Debt | US | $649K | – | 0.00 |
| FirstEnergy Transmission LLC | Long | Debt | US | $12M | – | 0.07 |
| FirstKey Homes 2020-SFR1 Trust | Long | ABS-other | US | $3M | – | 0.01 |
| FirstKey Homes 2022-SFR3 Trust (Firstkey Homes Trust) | Long | ABS-other | US | $5M | – | 0.03 |
| Five Point Operating Co LP / Five Point Capital Corp (FIVE POINT OP CO LP/FIVE) | Long | Debt | US | $2M | – | 0.01 |
| Flatiron CLO 18 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $774K | – | 0.00 |
| Flatiron CLO 19 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Flatiron CLO 20 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Flatiron CLO 21 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.07 |
| Flatiron CLO 21 Ltd (Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Flexsys Holdings Inc | Long | Loan | US | $2M | – | 0.01 |
| Florida Development Finance Corp (FLORIDA ST DEV FIN CORP) | Long | Debt | US | $8M | – | 0.04 |
| Florida Power & Light Co | Long | Debt | US | $5M | – | 0.03 |
| Florida Power & Light Co | Long | Debt | US | $5M | – | 0.03 |
| Florida Power & Light Co | Long | Debt | US | $4M | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $4M | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $4M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $17M | – | 0.09 |
| Ford Motor Credit Co LLC | Long | Debt | US | $11M | – | 0.06 |
| Forestar Group Inc | Long | Debt | US | $1M | – | 0.01 |
| Forestar Group Inc | Long | Equity-common | US | $996K | 31K | 0.01 |
| FORMENTERA PARTNERS FUND II LP | Long | Equity-common | US | $6M | 5M | 0.03 |
| Fortune Star BVI Ltd | Long | Debt | VG | $539K | – | 0.00 |
| Foundation Finance Trust 2021-2 | Long | ABS-other | US | $3M | – | 0.01 |
| Foundation Finance Trust 2024-1 | Long | ABS-other | US | $968K | – | 0.01 |
| Foundry JV Holdco LLC | Long | Debt | US | $15M | – | 0.08 |
| Foundry JV Holdco LLC | Long | Debt | US | $8M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.10 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $998K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $940K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $889K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $868K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $819K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $791K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $786K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $688K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $682K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $670K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $636K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $583K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $524K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $521K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $520K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $508K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $505K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $476K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $469K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $449K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $404K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $374K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $364K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $360K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $349K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $336K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $323K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $308K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $281K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $263K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $230K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $189K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $149K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $141K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $133K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $124K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $98K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $81K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $73K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $58K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $48K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $329K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $150M | – | 0.79 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $81M | – | 0.43 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $75M | – | 0.40 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $50M | – | 0.26 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.24 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $44M | – | 0.23 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $42M | – | 0.22 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.18 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $30M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.14 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $982K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $966K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $914K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $717K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $698K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $675K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $646K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $557K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $533K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $518K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $463K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $436K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $388K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $289K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $287K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $226K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $187K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $185K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $184K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $161K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $139K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $130K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $89K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $82K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $63K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-3 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1 (Freddie Mac - SCRT) | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| Freddie Mac STACR Debt Notes 2015-HQ2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $535K | – | 0.00 |
| FREED CORP 4A2 | Long | Debt | US | $29M | – | 0.15 |
| Freeport Indonesia PT | Long | Debt | ID | $238K | – | 0.00 |
| FREEWIRE EQUITY | Long | Equity-common | US | $0 | 153 | – |
| FREEWIRE TECHNOLOGY NOTES | Long | Debt | US | $0.92 | – | 0.00 |
| FREMF 2017-KGS1 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FREMF 2018-K74 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $114K | – | 0.00 |
| FREMF 2018-K80 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $988K | – | 0.01 |
| FREMF 2019-KW08 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $512K | – | 0.00 |
| Fremont Home Loan Trust 2006-3 | Long | ABS-other | US | $1M | – | 0.01 |
| French Republic Government Bond OAT (FRANCE (GOVT OF)) | Long | Debt | FR | $40M | – | 0.21 |
| Frontier Florida LLC | Long | Debt | US | $5M | – | 0.03 |
| Frontier North Inc | Long | Debt | US | $1M | – | 0.01 |
| FS Rialto 2021-FL3 (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| FS Rialto 2022-Fl4 Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $16M | – | 0.08 |
| FS Rialto 2022-FL5 Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| FS Rialto 2022-FL6 Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.06 |
| FS Rialto 2022-FL7 Issuer LLC (FS Rialto Issuer Ltd) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.03 |
| Full House Resorts Inc | Long | Debt | US | $538K | – | 0.00 |
| FWD Group Holdings Ltd | Long | Debt | KY | $8M | – | 0.04 |
| Gabon Government International Bond (REPUBLIC OF GABON) | Long | Debt | GA | $649K | – | 0.00 |
| Gaci First Investment Co | Long | Debt | KY | $484K | – | 0.00 |
| Gaci First Investment Co | Long | Debt | KY | $409K | – | 0.00 |
| Galaxy XIX CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Galaxy XV CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $797K | – | 0.00 |
| Galaxy XX CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $165K | – | 0.00 |
| Galaxy XXII CLO Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $897K | – | 0.00 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $824K | – | 0.00 |
| Galaxy Xxviii Clo Ltd (Galaxy CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $735K | – | 0.00 |
| Garda World Security Corp | Long | Debt | CA | $739K | – | 0.00 |
| Garda World Security Corp | Long | Debt | CA | $384K | – | 0.00 |
| Gartner Inc | Long | Debt | US | $12M | – | 0.06 |
| GATX Corp | Long | Debt | US | $1M | – | 0.01 |
| GBP/COP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| GBP/EUR FORWARD (COMMONWEALTH BANK OF AUSTRALIA) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| GBP/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $414K | – | 0.00 | |
| GBP/USD FORWARD (THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| GBP/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-21.09 | – | -0.00 | |
| GCAT 2021-NQM3 Trust | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GCAT 2022-CM1 Trust | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| GCAT 2022-NQM1 Trust | Long | ABS-mortgage backed security | US | $410K | – | 0.00 |
| GCAT 2022-NQM4 Trust | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GCAT 2023-NQM4 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| GCT Commercial Mortgage Trust 2021-GCT | Long | ABS-mortgage backed security | US | $36K | – | 0.00 |
| GEMS MENASA Cayman Ltd / GEMS Education Delaware LLC (GEMS MENASA KY LTD/GEMS) | Long | Debt | $239K | – | 0.00 | |
| Generacion Mediterranea SA / Central Termica Roca SA (GENER MEDIT/CENT TERMICA) | Long | Debt | AR | $531K | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $14M | – | 0.07 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $11M | – | 0.06 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $9M | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $9M | – | 0.05 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.03 |
| Generate CLO 2 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $176K | – | 0.00 |
| Generate CLO 4 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| Generate CLO 4 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Generate CLO 7 Ltd (Generate CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Generate CLO 8 Ltd (Generate CLO 8 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $614K | – | 0.00 |
| Genius Sports Ltd | Long | Equity-common | GB | $4M | 712K | 0.02 |
| Georgia Power Co | Long | Debt | US | $5M | – | 0.02 |
| Gilbert Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Gilbert Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Gilbert Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $258K | – | 0.00 |
| Gilbert Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Gilead Sciences Inc | Long | Debt | US | $11M | – | 0.06 |
| Gilead Sciences Inc | Long | Debt | US | $6M | – | 0.03 |
| Gilead Sciences Inc | Long | Debt | US | $2M | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $2M | – | 0.01 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $199M | – | 1.05 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $111M | – | 0.59 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96M | – | 0.51 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80M | – | 0.43 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80M | – | 0.42 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58M | – | 0.31 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47M | – | 0.25 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46M | – | 0.24 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34M | – | 0.18 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-902K | – | -0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-2M | – | -0.01 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-3M | – | -0.02 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-4M | – | -0.02 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-5M | – | -0.03 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-5M | – | -0.03 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-122M | – | -0.65 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-123M | – | -0.65 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $546K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $448K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $403K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $362K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $312K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $291K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $201K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $194K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $193K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $180K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $170K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $143K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $119K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $117K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $91K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53M | – | 0.28 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49M | – | 0.26 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29M | – | 0.15 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24M | – | 0.13 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $895K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $781K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $739K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $738K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $683K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $659K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $561K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $503K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $487K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $452K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $418K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $355K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $313K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $274K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $252K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $244K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $237K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $225K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $177K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $167K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $166K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $160K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $126K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $76K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $68K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $67K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Glencore Funding LLC | Long | Debt | US | $25M | – | 0.13 |
| Glencore Funding LLC | Long | Debt | US | $10M | – | 0.05 |
| Glencore Funding LLC | Long | Debt | US | $6M | – | 0.03 |
| Glencore Funding LLC | Long | Debt | US | $4M | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $4M | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $4M | – | 0.02 |
| Glencore Funding LLC | Long | Debt | US | $40K | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $5M | – | 0.02 |
| Global Payments Inc | Long | Debt | US | $3M | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $21M | – | 0.11 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $13M | – | 0.07 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $13M | – | 0.07 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $12M | – | 0.07 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $10M | – | 0.05 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $3M | – | 0.02 |
| GMR Hyderabad International Airport Ltd | Long | Debt | IN | $360K | – | 0.00 |
| Gol Finance SA | Long | Debt | LU | $939K | – | 0.00 |
| Golden Entertainment Inc | Long | Equity-common | US | $640K | 21K | 0.00 |
| Goldentree Loan Management US CLO 1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.00 |
| Goldentree Loan Management US Clo 12 Ltd | Long | ABS-collateralized bond/debt obligation | JE | $5M | – | 0.03 |
| Goldentree Loan Management US Clo 3 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| GoldentTree Loan Management US CLO 1 Ltd (GoldenTree Loan Management US) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| GoldentTree Loan Management US CLO 1 Ltd (GoldenTree Loan Management US) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Goldman Home Improvement Trust 2022-GRN2 Issuer Trust | Long | ABS-other | US | $2M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $38M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $38M | – | 0.20 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $36M | – | 0.19 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $29M | – | 0.16 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $23M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $13M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $12M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $11M | – | 0.06 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $8M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $7M | – | 0.04 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Golub Capital Partners CLO 41B-R Ltd (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Golub Capital Partners CLO 52B Ltd (Golub Capital Partners CLO 52() | Long | ABS-collateralized bond/debt obligation | KY | $950K | – | 0.01 |
| Golub Capital Partners CLO 55B LTD (Golub Capital Partners CLO, LT) | Long | ABS-collateralized bond/debt obligation | KY | $432K | – | 0.00 |
| GoodLeap Sustainable Home Solutions Trust 2022-3 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $2M | – | 0.01 |
| GoodLeap Sustainable Home Solutions Trust 2023-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $4M | – | 0.02 |
| GOTO GROUP (LOGMEIN) FLSO:TL | Long | Loan | US | $358K | – | 0.00 |
| GoTo Group Inc | Long | Debt | US | $2M | – | 0.01 |
| GoTo Group Inc | Long | Debt | US | $1M | – | 0.01 |
| GOTO GROUP INC | Long | Loan | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $875K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $643K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $567K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $118K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Grace Trust 2020-GRCE (Gracechurch Mortgage Finance P) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1 | Long | ABS-other | US | $3M | – | 0.01 |
| Gracie Point International Funding 2024-1 LLC | Long | ABS-other | US | $8M | – | 0.04 |
| Gran Tierra Energy Inc | Long | Debt | US | $1M | – | 0.01 |
| Gray Television Inc | Long | Loan | US | $4K | – | 0.00 |
| Great Wolf Trust 2024-WOLF | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Green Plains Inc | Long | Equity-common | US | $1M | 67K | 0.01 |
| GREEN PLAINS OPCO - SECURED NOTES | Long | Loan | US | $6M | – | 0.03 |
| Greenko Wind Projects Mauritius Ltd (GREENKO WIND PROJECTS MU) | Long | Debt | MU | $296K | – | 0.00 |
| Greenpoint Manufactured Housing | Long | ABS-other | US | $739K | – | 0.00 |
| GreenPoint Mortgage Funding Trust 2006-AR2 | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $668K | – | 0.00 |
| Greystone CRE Notes 2021-FL3 Ltd (Greystone Commercial Real Esta) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Grippen Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Grippen Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $217K | – | 0.00 |
| Gruma SAB de CV | Long | Debt | MX | $750K | – | 0.00 |
| Grupo Posadas SAB de CV (GRUPO POSADAS SAB CV) | Long | Debt | MX | $1M | – | 0.01 |
| GS Mortgage Securities Corp II (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $17M | – | 0.09 |
| GS Mortgage Securities Corp II Series 2005-ROCK (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| GS Mortgage Securities Corp II Series 2005-ROCK (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2017-GPTX (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| GS Mortgage Securities Corp Trust 2017-SLP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $551K | – | 0.00 |
| GS Mortgage Securities Corp Trust 2021-DM (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| GS Mortgage Securities Corp Trust 2022-AGSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| GS Mortgage Securities Corp Trust 2022-AGSS (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| GS Mortgage Securities Corp Trust 2023-FUN (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| GS Mortgage Securities Trust 2014-GC20 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GS Mortgage Securities Trust 2015-590M | Long | ABS-mortgage backed security | US | $931K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $994K | – | 0.01 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $268K | – | 0.00 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $218K | – | 0.00 |
| GS Mortgage Securities Trust 2020-GSA2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GS Mortgage-Backed Securities Trust 2022-NQM1 | Long | ABS-mortgage backed security | US | $588K | – | 0.00 |
| GSAA Home Equity Trust 2005-14 | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| GSAA Home Equity Trust 2006-18 | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| GSAA Home Equity Trust 2006-18 | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| GSAA Home Equity Trust 2006-4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| GSAA Home Equity Trust 2006-5 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| GSAA Home Equity Trust 2007-2 | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| GSAMP Trust 2007-H1 | Long | ABS-other | US | $347K | – | 0.00 |
| GSAMP Trust 2007-HSBC1 | Long | ABS-other | US | $1M | – | 0.01 |
| GSR Mortgage Loan Trust 2007-1F | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| GSR Mortgage Loan Trust 2007-OA2 | Long | ABS-mortgage backed security | US | $532K | – | 0.00 |
| GT Loan Financing I Ltd 2013-1 (GT Loan Financing Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $4M | – | 0.02 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $295K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $272K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $256K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $195K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $168K | – | 0.00 |
| Guatemala Government Bond (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $59K | – | 0.00 |
| GWT 2024-WLF2 (Great Wolf Trust) | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| Halseypoint Clo 6 Ltd (HalseyPoint CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Hancock Whitney Corp | Long | Equity-common | US | $510K | 11K | 0.00 |
| HarborView Mortgage Loan Trust 2006-12 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| HarborView Mortgage Loan Trust 2007-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HarborView Mortgage Loan Trust 2007-4 | Long | ABS-mortgage backed security | US | $343K | – | 0.00 |
| Harriman Park CLO LTD | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| HCA Inc | Long | Debt | US | $37M | – | 0.20 |
| HCA Inc | Long | Debt | US | $35M | – | 0.19 |
| HCA Inc | Long | Debt | US | $22M | – | 0.12 |
| HCA Inc | Long | Debt | US | $16M | – | 0.08 |
| HCA Inc | Long | Debt | US | $12M | – | 0.06 |
| HCA Inc | Long | Debt | US | $11M | – | 0.06 |
| HCA Inc | Long | Debt | US | $8M | – | 0.04 |
| HCA Inc | Long | Debt | US | $5M | – | 0.02 |
| HCA Inc | Long | Debt | US | $1M | – | 0.01 |
| HCA Inc | Long | Debt | US | $209K | – | 0.00 |
| HELIOS SERVICE PARTNERS | Long | Loan | US | $1M | – | 0.01 |
| Henley CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $808K | – | 0.00 |
| Henley CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $575K | – | 0.00 |
| Hess Corp | Long | Debt | US | $7M | – | 0.04 |
| Hess Corp | Long | Debt | US | $2M | – | 0.01 |
| Hewlett Packard Enterprise Co (HP ENTERPRISE CO) | Long | Debt | US | $4M | – | 0.02 |
| HIG RCP 2023-FL1 LLC (HIG RCP Trust) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| Highbridge Loan Management 3-2014 (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $804K | – | 0.00 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| HILT COMMERCIAL MORTGAGE TRUST 2024-ORL (Hilton USA Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| HILTON GARDEN INN WAIKIKI 05/31/29 | Long | Loan | US | $15M | – | 0.08 |
| Hipgnosis Music Assets 2022-1 LP (Hipgnosis Music Assets LP) | Long | ABS-other | US | $4M | – | 0.02 |
| HIT Trust 2022-HI32 (Hospitality Investors Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| HLTN Commercial Mortgage Trust 2024-DPLO | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| HMH Trust 2017-NSS | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| HNG HOSPITALITY OFFSHORE LP | Long | Equity-common | US | $14M | 14M | 0.07 |
| Home Depot Inc/The | Long | Debt | US | $2M | – | 0.01 |
| Home Depot Inc/The | Long | Debt | US | $780K | – | 0.00 |
| Home Equity Asset Trust 2006-3 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Home Equity Asset Trust 2007-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Home Equity Mortgage Loan Asset-Backed Trust Series SPMD 2004-A (Indymac Home Equity Loan Asset) | Long | ABS-mortgage backed security | US | $253K | – | 0.00 |
| Home Equity Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $169K | – | 0.00 |
| Home Partners of America 2021-2 Trust (Home Partners of America Trust) | Long | ABS-other | US | $8M | – | 0.04 |
| Homeward Opportunities Fund I Trust 2020-2 | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Homeward Opportunities Fund Trust 2022-1 (Homeward Opportunities Fund I) | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Homeward Opportunities Fund Trust 2022-1 (Homeward Opportunities Fund I) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Honduras Government International Bond | Long | Debt | HN | $193K | – | 0.00 |
| HONO 2021-LULU Mortgage Trust (HONO Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| HONO 2021-LULU Mortgage Trust (HONO Mortgage Trust) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| HOUSTON CENTER | Long | Loan | US | $6M | – | 0.03 |
| Howard Hughes Corp/The | Long | Debt | US | $2M | – | 0.01 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Lt) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| HR Ottawa LP | Long | Debt | CA | $26M | – | 0.14 |
| HRNI Holdings LLC | Long | Loan | US | $8M | – | 0.04 |
| HSBC Holdings PLC | Long | Debt | GB | $16M | – | 0.08 |
| HSBC Holdings PLC | Long | Debt | GB | $11M | – | 0.06 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| HTL Commercial Mortgage Trust 2024-T53 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Hudson Yards 2019-30HY Mortgage Trust | Long | ABS-mortgage backed security | US | $173K | – | 0.00 |
| Hudson Yards 2019-55HY Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| HUF/USD FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| Humana Inc | Long | Debt | US | $5M | – | 0.03 |
| Humana Inc | Long | Debt | US | $4M | – | 0.02 |
| Hungary Government International Bond | Long | Debt | HU | $6M | – | 0.03 |
| Hungary Government International Bond | Long | Debt | HU | $357K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $240K | – | 0.00 |
| Hungary Government International Bond | Long | Debt | HU | $192K | – | 0.00 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 (The Huntington National Bank) | Long | ABS-other | US | $7M | – | 0.04 |
| Hydrofarm Holdings Group Inc | Long | Loan | US | $2M | – | 0.01 |
| IDR/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $394K | – | 0.00 | |
| IDR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-35K | – | -0.00 | |
| IDR/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-38K | – | -0.00 | |
| IHS Holding Ltd | Long | Debt | KY | $2M | – | 0.01 |
| ILPT Commercial Mortgage Trust 2022-LPF2 | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| Impac CMB Trust Series 2004-11 | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| Impac CMB Trust Series 2005-6 | Long | ABS-mortgage backed security | US | $399K | – | 0.00 |
| Impac Secured Assets Corp Series 2004-4 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Impac Secured Assets Trust 2006-3 (Impac Secured Assets Corp.) | Long | ABS-mortgage backed security | US | $729K | – | 0.00 |
| Imperial Brands Finance PLC (IMPERIAL BRANDS FIN PLC) | Long | Debt | GB | $2M | – | 0.01 |
| Independence Plaza Trust 2018-INDP | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Independence Plaza Trust 2018-INDP | Long | ABS-mortgage backed security | US | $665K | – | 0.00 |
| India Green Power Holdings | Long | Debt | MU | $367K | – | 0.00 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $9M | – | 0.05 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $8M | – | 0.04 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $231K | – | 0.00 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $192K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2006-AR15 | Long | ABS-mortgage backed security | US | $275K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2006-AR35 | Long | ABS-mortgage backed security | US | $513K | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2007-AR19 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| IndyMac INDX Mortgage Loan Trust 2007-FLX5 | Long | ABS-mortgage backed security | US | $451K | – | 0.00 |
| INSIGHT M INC CONV BOND | Long | Debt | US | $1M | – | 0.01 |
| INSIGHT M INC SERIES D | Long | Equity-preferred | US | $1M | 3M | 0.01 |
| INSIGHT M INC WARRANTS | Derivative-equity | US | $11.17 | – | 0.00 | |
| Intel Corp | Long | Debt | US | $2M | – | 0.01 |
| Intel Corp | Long | Debt | US | $2M | – | 0.01 |
| Intercorp Peru Ltd | Long | Debt | BS | $177K | – | 0.00 |
| Interface Security System | Long | Loan | US | $4M | – | 0.02 |
| International Bancshares Corp | Long | Equity-common | US | $246K | 4K | 0.00 |
| INTOWN 2022-STAY Mortgage Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Invesco CLO 2022-1 Ltd (Invesco CLO 2022-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $945K | – | 0.01 |
| Invesco Euro CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $373K | – | 0.00 |
| Invitation Homes Inc | Long | Equity-common | US | $5M | 138K | 0.03 |
| Invitation Homes Operating Partnership LP | Long | Debt | US | $2M | – | 0.01 |
| IRS BRL (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $185K | – | 0.00 | |
| IRS BRL (BNP PARIBAS) | Derivative-interest rate | FR | $26K | – | 0.00 | |
| IRS BRL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $3K | – | 0.00 | |
| IRS BRL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| IRS BRL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| IRS BRL (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-22K | – | -0.00 | |
| IRS BRL (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-76K | – | -0.00 | |
| IRS BRL (BNP PARIBAS) | Derivative-interest rate | FR | $-418K | – | -0.00 | |
| IRS CAD (LCH LIMITED) | Derivative-interest rate | GB | $-14K | – | -0.00 | |
| IRS CAD (LCH LIMITED) | Derivative-interest rate | GB | $-29K | – | -0.00 | |
| IRS CAD (LCH LIMITED) | Derivative-interest rate | GB | $-61K | – | -0.00 | |
| IRS CLP (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $41K | – | 0.00 | |
| IRS CLP (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $33K | – | 0.00 | |
| IRS CLP (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-30K | – | -0.00 | |
| IRS COP (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| IRS COP (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-7K | – | -0.00 | |
| IRS COP (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| IRS CZK (LCH LIMITED) | Derivative-interest rate | GB | $-179K | – | -0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $832K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $687K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $610K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $309K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $226K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $221K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $212K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $161K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $44K | – | 0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $-93K | – | -0.00 | |
| IRS EUR (LCH LIMITED) | Derivative-interest rate | GB | $-130K | – | -0.00 | |
| IRS IFS EUR (LCH LIMITED) | Derivative-other | GB | $-5K | – | -0.00 | |
| IRS IFS GBP (LCH LIMITED) | Derivative-other | GB | $76K | – | 0.00 | |
| IRS IFS USD (LCH LIMITED) | Derivative-other | GB | $123K | – | 0.00 | |
| IRS IFS USD (LCH LIMITED) | Derivative-other | GB | $290.93 | – | 0.00 | |
| IRS IFS USD (LCH LIMITED) | Derivative-other | GB | $-9K | – | -0.00 | |
| IRS MXN (CME GROUP INC.) | Derivative-interest rate | US | $26K | – | 0.00 | |
| IRS PLN (LCH LIMITED) | Derivative-interest rate | GB | $-118K | – | -0.00 | |
| IRS USD (LCH LIMITED) | Derivative-interest rate | GB | $185K | – | 0.00 | |
| IRS USD (CME GROUP INC.) | Derivative-interest rate | US | $165K | – | 0.00 | |
| IRS USD (LCH LIMITED) | Derivative-interest rate | GB | $162K | – | 0.00 | |
| IRS USD (CME GROUP INC.) | Derivative-interest rate | US | $145K | – | 0.00 | |
| IRS USD (CME GROUP INC.) | Derivative-interest rate | US | $142K | – | 0.00 | |
| IRS USD (LCH LIMITED) | Derivative-interest rate | GB | $38K | – | 0.00 | |
| IRS USD (CME GROUP INC.) | Derivative-interest rate | US | $-44K | – | -0.00 | |
| IRS USD (CME GROUP INC.) | Derivative-interest rate | US | $-191K | – | -0.00 | |
| IRS USD (CME GROUP INC.) | Derivative-interest rate | US | $-618K | – | -0.00 | |
| IRS ZAR (LCH LIMITED) | Derivative-interest rate | GB | $-31K | – | -0.00 | |
| IRS ZAR (LCH LIMITED) | Derivative-interest rate | GB | $-73K | – | -0.00 | |
| iShares iBoxx $ Investment Grade Corporate Bond ETF | Long | Equity-common | US | $2M | 21K | 0.01 |
| ISHARES RUSSELL 2000 ETF (OPTIONS CLEARING CORP.) | Derivative-equity | US | $2M | – | 0.01 | |
| Israel Government International Bond (STATE OF ISRAEL) | Long | Debt | IL | $9M | – | 0.05 |
| Ivory Coast Government International Bond | Long | Debt | CI | $1M | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $820K | – | 0.00 |
| Ivory Coast Government International Bond | Long | Debt | CI | $648K | – | 0.00 |
| Ivory Coast Government International Bond | Long | Debt | CI | $456K | – | 0.00 |
| Ivory Coast Government International Bond | Long | Debt | CI | $353K | – | 0.00 |
| Ivory Coast Government International Bond | Long | Debt | CI | $279K | – | 0.00 |
| Ivory Coast Government International Bond | Long | Debt | CI | $193K | – | 0.00 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NXSS (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-OPO (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| J.P. Morgan Mortgage Trust 2021-INV5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| J.P. Morgan Mortgage Trust 2021-INV5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| J.P. Morgan Mortgage Trust 2021-INV5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $965K | – | 0.01 |
| J.P. Morgan Mortgage Trust 2021-INV5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $964K | – | 0.01 |
| J.P. Morgan Mortgage Trust 2021-INV5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $21M | – | 0.11 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $830K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $732K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $721K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $604K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $294K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| J.P. Morgan Mortgage Trust 2021-INV7 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $79K | – | 0.00 |
| J&J Ventures Gaming LLC | Long | Loan | US | $2M | – | 0.01 |
| Jamestown CLO XVI Ltd (Jamestown CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| JAPAN 10Y BOND(OSE) (OSAKA EXCHANGE,INC) | Derivative-interest rate | JP | $109K | – | 0.00 | |
| Japan Government Thirty Year Bond (JAPAN (30 YEAR ISSUE)) | Long | Debt | JP | $48M | – | 0.25 |
| Jordan Government International Bond (KINGDOM OF JORDAN) | Long | Debt | JO | $240K | – | 0.00 |
| JP Morgan Alternative Loan Trust 2007-A1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $825K | – | 0.00 |
| JP Morgan Alternative Loan Trust 2007-A2 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $146K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11 | Long | ABS-mortgage backed security | US | $183.71 | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | Long | ABS-mortgage backed security | US | $174K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| JP Morgan Mortgage Acquisition Trust 2006-CW1 | Long | ABS-mortgage backed security | US | $619K | – | 0.00 |
| JP Morgan Mortgage Acquisition Trust 2007-CH1 | Long | ABS-other | US | $116K | – | 0.00 |
| JP Morgan Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C22 | Long | ABS-mortgage backed security | US | $47.83 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C29 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2015-C33 | Long | ABS-mortgage backed security | US | $686K | – | 0.00 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2016-C4 | Long | ABS-mortgage backed security | US | $72K | – | 0.00 |
| JPMDB Commercial Mortgage Securities Trust 2018-C8 | Long | ABS-mortgage backed security | US | $183K | – | 0.00 |
| JPMorgan Chase & Co | Long | Debt | US | $33M | – | 0.18 |
| JPMorgan Chase & Co | Long | Debt | US | $27M | – | 0.14 |
| JPMorgan Chase & Co | Long | Debt | US | $19M | – | 0.10 |
| JPMorgan Chase & Co | Long | Debt | US | $13M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $13M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $12M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $10M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $8M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $4M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.01 |
| JPMorgan Chase & Co | Long | Debt | US | $410K | – | 0.00 |
| JPY/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $1M | – | 0.01 | |
| JPY/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $129K | – | 0.00 | |
| JPY/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| JPY/USD FORWARD (COMMONWEALTH BANK OF AUSTRALIA) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| JW Commercial Mortgage Trust 2024-MRCO | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| JW Commercial Mortgage Trust 2024-MRCO | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Kenbourne Invest SA | Long | Debt | LU | $767K | – | 0.00 |
| Kenbourne Invest SA | Long | Debt | LU | $559K | – | 0.00 |
| Kenbourne Invest SA | Long | Debt | LU | $543K | – | 0.00 |
| Kenbourne Invest SA | Long | Debt | LU | $120K | – | 0.00 |
| Khazanah Global Sukuk Bhd | Long | Debt | MY | $878K | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $3M | – | 0.02 |
| Kinder Morgan Inc | Long | Debt | US | $6M | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $5M | – | 0.03 |
| Kinder Morgan Inc | Long | Debt | US | $4M | – | 0.02 |
| Kingdom of Belgium Government Bond (BELGIUM KINGDOM) | Long | Debt | BE | $84M | – | 0.45 |
| KKR CLO 10 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.00 |
| KLA Corp | Long | Debt | US | $4M | – | 0.02 |
| KLA Corp | Long | Debt | US | $4M | – | 0.02 |
| KLA Corp | Long | Debt | US | $3M | – | 0.01 |
| Korea National Oil Corp | Long | Debt | KR | $198K | – | 0.00 |
| Korea National Oil Corp | Long | Debt | KR | $198K | – | 0.00 |
| Kosmos Energy Ltd | Long | Debt | US | $195K | – | 0.00 |
| Kronos Acquisition Holdings Inc | Long | Loan | US | $724K | – | 0.00 |
| Krung Thai Bank PCL/Cayman Islands (KRUNG THAI BANK/CAYMAN) | Long | Debt | TH | $475K | – | 0.00 |
| KRW/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $19M | – | 0.10 |
| KSL Commercial Mortgage Trust 2023-HT | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $24M | – | 0.13 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $21M | – | 0.11 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $6M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $6M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $6M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $5M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $5M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $3M | – | 0.02 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $2M | – | 0.01 |
| Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Landbridge Co LLC | Long | Equity-common | US | $530K | 23K | 0.00 |
| LANDSEA HOMES 4A2 SEN NOTES | Long | Debt | US | $22M | – | 0.12 |
| Landsea Homes Corp | Long | Equity-common | US | $667K | 73K | 0.00 |
| Las Vegas Sands Corp | Long | Debt | US | $4M | – | 0.02 |
| LATCH INC | Long | Equity-common | US | $144K | 412K | 0.00 |
| LATCH INC | Derivative-equity | US | $4.92 | – | 0.00 | |
| Lavoro Ltd (LAVORO LTD-CL A) | Derivative-equity | BR | $32K | – | 0.00 | |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| LBA Trust 2024-BOLT | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| LCM 26 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| LCM 29 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $852K | – | 0.00 |
| LCM XIV LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $350K | – | 0.00 |
| LCM XVII LP (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $282K | – | 0.00 |
| Legacy Mortgage Asset Trust 2019-SL2 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Legacy Mortgage Asset Trust 2019-SL2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Legacy Mortgage Asset Trust 2019-SL2 | Long | ABS-mortgage backed security | US | $369K | – | 0.00 |
| Legacy Mortgage Asset Trust 2021-GS2 | Long | ABS-mortgage backed security | US | $16M | – | 0.08 |
| Lehman ABS Manufactured Housing Contract Trust 2001-B | Long | ABS-other | US | $1M | – | 0.01 |
| Lehman ABS Manufactured Housing Contract Trust 2002-A | Long | ABS-other | US | $165K | – | 0.00 |
| Lehman ABS Mortgage Loan Trust 2007-1 | Long | ABS-other | US | $196K | – | 0.00 |
| Lehman Brothers Holdings Capital Trust VII (LEHMAN BROS CAP TR VII) | Long | Debt | US | $0.19 | – | 0.00 |
| Lehman Brothers Holdings Inc | Long | Debt | US | $0.74 | – | 0.00 |
| Lehman Brothers Small Balance Commercial Mortgage Trust 2006-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Lehman XS Trust Series 2007-16N | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Lehman XS Trust Series 2007-20N | Long | ABS-other | US | $413K | – | 0.00 |
| Lendmark Funding Trust 2021-2 | Long | ABS-other | US | $629K | – | 0.00 |
| Lendmark Funding Trust 2022-1 | Long | ABS-other | US | $8M | – | 0.04 |
| Lendmark Funding Trust 2023-1 | Long | ABS-other | US | $2M | – | 0.01 |
| Lendmark Funding Trust 2024-1 | Long | ABS-other | US | $2M | – | 0.01 |
| Lendmark Funding Trust 2024-1 | Long | ABS-other | US | $967K | – | 0.01 |
| Lendmark Funding Trust 2024-1 | Long | ABS-other | US | $818K | – | 0.00 |
| LESSEN HOLDINGS INC PREF | Long | Equity-preferred | US | $787K | 143K | 0.00 |
| LESSEN INC SR VR 144A NT 28 | Long | Debt | US | $10M | – | 0.05 |
| Level 3 Financing Inc | Long | Debt | US | $3M | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $2M | – | 0.01 |
| Level 3 Financing Inc:TL-B-1 Loan /Term | Long | Loan | US | $528K | – | 0.00 |
| Leviathan Bond Ltd | Long | Debt | IL | $51K | – | 0.00 |
| LG Electronics Inc | Long | Debt | KR | $464K | – | 0.00 |
| LG Electronics Inc | Long | Debt | KR | $202K | – | 0.00 |
| LGI Homes Inc | Long | Debt | US | $3M | – | 0.02 |
| Lightning eMotors Inc | Long | Debt | US | $31K | – | 0.00 |
| LIGHTNING EMOTORS INC | Derivative-equity | US | $86.5 | – | 0.00 | |
| Lions Gate Entertainment Corp | Long | Equity-common | US | $1M | 115K | 0.01 |
| LoanCore 2022-CRE7 Issuer Ltd (LoanCore 2022-CRE7 Issuer Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Loanpal Solar Loan 2020-2 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $4M | – | 0.02 |
| Loanpal Solar Loan 2021-1 Ltd (Loanpal Solar Loan Ltd.) | Long | ABS-other | US | $4M | – | 0.02 |
| Loar Holdings Inc | Long | Equity-common | US | $42K | 781 | 0.00 |
| Lockheed Martin Corp | Long | Debt | US | $4M | – | 0.02 |
| Lockheed Martin Corp | Long | Debt | US | $2M | – | 0.01 |
| Long Beach Mortgage Loan Trust 2006-5 | Long | ABS-other | US | $1M | – | 0.01 |
| Long Beach Mortgage Loan Trust 2006-7 | Long | ABS-other | US | $3M | – | 0.02 |
| LONG GILT (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $5K | – | 0.00 | |
| Long Point Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $430K | – | 0.00 |
| Los Angeles Community College District/CA (LOS ANGELES CA CMNTY CLG DIST) | Long | Debt | US | $4M | – | 0.02 |
| Louisiana Local Government Environmental Facilities & Community Development Auth (LOUISIANA ST LOCAL GOVT ENVRNM) | Long | ABS-other | US | $3M | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $9M | – | 0.05 |
| Lowe's Cos Inc | Long | Debt | US | $7M | – | 0.04 |
| Lowe's Cos Inc | Long | Debt | US | $4M | – | 0.02 |
| Lowe's Cos Inc | Long | Debt | US | $2M | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $2M | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $2M | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $1M | – | 0.01 |
| Lowe's Cos Inc | Long | Debt | US | $831K | – | 0.00 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| LUX 2023-LION | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MAD Mortgage Trust 2017-330M (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MAD Mortgage Trust 2017-330M (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $922K | – | 0.00 |
| Madison Park Euro Funding XVI DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| Madison Park Funding LI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Madison Park Funding LXII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Madison Park Funding LXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| Madison Park Funding XIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| Madison Park Funding XIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Madison Park Funding XLV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| Madison Park Funding XLVI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Madison Park Funding XVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.08 |
| Madison Park Funding XVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $610K | – | 0.00 |
| Madison Park Funding XXII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Madison Park Funding XXII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Madison Park Funding XXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Madison Park Funding XXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $901K | – | 0.00 |
| Madison Park Funding XXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Madison Park Funding XXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $761K | – | 0.00 |
| Madison Park Funding XXVII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $444K | – | 0.00 |
| Madison Park Funding XXXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Madison Park Funding XXXIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Madison Park Funding XXXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Madison Park Funding XXXIV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Madison Park Funding XXXV Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Madison Park Funding XXXVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| MAF Global Securities Ltd | Long | Debt | KY | $197K | – | 0.00 |
| Magellan Capital Holdings Ltd | Long | Debt | AE | $834K | – | 0.00 |
| Magyar Export-Import Bank Zrt | Long | Debt | HU | $187K | – | 0.00 |
| Man GLG Euro CLO VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| Marathon Petroleum Corp | Long | Equity-common | US | $2M | 11K | 0.01 |
| Marble Point CLO XI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Marble Point CLO XXII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Marble Point CLO XXIII Ltd (Marble Point CLO XXIII Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Mariner Finance Issuance Trust 2020-A | Long | ABS-other | US | $1M | – | 0.01 |
| Mariner Finance Issuance Trust 2021-B | Long | ABS-other | US | $1M | – | 0.01 |
| Marriott International Inc/MD | Long | Debt | US | $4M | – | 0.02 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $3M | – | 0.01 |
| Marsh & McLennan Cos Inc | Long | Debt | US | $2M | – | 0.01 |
| Mastr Asset Backed Securities Trust 2006-AM2 | Long | ABS-mortgage backed security | US | $861K | – | 0.00 |
| Mastr Asset Backed Securities Trust 2007-HE1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MASTR Resecuritization Trust 2008-3 | Long | ABS-mortgage backed security | US | $234K | – | 0.00 |
| Mastr Specialized Loan Trust | Long | ABS-other | US | $200K | – | 0.00 |
| Mattamy Group Corp | Long | Debt | CA | $2M | – | 0.01 |
| Mattamy Group Corp | Long | Debt | CA | $1M | – | 0.01 |
| Mauser Packaging Solutions Holding Co | Long | Debt | US | $3M | – | 0.02 |
| MAVERICK GAMING LLC FO:TL-FO | Long | Loan | US | $1M | – | 0.01 |
| MAVERICK GAMING LLC SO:TL-SO | Long | Loan | US | $2M | – | 0.01 |
| MC Brazil Downstream Trading SARL (MC BRAZIL DWNSTRM) | Long | Debt | LU | $804K | – | 0.00 |
| MC Brazil Downstream Trading SARL (MC BRAZIL DWNSTRM) | Long | Debt | LU | $201K | – | 0.00 |
| MCM 2021-VFN1: CERT CMO/WHOLE | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| MCM 2021-VFN1: NOTE CMO/WHOLE | Long | ABS-mortgage backed security | US | $15M | – | 0.08 |
| MCR 2024-HTL Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MCR 2024-HTL Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $296K | – | 0.00 |
| MCR 2024-TWA Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| MCR 2024-TWA Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| MCR 2024-TWA Mortgage Trust (MCR Mortgage Trust) | Long | ABS-mortgage backed security | US | $339K | – | 0.00 |
| MDGH GMTN RSC Ltd | Long | Debt | AE | $221K | – | 0.00 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $20M | – | 0.11 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Med Trust 2021-MDLN | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Medco Maple Tree Pte Ltd | Long | Debt | SG | $918K | – | 0.00 |
| Medical Solutions Holdings Inc | Long | Loan | US | $1M | – | 0.01 |
| MEGlobal BV | Long | Debt | NL | $275K | – | 0.00 |
| MEGlobal BV | Long | Debt | NL | $258K | – | 0.00 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $610K | – | 0.00 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $294K | – | 0.00 |
| Merrill Lynch Alternative Note Asset Trust Series 2007-OAR2 | Long | ABS-mortgage backed security | US | $773K | – | 0.00 |
| Merrill Lynch First Franklin Mortgage Loan Trust Series 2007-2 | Long | ABS-other | US | $988K | – | 0.01 |
| Merrill Lynch Mortgage Investors Trust Series 2006-A3 | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2006-AF2 | Long | ABS-mortgage backed security | US | $382K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2006-OPT1 | Long | ABS-other | US | $327K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2006-RM3 | Long | ABS-other | US | $175K | – | 0.00 |
| Meta Platforms Inc | Long | Debt | US | $20M | – | 0.10 |
| Meta Platforms Inc | Long | Debt | US | $9M | – | 0.05 |
| Metinvest BV | Long | Debt | NL | $320K | – | 0.00 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $3M | – | 0.02 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $1M | – | 0.01 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $1M | – | 0.01 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $55M | – | 0.29 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $45M | – | 0.24 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $21M | – | 0.11 |
| Mexican Bonos (MEX BONOS DESARR FIX RT) | Long | Debt | MX | $5M | – | 0.03 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $35M | – | 0.19 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $25M | – | 0.13 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $19M | – | 0.10 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $14M | – | 0.07 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $567K | – | 0.00 |
| Mexico Government International Bond (UNITED MEXICAN STATES) | Long | Debt | MX | $189K | – | 0.00 |
| MF1 2021-FL7 Ltd (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | KY | $698K | – | 0.00 |
| MF1 2021-W10X (MF1 Multifamily Housing Mortga) | Long | ABS-mortgage backed security | US | $949K | – | 0.01 |
| MF1 2022-FL10 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MF1 2022-FL9 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| MF1 2023-FL12 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MF1 2024-FL14 LLC (MF1 Multifamily Housing Mortga) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| MFA 2020-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| MFA 2022-INV3 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| MFA 2022-INV3 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $793K | – | 0.00 |
| MFA 2024-RTL1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| MFT Trust 2020-ABC | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MGM China Holdings Ltd | Long | Debt | KY | $281K | – | 0.00 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $489K | – | 0.00 |
| MHC Commercial Mortgage Trust 2021-MHC | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| MHP 2021-STOR (Merit) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| MHP Lux SA | Long | Debt | LU | $735K | – | 0.00 |
| MidAmerican Energy Co | Long | Debt | US | $13M | – | 0.07 |
| MidAmerican Energy Co | Long | Debt | US | $4M | – | 0.02 |
| MidAmerican Energy Co | Long | Debt | US | $4M | – | 0.02 |
| MidAmerican Energy Co | Long | Debt | US | $3M | – | 0.01 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $758K | – | 0.00 |
| Midwest Gaming Borrower LLC / Midwest Gaming Finance Corp (MIDWEST GMNG BOR/MWG FIN) | Long | Debt | US | $1M | – | 0.01 |
| Mila 2024-1 BV (Mila B.V.) | Long | ABS-other | NL | $255K | – | 0.00 |
| Mila 2024-1 BV (Mila B.V.) | Long | ABS-other | NL | $200K | – | 0.00 |
| Mill City Solar Loan 2019-2 Ltd | Long | ABS-other | KY | $4M | – | 0.02 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $491K | – | 0.00 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $199K | – | 0.00 |
| Milos CLO Ltd (Milos CLO, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $573K | – | 0.00 |
| Miltonia Mortgage Finance Srl | Long | ABS-mortgage backed security | IT | $2M | – | 0.01 |
| Mineral Resources Ltd | Long | Debt | AU | $881K | – | 0.00 |
| Minor International PCL | Long | Debt | TH | $470K | – | 0.00 |
| MIRA Trust 2023-MILE | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Montenegro Government International Bond (REPUBLIC OF MONTENEGRO) | Long | Debt | ME | $184K | – | 0.00 |
| Moody's Corp (MOODY'S CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| Morgan Stanley | Long | Debt | US | $42M | – | 0.22 |
| Morgan Stanley | Long | Debt | US | $37M | – | 0.20 |
| Morgan Stanley | Long | Debt | US | $34M | – | 0.18 |
| Morgan Stanley | Long | Debt | US | $27M | – | 0.14 |
| Morgan Stanley | Long | Debt | US | $18M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $17M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $16M | – | 0.09 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $9M | – | 0.05 |
| Morgan Stanley | Long | Debt | US | $8M | – | 0.04 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $3M | – | 0.02 |
| Morgan Stanley ABS Capital I Inc Trust 2005-HE1 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $736K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2005-HE5 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2007-SEA1 (Morgan Stanley Capital Inc) | Long | ABS-other | US | $384K | – | 0.00 |
| Morgan Stanley Bank NA | Long | Debt | US | $3M | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Morgan Stanley Capital I 2017-HR2 (Morgan Stanley Capital I Trust) | Long | ABS-mortgage backed security | US | $350K | – | 0.00 |
| Morgan Stanley Capital I Trust 2016-UBS9 | Long | ABS-mortgage backed security | US | $320K | – | 0.00 |
| Morgan Stanley Capital I Trust 2017-ASHF | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Capital I Trust 2017-ASHF | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $175K | – | 0.00 |
| Morgan Stanley Capital I Trust 2018-MP | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Capital I Trust 2018-SUN | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Morgan Stanley Capital I Trust 2018-SUN | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $702K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $485K | – | 0.00 |
| Morgan Stanley Capital I Trust 2019-L2 | Long | ABS-mortgage backed security | US | $314K | – | 0.00 |
| Morgan Stanley Home Equity Loan Trust 2006-3 | Long | ABS-mortgage backed security | US | $941K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-12XS | Long | ABS-mortgage backed security | US | $439K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-12XS | Long | ABS-mortgage backed security | US | $208K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-16AX | Long | ABS-mortgage backed security | US | $591K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2006-16AX | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| Morgan Stanley Mortgage Loan Trust 2007-3XS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Morgan Stanley Mortgage Loan Trust 2007-3XS | Long | ABS-mortgage backed security | US | $510K | – | 0.00 |
| Morgan Stanley Resecuritization Trust 2013-R7 (Morgan Stanley ReRemic Trust) | Long | ABS-mortgage backed security | US | $613K | – | 0.00 |
| Morgan Stanley Residential Mortgage Loan Trust 2014-1 | Long | ABS-mortgage backed security | US | $322K | – | 0.00 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $248K | – | 0.00 |
| Morocco Government International Bond (KINGDOM OF MOROCCO) | Long | Debt | MA | $201K | – | 0.00 |
| Mortgage Loan Resecuritization Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Mosaic Solar Loan Trust 2018-2-GS (Mosaic Solar Loans LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| Mosaic Solar Loan Trust 2019-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $427K | – | 0.00 |
| Mosaic Solar Loan Trust 2020-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $599K | – | 0.00 |
| Mosaic Solar Loan Trust 2022-3 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| Mosaic Solar Loan Trust 2023-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $5M | – | 0.02 |
| Motorola Solutions Inc | Long | Debt | US | $5M | – | 0.03 |
| MP CLO III LTD (MP Clo III, LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| MSCI Inc | Long | Debt | US | $17M | – | 0.09 |
| MSDB Trust 2017-712F | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| MSWF Commercial Mortgage Trust 2023-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| MTN Commercial Mortgage Trust 2022-LPFL | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Municipal Electric Authority of Georgia (MUNI ELEC AUTH OF GEORGIA) | Long | Debt | US | $3M | – | 0.02 |
| Muthoot Finance Ltd | Long | Debt | IN | $236K | – | 0.00 |
| MXN CALL VERSUS USD PUT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-foreign exchange | GB | $25K | – | 0.00 | |
| MXN CALL VERSUS USD PUT (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $11K | – | 0.00 | |
| MXN CALL VERSUS USD PUT (UBS AG) | Derivative-foreign exchange | CH | $4.12 | – | 0.00 | |
| MXN CALL VERSUS USD PUT (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $0 | – | – | |
| MXN CALL VERSUS USD PUT (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $0 | – | – | |
| MXN CALL VERSUS USD PUT (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $0 | – | – | |
| MXN CALL VERSUS USD PUT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-foreign exchange | GB | $-6K | – | -0.00 | |
| MXN/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $52K | – | 0.00 | |
| MXN/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| MXN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| MXN/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-32K | – | -0.00 | |
| MXN/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-413K | – | -0.00 | |
| Myers Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $891K | – | 0.00 |
| Myers Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Myers Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| NACC Reperforming Loan REMIC Trust 2004-R1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| NACC Reperforming Loan REMIC Trust 2004-R1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $330K | – | 0.00 |
| NAK Naftogaz Ukraine via Kondor Finance PLC (KONDOR FINANCE PLC (NAK)) | Long | Debt | GB | $2M | – | 0.01 |
| NAK Naftogaz Ukraine via Kondor Finance PLC (KONDOR FINANCE PLC (NAK)) | Long | Debt | GB | $2M | – | 0.01 |
| Naked Juice LLC | Long | Loan | US | $367K | – | 0.00 |
| Nationstar Home Equity Loan Trust 2007-B | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $1M | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $1M | – | 0.01 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $565K | – | 0.00 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $304K | – | 0.00 |
| Natixis Commercial Mortgage Securities Trust 2018-SOX | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Natixis Commercial Mortgage Securities Trust 2019-LVL | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Navient Private Education Loan Trust 2014-A (Navient Student Loan Trust) | Long | ABS-other | US | $6M | – | 0.03 |
| Navient Private Education Loan Trust 2020-A (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| Navient Private Education Refi Loan Trust 2019-C (Navient Student Loan Trust) | Long | ABS-other | US | $110K | – | 0.00 |
| Navient Private Education Refi Loan Trust 2020-F (Navient Student Loan Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-D (Navient Student Loan Trust) | Long | ABS-other | US | $4M | – | 0.02 |
| Navient Private Education Refi Loan Trust 2021-D (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| Navient Private Education Refi Loan Trust 2021-D (Navient Student Loan Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| Navient Private Education Refi Loan Trust 2024-A (Navient Student Loan Trust) | Long | ABS-other | US | $18M | – | 0.09 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $19M | – | 0.10 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $3M | – | 0.02 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $2M | – | 0.01 |
| Nelnet Student Loan Trust 2021-A | Long | ABS-other | US | $1M | – | 0.01 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $11M | – | 0.06 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $1M | – | 0.01 |
| Nelnet Student Loan Trust 2021-B | Long | ABS-other | US | $675K | – | 0.00 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $10M | – | 0.05 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $797K | – | 0.00 |
| Nelnet Student Loan Trust 2021-C | Long | ABS-other | US | $525K | – | 0.00 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $5M | – | 0.03 |
| Nelnet Student Loan Trust 2021-D | Long | ABS-other | US | $260K | – | 0.00 |
| Nelnet Student Loan Trust 2023-PL1 | Long | ABS-other | US | $4M | – | 0.02 |
| Neuberger Berman CLO XIV Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $578K | – | 0.00 |
| Neuberger Berman CLO XV (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $610K | – | 0.00 |
| Neuberger Berman CLO XV (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Neuberger Berman CLO XVI-S Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Neuberger Berman CLO XX Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Neuberger Berman CLO XX Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.00 |
| Neuberger Berman CLO XXI Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 26 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Neuberger Berman Loan Advisers CLO 26 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Neuberger Berman Loan Advisers CLO 32 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Neuberger Berman Loan Advisers CLO 34 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $499K | – | 0.00 |
| Neuberger Berman Loan Advisers CLO 37 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Neuberger Berman Loan Advisers Clo 42 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Neuberger Berman Loan Advisers CLO 46 Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $783K | – | 0.00 |
| New Century Home Equity Loan Trust Series 2005-C | Long | ABS-other | US | $2M | – | 0.01 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $5M | – | 0.03 |
| New Residential Mortgage Loan Trust 2019-2 | Long | ABS-mortgage backed security | US | $676K | – | 0.00 |
| New Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| New York City Municipal Water Finance Authority (NEW YORK CITY NY MUNI WTR FIN) | Long | Debt | US | $3M | – | 0.01 |
| New York City Municipal Water Finance Authority (NEW YORK CITY NY MUNI WTR FIN) | Long | Debt | US | $2M | – | 0.01 |
| New York Community Bancorp Inc | Long | Equity-common | US | $5M | 2M | 0.03 |
| NEW YORK COMMUNITY BANCORP INC | Derivative-equity | US | $2M | – | 0.01 | |
| New York State Dormitory Authority (NEW YORK ST DORM AUTH ST PERSO) | Long | Debt | US | $1M | – | 0.01 |
| Newark BSL CLO 1 Ltd (Newark BSL CLO 1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $154K | – | 0.00 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $2M | – | 0.01 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $986K | – | 0.01 |
| Newday Funding Master Issuer PLC - Series 2024-2 | Long | ABS-other | GB | $828K | – | 0.00 |
| Newmont Corp | Long | Debt | US | $8M | – | 0.04 |
| NGPL PipeCo LLC | Long | Debt | US | $16M | – | 0.09 |
| NGPL PipeCo LLC | Long | Debt | US | $10M | – | 0.05 |
| NGPL PipeCo LLC | Long | Debt | US | $6M | – | 0.03 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $2M | – | 0.01 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $188K | – | 0.00 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $175K | – | 0.00 |
| Nigeria Government International Bond (REPUBLIC OF NIGERIA) | Long | Debt | NG | $173K | – | 0.00 |
| NiSource Inc | Long | Debt | US | $5M | – | 0.02 |
| NiSource Inc | Long | Debt | US | $3M | – | 0.02 |
| NiSource Inc | Long | Debt | US | $3M | – | 0.01 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| NMLT 2021-INV1 Trust (NMLT Trust) | Long | ABS-mortgage backed security | US | $950K | – | 0.01 |
| NNN REIT Inc | Long | Debt | US | $5M | – | 0.03 |
| NNN REIT Inc | Long | Debt | US | $2M | – | 0.01 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2001-R1A (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $241K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-AF1 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2006-S5 (Nomura Asset Acceptance Corpor) | Long | ABS-other | US | $62K | – | 0.00 |
| Nomura Asset Acceptance Corp Alternative Loan Trust Series 2007-2 (Nomura Asset Acceptance Corpor) | Long | ABS-mortgage backed security | US | $205K | – | 0.00 |
| Norfolk Southern Corp | Long | Debt | US | $6M | – | 0.03 |
| Norfolk Southern Corp | Long | Debt | US | $4M | – | 0.02 |
| Norfolk Southern Corp | Long | Debt | US | $4M | – | 0.02 |
| North Macedonia Government International Bond | Long | Debt | MK | $257K | – | 0.00 |
| Northern Graphite Corp | Long | Equity-common | CA | $9K | 100K | 0.00 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $2M | – | 0.01 |
| Northern States Power Co/MN (NORTHERN STATES PWR-MINN) | Long | Debt | US | $1M | – | 0.01 |
| Northrop Grumman Corp | Long | Debt | US | $6M | – | 0.03 |
| Northrop Grumman Corp | Long | Debt | US | $6M | – | 0.03 |
| Northwest Pipeline LLC | Long | Debt | US | $18M | – | 0.10 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $5M | – | 0.03 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $4M | – | 0.02 | |
| OAK Hill European Credit Partners V Designated Activity Co | Long | ABS-collateralized bond/debt obligation | IE | $428K | – | 0.00 |
| Oakwood Mortgage Investors Inc | Long | ABS-other | US | $4M | – | 0.02 |
| Oakwood Mortgage Investors Inc | Long | ABS-other | US | $192K | – | 0.00 |
| Oakwood Mortgage Investors Inc | Long | ABS-other | US | $145K | – | 0.00 |
| Ocean Trails Clo X | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| OCEANA A NOTE 2 YEAR | Long | Debt | AU | $1M | – | 0.01 |
| OCEANA A NOTE 3 YEAR | Long | Debt | AU | $2M | – | 0.01 |
| OCEANA A NOTE 4 YEAR | Long | Debt | AU | $3M | – | 0.02 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OCP CLO 2014-5 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $540K | – | 0.00 |
| OCP CLO 2014-6 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OCP CLO 2014-7 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OCP CLO 2014-7 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $190K | – | 0.00 |
| OCP CLO 2017-14 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| OCP CLO 2019-16 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OCP Clo 2019-17 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OCP CLO 2020-18 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OCP CLO 2020-19 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $502K | – | 0.00 |
| OCP CLO 2020-20 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $363K | – | 0.00 |
| OCP CLO 2020-8R Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OCP CLO 2021-22 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OCP CLO 2021-22 Ltd (OCP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $664K | – | 0.00 |
| OCP Euro CLO 2017-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| OCP Euro CLO 2019-3 DAC | Long | ABS-collateralized bond/debt obligation | IE | $270K | – | 0.00 |
| OCP Euro CLO 2019-3 DAC | Long | ABS-collateralized bond/debt obligation | IE | $269K | – | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $2M | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $1M | – | 0.01 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $537K | – | 0.00 |
| Octagon 56 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Octagon 57 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Octagon 57 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| Octagon 67 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $753K | – | 0.00 |
| Octagon Investment Partners 18-R Ltd (Octagon Investment Partners Lt) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Octagon Investment Partners 33 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $293K | – | 0.00 |
| Octagon Investment Partners 36 Ltd (Octagon Investments Partners 3) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Octagon Investment Partners 37 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.00 |
| Octagon Investment Partners 39 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.05 |
| Octagon Investment Partners 46 Ltd (Octagon Credit Partners 46, LT) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Octagon Investment Partners XV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Octagon Investment Partners XVI Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Octagon Investment Partners XVII Ltd | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Octagon Loan Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| OFFERPAD SOLUTIONS INC -CW25 | Derivative-equity | US | $401.8 | – | 0.00 | |
| OHA Credit Funding 17 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $3M | – | 0.02 |
| OHA Credit Funding 19 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | BM | $250K | – | 0.00 |
| OHA Credit Funding 2 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $14M | – | 0.08 |
| OHA Credit Funding 2 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $297K | – | 0.00 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| OHA Credit Funding 3 LTD (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| OHA Credit Funding 4 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OHA Credit Funding 6 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $851K | – | 0.00 |
| OHA Credit Funding 7 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| OHA Credit Funding 9 Ltd (Oak Hill Credit Partners) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| OHA Credit Partners XI Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OHA Credit Partners XII Ltd (OHA Credit Partners Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OHA Loan Funding 2013-2 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| OHA Loan Funding 2015-1 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OHA Loan Funding 2016-1 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| OHA Loan Funding 2016-1 Ltd (OHA Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $8M | – | 0.04 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $6M | – | 0.03 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $5M | – | 0.02 |
| Ohio Power Co (OHIO POWER COMPANY) | Long | Debt | US | $2M | – | 0.01 |
| Oleoducto Central SA | Long | Debt | CO | $621K | – | 0.00 |
| Olympic Tower 2017-OT Mortgage Trust (Olympic Tower Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Olympic Tower 2017-OT Mortgage Trust (Olympic Tower Mortgage Trust) | Long | ABS-mortgage backed security | US | $351K | – | 0.00 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $4M | – | 0.02 |
| Olympus Water US Holding Corp (OLYMPUS WTR US HLDG CORP) | Long | Debt | US | $360K | – | 0.00 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $299K | – | 0.00 |
| Oman Government International Bond (OMAN GOV INTERNTL BOND) | Long | Debt | OM | $223K | – | 0.00 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| ONE Gas Inc | Long | Debt | US | $3M | – | 0.02 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| One Market Plaza Trust 2017-1MKT | Long | ABS-mortgage backed security | US | $4.42 | – | 0.00 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| One New York Plaza Trust 2020-1NYP | Long | ABS-mortgage backed security | US | $796K | – | 0.00 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $2M | – | 0.01 |
| OneMain Financial Issuance Trust 2021-1 | Long | ABS-other | US | $2M | – | 0.01 |
| Onemain Financial Issuance Trust 2024-1 | Long | ABS-other | US | $18M | – | 0.09 |
| OPEN Trust 2023-AIR | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Opendoor Mezz | Long | Loan | US | $3M | – | 0.02 |
| Opendoor Technologies Inc | Long | Equity-common | US | $1M | 576K | 0.01 |
| Option One Mortgage Loan Trust 2005-4 Asset-Backed Certificates Series 2005-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Option One Mortgage Loan Trust 2007-CP1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Option One Mortgage Loan Trust 2007-FXD1 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| Option One Mortgage Loan Trust 2007-FXD1 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Option One Mortgage Loan Trust 2007-FXD2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Oracle Corp | Long | Debt | US | $20M | – | 0.10 |
| Oracle Corp | Long | Debt | US | $12M | – | 0.06 |
| Oracle Corp | Long | Debt | US | $10M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $10M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $9M | – | 0.05 |
| Oracle Corp | Long | Debt | US | $5M | – | 0.03 |
| Oracle Corp | Long | Debt | US | $4M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $4M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.01 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.01 |
| Oracle Corp | Long | Debt | US | $2M | – | 0.01 |
| Origen Manufactured Housing Contract Trust 2001-A | Long | ABS-other | US | $795K | – | 0.00 |
| Origen Manufactured Housing Contract Trust 2007-B | Long | ABS-other | US | $353K | – | 0.00 |
| ORION GROUP | Long | Loan | US | $2M | – | 0.01 |
| ORION GROUP | Long | Loan | US | $2M | – | 0.01 |
| ORION GROUP | Long | Loan | US | $1M | – | 0.01 |
| ORION GROUP | Long | Loan | US | $394K | – | 0.00 |
| ORION GROUP | Long | Loan | US | $235K | – | 0.00 |
| ORION GROUP | Long | Loan | US | $201K | – | 0.00 |
| ORION GROUP | Long | Loan | US | $39K | – | 0.00 |
| ORION INCREMENTAL DDTL | Long | Loan | US | $1M | – | 0.01 |
| Ovintiv Inc | Long | Debt | US | $12M | – | 0.06 |
| Ovintiv Inc | Long | Debt | US | $8M | – | 0.04 |
| Ovintiv Inc | Long | Debt | US | $5M | – | 0.03 |
| Owl Rock CLO XVIII LLC (Owl Rock CLO Ltd) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| Ownit Mortgage Loan Trust Series 2006-2 (OWNIT Mortgage Loan Asset-Back) | Long | ABS-other | US | $1M | – | 0.01 |
| OZLM Funding IV Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| OZLM Funding IV Ltd (OZLM Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OZLM VIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| OZLM XVIII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $701K | – | 0.00 |
| OZLM XX Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $852K | – | 0.00 |
| OZLM XXII Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $599K | – | 0.00 |
| OZLM XXIV Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $749K | – | 0.00 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $22M | – | 0.12 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $9M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $2M | – | 0.01 |
| Pagaya AI Technology in Housing Trust 2023-1 | Long | ABS-other | US | $3M | – | 0.01 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Palmer Square CLO 2015-2 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Palmer Square CLO 2015-2 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Palmer Square CLO 2018-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Palmer Square CLO 2019-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Palmer Square CLO 2020-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $1M | – | 0.01 |
| Palmer Square CLO 2021-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Palmer Square CLO 2021-3 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $360K | – | 0.00 |
| Palmer Square CLO 2021-4 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Palmer Square CLO 2022-5 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $505K | – | 0.00 |
| Palmer Square CLO 2024-2 LTD (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Palmer Square Loan Funding 2021-1 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Palmer Square Loan Funding 2021-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Palmer Square Loan Funding 2021-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Palmer Square Loan Funding 2021-4 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Palmer Square Loan Funding 2022-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Palmer Square Loan Funding 2022-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $390K | – | 0.00 |
| Palmer Square Loan Funding 2022-2 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Palmer Square Loan Funding 2022-3 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.09 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $16M | – | 0.09 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $7M | – | 0.04 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $370K | – | 0.00 |
| Panama Government International Bond (REPUBLIC OF PANAMA) | Long | Debt | PA | $324K | – | 0.00 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $186K | – | 0.00 |
| Paraguay Government International Bond (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $161K | – | 0.00 |
| Paramount Global | Long | Debt | US | $3M | – | 0.02 |
| Paramount Global | Long | Debt | US | $3M | – | 0.02 |
| Paramount Global | Long | Debt | US | $1M | – | 0.01 |
| Paramount Global | Long | Debt | US | $1M | – | 0.01 |
| Paramount Global | Long | Debt | US | $732K | – | 0.00 |
| Paramount Global | Long | Debt | US | $2K | – | 0.00 |
| Park Avenue Institutional Advisers CLO Ltd 2019-1 | Long | ABS-collateralized bond/debt obligation | KY | $503K | – | 0.00 |
| Park Avenue Institutional Advisers CLO Ltd 2019-1 | Long | ABS-collateralized bond/debt obligation | KY | $450K | – | 0.00 |
| Park Avenue Institutional Advisers CLO Ltd 2021-2 | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Park Hotels & Resorts Inc | Long | Equity-common | US | $664K | 44K | 0.00 |
| Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer (PARK INTERMED HOLDINGS) | Long | Debt | US | $2M | – | 0.01 |
| Park River Holdings Inc | Long | Loan | US | $508K | – | 0.00 |
| PCL Funding IX PLC | Long | ABS-other | GB | $866K | – | 0.00 |
| PCL Funding IX PLC | Long | ABS-other | GB | $191K | – | 0.00 |
| PEAR THERAPEUTICS INC-CW26 | Derivative-equity | US | $0.64 | – | 0.00 | |
| PECO Energy Co | Long | Debt | US | $4M | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $4M | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $2M | – | 0.01 |
| PEN/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $632K | – | 0.00 |
| Penta CLO 11 DAC (Penta CLO S.A.) | Long | ABS-collateralized bond/debt obligation | IE | $3M | – | 0.02 |
| Periama Holdings LLC/DE | Long | Debt | US | $420K | – | 0.00 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $2M | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $965K | – | 0.01 |
| Permian Resources Operating LLC (PERMIAN RESOURC OPTG LLC) | Long | Debt | US | $784K | – | 0.00 |
| Pertamina Geothermal Energy PT | Long | Debt | ID | $505K | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $187K | – | 0.00 |
| Perusahaan Penerbit SBSN Indonesia III | Long | Debt | ID | $196K | – | 0.00 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $9M | – | 0.05 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $3M | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $3M | – | 0.01 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $362K | – | 0.00 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $246K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $8M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $3M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $1M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $174K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $157K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $121K | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $114K | – | 0.00 |
| Petrorio Luxembourg Holding Sarl (PETRORIO LUX HLD SARL) | Long | Debt | LU | $713K | – | 0.00 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $12M | – | 0.06 |
| Pfizer Investment Enterprises Pte Ltd | Long | Debt | SG | $8M | – | 0.04 |
| PFP 2022-9 Ltd (PFP III) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| PGA Trust 2024-RSR2 (PGA National Resort Commercial) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $6M | – | 0.03 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $4M | – | 0.02 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $11M | – | 0.06 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $11M | – | 0.06 |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $3M | – | 0.02 |
| Pikes Peak CLO 1 | Long | ABS-collateralized bond/debt obligation | KY | $892K | – | 0.00 |
| Pikes Peak CLO 8 | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| Pikes Peak CLO 8 | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Pilgrim's Pride Corp | Long | Debt | US | $3M | – | 0.02 |
| PIONEER MIDCO 144A NOTES | Long | Debt | US | $7M | – | 0.04 |
| Pioneer Natural Resources Co | Long | Debt | US | $2M | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $2M | – | 0.01 |
| Pitney Bowes Inc | Long | Debt | US | $8M | – | 0.04 |
| Playstudios Inc | Long | Equity-common | US | $947K | 457K | 0.01 |
| Playtika Holding Corp | Long | Debt | US | $306K | – | 0.00 |
| PLN/EUR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| PLN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| PLN/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| PLN/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| Pluspetrol Camisea SA / Pluspetrol Lote 56 SA (PLUSPETROL CAM/PLUS LOTE) | Long | Debt | PE | $205K | – | 0.00 |
| Pony SA Compartment German Auto Loans 2024-1 | Long | ABS-other | LU | $428K | – | 0.00 |
| Pony SA Compartment German Auto Loans 2024-1 | Long | ABS-other | LU | $321K | – | 0.00 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $5M | – | 0.03 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $3M | – | 0.02 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $1M | – | 0.01 |
| Port of Beaumont Navigation District (PORT BEAUMONT TX NAV DIST DOCK) | Long | Debt | US | $10M | – | 0.05 |
| POSCO | Long | Debt | KR | $222K | – | 0.00 |
| POSCO | Long | Debt | KR | $218K | – | 0.00 |
| Post CLO 2018-1 Ltd (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| Post CLO 2023-1 Ltd (Post CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $504K | – | 0.00 |
| PRET 2021-RN4 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $5M | – | 0.03 |
| PRET 2023-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $8M | – | 0.04 |
| PRET 2024-NPL1 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $12M | – | 0.06 |
| PRET 2024-NPL2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-other | US | $11M | – | 0.06 |
| PRET 2024-RN2 LLC (Pretium Mortgage Credit Partne) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Prima Capital CRE Securitization 2015-IV Ltd (PRIMA Capital LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Prima Capital CRE Securitization 2016-VI Ltd (PRIMA Capital LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| PRKCM 2021-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| PRKCM 2022-AFC1 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $718K | – | 0.00 |
| PRKCM 2022-AFC2 Trust (PRKCM Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Act) | Long | ABS-other | IE | $2M | – | 0.01 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Act) | Long | ABS-other | IE | $346K | – | 0.00 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Act) | Long | ABS-other | IE | $201K | – | 0.00 |
| Prodigy Finance CM2021-1 DAC (Prodigy Finance Designated Act) | Long | ABS-other | IE | $158K | – | 0.00 |
| Progress Residential 2020-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Progress Residential 2020-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $545K | – | 0.00 |
| Progress Residential 2020-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $5M | – | 0.03 |
| Progress Residential 2020-SFR3 Trust (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| Progress Residential 2021-SFR1 (Progress Residential Trust) | Long | ABS-other | US | $3M | – | 0.01 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $7M | – | 0.04 |
| Progress Residential 2021-SFR10 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Progress Residential 2021-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $6M | – | 0.03 |
| Progress Residential 2021-SFR3 (Progress Residential Trust) | Long | ABS-other | US | $6M | – | 0.03 |
| Progress Residential 2021-SFR4 (Progress Residential Trust) | Long | ABS-other | US | $8M | – | 0.04 |
| Progress Residential 2021-SFR9 Trust (Progress Residential Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| Progress Residential 2022-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Progress Residential 2022-SFR1 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Progress Residential 2022-SFR5 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Progress Residential 2023-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Progress Residential 2024-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $2M | – | 0.01 |
| Progress Residential 2024-SFR2 Trust (Progress Residential Trust) | Long | ABS-other | US | $870K | – | 0.00 |
| PROJECT BEEPER: TL-B LOAN/TERM | Long | Loan | US | $5M | – | 0.03 |
| PROJECT MONTAGE NOTE: TL LOAN/REVOLVE | Long | Loan | US | $3M | – | 0.01 |
| PROJECT MONTAGE TL | Long | Loan | US | $6M | – | 0.03 |
| PROJECT MONTELENA | Long | Debt | DE | $10M | – | 0.05 |
| Promigas SA ESP / Gases del Pacifico SAC (PROMIGAS/GASES PACIFICO) | Long | Debt | $309K | – | 0.00 | |
| PRPM 2022-1 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $687K | – | 0.00 |
| PRPM 2023-1 LLC (PRP Advisors, LLC) | Long | ABS-other | US | $7M | – | 0.04 |
| PRPM LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $434K | – | 0.00 |
| Public Service Co of New Hampshire (PUB SVC NEW HAMP) | Long | Debt | US | $2M | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $2M | – | 0.01 |
| Public Service Electric and Gas Co | Long | Debt | US | $2M | – | 0.01 |
| Quarzo Srl | Long | ABS-other | IT | $453K | – | 0.00 |
| Quarzo Srl | Long | ABS-other | IT | $368K | – | 0.00 |
| Race Point IX CLO Ltd (Race Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Race Point X CLO Ltd (Race Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Rad CLO 15 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Rad CLO 15 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $431K | – | 0.00 |
| Rad CLO 16 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $325K | – | 0.00 |
| Rad CLO 2 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Rad CLO 3 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $476K | – | 0.00 |
| Rad CLO 3 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Rad CLO 5 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Rad CLO 7 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $775K | – | 0.00 |
| Rad CLO 9 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Raizen Fuels Finance SA | Long | Debt | LU | $274K | – | 0.00 |
| Raizen Fuels Finance SA | Long | Debt | LU | $203K | – | 0.00 |
| Rakuten Group Inc | Long | Debt | JP | $6M | – | 0.03 |
| RALI Series 2006-QA10 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| RALI Series 2007-QH9 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $370K | – | 0.00 |
| RALI Series 2007-QO2 Trust (Residential Accredit Loans, In) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| RAMP Series 2004-RS7 Trust (Residential Asset Mortgage Pro) | Long | ABS-other | US | $847K | – | 0.00 |
| RCO VI Mortgage LLC 2022-1 (RCO Mortgage LLC) | Long | ABS-other | US | $6M | – | 0.03 |
| RCO VII Mortgage LLC 2024-1 (RCO Mortgage LLC) | Long | ABS-other | US | $7M | – | 0.04 |
| Ready Capital Mortgage Financing 2022-FL10 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.04 |
| Ready Capital Mortgage Financing 2022-FL9 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| Ready Capital Mortgage Financing 2023-FL11 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| REC Ltd | Long | Debt | IN | $201K | – | 0.00 |
| Recette Clo Ltd (Recette CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Redstone Holdco 2 LP | Long | Loan | US | $4M | – | 0.02 |
| Redstone Holdco 2 LP | Long | Loan | US | $4M | – | 0.02 |
| Redwood Funding Trust 2023-1 (REMIC FUNDING TRUST 98-1) | Long | ABS-other | US | $499K | – | 0.00 |
| Regatta IX Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Regatta VI Funding Ltd (Regatta VI Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.02 |
| Regatta VII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Regatta VII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $503K | – | 0.00 |
| Regatta VIII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $755K | – | 0.00 |
| Regatta XIII Funding Ltd (Regatta XIII Funding LLC) | Long | ABS-collateralized bond/debt obligation | KY | $375K | – | 0.00 |
| Regatta XIX Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $684K | – | 0.00 |
| Regatta XVI Funding Ltd (Regatta XVI Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Regatta XVIII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.00 |
| Regatta XXIV Funding Ltd (Regatta XXIV Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Regatta XXVII Funding Ltd (Regatta XXVII Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $3M | – | 0.02 |
| Regional Management Issuance Trust 2021-2 | Long | ABS-other | US | $956K | – | 0.01 |
| Regional Management Issuance Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.01 |
| Regional Management Issuance Trust 2022-1 | Long | ABS-other | US | $764K | – | 0.00 |
| Regional Management Issuance Trust 2022-1 | Long | ABS-other | US | $491K | – | 0.00 |
| Regional Management Issuance Trust 2022-1 | Long | ABS-other | US | $403K | – | 0.00 |
| Regional Management Issuance Trust 2024-1 | Long | ABS-other | US | $269K | – | 0.00 |
| RELX Capital Inc | Long | Debt | US | $2M | – | 0.01 |
| Reperforming Loan REMIC Trust 2005-R2 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| Reperforming Loan REMIC Trust 2005-R3 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $1M | – | 0.01 |
| Republic of Kenya Government International Bond | Long | Debt | KE | $346K | – | 0.00 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $4M | – | 0.02 |
| Republic of Poland Government Bond (POLAND GOVERNMENT BOND) | Long | Debt | PL | $4M | – | 0.02 |
| Republic of Poland Government International Bond | Long | Debt | PL | $277K | – | 0.00 |
| Republic of Poland Government International Bond | Long | Debt | PL | $62K | – | 0.00 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $4M | – | 0.02 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $3M | – | 0.01 |
| Republic of South Africa Government Bond | Long | Debt | ZA | $3M | – | 0.01 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $274K | – | 0.00 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $213K | – | 0.00 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $1M | – | 0.01 |
| Republic of Uzbekistan International Bond (UZBEKISTAN INTL BOND) | Long | Debt | UZ | $231K | – | 0.00 |
| Residential Mortgage Loan Trust 2020-2 | Long | ABS-mortgage backed security | US | $7M | – | 0.04 |
| Reworld Holding Corp | Long | Debt | US | $534K | – | 0.00 |
| REXLot Holdings Ltd | Long | Debt | BM | $0.01 | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $9M | – | 0.05 |
| RFMSI Series 2006-SA2 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| RFMSI Series 2007-SA4 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $165K | – | 0.00 |
| RIAL 2022-FL8 Issuer Ltd (Rialto Real Estate Fund LP) | Long | ABS-collateralized bond/debt obligation | BM | $10M | – | 0.05 |
| Riserva Clo Ltd (Riserva CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| Rizal Commercial Banking Corp | Long | Debt | PH | $494K | – | 0.00 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $3M | – | 0.01 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $2M | – | 0.01 |
| RMIT_21-3 | Long | ABS-other | US | $19M | – | 0.10 |
| ROBERTSHAW US HOLDING | Long | Loan | US | $18K | – | 0.00 |
| Rockford Tower CLO 2017-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.04 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Rockford Tower CLO 2017-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.05 |
| Rockford Tower CLO 2018-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Rockford Tower CLO 2018-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Rockford Tower CLO 2018-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $837K | – | 0.00 |
| Rockford Tower CLO 2018-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.00 |
| Rockford Tower CLO 2019-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Rogers Communications Inc | Long | Debt | CA | $10M | – | 0.05 |
| Romanian Government International Bond | Long | Debt | RO | $921K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $149K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $138K | – | 0.00 |
| Romanian Government International Bond | Long | Debt | RO | $65K | – | 0.00 |
| Romark CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $750K | – | 0.00 |
| Romark WM-R Ltd (Romark CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| ROTOR ACQUISITION CORP FOUNDER SHARES | Long | Equity-common | US | $18K | 11K | 0.00 |
| ROTOR ACQUISITION CORP PRIVATE WARRANTS | Derivative-equity | US | $2K | – | 0.00 | |
| RR 1 LLC (RR 1 Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.05 |
| RR 12 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| RR 18 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $487K | – | 0.00 |
| RR 28 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.03 |
| RR 29 LTD (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.00 |
| RR 3 Ltd (RRAM) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| RR 4 LTD (RR LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| RR 5 Ltd (RR Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| RRE 5 Loan Management DAC (RRE Loan Management) | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| RRX 3 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $300K | – | 0.00 |
| RRX 4 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.06 |
| RRX 4 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| RRX 5 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $474K | – | 0.00 |
| RRX 7 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| RTX Corp | Long | Debt | US | $24M | – | 0.13 |
| RTX Corp | Long | Debt | US | $21M | – | 0.11 |
| RTX Corp | Long | Debt | US | $8M | – | 0.04 |
| RTX Corp | Long | Debt | US | $7M | – | 0.04 |
| RTX Corp | Long | Debt | US | $7M | – | 0.04 |
| RTX Corp | Long | Debt | US | $6M | – | 0.03 |
| RTX Corp | Long | Debt | US | $4M | – | 0.02 |
| RTX Corp | Long | Debt | US | $3M | – | 0.01 |
| RTX Corp | Long | Debt | US | $2M | – | 0.01 |
| RTX Corp | Long | Debt | US | $487K | – | 0.00 |
| Russian Federal Bond - OFZ (RUSSIA GOVT BOND - OFZ) | Long | Debt | RU | $849K | – | 0.00 |
| S&P500 EMINI (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-equity | US | $8K | – | 0.00 | |
| SABENA TECHNICS SAS | Long | Debt | FR | $7M | – | 0.04 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $24M | – | 0.13 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $24M | – | 0.13 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $15M | – | 0.08 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $14M | – | 0.07 |
| Sabine Pass Liquefaction LLC | Long | Debt | US | $12M | – | 0.06 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $2M | – | 0.01 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $10M | – | 0.05 |
| Saluda Grade Alternative Mortgage Trust 2024-RTL5 | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| Samarco Mineracao SA | Long | Debt | BR | $3M | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $4M | – | 0.02 |
| Sands China Ltd | Long | Debt | KY | $397K | – | 0.00 |
| Sands China Ltd | Long | Debt | KY | $294K | – | 0.00 |
| Sands China Ltd | Long | Debt | KY | $239K | – | 0.00 |
| SARCOS TECHNOLOGY AND ROBOTICS | Long | Equity-common | US | $742K | 464K | 0.00 |
| SARCOS TECHNOLOGY AND ROBOTICS CORP | Derivative-equity | US | $8K | – | 0.00 | |
| Sasol Financing USA LLC | Long | Debt | US | $190K | – | 0.00 |
| Sasol Financing USA LLC | Long | Debt | US | $188K | – | 0.00 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $366K | – | 0.00 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $194K | – | 0.00 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $176K | – | 0.00 |
| Saxon Asset Securities Trust 2004-2 | Long | ABS-other | US | $417K | – | 0.00 |
| SC Johnson & Son Inc (JOHNSON (S.C.) & SON INC) | Long | Debt | US | $531K | – | 0.00 |
| SCC Power PLC | Long | Debt | GB | $1M | – | 0.01 |
| SCC Power PLC | Long | Debt | GB | $295K | – | 0.00 |
| SCF Rahoituspalvelut XIII DAC (SCF Rahoituspalvelut DAC) | Long | ABS-other | IE | $430K | – | 0.00 |
| SCI PH PARENT INC | Long | Equity-preferred | US | $2M | 2K | 0.01 |
| SCIH Salt Holdings Inc | Long | Loan | US | $2M | – | 0.01 |
| Seasoned Loans Structured Transaction Trust Series 2020-2 (Freddie Mac - SLST) | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| Seasoned Loans Structured Transaction Trust Series 2020-3 (Freddie Mac - SLST) | Long | ABS-mortgage backed security | US | $627K | – | 0.00 |
| Securitized Asset Backed Receivables LLC Trust 2006-OP1 | Long | ABS-other | US | $255K | – | 0.00 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR1 | Long | ABS-other | US | $2M | – | 0.01 |
| Securitized Asset Backed Receivables LLC Trust 2007-BR1 | Long | ABS-other | US | $146K | – | 0.00 |
| Securitized Asset Backed Receivables LLC Trust 2007-NC2 | Long | ABS-other | US | $394K | – | 0.00 |
| Select Medical Corp | Long | Debt | US | $2M | – | 0.01 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $2M | – | 0.01 |
| Senegal Government International Bond (REPUBLIC OF SENEGAL) | Long | Debt | SN | $167K | – | 0.00 |
| Sequoia Mortgage Trust 2007-3 | Long | ABS-mortgage backed security | US | $525K | – | 0.00 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $233K | – | 0.00 |
| Service Experts Issuer 2021-1 LLC | Long | ABS-other | US | $4M | – | 0.02 |
| Service Experts Issuer 2024-1 LLC | Long | ABS-other | US | $4M | – | 0.02 |
| Service Properties Trust | Long | Debt | US | $6M | – | 0.03 |
| Service Properties Trust | Long | Debt | US | $6M | – | 0.03 |
| Service Properties Trust | Long | Debt | US | $3M | – | 0.02 |
| Service Properties Trust | Long | Equity-common | US | $1M | 196K | 0.01 |
| Service Properties Trust | Long | Debt | US | $369K | – | 0.00 |
| Sesac Finance LLC (SESAC Finance, LLC) | Long | ABS-other | US | $2M | – | 0.01 |
| Sesac Finance LLC (SESAC Finance, LLC) | Long | ABS-other | US | $1M | – | 0.01 |
| SG Commercial Mortgage Securities Trust 2019-PREZ | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SG Commercial Mortgage Securities Trust 2019-PREZ | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| SG Mortgage Securities Trust 2006-FRE2 | Long | ABS-other | US | $183K | – | 0.00 |
| SG Residential Mortgage Trust 2022-2 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| SG Residential Mortgage Trust 2022-2 (SG Capital Partners) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Shackleton 2019-XIV Clo Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Shelf Drilling Holdings Ltd (SHELF DRILL HOLD LTD) | Long | Debt | KY | $5M | – | 0.02 |
| SHER Trust 2024-DAL | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| SierraCol Energy Andina LLC (SIERRACOL ENRGY ANDINA) | Long | Debt | US | $221K | – | 0.00 |
| Signal Peak CLO 1 LTD (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.06 |
| Signal Peak CLO 1 LTD (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Signal Peak CLO 5 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Signal Peak CLO 5 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $615K | – | 0.00 |
| Signal Peak CLO 8 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Signal Peak CLO 8 Ltd (Signal Peak CLO, LLC) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Sisecam UK PLC | Long | Debt | GB | $385K | – | 0.00 |
| Sisecam UK PLC | Long | Debt | GB | $326K | – | 0.00 |
| Sitio Royalties Operating Partnership LP / Sitio Finance Corp (SITIO ROYAL OP / SIT FIN) | Long | Debt | US | $1M | – | 0.01 |
| Sixth Street CLO XIX Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.09 |
| Sixth Street CLO XVII Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $625K | – | 0.00 |
| Sixth Street CLO XX Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $783K | – | 0.00 |
| Sixth Street CLO XX Ltd (Sixth Street CLO LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| SLM Private Credit Student Loan Trust 2004-A (SLM Student Loan Trust) | Long | ABS-other | US | $455K | – | 0.00 |
| SLM Private Education Loan Trust 2010-C (SLM Student Loan Trust) | Long | ABS-other | US | $12M | – | 0.06 |
| SMB Private Education Loan Trust 2015-B | Long | ABS-other | US | $1M | – | 0.01 |
| SMB Private Education Loan Trust 2020-PT-A | Long | ABS-other | US | $8M | – | 0.04 |
| SMB Private Education Loan Trust 2020-PT-A | Long | ABS-other | US | $6M | – | 0.03 |
| SMB Private Education Loan Trust 2021-A | Long | ABS-other | US | $6M | – | 0.03 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $767K | – | 0.00 |
| SMB Private Education Loan Trust 2021-C | Long | ABS-other | US | $409K | – | 0.00 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $11M | – | 0.06 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $11M | – | 0.06 |
| SMB Private Education Loan Trust 2024-C | Long | ABS-other | US | $4M | – | 0.02 |
| Smith Douglas Homes Corp | Long | Equity-common | US | $1M | 47K | 0.01 |
| SoFi Personal Loan Trust 2023-1 | Long | ABS-other | US | $13M | – | 0.07 |
| SoFi Personal Loan Trust 2024-1 | Long | ABS-other | US | $13M | – | 0.07 |
| Solventum Corp | Long | Debt | US | $8M | – | 0.04 |
| Solventum Corp | Long | Debt | US | $7M | – | 0.04 |
| SONDER BRIDGE NOTES | Long | Debt | US | $535K | – | 0.00 |
| SONDER HOLDINGS INC | Long | Equity-common | US | $88K | 19K | 0.00 |
| SONDER HOLDINGS, INC. | Long | Debt | US | $8M | – | 0.04 |
| SONDER WARRANTS | Derivative-equity | US | $107K | – | 0.00 | |
| Sound Point CLO II Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $600K | – | 0.00 |
| Sound Point Clo XV Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $189K | – | 0.00 |
| SOUND POINT CLO XXII LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $601K | – | 0.00 |
| Soundview Home Loan Trust 2004-WMC1 (Soundview Home Equity Loan Tru) | Long | ABS-other | US | $30K | – | 0.00 |
| Soundview Home Loan Trust 2005-OPT3 (Soundview Home Equity Loan Tru) | Long | ABS-other | US | $397K | – | 0.00 |
| Soundview Home Loan Trust 2007-NS1 (Soundview Home Equity Loan Tru) | Long | ABS-mortgage backed security | US | $710K | – | 0.00 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $7M | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $7M | – | 0.04 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $6M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $6M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $5M | – | 0.03 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $4M | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $3M | – | 0.02 |
| Southern California Edison Co (SOUTHERN CAL EDISON) | Long | Debt | US | $2M | – | 0.01 |
| Southwick Park CLO LLC (Southwick Park CLO, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $370K | – | 0.00 |
| SP DRI MERGER CORP:TL-B | Long | Loan | CA | $3M | – | 0.02 |
| SPACE EXPLORATION TECHNOLOGIES CORP | Long | Equity-common | US | $3M | 28K | 0.01 |
| SPACE EXPLORATION TECHNOLOGIES CORP | Long | Equity-common | US | $2M | 26K | 0.01 |
| SPLT_23-1 | Long | ABS-mortgage backed security | US | $9M | – | 0.05 |
| SPLT_24-1 | Long | Debt | US | $7M | – | 0.04 |
| Sprint LLC | Long | Debt | US | $29M | – | 0.16 |
| Sprint LLC | Long | Debt | US | $10M | – | 0.05 |
| Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC (SPRINT SPECTRUM / SPEC I) | Long | Debt | US | $261K | – | 0.00 |
| Spruce Hill Mortgage Loan Trust 2022-SH1 | Long | ABS-mortgage backed security | US | $855K | – | 0.00 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $5M | – | 0.03 |
| SREIT Trust 2021-MFP2 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| St Marys Cement Inc Canada | Long | Debt | CA | $196K | – | 0.00 |
| St Paul's CLO XII DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| STAR 2021-SFR1 Trust (Star Trust) | Long | ABS-other | US | $1M | – | 0.01 |
| Star Energy Geothermal Wayang Windu Ltd | Long | Debt | VG | $393K | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $21M | – | 0.11 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $5M | – | 0.03 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $16M | – | 0.09 |
| State of Texas (TEXAS ST) | Long | Debt | US | $6M | – | 0.03 |
| Steele Creek Clo 2017-1 Ltd (Steele Creek CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| Stem Inc | Long | Debt | US | $247K | – | 0.00 |
| Stewart Park CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| STL Holding Co LLC | Long | Debt | US | $1M | – | 0.01 |
| Stratton Mortgage Funding 2024-3 PLC (Stratton Mortgage Funding PLC) | Long | ABS-mortgage backed security | GB | $619K | – | 0.00 |
| Stratus CLO 2021-1 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $18K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2006-3 | Long | ABS-mortgage backed security | US | $260K | – | 0.00 |
| Structured Asset Mortgage Investments II Trust 2006-AR4 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Structured Asset Mortgage Investments II Trust 2006-AR5 | Long | ABS-mortgage backed security | US | $210K | – | 0.00 |
| Structured Asset Securities Corp Assistance Loan Trust 2003-AL2 | Long | ABS-mortgage backed security | US | $57K | – | 0.00 |
| Structured Asset Securities Corp Mortgage Loan Trust 2007-GEL2 | Long | ABS-other | US | $2M | – | 0.01 |
| Subway Funding LLC | Long | ABS-other | US | $6M | – | 0.03 |
| Sumitomo Mitsui Financial Group Inc (SUMITOMO MITSUI FINL GRP) | Long | Debt | JP | $11M | – | 0.06 |
| SUN COUNTRY 2019-1B | Long | Debt | US | $2M | – | 0.01 |
| SUN COUNTRY 2022-1A | Long | Debt | US | $4M | – | 0.02 |
| Sunstone Hotel Investors Inc | Long | Equity-common | US | $521K | 50K | 0.00 |
| Sutton Park CLO DAC | Long | ABS-collateralized bond/debt obligation | IE | $1M | – | 0.01 |
| Suzano Austria GmbH | Long | Debt | AT | $332K | – | 0.00 |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $6M | – | 0.03 | |
| SWOP IRS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $3M | – | 0.02 | |
| SWOP IRS USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $3M | – | 0.01 | |
| SWOP IRS USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $1M | – | 0.01 | |
| SWOP IRS USD (DEUTSCHE BORSE AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $1M | – | 0.01 | |
| SWOP IRS USD (DEUTSCHE BORSE AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $984K | – | 0.01 | |
| SWOP IRS USD (DEUTSCHE BORSE AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $665K | – | 0.00 | |
| SWOP IRS USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $570K | – | 0.00 | |
| SWOP IRS USD (DEUTSCHE BORSE AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $518K | – | 0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-209K | – | -0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-236K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-416K | – | -0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-498K | – | -0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-564K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-593K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-634K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-678K | – | -0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-689K | – | -0.00 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-864K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-875K | – | -0.00 | |
| SWOP IRS USD (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | GB | $-901K | – | -0.00 | |
| SWOP IRS USD (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-interest rate | GB | $-936K | – | -0.00 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-1M | – | -0.01 | |
| SWOP IRS USD (BARCLAYS BANK PLC) | Derivative-interest rate | GB | $-1M | – | -0.01 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| SWOP IRS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| SWOP IRS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| SWOP IRS USD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-3M | – | -0.02 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-3M | – | -0.02 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-4M | – | -0.02 | |
| SWOP IRS USD (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-interest rate | US | $-5M | – | -0.02 | |
| Sycamore Tree CLO 2024-5 Ltd (Sycamore Tree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Symphony CLO 38 Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $253K | – | 0.00 |
| Symphony CLO XX Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Symphony CLO XXI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $476K | – | 0.00 |
| Symphony CLO XXII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $840K | – | 0.00 |
| Symphony CLO XXIII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| Symphony CLO XXIII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Symphony CLO XXIII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $251K | – | 0.00 |
| Symphony CLO XXIV Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $237K | – | 0.00 |
| Symphony CLO XXVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| T-Mobile USA Inc | Long | Debt | US | $52M | – | 0.28 |
| T-Mobile USA Inc | Long | Debt | US | $14M | – | 0.08 |
| T-Mobile USA Inc | Long | Debt | US | $3M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $2M | – | 0.01 |
| Takeda Pharmaceutical Co Ltd | Long | Debt | JP | $11M | – | 0.06 |
| Targa Resources Corp | Long | Debt | US | $11M | – | 0.06 |
| Targa Resources Corp | Long | Debt | US | $4M | – | 0.02 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $17M | – | 0.09 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $14M | – | 0.07 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $13M | – | 0.07 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $8M | – | 0.04 |
| Taubman Centers Commercial Mortgage Trust 2022-DPM | Long | ABS-mortgage backed security | US | $13M | – | 0.07 |
| TCI-Flatiron Clo 2017-1 Ltd (TCI-Flatiron CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| TCW CLO 2019-1 AMR Ltd (TCW CLO 2019-1 AMR, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Tenneco Inc | Long | Debt | US | $2M | – | 0.01 |
| Texas Capital Bancshares Inc | Long | Debt | US | $2M | – | 0.01 |
| Texas Capital Bancshares Inc | Long | Equity-common | US | $561K | 9K | 0.00 |
| Texas Eastern Transmission LP | Long | Debt | US | $3M | – | 0.02 |
| Texas Instruments Inc | Long | Debt | US | $3M | – | 0.01 |
| Texas Instruments Inc | Long | Debt | US | $2M | – | 0.01 |
| Textron Inc | Long | Debt | US | $2M | – | 0.01 |
| Thames Water Utilities Finance PLC (THAMES WATER UTIL FIN) | Long | Debt | GB | $809K | – | 0.00 |
| THB/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $598.36 | – | 0.00 | |
| Thermo Fisher Scientific Inc | Long | Debt | US | $6M | – | 0.03 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $2M | – | 0.01 |
| Thornburg Mortgage Securities Trust 2006-3 | Long | ABS-mortgage backed security | US | $594K | – | 0.00 |
| Thornburg Mortgage Securities Trust 2007-3 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| THPT 2023-THL Mortgage Trust (Tharaldson Hotel Portfolio Tru) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Three Month SONIA Index (ICE FUTURES EUROPE) | Derivative-interest rate | GB | $-88K | – | -0.00 | |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-17K | – | -0.00 | |
| Tiaa Clo III Ltd (TEACHERS INSURANCE AND ANNUITY) | Long | ABS-collateralized bond/debt obligation | KY | $921K | – | 0.00 |
| TICP CLO IX Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| TICP CLO IX Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| TICP CLO IX Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $451K | – | 0.00 |
| TICP CLO VI 2016-2 Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.03 |
| TICP CLO VII Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| TICP CLO VIII Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| TICP CLO X Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $681K | – | 0.00 |
| TICP CLO XI Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| TICP CLO XI Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.00 |
| TICP CLO XI Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $249K | – | 0.00 |
| TICP CLO XII Ltd (TICP CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $501K | – | 0.00 |
| TPGI Trust 2021-DGWD | Long | ABS-mortgage backed security | US | $638K | – | 0.00 |
| Trans-Allegheny Interstate Line Co | Long | Debt | US | $17M | – | 0.09 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $11M | – | 0.06 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $9M | – | 0.05 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $6M | – | 0.03 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $6M | – | 0.03 |
| Transocean Inc | Long | Debt | KY | $2M | – | 0.01 |
| Transocean Ltd | Long | Equity-common | US | $3M | 530K | 0.02 |
| Transocean Titan Financing Ltd (TRANSOCEAN TITAN FIN LTD) | Long | Debt | KY | $696K | – | 0.00 |
| TRESTLES CLO 2017-1 Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| TRESTLES CLO 2017-1 Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| TRESTLES CLO III LTD (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $752K | – | 0.00 |
| Trestles Clo IV Ltd (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| TRESTLES CLO V LTD (Trestles CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Tricon American Homes 2018-SFR1 Trust | Long | ABS-other | US | $877K | – | 0.00 |
| Tricon American Homes 2018-SFR1 Trust | Long | ABS-other | US | $602K | – | 0.00 |
| Tricon American Homes 2020-SFR1 | Long | ABS-other | US | $6M | – | 0.03 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $4M | – | 0.02 |
| Tricon Residential 2021-SFR1 Trust | Long | ABS-other | US | $3M | – | 0.02 |
| Trimaran Cavu 2019-1 Ltd (Trimaran Advisors CAVU 2019-1) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.00 |
| Trimaran Cavu 2019-1 Ltd (Trimaran Advisors CAVU 2019-1) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Trimaran Cavu 2019-1 Ltd (Trimaran Advisors CAVU 2019-1) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Trimaran CAVU 2019-2 Ltd (Trimaran Advisors CAVU 2019-2) | Long | ABS-collateralized bond/debt obligation | KY | $500K | – | 0.00 |
| Trimaran Cavu 2021-2 Ltd (Trimaran CAVU Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| TRINITAS CLO IV LTD (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $970K | – | 0.01 |
| Trinitas CLO XIV Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Triton Water Holdings Inc | Long | Loan | US | $981K | – | 0.01 |
| Trivium Packaging Finance BV | Long | Debt | NL | $923K | – | 0.00 |
| Trivium Packaging Finance BV | Long | Debt | NL | $703K | – | 0.00 |
| TRK 2021-INV1 Trust (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $701K | – | 0.00 |
| TRK 2021-INV2 Trust (Toorak Mortgage Corp.) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| TRS CFD EQUITY BASKET (CITIBANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $867K | – | 0.00 | |
| TRS CFD EQUITY BASKET (MERRILL LYNCH INTERNATIONAL) | Derivative-equity | GB | $4K | – | 0.00 | |
| TRS CFD EQUITY BASKET (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $-379K | – | -0.00 | |
| TRS CFD EQUITY BASKET (BARCLAYS BANK PLC) | Derivative-equity | GB | $-472K | – | -0.00 | |
| TRS GSISDRV5 INDEX (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | GB | $25K | – | 0.00 | |
| TRS SHELL GSVISK10 (GOLDMAN SACHS INTERNATIONAL) | Derivative-equity | GB | $-18K | – | -0.00 | |
| TRY CALL VERSUS USD PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $246K | – | 0.00 | |
| TRY CALL VERSUS USD PUT (UBS AG) | Derivative-foreign exchange | CH | $31K | – | 0.00 | |
| TRY CALL VERSUS USD PUT (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $15K | – | 0.00 | |
| TRY CALL VERSUS USD PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-252K | – | -0.00 | |
| TRY/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $32K | – | 0.00 | |
| TRY/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| TRY/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| TRY/USD FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-11K | – | -0.00 | |
| TRY/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $-78K | – | -0.00 | |
| Tupy Overseas SA | Long | Debt | LU | $271K | – | 0.00 |
| Turkish Airlines 2015-1 Class A Pass Through Trust (TURKISH AIRLN 15-1 A PTT) | Long | Debt | TR | $737K | – | 0.00 |
| Turkiye Government Bond | Long | Debt | TR | $2M | – | 0.01 |
| Turkiye Government Bond | Long | Debt | TR | $691K | – | 0.00 |
| TVC DSCR_21-1: A | Long | ABS-mortgage backed security | US | $18M | – | 0.09 |
| TVC DSCR_21-1: CERT | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| TVC Mortgage Trust 2023-RTL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| TYSN 2023-CRNR Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| UBS AG/London (UBS AG LONDON) | Long | Debt | CH | $1M | – | 0.01 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $17M | – | 0.09 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $13M | – | 0.07 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $13M | – | 0.07 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $10M | – | 0.05 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $7M | – | 0.04 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $6M | – | 0.03 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $6M | – | 0.03 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $4M | – | 0.02 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| UBS Commercial Mortgage Trust 2017-C7 | Long | ABS-mortgage backed security | US | $824K | – | 0.00 |
| UBS Commercial Mortgage Trust 2019-C18 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $32M | – | 0.17 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $442K | – | 0.00 |
| UK Logistics 2024-1 DAC (UK Logisitics) | Long | ABS-mortgage backed security | GB | $1M | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $2M | – | 0.01 |
| Ukraine Government International Bond | Long | Debt | UA | $667K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $587K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $418K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $402K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $177K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $65K | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $33K | – | 0.00 |
| Union Electric Co | Long | Debt | US | $3M | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $6M | – | 0.03 |
| Union Pacific Corp | Long | Debt | US | $2M | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $2M | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $2M | – | 0.01 |
| Union Pacific Railroad Co 2014-1 Pass Through Trust (UNION PACIFIC RR 2014-1) | Long | Debt | US | $2M | – | 0.01 |
| United Kingdom Gilt | Long | Debt | GB | $30M | – | 0.16 |
| United States Steel Corp | Long | Equity-common | US | $9M | 240K | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $135M | – | 0.72 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $110M | – | 0.59 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $104M | – | 0.55 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $100M | – | 0.53 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $97M | – | 0.51 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $96M | – | 0.51 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $95M | – | 0.51 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $90M | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $90M | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $90M | – | 0.48 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $89M | – | 0.47 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $88M | – | 0.47 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $88M | – | 0.47 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $86M | – | 0.46 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $85M | – | 0.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $85M | – | 0.45 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $84M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $84M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $82M | – | 0.44 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $81M | – | 0.43 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $80M | – | 0.42 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $77M | – | 0.41 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $75M | – | 0.40 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $73M | – | 0.39 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $73M | – | 0.38 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $70M | – | 0.37 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $68M | – | 0.36 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $67M | – | 0.35 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $62M | – | 0.33 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $61M | – | 0.32 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $60M | – | 0.32 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $57M | – | 0.30 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $50M | – | 0.27 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $47M | – | 0.25 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $43M | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $41M | – | 0.22 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $39M | – | 0.21 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $38M | – | 0.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $37M | – | 0.20 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $36M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $36M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $36M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $35M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $33M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $33M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $33M | – | 0.18 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $33M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $31M | – | 0.17 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $31M | – | 0.16 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $28M | – | 0.15 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $25M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $25M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $24M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $24M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $24M | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.12 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.11 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $18M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $17M | – | 0.09 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $14M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $12M | – | 0.06 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $9M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.03 |
| UnitedHealth Group Inc | Long | Debt | US | $7M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $4M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $4M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $3M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $3M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $2M | – | 0.01 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $2M | – | 0.01 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $9M | – | 0.05 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $6M | – | 0.03 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $362K | – | 0.00 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $4M | – | 0.02 | |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-261K | – | -0.00 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-911K | – | -0.00 | |
| USD CALL VERSUS BRL PUT (UBS AG) | Derivative-foreign exchange | CH | $109K | – | 0.00 | |
| USD CALL VERSUS BRL PUT (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD CALL VERSUS BRL PUT (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-77K | – | -0.00 | |
| USD CALL VERSUS BRL PUT (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | DE | $-109K | – | -0.00 | |
| USD CALL VERSUS CLP PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| USD CALL VERSUS CNH PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $4M | – | 0.02 | |
| USD CALL VERSUS CNH PUT (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| USD CALL VERSUS CNH PUT (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| USD CALL VERSUS COP PUT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-foreign exchange | GB | $67K | – | 0.00 | |
| USD CALL VERSUS MXN PUT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-foreign exchange | GB | $184K | – | 0.00 | |
| USD CALL VERSUS MXN PUT (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $-3K | – | -0.00 | |
| USD CALL VERSUS THB PUT (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD CALL VERSUS TRY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $438.88 | – | 0.00 | |
| USD CALL VERSUS TRY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $438.88 | – | 0.00 | |
| USD CALL VERSUS TRY PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-877.76 | – | -0.00 | |
| USD CALL VERSUS TRY PUT (UBS AG) | Derivative-foreign exchange | CH | $-9K | – | -0.00 | |
| USD CALL VERSUS TRY PUT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| USD CALL VERSUS ZAR PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $4K | – | 0.00 | |
| USD CALL VERSUS ZAR PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| USD/AUD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $76.22 | – | 0.00 | |
| USD/BRL DOWN-AND-OUT BARRIER OPTION; BARRIER PRICE USD 5.21500 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/BRL FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $149K | – | 0.00 | |
| USD/BRL FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $69K | – | 0.00 | |
| USD/BRL FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $49K | – | 0.00 | |
| USD/BRL FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $36K | – | 0.00 | |
| USD/BRL FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-172K | – | -0.00 | |
| USD/BRL FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-228K | – | -0.00 | |
| USD/CNH ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 7.50000 (HSBC BANK PLC) | Derivative-foreign exchange | GB | $50K | – | 0.00 | |
| USD/CNY FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-68K | – | -0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $327K | – | 0.00 | |
| USD/COP FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $101K | – | 0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-417.76 | – | -0.00 | |
| USD/COP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-24K | – | -0.00 | |
| USD/COP FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-39K | – | -0.00 | |
| USD/EUR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $2M | – | 0.01 | |
| USD/EUR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $40K | – | 0.00 | |
| USD/EUR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $25K | – | 0.00 | |
| USD/EUR FORWARD (THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/EUR FORWARD (THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| USD/EUR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| USD/EUR FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $401.43 | – | 0.00 | |
| USD/EUR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $206.07 | – | 0.00 | |
| USD/EUR FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-414.97 | – | -0.00 | |
| USD/EUR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| USD/EUR FORWARD (THE ROYAL BANK OF SCOTLAND INTERNATIONAL LIMITED) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| USD/GBP FORWARD (RBC DOMINION SECURITIES INC.) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/GBP FORWARD (BNY MELLON CAPITAL MARKETS, LLC) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| USD/GBP FORWARD (COMMONWEALTH BANK OF AUSTRALIA) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| USD/IDR FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $15K | – | 0.00 | |
| USD/IDR FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-47K | – | -0.00 | |
| USD/JPY FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-20K | – | -0.00 | |
| USD/JPY UP-AND-OUT BARRIER OPTION; BARRIER PRICE USD 168.00000 (ROYAL BANK OF CANADA) | Derivative-foreign exchange | CA | $69K | – | 0.00 | |
| USD/MXN DOWN-AND-OUT BARRIER OPTION; BARRIER PRICE USD 17.12000 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $37.31 | – | 0.00 | |
| USD/MXN FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| USD/MXN FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-63K | – | -0.00 | |
| USD/MXN ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 17.10000 (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $720.24 | – | 0.00 | |
| USD/MXN ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 17.30000 (BARCLAYS BANK PLC) | Derivative-foreign exchange | GB | $13K | – | 0.00 | |
| USD/MXN UP-AND-IN BARRIER OPTION; BARRIER PRICE USD 18.75000 (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $312K | – | 0.00 | |
| USD/PEN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $73K | – | 0.00 | |
| USD/PEN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| USD/PEN FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-18K | – | -0.00 | |
| USD/SEK FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| USD/TRY DOWN-AND-OUT BARRIER OPTION; BARRIER PRICE USD 33.50000 (UBS AG) | Derivative-foreign exchange | CH | $12K | – | 0.00 | |
| USD/TRY DOWN-AND-OUT BARRIER OPTION; BARRIER PRICE USD 34.00000 (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $72K | – | 0.00 | |
| USD/TRY DOWN-AND-OUT BARRIER OPTION; BARRIER PRICE USD 34.00000 (UBS AG) | Derivative-foreign exchange | CH | $10K | – | 0.00 | |
| USD/TRY DOWN-AND-OUT BARRIER OPTION; BARRIER PRICE USD 36.00000 (UBS AG) | Derivative-foreign exchange | CH | $16K | – | 0.00 | |
| USD/TRY FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $204K | – | 0.00 | |
| USD/TRY FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $160K | – | 0.00 | |
| USD/TRY FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| USD/TRY FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| USD/TRY FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| USD/TRY FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| USD/TRY FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| USD/TRY ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 29.25000 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $10K | – | 0.00 | |
| USD/TRY ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 32.00000 (UBS AG) | Derivative-foreign exchange | CH | $4K | – | 0.00 | |
| USD/TRY ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 35.00000 (UBS AG) | Derivative-foreign exchange | CH | $64K | – | 0.00 | |
| USD/ZAR FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $65K | – | 0.00 | |
| USD/ZAR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $12K | – | 0.00 | |
| USD/ZAR FORWARD (BNP PARIBAS) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/ZAR FORWARD (BNP PARIBAS SECURITIES CORP.) | Derivative-foreign exchange | US | $-9K | – | -0.00 | |
| USD/ZAR FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-40K | – | -0.00 | |
| USD/ZAR FORWARD (TD Bank USA, National Association) | Derivative-foreign exchange | US | $-90K | – | -0.00 | |
| USD/ZAR ONE-TOUCH BARRIER OPTION; BARRIER PRICE USD 20.00000 (HSBC BANK PLC) | Derivative-foreign exchange | GB | $80.88 | – | 0.00 | |
| Vaco Holdings LLC | Long | Loan | US | $2M | – | 0.01 |
| Vale Overseas Ltd (VALE OVERSEAS LIMITED) | Long | Debt | KY | $816K | – | 0.00 |
| Valero Energy Corp | Long | Equity-common | US | $2M | 10K | 0.01 |
| Vantage Data Centers Jersey Borrower Spv Ltd | Long | ABS-other | JE | $3M | – | 0.02 |
| Vantage Drilling International Ltd (VANTAGE DRILL INTL LTD) | Long | Debt | KY | $2M | – | 0.01 |
| VEDANTA HOLDINGS MAURITIUS II LTD | Long | Loan | MU | $5M | – | 0.03 |
| Velocity Commercial Capital Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $186K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2017-2 | Long | ABS-mortgage backed security | US | $111K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2018-1 | Long | ABS-mortgage backed security | US | $97K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $558K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2020-1 | Long | ABS-mortgage backed security | US | $475K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2021-4 | Long | ABS-mortgage backed security | US | $801K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2022-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2022-4 | Long | ABS-mortgage backed security | US | $868K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2022-4 | Long | ABS-mortgage backed security | US | $616K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2023-2 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Velocity Commercial Capital Loan Trust 2023-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Velocity Commercial Capital Loan Trust 2024-1 | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Velocity Commercial Capital Loan Trust 2024-1 | Long | ABS-mortgage backed security | US | $743K | – | 0.00 |
| Velocity Commercial Capital Loan Trust 2024-1 | Long | ABS-mortgage backed security | US | $634K | – | 0.00 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Venture XVIII CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $512K | – | 0.00 |
| VERDE CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Verdelite Static CLO 2024-1 Ltd (Verdelite Static CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $2M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $23M | – | 0.12 |
| Verizon Communications Inc | Long | Debt | US | $15M | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $10M | – | 0.06 |
| Verizon Communications Inc | Long | Debt | US | $10M | – | 0.05 |
| Verizon Communications Inc | Long | Debt | US | $8M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $8M | – | 0.04 |
| Verizon Communications Inc | Long | Debt | US | $6M | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $3M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.01 |
| Verizon Communications Inc | Long | Debt | US | $2M | – | 0.01 |
| VERSA NETWORKS INC | Long | Equity-preferred | US | $17M | 4M | 0.09 |
| VERSA NETWORKS INC | Derivative-equity | US | $2M | – | 0.01 | |
| Verus Securitization Trust 2019-INV2 | Long | ABS-mortgage backed security | US | $795K | – | 0.00 |
| Verus Securitization Trust 2020-4 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Verus Securitization Trust 2020-4 | Long | ABS-mortgage backed security | US | $565K | – | 0.00 |
| Verus Securitization Trust 2020-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Verus Securitization Trust 2020-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Verus Securitization Trust 2021-6 | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| Verus Securitization Trust 2021-6 | Long | ABS-mortgage backed security | US | $220K | – | 0.00 |
| Verus Securitization Trust 2022-1 | Long | ABS-mortgage backed security | US | $994K | – | 0.01 |
| Verus Securitization Trust 2022-3 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| VF Ukraine PAT via VFU Funding PLC (VF UKRAINE (VFU FUNDING)) | Long | Debt | UA | $895K | – | 0.00 |
| VICI Properties LP | Long | Debt | US | $24M | – | 0.13 |
| VICI Properties LP | Long | Debt | US | $19M | – | 0.10 |
| VICI Properties LP | Long | Debt | US | $16M | – | 0.08 |
| VICI Properties LP | Long | Debt | US | $4M | – | 0.02 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $17M | – | 0.09 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $17M | – | 0.09 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $14M | – | 0.08 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $12M | – | 0.06 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $11M | – | 0.06 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $11M | – | 0.06 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $8M | – | 0.04 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $5M | – | 0.03 |
| Viper Energy Inc | Long | Debt | US | $32M | – | 0.17 |
| Viper Energy Inc | Long | Debt | US | $12M | – | 0.07 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $5M | – | 0.03 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $2M | – | 0.01 |
| Virginia Electric and Power Co (VIRGINIA ELEC & POWER CO) | Long | Debt | US | $2M | – | 0.01 |
| Visio 2019-2 Trust | Long | ABS-mortgage backed security | US | $689K | – | 0.00 |
| Visio 2020-1 Trust | Long | ABS-mortgage backed security | US | $996K | – | 0.01 |
| Visio 2022-1 Trust (Visio Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Vista Point Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Vista Point Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $692K | – | 0.00 |
| Vista Point Securitization Trust 2020-2 | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| Vistra Operations Co LLC | Long | Debt | US | $5M | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $2K | – | 0.00 |
| Vital Energy Inc | Long | Debt | US | $822K | – | 0.00 |
| VNDO Trust 2016-350P (VNO Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| VOLATO GROUP INC | Long | Equity-common | US | $12K | 21K | 0.00 |
| VOLATO GROUP INC | Derivative-equity | US | $1K | – | 0.00 | |
| VOLT CVI LLC (Vericrest Opportunity Loan Tra) | Long | ABS-other | US | $4M | – | 0.02 |
| Voya CLO 2014-4 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $176K | – | 0.00 |
| Voya CLO 2015-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Voya CLO 2017-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $219K | – | 0.00 |
| Voya CLO 2017-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Voya CLO 2018-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $250K | – | 0.00 |
| Voya CLO 2019-1 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.04 |
| Voya CLO 2021-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Voya Euro CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $805K | – | 0.00 |
| Voya Euro CLO V DAC | Long | ABS-collateralized bond/debt obligation | IE | $2M | – | 0.01 |
| Voyager OPTONE Delaware Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WaMu Asset-Backed Certificates WaMu Series 2007-HE3 Trust | Long | ABS-mortgage backed security | US | $787K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-HY3 Trust | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| WaMu Mortgage Pass-Through Certificates Series 2007-OA5 Trust | Long | ABS-mortgage backed security | US | $783K | – | 0.00 |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW (WASH MUT BANK NV) | Long | Debt | US | $1.33 | – | 0.00 |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW (WASH MUT BANK FA) | Long | Debt | US | $1.19 | – | 0.00 |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW | Long | Debt | US | $0.31 | – | 0.00 |
| WASHINGTON MUTUAL BANK / DEBT NOT ACQUIRED BY JPMORGAN ESCROW | Long | Debt | US | $0.26 | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Ser 2006-AR10 Trust | Long | ABS-mortgage backed security | US | $515K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-1 Trust | Long | ABS-mortgage backed security | US | $595K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust | Long | ABS-mortgage backed security | US | $614K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2006-4 Trust | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA1 Trust | Long | ABS-mortgage backed security | US | $178K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust | Long | ABS-mortgage backed security | US | $765K | – | 0.00 |
| Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OC2 Trust | Long | ABS-mortgage backed security | US | $839K | – | 0.00 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE4 Trust (Washington Mutual Asset-Backed) | Long | ABS-other | US | $1M | – | 0.01 |
| Washington Mutural Asset-Backed Certificates WMABS Series 2006-HE5 Trust (Washington Mutual Asset-Backed) | Long | ABS-other | US | $897K | – | 0.00 |
| Waste Management Inc | Long | Debt | US | $4M | – | 0.02 |
| Waste Management Inc | Long | Debt | US | $2M | – | 0.01 |
| Weekley Homes LLC / Weekley Finance Corp (WEEKLEY HOMES LLC/ FINAN) | Long | Debt | US | $944K | – | 0.01 |
| Wellfleet CLO 2017-3 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $751K | – | 0.00 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $37M | – | 0.20 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $9M | – | 0.05 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.04 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $6M | – | 0.03 |
| Wells Fargo Commercial Mortgage Trust 2015-NXS4 | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1 | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-C32 | Long | ABS-mortgage backed security | US | $3M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2018-1745 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2018-AUS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C49 | Long | ABS-mortgage backed security | US | $405K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2019-C50 | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| WESTBAY 4A2 NOTES | Long | Debt | US | $22M | – | 0.11 |
| Western Alliance Bank | Long | ABS-mortgage backed security | US | $8M | – | 0.04 |
| Western Alliance Bank | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| WFRBS Commercial Mortgage Trust 2014-C24 (WF-RBS COMMERCIAL MORTGAGE TRU) | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.02 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Whitebox Clo I Ltd | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.02 |
| Whitebox Clo II Ltd (Whitebox CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.01 |
| Whitebox Clo II Ltd (Whitebox CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| Whitebox CLO III Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.01 |
| William Carter Co/The | Long | Debt | US | $104K | – | 0.00 |
| WMRK Commercial Mortgage Trust 2022-WMRK | Long | ABS-mortgage backed security | US | $6M | – | 0.03 |
| WMRK Commercial Mortgage Trust 2022-WMRK | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Woof Holdings Inc | Long | Loan | US | $660K | – | 0.00 |
| Wynn Macau Ltd | Long | Debt | KY | $252K | – | 0.00 |
| Xerox Holdings Corp | Long | Debt | US | $810K | – | 0.00 |
| XHR LP | Long | Debt | US | $271K | – | 0.00 |
| Yale Mortgage Loan Trust 2007-1 | Long | ABS-mortgage backed security | US | $640K | – | 0.00 |
| Yanlord Land HK Co Ltd | Long | Debt | HK | $171K | – | 0.00 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $3M | – | 0.01 |
| ZAR CALL VERSUS USD PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $89K | – | 0.00 | |
| ZAR CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $47K | – | 0.00 | |
| ZAR CALL VERSUS USD PUT (UBS AG) | Derivative-foreign exchange | CH | $13K | – | 0.00 | |
| ZAR CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $288.08 | – | 0.00 | |
| ZAR CALL VERSUS USD PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-288.08 | – | -0.00 | |
| ZAR CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-25K | – | -0.00 | |
| ZAR CALL VERSUS USD PUT (GOLDMAN SACHS INTERNATIONAL) | Derivative-foreign exchange | GB | $-89K | – | -0.00 | |
| ZAR/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $217K | – | 0.00 | |
| ZAR/USD FORWARD (TD Bank USA, National Association) | Derivative-foreign exchange | US | $92K | – | 0.00 | |
| ZAR/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| ZAR/USD FORWARD (STATE STREET GLOBAL MARKETS, LLC) | Derivative-foreign exchange | US | $-49K | – | -0.00 | |
| ZAR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-345K | – | -0.00 | |
| Zayo Group Holdings Inc | Long | Debt | US | $2M | – | 0.01 |
Address
Master Bond LLC
100 Bellevue Parkway
Wilmington
Delaware
19809
United States of America
Websites
Directors
R. Glenn Hubbard
John M. Perlowski
Stayce D. Harris
Lorenzo A. Flores
Cynthia L. Egan
Frank J. Fabozzi
W. Carl Kester
J. Phillip Holloman
Catherine A. Lynch
Robert Fairbairn
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
IHS Markit Ltd.
Bloomberg Finance L.P.
Thomson Reuters Corporation
JPMorgan Chase & Co.
Intercontinental Exchange, Inc.
Custodians
HSBC Bank Middle East Ltd. (UAE)
Citibank Europe PLC, Hungarian Branch Office
The Standard Bank of Malaysia
HSBC New Zealand
Credit Suisse Securities (USA) LLC
Credit Suisse (Switzerland) Ltd.
Skandinaviska Enskilda Banken AB, Copenhagen Branch
Barclays Capital Inc.
Goldman Sachs & Co. LLC
BNP Paribas Securities Corp.
The Standard Bank of South Africa Limited
Banco de Chile
Citibank International Limited (Portugal)
HSBC Bank (China) Co., LTD. SHANGHAI
Bank Hapoalim B.M.
Deutsche Bank AG, Jakarta
Citibanamex
ESES FRANCE REGISTERED
HSBC ELECTRONIC DATA PROCESSING LANKA (PRIVATE) LIMITED
MUFG Bank, Ltd.
Deutsche Bank AG (India)
MONTE TITOLI S.P.A.
Euroclear Nederland (Netherlands)
HSBC Shanghai-Hong Kong Stock Connect SPSA
The Bank of New York Mellon
SCB & ASSOCIATES PTE. LTD.
HSBC Shenzhen
HSBC Bank Australia Limited
Citibank Europe PLC (Czech Republic)
Skandinaviska Enskilda Banken AB, Helsinki Branch
Stanbic IBTC Bank Plc.
Skandinaviska Enskilda Banken AB, Stockholm
UniCredit Bank Austria AG
HSBC Bank (Taiwan) Limited
ESES FRANCE BEARER
Morgan Stanley & Co. LLC
Citibank N.A., Brazilian Branch
The Hongkong and Shanghai Banking Corporation Limited
PEKAO Bank Hipoteczny S.A.
HSBC Bank Egypt S.A.E.
Euroclear UK & Ireland Limited
Cititrust Colombia S A Sociedad Fiduciaria
Citibank del Peru S.A.
Skandinaviska Enskilda Banken AB, Oslo Branch
Deutsche Bank AG, Seoul Branch
Deutsche Bank A.S. (Turkey)
The Hongkong and Shanghai Banking Corporation Limited, Bangkok Branch
CLEARSTREAM BANKING AKTIENGESELLSCHAFT (Germany)
Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)
Euroclear Bank SA/NV (Belgium)
BofA Securities, Inc.
TMX GROUP LIMITED
Citibank Argentina, Buenos Aires
Privredna Banka Zagreb - Dionicko Drustvo
Citigroup Global Markets Inc.
Banco Bilbao Vizcaya Argentaria SA
Shareholder Servicing Agents
N/A
Admins
BLACKROCK ADVISORS, LLC
BNY Mellon Investment Servicing (US) Inc.
Brokers
MORGAN STANLEY & CO. LLC
J.P. Morgan Securities LLC
Jane Street Execution Services, LLC
DSC Meridian Capital LP
Flow Traders U.S. LLC
CitiGroup Global Markets Inc.
BARCLAYS CAPITAL, INC.
BOFA SECURITIES, INC.
GOLDMAN SACHS & CO. LLC
SG AMERICAS SECURITIES LLC