Prudential > Prudential Investment Portfolios, Inc. 17
PGIM Total Return Bond Fund
$40.07B
Avg Monthly Net Assets
$50.31B
Total Assets
$3.63B
Total Liabilities
$46.68B
Net Assets
PGIM Total Return Bond Fund is a Mutual Fund in Prudential Investment Portfolios, Inc. 17
from Prudential,
based in New Jersey,
United States of America.
The fund has seven share classes
and monthly net assets of $40.07B.
On September 27th, 2024 it reported 3,503 holdings, the largest
being (PIPA070) PGIM Core Government Money Market Fund (4.0%), US TREASURY N/B (0.9%) and US TREASURY N/B (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class A | C000012434 | PDBAX | |
| Class C | C000012436 | PDBCX | |
| Class R | C000057394 | DTBRX | |
| Class R2 | C000196667 | PDBRX | |
| Class R4 | C000196668 | PDBSX | |
| Class R6 | C000095380 | PTRQX | |
| Class Z | C000012437 | PDBZX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| (PIPA070) PGIM Core Government Money Market Fund | Long | Short-term investment vehicle | US | $2B | 2B | 3.98 |
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $49M | – | 0.10 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $53M | – | 0.11 | |
| 1011778 BC ULC / New Red Finance Inc (1011778 BC / NEW RED FIN) | Long | Debt | CA | $3M | – | 0.01 |
| 20 Times Square Trust 2018-20TS (20 TSQ GroundCo LLC) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| 20 Times Square Trust 2018-20TS (20 TSQ GroundCo LLC) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| 3 MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2M | – | 0.00 | |
| AbbVie Inc | Long | Debt | US | $47M | – | 0.10 |
| AbbVie Inc | Long | Debt | US | $41M | – | 0.09 |
| AbbVie Inc | Long | Debt | US | $31M | – | 0.07 |
| AbbVie Inc | Long | Debt | US | $29M | – | 0.06 |
| AbbVie Inc | Long | Debt | US | $20M | – | 0.04 |
| AbbVie Inc | Long | Debt | US | $14M | – | 0.03 |
| AbbVie Inc | Long | Debt | US | $10M | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $9M | – | 0.02 |
| AbbVie Inc | Long | Debt | US | $6M | – | 0.01 |
| ABFC 2003-OPT1 Trust (Asset Backed Funding Certifica) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| ACE Securities Corp Home Equity Loan Trust Series 2003-HE1 (Ace Securities Corp.) | Long | ABS-mortgage backed security | US | $315K | – | 0.00 |
| AdaptHealth LLC | Long | Debt | US | $895K | – | 0.00 |
| Adient Global Holdings Ltd | Long | Debt | JE | $4M | – | 0.01 |
| ADTALEM GLOBAL EDUCATION (Adtalem Global Education Inc) | Long | Loan | US | $3M | – | 0.01 |
| Adtalem Global Education Inc | Long | Debt | US | $2M | – | 0.00 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $16M | – | 0.04 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $12M | – | 0.03 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $11M | – | 0.02 |
| Advocate Health & Hospitals Corp (ADVOCATE HEALTH CORP) | Long | Debt | US | $7M | – | 0.01 |
| AECOM | Long | Debt | US | $5M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $6M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $5M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $4M | – | 0.01 |
| AEP Transmission Co LLC | Long | Debt | US | $1M | – | 0.00 |
| Aethon United BR LP / Aethon United Finance Corp (AETHON UN/AETHIN UN FIN) | Long | Debt | US | $13M | – | 0.03 |
| Aetna Inc | Long | Debt | US | $6M | – | 0.01 |
| Aetna Inc | Long | Debt | US | $4M | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $3M | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $3M | – | 0.01 |
| Affirm Asset Securitization Trust 2024-A (Affirm Inc) | Long | ABS-other | US | $2M | – | 0.00 |
| AGCO Corp | Long | Debt | US | $2M | – | 0.00 |
| AGL CLO 10 Ltd (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.01 |
| AGL CLO 5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $7M | – | 0.02 |
| AGL CLO 9 LTD (AGL CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $68M | – | 0.15 |
| Ahold Finance USA LLC | Long | Debt | US | $19M | – | 0.04 |
| Aircraft Finance Co Ltd | Long | Debt | KY | $829K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $24M | – | 0.05 |
| Aker BP ASA | Long | Debt | NO | $9M | – | 0.02 |
| Aker BP ASA | Long | Debt | NO | $8M | – | 0.02 |
| AlbaCore EURO CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $26M | – | 0.06 |
| Albania Government International Bond (REPUBLIC OF ALBANIA) | Long | Debt | AL | $86M | – | 0.18 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $5M | – | 0.01 |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC (ALBERTSONS COS/SAFEWAY) | Long | Debt | US | $4M | – | 0.01 |
| Alexandria Real Estate Equities Inc | Long | Debt | US | $7M | – | 0.02 |
| Alimentation Couche-Tard Inc | Long | Debt | CA | $10M | – | 0.02 |
| Allegro CLO VIII Ltd (Allegro CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $92M | – | 0.20 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $27M | – | 0.06 |
| Allied Universal Holdco LLC / Allied Universal Finance Corp | Long | Debt | US | $112K | – | 0.00 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | $20M | – | 0.04 | |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | $14M | – | 0.03 | |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $4M | – | 0.01 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $2M | – | 0.00 |
| Altice Financing SA | Long | Debt | LU | $13M | – | 0.03 |
| Altice Financing SA | Long | Debt | LU | $581K | – | 0.00 |
| Altice Finco SA | Long | Debt | LU | $662K | – | 0.00 |
| Altria Group Inc | Long | Debt | US | $43M | – | 0.09 |
| American Airlines 2013-1 Class A Pass Through Trust (AMER AIRLN 13-1 A PASS T) | Long | Debt | US | $3M | – | 0.01 |
| American Airlines 2014-1 Class A Pass Through Trust (AMER AIRLN 14-1 A PTT) | Long | Debt | US | $2M | – | 0.00 |
| American Airlines 2015-1 Class A Pass Through Trust (AMER AIRLN 15-1 A PTT) | Long | Debt | US | $6M | – | 0.01 |
| American Airlines 2015-2 Class AA Pass Through Trust (AMER AIRLN 15-2 AA PTT) | Long | Debt | US | $7M | – | 0.02 |
| American Axle & Manufacturing Inc (AMERICAN AXLE & MFG INC) | Long | Debt | US | $18M | – | 0.04 |
| American Axle & Manufacturing Inc (AMERICAN AXLE & MFG INC) | Long | Debt | US | $1M | – | 0.00 |
| American International Group Inc (AMERICAN INTL GROUP) | Long | Debt | US | $31M | – | 0.07 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $9M | – | 0.02 |
| AmeriGas Partners LP / AmeriGas Finance Corp (AMERIGAS PART/FIN CORP) | Long | Debt | US | $7M | – | 0.02 |
| Amgen Inc | Long | Debt | US | $22M | – | 0.05 |
| Amgen Inc | Long | Debt | US | $18M | – | 0.04 |
| AMN Healthcare Inc | Long | Debt | US | $48K | – | 0.00 |
| Amsted Industries Inc | Long | Debt | US | $492K | – | 0.00 |
| Amsted Industries Inc | Long | Debt | US | $320K | – | 0.00 |
| Anchorage Capital Clo 16 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $57M | – | 0.12 |
| Anchorage Capital Clo 18 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| Anchorage Capital CLO 25 Ltd (Anchorage Capital CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $21M | – | 0.05 |
| Anchorage Capital Europe CLO 2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $51M | – | 0.11 |
| Anchorage Capital Europe CLO 6 DAC | Long | ABS-collateralized bond/debt obligation | IE | $36M | – | 0.08 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $52M | – | 0.11 |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc (ANHEUSER-BUSCH CO/INBEV) | Long | Debt | US | $47M | – | 0.10 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $9M | – | 0.02 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $3M | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $2M | – | 0.01 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $2M | – | 0.00 |
| Anheuser-Busch InBev Worldwide Inc | Long | Debt | US | $579K | – | 0.00 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $3M | – | 0.01 |
| Antero Midstream Partners LP / Antero Midstream Finance Corp (ANTERO MIDSTREAM PART/FI) | Long | Debt | US | $626K | – | 0.00 |
| Apidos CLO XVIII (Apidos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| Appalachian Power Co | Long | Debt | US | $15M | – | 0.03 |
| Arch Capital Finance LLC | Long | Debt | US | $6M | – | 0.01 |
| Arch Capital Group US Inc (ARCH CAPITAL GRP US INC) | Long | Debt | US | $2M | – | 0.00 |
| Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc (ARDAGH PKG FIN/HLDGS USA) | Long | Debt | $254K | – | 0.00 | |
| Ares European CLO XI DAC (Ares Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $38M | – | 0.08 |
| Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W7 (Argent Securities Inc.) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $317K | – | 0.00 |
| Armada Euro CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $44M | – | 0.09 |
| Armada Euro CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.02 |
| Arsenal AIC Parent LLC | Long | Debt | US | $13M | – | 0.03 |
| Ascension Health | Long | Debt | US | $27M | – | 0.06 |
| Ascension Health | Long | Debt | US | $4M | – | 0.01 |
| Ascension Health | Long | Debt | US | $2M | – | 0.00 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $15M | – | 0.03 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $10M | – | 0.02 |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp (ASCENT RESOURCES/ARU FIN) | Long | Debt | US | $10M | – | 0.02 |
| Ashland Inc | Long | Debt | US | $12M | – | 0.02 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $4M | – | 0.01 |
| Ashton Woods USA LLC / Ashton Woods Finance Co (ASHTON WOODS USA/FINANCE) | Long | Debt | US | $2M | – | 0.00 |
| Asset Backed Securities Corp Home Equity Loan Trust Series 2004-HE9 | Long | ABS-mortgage backed security | US | $995K | – | 0.00 |
| Assurant Commercial Mortgage Trust 2016-1 | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Asurion LLC | Long | Loan | US | $11M | – | 0.02 |
| Asurion LLC | Long | Loan | US | $3M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $78M | – | 0.17 |
| AT&T Inc | Long | Debt | US | $51M | – | 0.11 |
| AT&T Inc | Long | Debt | US | $43M | – | 0.09 |
| AT&T Inc | Long | Debt | US | $17M | – | 0.04 |
| AT&T Inc | Long | Debt | US | $14M | – | 0.03 |
| AT&T Inc | Long | Debt | US | $6M | – | 0.01 |
| AT&T Inc | Long | Debt | US | $3M | – | 0.01 |
| Atlas Senior Loan Fund VII Ltd (Atlas Senior Loan Fund LTD) | Long | ABS-collateralized bond/debt obligation | KY | $64M | – | 0.14 |
| Atlas Senior Loan Fund XXI Ltd (Atlas Senior Loan Fund LTD) | Long | ABS-collateralized bond/debt obligation | JE | $164M | – | 0.35 |
| Aurium CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $35M | – | 0.07 |
| Aurium CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $24M | – | 0.05 |
| AutoZone Inc | Long | Debt | US | $18M | – | 0.04 |
| Avangrid Inc | Long | Debt | US | $21M | – | 0.04 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $57M | – | 0.12 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $49M | – | 0.11 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $26M | – | 0.06 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $7M | – | 0.01 |
| Avis Budget Rental Car Funding AESOP LLC | Long | ABS-other | US | $6M | – | 0.01 |
| B&G Foods Inc | Long | Debt | US | $12M | – | 0.02 |
| BAE Systems PLC | Long | Debt | GB | $25M | – | 0.05 |
| BAE Systems PLC | Long | Debt | GB | $16M | – | 0.03 |
| BAE Systems PLC | Long | Debt | GB | $7M | – | 0.01 |
| Bain Capital Credit Clo 2019-3 Ltd (Bain Capital Credit CLO Limite) | Long | ABS-collateralized bond/debt obligation | KY | $126M | – | 0.27 |
| Bain Capital Euro CLO 2021-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $52M | – | 0.11 |
| Ball Corp | Long | Debt | US | $6M | – | 0.01 |
| Banc of America Funding 2005-D Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Banc of America Funding 2006-I Trust (Banc of America Funding Corpor) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Banc of America Mortgage 2004-E Trust (Banc of America Mortgage Secur) | Long | ABS-mortgage backed security | US | $105K | – | 0.00 |
| Banco Santander SA | Long | Debt | ES | $41M | – | 0.09 |
| Banco Santander SA | Long | Debt | ES | $12M | – | 0.03 |
| Banco Santander SA | Long | Debt | ES | $5M | – | 0.01 |
| BANK 2017-BNK8 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| BANK 2019-BNK20 | Long | ABS-mortgage backed security | US | $44M | – | 0.09 |
| BANK 2019-BNK21 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| BANK 2019-BNK24 | Long | ABS-mortgage backed security | US | $62M | – | 0.13 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| BANK 2023-BNK46 | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| Bank of America Corp | Long | Debt | US | $231M | – | 0.50 |
| Bank of America Corp | Long | Debt | US | $194M | – | 0.42 |
| Bank of America Corp | Long | Debt | US | $75M | – | 0.16 |
| Bank of America Corp | Long | Debt | US | $45M | – | 0.10 |
| Bank of America Corp | Long | Debt | US | $42M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $41M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $41M | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $36M | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $35M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $31M | – | 0.07 |
| Bank of America Corp | Long | Debt | US | $26M | – | 0.06 |
| Bank of America Corp | Long | Debt | US | $18M | – | 0.04 |
| Bank of America Corp | Long | Debt | US | $14M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $14M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $12M | – | 0.03 |
| Bank of America Corp | Long | Debt | US | $1M | – | 0.00 |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 (Banc of America Commercial Mor) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $102M | – | 0.22 |
| BANK5 2023-5YR2 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Barclays Commercial Mortgage Trust 2019-C3 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| Barclays PLC | Long | Debt | GB | $25M | – | 0.05 |
| Barclays PLC | Long | Debt | GB | $15M | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $13M | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $12M | – | 0.03 |
| Barclays PLC | Long | Debt | GB | $9M | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $8M | – | 0.02 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.01 |
| Barings Clo Ltd 2023-I (Barings Loan Partners CLO Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $129M | – | 0.28 |
| Barings Euro CLO 2019-1 DAC (Babson Euro CLO B.V.) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.03 |
| Barrick Gold Corp | Long | Debt | CA | $8M | – | 0.02 |
| Barrick North America Finance LLC (BARRICK NA FINANCE LLC) | Long | Debt | US | $15M | – | 0.03 |
| Barrow Hanley CLO II Ltd (Barrow Hanley CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $152M | – | 0.33 |
| Barrow Hanley CLO III Ltd (Barrow Hanley CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $43M | – | 0.09 |
| BAT Capital Corp | Long | Debt | US | $38M | – | 0.08 |
| BAT Capital Corp | Long | Debt | US | $12M | – | 0.03 |
| BAT Capital Corp | Long | Debt | US | $11M | – | 0.02 |
| BAT Capital Corp | Long | Debt | US | $6M | – | 0.01 |
| BAT Capital Corp | Long | Debt | US | $4M | – | 0.01 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $24M | – | 0.05 |
| BAT International Finance PLC (BAT INTL FINANCE PLC) | Long | Debt | GB | $9M | – | 0.02 |
| Battalion Clo 17 Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $50M | – | 0.11 |
| Battalion CLO XI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $114M | – | 0.24 |
| Battalion Clo XVI Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $93M | – | 0.20 |
| Bausch Health Americas Inc | Long | Debt | US | $1M | – | 0.00 |
| Bausch Health Cos Inc | Long | Debt | CA | $26M | – | 0.05 |
| Bausch Health Cos Inc | Long | Debt | CA | $11M | – | 0.02 |
| Bausch Health Cos Inc | Long | Debt | CA | $10M | – | 0.02 |
| Bausch Health Cos Inc | Long | Debt | CA | $10M | – | 0.02 |
| Bausch Health Cos Inc | Long | Debt | CA | $6M | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $4M | – | 0.01 |
| Bausch Health Cos Inc | Long | Debt | CA | $2M | – | 0.00 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $14M | – | 0.03 |
| Bay Area Toll Authority (BAY AREA CA TOLL AUTH TOLL BRI) | Long | Debt | US | $633K | – | 0.00 |
| BayCare Health System Inc | Long | Debt | US | $12M | – | 0.03 |
| Bayview Financing Trust 2023-1F | Long | ABS-mortgage backed security | US | $30M | – | 0.07 |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC | Long | ABS-other | US | $3M | – | 0.01 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $42M | – | 0.09 |
| Bayview Opportunity Master Fund VII 2024-EDU1 LLC | Long | ABS-other | US | $3M | – | 0.01 |
| Bayview Opportunity Master Fund VII Trust 2024-CAR1F (BOF URSA FUNDING) | Long | ABS-other | US | $7M | – | 0.01 |
| BBCCRE Trust 2015-GTP | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $12M | – | 0.02 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| BBCMS 2016-ETC Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| BBCMS 2018-CHRS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| BBCMS 2018-CHRS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| BBCMS 2018-CHRS Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BBCMS 2020-BID Mortgage Trust (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $59M | – | 0.13 |
| BBCMS Mortgage Trust 2020-C8 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage S) | Long | ABS-mortgage backed security | US | $100M | – | 0.21 |
| BBG HY CREDIT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-equity | US | $52K | – | 0.00 | |
| BBG IG DUR-HDG (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-equity | US | $-8K | – | -0.00 | |
| Bear Stearns ALT-A Trust 2005-4 | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Bear Stearns ALT-A Trust 2005-4 | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Bear Stearns ARM Trust 2002-11 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $126.9 | – | 0.00 |
| Bear Stearns ARM Trust 2005-4 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Bear Stearns ARM Trust 2007-3 (Bear Stearns Adjustable Rate M) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Bear Stearns Asset Backed Securities I Trust 2004-HE8 | Long | ABS-mortgage backed security | US | $203K | – | 0.00 |
| Beazer Homes USA Inc | Long | Debt | US | $1M | – | 0.00 |
| Beazer Homes USA Inc | Long | Debt | US | $50K | – | 0.00 |
| Becton Dickinson & Co | Long | Debt | US | $1M | – | 0.00 |
| Bellemeade Re 2021-2 Ltd (BELLEMEADE RE LT) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Bellis Acquisition Co PLC | Long | Debt | GB | $99M | – | 0.21 |
| Bellis Finco PLC | Long | Debt | GB | $78M | – | 0.17 |
| Benchmark 2018-B2 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Benchmark 2019-B10 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| Benchmark 2019-B11 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $57M | – | 0.12 |
| Benchmark 2019-B12 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $74M | – | 0.16 |
| Benchmark 2019-B13 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| Benchmark 2019-B14 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $46M | – | 0.10 |
| Benchmark 2020-B17 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $81M | – | 0.17 |
| Benchmark 2020-B20 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Benchmark 2020-B21 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $32M | – | 0.07 |
| Benchmark 2020-IG1 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Benchmark 2023-V3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Benchmark 2024-V8 Mortgage Trust | Long | ABS-mortgage backed security | US | $176M | – | 0.38 |
| Benefit Street Partners CLO XXI Ltd (Benefit Street Partners CLO Lt) | Long | ABS-collateralized bond/debt obligation | KY | $54M | – | 0.11 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $6M | – | 0.01 |
| Berkshire Hathaway Finance Corp | Long | Debt | US | $4M | – | 0.01 |
| BFLD 2024-VICT Mortgage Trust (BFLD Trust) | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| BFLD 2024-VICT Mortgage Trust (BFLD Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| BFLD 2024-WRHS Mortgage Trust (BFLD Trust) | Long | ABS-mortgage backed security | US | $42M | – | 0.09 |
| Big River Steel LLC / BRS Finance Corp (BIG RIVER STEEL/BRS FIN) | Long | Debt | US | $40K | – | 0.00 |
| Blackrock European Clo III Designated Activity Co (BlackRock European CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $114M | – | 0.24 |
| Blackstone Mortgage Trust Inc | Long | Loan | US | $6M | – | 0.01 |
| Blackstone Mortgage Trust Inc | Long | Loan | US | $2M | – | 0.00 |
| BLACKSTONE PRIVATE CR FUND | Long | Debt | US | $43M | – | 0.09 |
| BlueMountain CLO 2016-2 Ltd (Bluemountain CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $119M | – | 0.25 |
| BlueMountain Fuji Eur CLO V DAC (BlueMountain EUR CLO) | Long | ABS-collateralized bond/debt obligation | IE | $14M | – | 0.03 |
| BMO 2023-C5 Mortgage Trust (BMO Mortgage Trust) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $29M | – | 0.06 |
| BNP Paribas SA | Long | Debt | FR | $26M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $25M | – | 0.05 |
| BNP Paribas SA | Long | Debt | FR | $20M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $18M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $17M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $17M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $16M | – | 0.04 |
| BNP Paribas SA | Long | Debt | FR | $16M | – | 0.03 |
| BNP Paribas SA | Long | Debt | FR | $4M | – | 0.01 |
| BNPP AM Euro CLO 2018 DAC (BNPP IP Euro CLO) | Long | ABS-collateralized bond/debt obligation | IE | $50M | – | 0.11 |
| Boeing Co/The | Long | Debt | US | $68M | – | 0.15 |
| Boeing Co/The | Long | Debt | US | $42M | – | 0.09 |
| Boeing Co/The | Long | Debt | US | $26M | – | 0.06 |
| Boeing Co/The | Long | Debt | US | $17M | – | 0.04 |
| Boeing Co/The | Long | Debt | US | $14M | – | 0.03 |
| Boeing Co/The | Long | Debt | US | $11M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $10M | – | 0.02 |
| Boeing Co/The | Long | Debt | US | $3M | – | 0.01 |
| Boeing Co/The | Long | Debt | US | $1M | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $809K | – | 0.00 |
| Boeing Co/The | Long | Debt | US | $683K | – | 0.00 |
| Bombardier Inc | Long | Debt | CA | $36M | – | 0.08 |
| Bombardier Inc | Long | Debt | CA | $33M | – | 0.07 |
| Bombardier Inc | Long | Debt | CA | $12M | – | 0.03 |
| Bombardier Inc | Long | Debt | CA | $4M | – | 0.01 |
| Boost Newco Borrower LLC | Long | Debt | US | $999K | – | 0.00 |
| Bosphorus CLO VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $133M | – | 0.29 |
| BP Capital Markets PLC | Long | Debt | GB | $22M | – | 0.05 |
| BPCE SA | Long | Debt | FR | $29M | – | 0.06 |
| BPCE SA | Long | Debt | FR | $6M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $4M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $3M | – | 0.01 |
| BPCE SA | Long | Debt | FR | $1M | – | 0.00 |
| BPR Trust 2023-BRK2 | Long | ABS-mortgage backed security | US | $96M | – | 0.21 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $25M | – | 0.05 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $14M | – | 0.03 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $3M | – | 0.01 |
| Braskem Netherlands Finance BV | Long | Debt | NL | $2M | – | 0.01 |
| BRAVO Residential Funding Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Brazil Minas SPE via State of Minas Gerais (STATE OF MINAS GERAIS) | Long | Debt | KY | $65M | – | 0.14 |
| Brinker International Inc | Long | Debt | US | $10M | – | 0.02 |
| Brixmor Operating Partnership LP | Long | Debt | US | $21M | – | 0.05 |
| Brixmor Operating Partnership LP | Long | Debt | US | $4M | – | 0.01 |
| BRL/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $1M | – | 0.00 | |
| Broad River Bsl Funding Clo Ltd 2020-1 | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| Broadcom Inc | Long | Debt | US | $150M | – | 0.32 |
| Broadcom Inc | Long | Debt | US | $22M | – | 0.05 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $6M | – | 0.01 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $2M | – | 0.00 |
| Brookfield Residential Properties Inc / Brookfield Residential US LLC (BROOKFIELD RESID PROPERT) | Long | Debt | CA | $915K | – | 0.00 |
| 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 | $3M | – | 0.01 |
| BX Commercial Mortgage Trust 2024-AIRC (BX Trust) | Long | ABS-mortgage backed security | US | $87M | – | 0.19 |
| Cablevision Lightpath LLC | Long | Debt | US | $366K | – | 0.00 |
| Cablevision Lightpath LLC | Long | Debt | US | $170K | – | 0.00 |
| CAD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $224K | – | 0.00 | |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $9M | – | 0.02 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $6M | – | 0.01 |
| Caesars Entertainment Inc (CAESARS ENTERTAIN INC) | Long | Debt | US | $4M | – | 0.01 |
| CaixaBank SA | Long | Debt | ES | $25M | – | 0.05 |
| Caledonia Generating LLC | Long | Debt | US | $11M | – | 0.02 |
| California Institute of Technology | Long | Debt | US | $28M | – | 0.06 |
| California Institute of Technology | Long | Debt | US | $2M | – | 0.00 |
| Calpine Corp | Long | Debt | US | $43M | – | 0.09 |
| Calpine Corp | Long | Debt | US | $28M | – | 0.06 |
| Calpine Corp | Long | Debt | US | $16M | – | 0.03 |
| Calpine Corp | Long | Debt | US | $90K | – | 0.00 |
| Cameron International Corp | Long | Debt | US | $3M | – | 0.01 |
| Campbell Soup Co | Long | Debt | US | $8M | – | 0.02 |
| Cantor Fitzgerald LP | Long | Debt | US | $40M | – | 0.08 |
| Capital Four CLO VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $93M | – | 0.20 |
| Capital Four CLO VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $21M | – | 0.04 |
| Capital One Financial Corp | Long | Debt | US | $7M | – | 0.02 |
| Carlyle Euro CLO 2019-1 DAC (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | IE | $177M | – | 0.38 |
| Carlyle Global Market Strategies CLO 2014-3-R Ltd | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| Carlyle Global Market Strategies CLO 2015-5 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $70M | – | 0.15 |
| Carlyle Global Market Strategies Euro CLO 2014-3 DAC | Long | ABS-collateralized bond/debt obligation | IE | $22M | – | 0.05 |
| CARLYLE US CLO 2019-1 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| CARLYLE US CLO 2021-5 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $151M | – | 0.32 |
| Carnival Corp | Long | Debt | PA | $19M | – | 0.04 |
| Carnival Corp | Long | Debt | PA | $12M | – | 0.03 |
| CarVal CLO II Ltd (Carval CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $24M | – | 0.05 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $44M | – | 0.09 |
| Cassa Depositi e Prestiti SpA | Long | Debt | IT | $15M | – | 0.03 |
| Cathedral Lake VII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $52M | – | 0.11 |
| Cathedral Lake VII Ltd (Cathedral Lake LTD) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| CBAM 2019-11R Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $73M | – | 0.16 |
| CBAM 2020-12 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $40M | – | 0.09 |
| CBAM 2021-14 Ltd (CBAM CLO Management) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $14M | – | 0.03 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $8M | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $8M | – | 0.02 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $3M | – | 0.01 |
| CCUBS Commercial Mortgage Trust 2017-C1 (UBS Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| CD 2017-CD4 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $53M | – | 0.11 |
| CD 2017-CD6 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $77M | – | 0.17 |
| CD 2018-CD7 Mortgage Trust (CD Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| CD&R DOCK BIDCO LTD (CD&R Dock Bidco Limited) | Long | Debt | US | $14M | – | 0.03 |
| CD&R FIREFLY BIDCO LTD (CD&R Firefly Bidco Limited) | Long | Loan | GB | $46M | – | 0.10 |
| CDP Financial Inc | Long | Debt | CA | $2M | – | 0.00 |
| CDP Financial Inc | Long | Debt | CA | $1M | – | 0.00 |
| CDS ADECCO GROUP AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS ADT SECURITY CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $960.9 | – | 0.00 | |
| CDS ADVANCED MICRO DEVICES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS ADVANCED MICRO DEVICES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS AES CORPORATION (THE) (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS AES CORPORATION (THE) (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS AIR FRANCE-KLM (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-36K | – | -0.00 | |
| CDS ALLY FINANCIAL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-790.8 | – | -0.00 | |
| CDS ALLY FINANCIAL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-790.8 | – | -0.00 | |
| CDS ALLY FINANCIAL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS ALSTOM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ALSTOM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ALTICE FINCO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-214K | – | -0.00 | |
| CDS ALTICE FINCO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-220K | – | -0.00 | |
| CDS ALTICE FINCO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2M | – | -0.00 | |
| CDS ALTICE FRANCE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-429K | – | -0.00 | |
| CDS ALTICE FRANCE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-443K | – | -0.00 | |
| CDS ALTICE FRANCE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3M | – | -0.01 | |
| CDS AMERICAN AXLE & MANUFACTURING INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-6K | – | -0.00 | |
| CDS AMERICAN AXLE & MANUFACTURING INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-6K | – | -0.00 | |
| CDS AMERICAN EXPRESS COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS AMERICAN EXPRESS COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS AMKOR TECHNOLOGY INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS AMKOR TECHNOLOGY INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS ANGLO AMERICAN CAPITAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ANGLO AMERICAN CAPITAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ANGLO AMERICAN CAPITAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ANGLO AMERICAN CAPITAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ANGLO AMERICAN PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $41K | – | 0.00 | |
| CDS ANHEUSER BUSCH INBEV SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS ANYWHERE REAL ESTATE GROUP LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-92K | – | -0.00 | |
| CDS APACHE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS APACHE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (GOLDMAN SACHS & CO. LLC) | Derivative-credit | US | $6M | – | 0.01 | |
| CDS ARAB REPUBLIC OF EGYPT (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-106K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (BARCLAYS BANK PLC) | Derivative-credit | GB | $-142K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-266K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-266K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-266K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (BARCLAYS BANK PLC) | Derivative-credit | GB | $-266K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-315K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-315K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (BARCLAYS BANK PLC) | Derivative-credit | GB | $-315K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-315K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-315K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-358K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-358K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-358K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-358K | – | -0.00 | |
| CDS ARAB REPUBLIC OF EGYPT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-358K | – | -0.00 | |
| CDS ARCELORMITTAL SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $21K | – | 0.00 | |
| CDS ARCELORMITTAL SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS ARCELORMITTAL SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS ARCELORMITTAL SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS ARCELORMITTAL SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS ARDAGH PACKAGING FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-762K | – | -0.00 | |
| CDS ARDAGH PACKAGING FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5M | – | -0.01 | |
| CDS ARGENTINA REPUBLIC OF GOVERNMENT (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-820K | – | -0.00 | |
| CDS ARROW ELECTRONICS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ARROW ELECTRONICS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ASHLAND LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ASHLAND LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS AT&T INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $34K | – | 0.00 | |
| CDS AT&T INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS AT&T INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS AT&T INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS AT&T INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS AVIENT CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $38K | – | 0.00 | |
| CDS AVIENT CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS AVIENT CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS AVIS BUDGET GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-10K | – | -0.00 | |
| CDS AVIS BUDGET GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-13K | – | -0.00 | |
| CDS AVIS BUDGET GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-13K | – | -0.00 | |
| CDS AVIS BUDGET GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-176K | – | -0.00 | |
| CDS AVNET INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS AVNET INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS BALL CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $53K | – | 0.00 | |
| CDS BALL CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BALL CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BANK OF AMERICA CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $49K | – | 0.00 | |
| CDS BANK OF AMERICA CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BANK OF AMERICA CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BARCLAYS PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $32K | – | 0.00 | |
| CDS BARCLAYS PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS BARCLAYS PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS BATH & BODY WORKS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $810.93 | – | 0.00 | |
| CDS BAYER AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS BEAZER HOMES USA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $8K | – | 0.00 | |
| CDS BEAZER HOMES USA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS BERKSHIRE HATHAWAY INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $7K | – | 0.00 | |
| CDS BEST BUY CO INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BEST BUY CO INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BLOCK FINANCIAL LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BNP PARIBAS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $30K | – | 0.00 | |
| CDS BNP PARIBAS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS BNP PARIBAS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS BOEING CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS BOEING CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS BOUYGUES SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS BOYD GAMING CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $719.5 | – | 0.00 | |
| CDS BOYD GAMING CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $719.5 | – | 0.00 | |
| CDS BRITISH AMERICAN TOBACCO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $53K | – | 0.00 | |
| CDS BRITISH AMERICAN TOBACCO PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS BRITISH AMERICAN TOBACCO PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS BRITISH TELECOMMUNICATIONS PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS BRITISH TELECOMMUNICATIONS PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS BRITISH TELECOMMUNICATIONS PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS BRITISH TELECOMMUNICATIONS PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS CALPINE CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS CATALONIA AUTONOMOUS COMMUNITY OF (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $327K | – | 0.00 | |
| CDS CCO HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS CCO HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS CCO HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS CCO HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS CCO HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-58K | – | -0.00 | |
| CDS CDX SANJOSE.0-1% (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $8M | – | 0.02 | |
| CDS CDX.COPENHAGEN.0-5 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $409K | – | 0.00 | |
| CDS CDX.COPENHAGEN.10-15 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1M | – | 0.00 | |
| CDS CDX.COPENHAGEN.5-10 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-30K | – | -0.00 | |
| CDS CDX.EM.32.V3 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $151K | – | 0.00 | |
| CDS CDX.EM.34.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.34.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.34.V1 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $742K | – | 0.00 | |
| CDS CDX.EM.34.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $720K | – | 0.00 | |
| CDS CDX.EM.35.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $25K | – | 0.00 | |
| CDS CDX.EM.35.V1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS CDX.EM.35.V1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-13K | – | -0.00 | |
| CDS CDX.EM.36.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.36.V1 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $463K | – | 0.00 | |
| CDS CDX.EM.36.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $463K | – | 0.00 | |
| CDS CDX.EM.36.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $232K | – | 0.00 | |
| CDS CDX.EM.36.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $232K | – | 0.00 | |
| CDS CDX.EM.36.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $232K | – | 0.00 | |
| CDS CDX.EM.36.V1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $58K | – | 0.00 | |
| CDS CDX.EM.36.V1 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $35K | – | 0.00 | |
| CDS CDX.EM.37.V2 (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $334K | – | 0.00 | |
| CDS CDX.EM.38.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.38.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.38.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.38.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.39.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.39.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.39.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.39.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.39.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS CDX.EM.39.V1 (BARCLAYS BANK PLC) | Derivative-credit | GB | $641K | – | 0.00 | |
| CDS CDX.EM.40.V1 (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $2M | – | 0.00 | |
| CDS CDX.EM.40.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $2M | – | 0.00 | |
| CDS CDX.EM.40.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $2M | – | 0.00 | |
| CDS CDX.EM.40.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $2M | – | 0.00 | |
| CDS CDX.EM.40.V1 (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $2M | – | 0.00 | |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-18M | – | -0.04 | |
| CDS CDX.NEWPORT.0-5 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-24K | – | -0.00 | |
| CDS CDX.NEWPORT.10-15 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-12K | – | -0.00 | |
| CDS CDX.NEWPORT.5-10 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-26K | – | -0.00 | |
| CDS CDX.NEWYORK.10-100% (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-559K | – | -0.00 | |
| CDS CDX.SANJOSE.1-5% (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $9M | – | 0.02 | |
| CDS CDX.SANJOSE.10-15% (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-28K | – | -0.00 | |
| CDS CDX.SANJOSE.15-100% (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5M | – | -0.01 | |
| CDS CDX.SANJOSE.5-10% (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $798K | – | 0.00 | |
| CDS CECONOMY AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-111K | – | -0.00 | |
| CDS CELLNEX TELECOM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $52K | – | 0.00 | |
| CDS CELLNEX TELECOM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS CELLNEX TELECOM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS CENTRICA PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS CHINA DEVELOPMENT BANK (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-570K | – | -0.00 | |
| CDS CISCO SYSTEMS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2M | – | 0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1M | – | 0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-12K | – | -0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-16K | – | -0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-19K | – | -0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-188K | – | -0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-398K | – | -0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-438K | – | -0.00 | |
| CDS CITIBANK NA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-498K | – | -0.00 | |
| CDS CLARIANT AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $41K | – | 0.00 | |
| CDS CLEVELAND-CLIFFS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-291.98 | – | -0.00 | |
| CDS CLEVELAND-CLIFFS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-291.98 | – | -0.00 | |
| CDS CMA CGM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS CMA CGM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS CMA CGM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS CMA CGM SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS CNH INDUSTRIAL NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $992.36 | – | 0.00 | |
| CDS CNH INDUSTRIAL NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $992.36 | – | 0.00 | |
| CDS COMCAST CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS COMCAST CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS COMMERZBANK AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $30K | – | 0.00 | |
| CDS COMMERZBANK AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS COMMERZBANK AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS CONSTELLIUM SE(PRE-REINCORPORATION) (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS CONSTELLIUM SE(PRE-REINCORPORATION) (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-14K | – | -0.00 | |
| CDS CONSTELLIUM SE(PRE-REINCORPORATION) (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-93K | – | -0.00 | |
| CDS CONTINENTAL AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $43K | – | 0.00 | |
| CDS CONTINENTAL AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS CONTINENTAL AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS COX COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS COX COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS DARDEN RESTAURANTS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS DARDEN RESTAURANTS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS DAVITA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $24K | – | 0.00 | |
| CDS DAVITA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS DELL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $66K | – | 0.00 | |
| CDS DELL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS DELL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS DELL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS DELL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS DELTA AIR LINES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-180.38 | – | -0.00 | |
| CDS DEUTSCHE LUFTHANSA AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $10K | – | 0.00 | |
| CDS DEUTSCHE LUFTHANSA AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS DEUTSCHE LUFTHANSA AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS DEVON ENERGY CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $44K | – | 0.00 | |
| CDS DEVON ENERGY CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS DEVON ENERGY CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS DEVON ENERGY CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS DEVON ENERGY CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS DISH DBS CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-505K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (BARCLAYS BANK PLC) | Derivative-credit | GB | $-8K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-19K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (BARCLAYS BANK PLC) | Derivative-credit | GB | $-19K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-19K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-19K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-19K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-36K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-36K | – | -0.00 | |
| CDS DOMINICAN REPUBLIC (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-36K | – | -0.00 | |
| CDS DOMTAR CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-10K | – | -0.00 | |
| CDS DXC TECHNOLOGY CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS DXC TECHNOLOGY CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS EG GLOBAL FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-318K | – | -0.00 | |
| CDS ELIS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $55K | – | 0.00 | |
| CDS ELIS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS ELIS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS ELO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-25K | – | -0.00 | |
| CDS ELO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-26K | – | -0.00 | |
| CDS ELO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-291K | – | -0.00 | |
| CDS EMIRATE OF ABU DHABI (BARCLAYS BANK PLC) | Derivative-credit | GB | $187K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $75K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $55K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $53K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (BARCLAYS BANK PLC) | Derivative-credit | GB | $53K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $53K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $53K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $53K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (BARCLAYS BANK PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $37K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $37K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $24K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (BARCLAYS BANK PLC) | Derivative-credit | GB | $24K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $23K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $22K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $9K | – | 0.00 | |
| CDS EMIRATE OF ABU DHABI (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS EMIRATE OF ABU DHABI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-5K | – | -0.00 | |
| CDS EMIRATE OF ABU DHABI (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-12K | – | -0.00 | |
| CDS EMIRATE OF DUBAI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS EMIRATE OF DUBAI (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $37K | – | 0.00 | |
| CDS EMIRATE OF DUBAI (BARCLAYS BANK PLC) | Derivative-credit | GB | $23K | – | 0.00 | |
| CDS EMIRATE OF DUBAI (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS EXPEDIA GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $54K | – | 0.00 | |
| CDS EXPEDIA GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS EXPEDIA GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS EXPEDIA GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS FEDERAL REPUBLIC OF NIGERIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-335K | – | -0.00 | |
| CDS FEDERAL REPUBLIC OF NIGERIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-335K | – | -0.00 | |
| CDS FEDERAL REPUBLIC OF NIGERIA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-335K | – | -0.00 | |
| CDS FEDERAL REPUBLIC OF NIGERIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-335K | – | -0.00 | |
| CDS FEDERAL REPUBLIC OF NIGERIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-335K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $257K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $140K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $140K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $103K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $103K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $70K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $68K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $51K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $51K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $51K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $15K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $13K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $8K | – | 0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-22K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-29K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-32K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-32K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-32K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-32K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-77K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-77K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (BARCLAYS BANK PLC) | Derivative-credit | GB | $-77K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-77K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-77K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-143K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-143K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-143K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-143K | – | -0.00 | |
| CDS FEDERATIVE REPUBLIC OF BRAZIL (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-143K | – | -0.00 | |
| CDS FORD MOTOR COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $8K | – | 0.00 | |
| CDS FORD MOTOR COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS FORD MOTOR COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS FORD MOTOR COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS FORD MOTOR COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS FORD MOTOR CREDIT COMPANY LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $7K | – | 0.00 | |
| CDS FORD MOTOR CREDIT COMPANY LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS FORD MOTOR CREDIT COMPANY LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS FORVIA SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS FORVIA SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS FORVIA SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-89K | – | -0.00 | |
| CDS FREEPORT-MCMORAN INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS FREEPORT-MCMORAN INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS GAP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-692.41 | – | -0.00 | |
| CDS GAZPROM PAO (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1M | – | 0.00 | |
| CDS GAZPROM PAO (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $81K | – | 0.00 | |
| CDS GENERAL ELECTRIC CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $81K | – | 0.00 | |
| CDS GENERAL ELECTRIC CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $7K | – | 0.00 | |
| CDS GENERAL ELECTRIC CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS GENERAL ELECTRIC CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS GENERAL ELECTRIC CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS GENERAL MOTORS CO (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $1M | – | 0.00 | |
| CDS GENERAL MOTORS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $45K | – | 0.00 | |
| CDS GENERAL MOTORS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GENERAL MOTORS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GENERAL MOTORS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GENERAL MOTORS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GENWORTH HOLDINGS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $44K | – | 0.00 | |
| CDS GENWORTH HOLDINGS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS GENWORTH HOLDINGS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS GKN HOLDINGS LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GKN HOLDINGS LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GKN HOLDINGS LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS GKN HOLDINGS LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS GLENCORE FINANCE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $29K | – | 0.00 | |
| CDS GLENCORE INTERNATIONAL AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS GLENCORE INTERNATIONAL AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS GOLDMAN SACHS GROUP INC/THE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $43K | – | 0.00 | |
| CDS GOLDMAN SACHS GROUP INC/THE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GOLDMAN SACHS GROUP INC/THE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS GOODYEAR TIRE & RUBBER (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-350.75 | – | -0.00 | |
| CDS GOODYEAR TIRE & RUBBER (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-350.75 | – | -0.00 | |
| CDS GOODYEAR TIRE & RUBBER (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-443.05 | – | -0.00 | |
| CDS GOODYEAR TIRE & RUBBER (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-457.5 | – | -0.00 | |
| CDS GOODYEAR TIRE & RUBBER (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-16K | – | -0.00 | |
| CDS GOVERNMENT OF JAPAN (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1M | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $373K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $149K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $149K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $77K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $77K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $77K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $77K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $77K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $75K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $74K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $74K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $69K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $69K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $69K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $69K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $37K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $34K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $32K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $19K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $11K | – | 0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS GOVERNMENT OF MALAYSIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-9K | – | -0.00 | |
| CDS GOVERNMENT OF MALAYSIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-25K | – | -0.00 | |
| CDS GRIFOLS S.A. (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-517K | – | -0.00 | |
| CDS HALLIBURTON COMPANY (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $488K | – | 0.00 | |
| CDS HALLIBURTON COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS HALLIBURTON COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS HAPAG-LLOYD AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-6K | – | -0.00 | |
| CDS HAPAG-LLOYD AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-6K | – | -0.00 | |
| CDS HAPAG-LLOYD AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS HCA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $59K | – | 0.00 | |
| CDS HCA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS HCA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS HCA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS HCA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS HEIDELBERG MATERIALS AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $40K | – | 0.00 | |
| CDS HEIDELBERGCEMENT AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS HEIDELBERGCEMENT AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS HEIDELBERGCEMENT AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS HESS CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS HOLCIM AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS HOWMET AEROSPACE INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS HOWMET AEROSPACE INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS HP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $65K | – | 0.00 | |
| CDS HP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS HP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS HP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS HP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS INDUSTRIAL & COM BK (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-590K | – | -0.00 | |
| CDS INEOS GROUP HOLDINGS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-436.99 | – | -0.00 | |
| CDS INEOS GROUP HOLDINGS SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-451.25 | – | -0.00 | |
| CDS INTERNATIONAL BUSINESS MACHINES CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS INTERNATIONAL BUSINESS MACHINES CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS INTERNATIONAL GAME TECHNOLOGY PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS INTRUM AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3M | – | -0.01 | |
| CDS IRON MOUNTAIN INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS IRON MOUNTAIN INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ISRAEL ELECTRIC CORP LTD (BARCLAYS BANK PLC) | Derivative-credit | GB | $39K | – | 0.00 | |
| CDS ISRAEL ELECTRIC CORP LTD (BARCLAYS BANK PLC) | Derivative-credit | GB | $10K | – | 0.00 | |
| CDS ITV PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS ITV PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS ITV PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ITV PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS J SAINSBURY PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS J SAINSBURY PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS J SAINSBURY PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS JAGUAR LAND ROVER AUTOMOTIVE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS JAGUAR LAND ROVER AUTOMOTIVE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS JAGUAR LAND ROVER AUTOMOTIVE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-16K | – | -0.00 | |
| CDS JPMORGAN CHASE & CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $55K | – | 0.00 | |
| CDS JPMORGAN CHASE & CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS JPMORGAN CHASE & CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS K&S AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS KB HOME (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $30K | – | 0.00 | |
| CDS KB HOME (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS KB HOME (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS KINGDOM OF BAHRAIN (BARCLAYS BANK PLC) | Derivative-credit | GB | $-16K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (BARCLAYS BANK PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-35K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-48K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-48K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-48K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-48K | – | -0.00 | |
| CDS KINGDOM OF BAHRAIN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-48K | – | -0.00 | |
| CDS KINGDOM OF MOROCCO (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $19K | – | 0.00 | |
| CDS KINGDOM OF MOROCCO (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $19K | – | 0.00 | |
| CDS KINGDOM OF MOROCCO (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $19K | – | 0.00 | |
| CDS KINGDOM OF MOROCCO (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $19K | – | 0.00 | |
| CDS KINGDOM OF MOROCCO (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $19K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $155K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $80K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $80K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $80K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $80K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $80K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $79K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $79K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $79K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $79K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $79K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $62K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $62K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $43K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $43K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $37K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $37K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $37K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $37K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $35K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $31K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $31K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $31K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $21K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $21K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $20K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $17K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $8K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-4K | – | -0.00 | |
| CDS KINGDOM OF SAUDI ARABIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS KOHLS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS KONINKLIJKE KPN NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS KONINKLIJKE KPN NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS KONINKLIJKE KPN NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS KONINKLIJKE PHILIPS NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS KRAFT HEINZ FOODS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $62K | – | 0.00 | |
| CDS KRAFT HEINZ FOODS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS KRAFT HEINZ FOODS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS KRAFT HEINZ FOODS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS KRAFT HEINZ FOODS CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS LADBROKES CORAL GROUP LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS LAMB WESTON HOLDINGS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $868.99 | – | 0.00 | |
| CDS LAMB WESTON HOLDINGS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $868.99 | – | 0.00 | |
| CDS LANXESS AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $480.65 | – | 0.00 | |
| CDS LANXESS AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $480.65 | – | 0.00 | |
| CDS LENNAR CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS LENNAR CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS LIBERTY INTERACTIVE LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-118K | – | -0.00 | |
| CDS LOXAM SAS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-184K | – | -0.00 | |
| CDS LUMEN TECHNOLOGIES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-46K | – | -0.00 | |
| CDS MACY'S RETAIL HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS MACY'S RETAIL HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS MACY'S RETAIL HOLDINGS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-27K | – | -0.00 | |
| CDS MARKS AND SPENCER PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $48K | – | 0.00 | |
| CDS MARKS AND SPENCER PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS MARKS AND SPENCER PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS MARKS AND SPENCER PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS MARKS AND SPENCER PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS MARRIOTT INTERNATIONAL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $67K | – | 0.00 | |
| CDS MARRIOTT INTERNATIONAL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS MARRIOTT INTERNATIONAL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS MARRIOTT INTERNATIONAL INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS MATTERHORN TELECOM HOLDING SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS MATTERHORN TELECOM HOLDING SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS MCDONALD'S CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS MDC HOLDINGS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS MDC HOLDINGS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS MERITOR INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS MGIC INVESTMENT CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $48K | – | 0.00 | |
| CDS MGIC INVESTMENT CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS MGIC INVESTMENT CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS MGM RESORTS INTERNATIONAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $146.51 | – | 0.00 | |
| CDS MILLICOM INTERNATIONAL CELLULAR SA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-89K | – | -0.00 | |
| CDS MONITCHEM HOLDCO 3 SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-22K | – | -0.00 | |
| CDS MORGAN STANLEY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $50K | – | 0.00 | |
| CDS MORGAN STANLEY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS MORGAN STANLEY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS MOTOROLA SOLUTIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS NATURGY ENERGY GROUP SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $46K | – | 0.00 | |
| CDS NATURGY ENERGY GROUP SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS NATURGY ENERGY GROUP SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS NATWEST GROUP PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $9K | – | 0.00 | |
| CDS NATWEST GROUP PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $63.26 | – | 0.00 | |
| CDS NATWEST GROUP PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $61.27 | – | 0.00 | |
| CDS NETFLIX INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS NETFLIX INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS NETFLIX INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS NETFLIX INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS NEW ALBERTSONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS NEW ALBERTSONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS NEXT PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS NEXT PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS NEXT PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS NEXT PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS NOKIA OYJ (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $48K | – | 0.00 | |
| CDS NOKIA OYJ (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS NOKIA OYJ (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS NORDSTROM INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-906.74 | – | -0.00 | |
| CDS NORDSTROM INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-906.74 | – | -0.00 | |
| CDS NOVAFIVES SAS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-27K | – | -0.00 | |
| CDS NRG ENERGY INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-241.43 | – | -0.00 | |
| CDS NRG ENERGY INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-241.43 | – | -0.00 | |
| CDS OLIN CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $25K | – | 0.00 | |
| CDS OLIN CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS OLIN CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS OLIN CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS OLIN CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS ORACLE CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS ORACLE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS PARAMOUNT GLOBAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $14K | – | 0.00 | |
| CDS PARAMOUNT GLOBAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS PARAMOUNT GLOBAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS PARAMOUNT GLOBAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS PARAMOUNT GLOBAL (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS PEARSON PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS PEARSON PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS PEOPLES REPBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $353K | – | 0.00 | |
| CDS PEOPLES REPBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $176K | – | 0.00 | |
| CDS PEOPLES REPBLIC OF CHINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $116K | – | 0.00 | |
| CDS PEOPLES REPBLIC OF CHINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $44K | – | 0.00 | |
| CDS PEOPLES REPBLIC OF CHINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $26K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1M | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $882K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $353K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $246K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $246K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $206K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $206K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $206K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $206K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $178K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $178K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $178K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $178K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $178K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $176K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $176K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $158K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $158K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $158K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $158K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $158K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $123K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $119K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $99K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $80K | – | 0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-18K | – | -0.00 | |
| CDS PEOPLES REPUBLIC OF CHINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-62K | – | -0.00 | |
| CDS PETROLEO BRASILEIRO SA PETROBRAS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-526.22 | – | -0.00 | |
| CDS PETROLEO BRASILEIRO SA PETROBRAS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-526.22 | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (BARCLAYS BANK PLC) | Derivative-credit | GB | $-33K | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (BARCLAYS BANK PLC) | Derivative-credit | GB | $-40K | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-59K | – | -0.00 | |
| CDS PETROLEOS MEXICANOS (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1M | – | -0.00 | |
| CDS PFIZER INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS PFIZER INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS PICARD BONDCO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS PICARD BONDCO SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-8K | – | -0.00 | |
| CDS PREMIER FOODS FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS PREMIER FOODS FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS PREMIER FOODS FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS PUBLICIS GROUPE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS PUBLICIS GROUPE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS RADIAN GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $33K | – | 0.00 | |
| CDS RADIAN GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS RADIAN GROUP INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS RELX PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS RENAULT SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $29K | – | 0.00 | |
| CDS RENAULT SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS RENAULT SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS REPBULIC OF COLOMBIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $43K | – | 0.00 | |
| CDS REPBULIC OF COLOMBIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $17K | – | 0.00 | |
| CDS REPBULIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $9K | – | 0.00 | |
| CDS REPBULIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $9K | – | 0.00 | |
| CDS REPBULIC OF COLOMBIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-10K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $280K | – | 0.00 | |
| CDS REPUBLIC OF ARGENTINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $35K | – | 0.00 | |
| CDS REPUBLIC OF ARGENTINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-123K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-205K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-457K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-472K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-526K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-820K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-820K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-989K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-989K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-989K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-989K | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-2M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2M | – | -0.00 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-3M | – | -0.01 | |
| CDS REPUBLIC OF ARGENTINA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-3M | – | -0.01 | |
| CDS REPUBLIC OF ARGENTINA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-4M | – | -0.01 | |
| CDS REPUBLIC OF CHILE (BARCLAYS BANK PLC) | Derivative-credit | GB | $173K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $144K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $144K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $144K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $144K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $144K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $105K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $105K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BARCLAYS BANK PLC) | Derivative-credit | GB | $105K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $105K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $105K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $69K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $69K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $61K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BARCLAYS BANK PLC) | Derivative-credit | GB | $61K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $61K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $61K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BARCLAYS BANK PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $35K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $35K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $35K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $29K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $24K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $23K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BARCLAYS BANK PLC) | Derivative-credit | GB | $23K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $9K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS REPUBLIC OF CHILE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS REPUBLIC OF CHILE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-5K | – | -0.00 | |
| CDS REPUBLIC OF CHILE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-12K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $27K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $27K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $20K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $17K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $9K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS REPUBLIC OF COLOMBIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-10K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-49K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-53K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-53K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-53K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-53K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-109K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-109K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-109K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-109K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-109K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-156K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-156K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-156K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-156K | – | -0.00 | |
| CDS REPUBLIC OF COLOMBIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-156K | – | -0.00 | |
| CDS REPUBLIC OF DOMINICAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-36K | – | -0.00 | |
| CDS REPUBLIC OF DOMINICAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-36K | – | -0.00 | |
| CDS REPUBLIC OF GREECE (BARCLAYS BANK PLC) | Derivative-credit | GB | $176K | – | 0.00 | |
| CDS REPUBLIC OF HUNGARY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $64K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $652K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $261K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $261K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $169K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $169K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $155K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $155K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $155K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $155K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $137K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $137K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $137K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $137K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $137K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $130K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $130K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $130K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $124K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $124K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $124K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $124K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $124K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $88K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $84K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $82K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $71K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BARCLAYS BANK PLC) | Derivative-credit | GB | $62K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $33K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $20K | – | 0.00 | |
| CDS REPUBLIC OF INDONESIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-6K | – | -0.00 | |
| CDS REPUBLIC OF INDONESIA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-17K | – | -0.00 | |
| CDS REPUBLIC OF INDONESIA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-47K | – | -0.00 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-1M | – | -0.00 | |
| CDS REPUBLIC OF ITALY (BARCLAYS BANK PLC) | Derivative-credit | GB | $-3M | – | -0.01 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $27K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $23K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $23K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $22K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $11K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $11K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $11K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $11K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $9K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $5K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $5K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $5K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $819.03 | – | 0.00 | |
| CDS REPUBLIC OF PANAMA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-205.07 | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-576.4 | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-4K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-5K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-11K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-13K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-13K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-13K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-13K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-24K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-44K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-44K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-44K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-44K | – | -0.00 | |
| CDS REPUBLIC OF PANAMA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-44K | – | -0.00 | |
| CDS REPUBLIC OF PERU (BARCLAYS BANK PLC) | Derivative-credit | GB | $148K | – | 0.00 | |
| CDS REPUBLIC OF PERU (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $59K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $59K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BARCLAYS BANK PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BARCLAYS BANK PLC) | Derivative-credit | GB | $47K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $43K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $43K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $41K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $41K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $41K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $41K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $41K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $30K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $30K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $30K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $24K | – | 0.00 | |
| CDS REPUBLIC OF PERU (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $22K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BARCLAYS BANK PLC) | Derivative-credit | GB | $21K | – | 0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $21K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BARCLAYS BANK PLC) | Derivative-credit | GB | $20K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $7K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS REPUBLIC OF PERU (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS REPUBLIC OF PERU (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-4K | – | -0.00 | |
| CDS REPUBLIC OF PERU (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BARCLAYS BANK PLC) | Derivative-credit | GB | $161K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $65K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $65K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BARCLAYS BANK PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $55K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $52K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $46K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $46K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BARCLAYS BANK PLC) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $32K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $32K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $32K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BARCLAYS BANK PLC) | Derivative-credit | GB | $25K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $23K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $22K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BARCLAYS BANK PLC) | Derivative-credit | GB | $21K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $18K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $8K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS REPUBLIC OF PHILIPPINES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-4K | – | -0.00 | |
| CDS REPUBLIC OF PHILIPPINES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-11K | – | -0.00 | |
| CDS REPUBLIC OF SERBIA (BNP PARIBAS) | Derivative-credit | FR | $47K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $100K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $100K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $50K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $49K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $36K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $17K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $7K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $7K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $3K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $3K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $3K | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $830.45 | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $498.27 | – | 0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-19K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-19K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-25K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-87K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-130K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-130K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-130K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-130K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-193K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-193K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-193K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-193K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-193K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-268K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-268K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-268K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-268K | – | -0.00 | |
| CDS REPUBLIC OF SOUTH AFRICA (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-268K | – | -0.00 | |
| CDS REPUBLIC OF TURKEY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-499K | – | -0.00 | |
| CDS REPUBLIC OF TURKEY (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-499K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $29K | – | 0.00 | |
| CDS REPUBLIC OF TURKIYE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-17K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-20K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-21K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-25K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-41K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-41K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-42K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BARCLAYS BANK PLC) | Derivative-credit | GB | $-54K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-129K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-167K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-167K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-167K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BARCLAYS BANK PLC) | Derivative-credit | GB | $-191K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-335K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-335K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-386K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BARCLAYS BANK PLC) | Derivative-credit | GB | $-386K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-386K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-386K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-424K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-424K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BARCLAYS BANK PLC) | Derivative-credit | GB | $-424K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-424K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-424K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $-499K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-499K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-499K | – | -0.00 | |
| CDS REPUBLIC OF TURKIYE (BARCLAYS BANK PLC) | Derivative-credit | GB | $-837K | – | -0.00 | |
| CDS REXEL SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS REXEL SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ROLLS-ROYCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $35K | – | 0.00 | |
| CDS ROLLS-ROYCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS ROLLS-ROYCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS SCHAEFFLER AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $10K | – | 0.00 | |
| CDS SCHAEFFLER AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-429.02 | – | -0.00 | |
| CDS SCHAEFFLER AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-443.02 | – | -0.00 | |
| CDS SEALED AIR CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $26K | – | 0.00 | |
| CDS SEALED AIR CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS SEALED AIR CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS SES SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-867.03 | – | -0.00 | |
| CDS SHERWIN-WILLIAMS COMPANY (THE) (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS SIMON PROPERTY GROUP LP (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $1000K | – | 0.00 | |
| CDS SIRIUS XM RADIO INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS SIRIUS XM RADIO INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS SOCIETE GENERALE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-962.42 | – | -0.00 | |
| CDS SOCIETE GENERALE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-993.81 | – | -0.00 | |
| CDS SOCIETE GENERALE SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS SPRINT COMMUNICATIONS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $48K | – | 0.00 | |
| CDS SPRINT COMMUNICATIONS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS SPRINT COMMUNICATIONS LLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS STATE OF QATAR (BARCLAYS BANK PLC) | Derivative-credit | GB | $190K | – | 0.00 | |
| CDS STATE OF QATAR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $76K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $76K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $54K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $54K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $54K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $54K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $54K | – | 0.00 | |
| CDS STATE OF QATAR (BARCLAYS BANK PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $52K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $50K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $50K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS STATE OF QATAR (BARCLAYS BANK PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $48K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $38K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $38K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $38K | – | 0.00 | |
| CDS STATE OF QATAR (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $25K | – | 0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $24K | – | 0.00 | |
| CDS STATE OF QATAR (BARCLAYS BANK PLC) | Derivative-credit | GB | $24K | – | 0.00 | |
| CDS STATE OF QATAR (BARCLAYS BANK PLC) | Derivative-credit | GB | $23K | – | 0.00 | |
| CDS STATE OF QATAR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $22K | – | 0.00 | |
| CDS STATE OF QATAR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $9K | – | 0.00 | |
| CDS STATE OF QATAR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS STATE OF QATAR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS STATE OF QATAR (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-5K | – | -0.00 | |
| CDS STATE OF QATAR (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-13K | – | -0.00 | |
| CDS STELLANTIS NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $26K | – | 0.00 | |
| CDS STELLANTIS NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS STELLANTIS NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS STENA AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-20K | – | -0.00 | |
| CDS STONEGATE PUB COMPANY FINANCING LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-85K | – | -0.00 | |
| CDS STORA ENSO OYJ (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS SULTANATE OF OMAN (BARCLAYS BANK PLC) | Derivative-credit | GB | $25K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $25K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $25K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $25K | – | 0.00 | |
| CDS SULTANATE OF OMAN (BARCLAYS BANK PLC) | Derivative-credit | GB | $22K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $22K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $22K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $22K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $22K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $16K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $16K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $16K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $16K | – | 0.00 | |
| CDS SULTANATE OF OMAN (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $16K | – | 0.00 | |
| CDS SULTANATE OF OMAN (BARCLAYS BANK PLC) | Derivative-credit | GB | $10K | – | 0.00 | |
| CDS SUNRISE HOLDCO IV BV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-35K | – | -0.00 | |
| CDS T-MOBILE USA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $61K | – | 0.00 | |
| CDS T-MOBILE USA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS T-MOBILE USA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS T-MOBILE USA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS T-MOBILE USA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS TDC HOLDING A/S (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS TDC HOLDING A/S (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS TECK RESOURCES LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS TECK RESOURCES LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS TEGNA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS TELECOM ITALIA SPA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS TELECOM ITALIA SPA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS TELECOM ITALIA SPA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-38K | – | -0.00 | |
| CDS TELEFONAKTIEBOLAGET LM ERICSSON (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $41K | – | 0.00 | |
| CDS TELEFONAKTIEBOLAGET LM ERICSSON (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS TELEFONAKTIEBOLAGET LM ERICSSON (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS TELEFONAKTIEBOLAGET LM ERICSSON (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS TELEFONICA SA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS TENET HEALTHCARE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $49K | – | 0.00 | |
| CDS TENET HEALTHCARE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS TENET HEALTHCARE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS TENET HEALTHCARE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS TENET HEALTHCARE CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS TESCO PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS TESCO PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS TESCO PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS TESLA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $34K | – | 0.00 | |
| CDS TESLA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS TESLA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS TESLA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS TESLA INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS TEVA PHARMACEUTICAL INDUSTRIES LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $18K | – | 0.00 | |
| CDS TEVA PHARMACEUTICAL INDUSTRIES LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS TEVA PHARMACEUTICAL INDUSTRIES LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS THE DOW CHEMICAL COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS THYSSENKRUPP AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS THYSSENKRUPP AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS THYSSENKRUPP AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-68K | – | -0.00 | |
| CDS TUI AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS TUI AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $1K | – | 0.00 | |
| CDS TUI AG (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-59K | – | -0.00 | |
| CDS UNIBAIL-RODAMCO-WESTFIELD SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $36K | – | 0.00 | |
| CDS UNIBAIL-RODAMCO-WESTFIELD SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS UNIBAIL-RODAMCO-WESTFIELD SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS UNIBAIL-RODAMCO-WESTFIELD SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS UNICREDIT SPA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS UNICREDIT SPA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-3K | – | -0.00 | |
| CDS UNICREDIT SPA (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-13K | – | -0.00 | |
| CDS UNISYS CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-14K | – | -0.00 | |
| CDS UNISYS CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-14K | – | -0.00 | |
| CDS UNITED GROUP BV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-77K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (BARCLAYS BANK PLC) | Derivative-credit | GB | $567K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $227K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $227K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $213K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $213K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $113K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $113K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $113K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $106K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $103K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $94K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BARCLAYS BANK PLC) | Derivative-credit | GB | $94K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $94K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $94K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BARCLAYS BANK PLC) | Derivative-credit | GB | $94K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $61K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $57K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $57K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BARCLAYS BANK PLC) | Derivative-credit | GB | $57K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $57K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $57K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $28K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BARCLAYS BANK PLC) | Derivative-credit | GB | $25K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $17K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $11K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $11K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $11K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. LLC) | Derivative-credit | US | $11K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $11K | – | 0.00 | |
| CDS UNITED MEXICAN STATES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-6K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-17K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-24K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (MORGAN STANLEY & CO. INTERNATIONAL PLC) | Derivative-credit | GB | $-25K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-27K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (BANK OF AMERICA, NATIONAL ASSOCIATION) | Derivative-credit | US | $-50K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (BARCLAYS BANK PLC) | Derivative-credit | GB | $-110K | – | -0.00 | |
| CDS UNITED MEXICAN STATES (BARCLAYS BANK PLC) | Derivative-credit | GB | $-132K | – | -0.00 | |
| CDS UNITED RENTALS (NORTH AMERICA) INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS UNITED RENTALS (NORTH AMERICA) INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $83K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BNP PARIBAS) | Derivative-credit | FR | $31K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-credit | DE | $29K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $28K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BNP PARIBAS) | Derivative-credit | FR | $25K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $8K | – | 0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-26K | – | -0.00 | |
| CDS UNITED STATES OF AMERICA (BARCLAYS BANK PLC) | Derivative-credit | GB | $-79K | – | -0.00 | |
| CDS UNIVERSAL HEALTH SERVICES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS UNIVERSAL HEALTH SERVICES INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS UNIVISION COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-9K | – | -0.00 | |
| CDS UNIVISION COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-9K | – | -0.00 | |
| CDS UPC HOLDING BV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS UPC HOLDING BV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS UPC HOLDING BV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-2K | – | -0.00 | |
| CDS VALEO SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS VALEO SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4K | – | -0.00 | |
| CDS VALEO SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-17K | – | -0.00 | |
| CDS VERISURE MIDHOLDING AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS VERISURE MIDHOLDING AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS VERIZON COMMUNICATIONS INC (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | GB | $530K | – | 0.00 | |
| CDS VERIZON COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $39K | – | 0.00 | |
| CDS VERIZON COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS VERIZON COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS VERIZON COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS VERIZON COMMUNICATIONS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS VIRGIN MEDIA FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-14K | – | -0.00 | |
| CDS VIRGIN MEDIA FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-14K | – | -0.00 | |
| CDS VIRGIN MEDIA FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-17K | – | -0.00 | |
| CDS VIRGIN MEDIA FINANCE PLC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-182K | – | -0.00 | |
| CDS VIVENDI SE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $6K | – | 0.00 | |
| CDS VOLKSWAGEN INTERNATIONAL FINANCE NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $28K | – | 0.00 | |
| CDS VOLKSWAGEN INTERNATIONAL FINANCE NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-88 | – | -0.00 | |
| CDS VOLKSWAGEN INTERNATIONAL FINANCE NV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-90.88 | – | -0.00 | |
| CDS VOLVO CAR AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $5K | – | 0.00 | |
| CDS VOLVO CAR AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS VOLVO CAR AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS VOLVO CAR AB (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-1K | – | -0.00 | |
| CDS WALT DISNEY CO (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $61K | – | 0.00 | |
| CDS WALT DISNEY CO/THE (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-324K | – | -0.00 | |
| CDS WELLS FARGO & COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $49K | – | 0.00 | |
| CDS WELLS FARGO & COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS WELLS FARGO & COMPANY (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS WHIRLPOOL CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS WHIRLPOOL CORP (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS WPP 2005 LTD (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $4K | – | 0.00 | |
| CDS XEROX CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-9K | – | -0.00 | |
| CDS XEROX CORPORATION (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-9K | – | -0.00 | |
| CDS YUM! BRANDS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $45K | – | 0.00 | |
| CDS YUM! BRANDS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS YUM! BRANDS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $3K | – | 0.00 | |
| CDS YUM! BRANDS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS YUM! BRANDS INC (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $2K | – | 0.00 | |
| CDS ZIGGO BOND COMPANY BV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-7K | – | -0.00 | |
| CDS ZIGGO BOND COMPANY BV (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-107K | – | -0.00 | |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $14M | – | 0.03 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $225K | – | 0.00 |
| CDW LLC / CDW Finance Corp (CDW LLC/CDW FINANCE) | Long | Debt | US | $46K | – | 0.00 |
| CEMEX Materials LLC | Long | Debt | US | $2M | – | 0.00 |
| Cemex SAB de CV | Long | Debt | MX | $801K | – | 0.00 |
| Cemex SAB de CV | Long | Debt | MX | $410K | – | 0.00 |
| Cencora Inc | Long | Debt | US | $4M | – | 0.01 |
| Cencosud SA | Long | Debt | CL | $4M | – | 0.01 |
| Cenovus Energy Inc | Long | Debt | CA | $11M | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $8M | – | 0.02 |
| Cenovus Energy Inc | Long | Debt | CA | $3M | – | 0.01 |
| CENT Trust 2023-CITY | Long | ABS-mortgage backed security | US | $84M | – | 0.18 |
| CenterPoint Energy Houston Electric LLC (CENTERPOINT ENER HOUSTON) | Long | Debt | US | $5M | – | 0.01 |
| CenterPoint Energy Inc | Long | Debt | US | $24M | – | 0.05 |
| CenterPoint Energy Resources Corp | Long | Debt | US | $1M | – | 0.00 |
| Central Nippon Expressway Co Ltd (CENTRAL NIPPON EXPRESSWY) | Long | Debt | JP | $7M | – | 0.02 |
| Century Communities Inc | Long | Debt | US | $4M | – | 0.01 |
| CF 2020-P1 Mortgage Trust (Cantor Commercial Real Estate) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| CF Industries Inc | Long | Debt | US | $18M | – | 0.04 |
| CF Industries Inc | Long | Debt | US | $8M | – | 0.02 |
| CFK Trust 2019-FAX | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| CFK Trust 2019-FAX | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| CGMS Commercial Mortgage Trust 2017-B1 (Citigroup Commercial Mortgage) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Charles Schwab Corp/The | Long | Debt | US | $24M | – | 0.05 |
| Chart Industries Inc | Long | Debt | US | $6M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $32M | – | 0.07 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $23M | – | 0.05 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $15M | – | 0.03 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $7M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $5M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $4M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $3M | – | 0.01 |
| Charter Communications Operating LLC / Charter Communications Operating Capital (CHARTER COMM OPT LLC/CAP) | Long | Debt | US | $900K | – | 0.00 |
| Chase Funding Trust Series 2002-2 (Chase Funding Mortgage Loan As) | Long | ABS-other | US | $15K | – | 0.00 |
| Chase Home Lending Mortgage Trust Series 2024-RPL2 (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Cheniere Energy Inc | Long | Debt | US | $49K | – | 0.00 |
| Chesapeake Energy Corp | Long | Equity-common | US | $35M | 463K | 0.08 |
| Chesapeake Energy Corp | Long | Debt | US | $5M | – | 0.01 |
| Chesapeake Energy Corp | Long | Debt | US | $2M | – | 0.00 |
| Chile Government International Bond (REPUBLIC OF CHILE) | Long | Debt | CL | $32M | – | 0.07 |
| CHL Mortgage Pass-Through Trust 2003-53 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| CHL Mortgage Pass-Through Trust 2005-29 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $163K | – | 0.00 |
| CHL Mortgage Pass-Through Trust 2005-HYB9 (Countrywide Home Loans) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| CIFC European Funding CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $74M | – | 0.16 |
| CIFC Funding 2021-V Ltd (CIFC Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $61M | – | 0.13 |
| Cigna Group/The | Long | Debt | US | $31M | – | 0.07 |
| Cigna Group/The | Long | Debt | US | $10M | – | 0.02 |
| Cigna Group/The | Long | Debt | US | $4M | – | 0.01 |
| Cigna Group/The | Long | Debt | US | $2M | – | 0.00 |
| CIM Trust 2024-R1 | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| CITGO Petroleum Corp | Long | Debt | US | $6M | – | 0.01 |
| CITGO Petroleum Corp | Long | Debt | US | $239K | – | 0.00 |
| Citigroup Capital XIII | Long | Equity-preferred | US | $642K | 22K | 0.00 |
| Citigroup Commercial Mortgage Trust 2015-P1 | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Citigroup Commercial Mortgage Trust 2017-C4 | Long | ABS-mortgage backed security | US | $60M | – | 0.13 |
| Citigroup Commercial Mortgage Trust 2017-P7 | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Citigroup Commercial Mortgage Trust 2019-GC41 | Long | ABS-mortgage backed security | US | $94M | – | 0.20 |
| Citigroup Commercial Mortgage Trust 2020-GC46 | Long | ABS-mortgage backed security | US | $80M | – | 0.17 |
| Citigroup Inc | Long | Debt | US | $161M | – | 0.35 |
| Citigroup Inc | Long | Debt | US | $58M | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $48M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $47M | – | 0.10 |
| Citigroup Inc | Long | Debt | US | $44M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $41M | – | 0.09 |
| Citigroup Inc | Long | Debt | US | $38M | – | 0.08 |
| Citigroup Inc | Long | Debt | US | $30M | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $25M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $23M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $22M | – | 0.05 |
| Citigroup Inc | Long | Debt | US | $21M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $19M | – | 0.04 |
| Citigroup Inc | Long | Debt | US | $12M | – | 0.03 |
| Citigroup Inc | Long | Debt | US | $2M | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $695K | – | 0.00 |
| Citigroup Inc | Long | Debt | US | $464K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2011-12 | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $107M | – | 0.23 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $620K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $300K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $209K | – | 0.00 |
| Citigroup Mortgage Loan Trust 2024-RP2 | Long | ABS-mortgage backed security | US | $164K | – | 0.00 |
| City of Los Angeles Department of Airports (LOS ANGELES CA DEPT OF ARPTS) | Long | Debt | US | $5M | – | 0.01 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $6M | – | 0.01 |
| City of San Antonio TX Electric & Gas Systems Revenue (SAN ANTONIO TX ELEC & GAS REVE) | Long | Debt | US | $1M | – | 0.00 |
| Civitas Resources Inc | Long | Debt | US | $8M | – | 0.02 |
| Civitas Resources Inc | Long | Debt | US | $3M | – | 0.01 |
| Cleveland Clinic Foundation/The | Long | Debt | US | $3M | – | 0.01 |
| Cleveland Electric Illuminating Co/The | Long | Debt | US | $4M | – | 0.01 |
| Clover CLO 2018-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $48M | – | 0.10 |
| Clover CLO 2021-1 LLC | Long | ABS-collateralized bond/debt obligation | KY | $9M | – | 0.02 |
| CLP/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $157K | – | 0.00 | |
| CLP/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $80K | – | 0.00 | |
| CLUE OPCO LLC (GN Loanco LLC) | Long | Loan | US | $9M | – | 0.02 |
| CMS Energy Corp | Long | Debt | US | $22M | – | 0.05 |
| CNA Financial Corp | Long | Debt | US | $16M | – | 0.03 |
| CNA Financial Corp | Long | Debt | US | $12M | – | 0.03 |
| CNAC HK Finbridge Co Ltd | Long | Debt | HK | $5M | – | 0.01 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $6M | – | 0.01 |
| CNH Industrial Capital LLC (CNH INDUSTRIAL CAP LLC) | Long | Debt | US | $2M | – | 0.00 |
| CNH/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $502K | – | 0.00 | |
| CNH/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $477K | – | 0.00 | |
| CNH/USD FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $201K | – | 0.00 | |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $6M | – | 0.01 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $2M | – | 0.00 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $834K | – | 0.00 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $22K | – | 0.00 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $4K | – | 0.00 |
| Codere Finance 2 Luxembourg SA | Long | Debt | LU | $2K | – | 0.00 |
| Cold Storage Trust 2020-ICE5 | Long | ABS-mortgage backed security | US | $51M | – | 0.11 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $6M | – | 0.01 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1000K | – | 0.00 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $954K | – | 0.00 |
| Colorado Bridge Enterprise (COLORADO ST BRIDGE ENTERPRISE) | Long | Debt | US | $1M | – | 0.00 |
| Colorado Interstate Gas Co LLC / Colorado Interstate Issuing Corp (COLORADO INT GAS CO/ISS) | Long | Debt | US | $24M | – | 0.05 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $48M | – | 0.10 |
| Columbia Pipelines Operating Co LLC (COLUMBIA PIPELINES OPCO) | Long | Debt | US | $15M | – | 0.03 |
| Comcast Corp | Long | Debt | US | $21M | – | 0.05 |
| Comcast Corp | Long | Debt | US | $13K | – | 0.00 |
| Comerica Inc | Long | Debt | US | $25M | – | 0.05 |
| Comision Federal de Electricidad | Long | Debt | MX | $43M | – | 0.09 |
| Comision Federal de Electricidad | Long | Debt | MX | $5M | – | 0.01 |
| COMM 2014-UBS4 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| COMM 2014-UBS6 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| COMM 2016-COR1 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| COMM 2017-COR2 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $95M | – | 0.20 |
| COMM 2018-COR3 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $53M | – | 0.11 |
| COMM 2019-GC44 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| COMM 2024-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| COMM 2024-277P Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $2M | – | 0.01 |
| Commonwealth Edison Co | Long | Debt | US | $2M | – | 0.00 |
| Commonwealth Edison Co | Long | Debt | US | $771K | – | 0.00 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Connecticut Avenue Securities Trust 2021-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R01 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Connecticut Avenue Securities Trust 2022-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Connecticut Avenue Securities Trust 2022-R04 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| Connecticut Avenue Securities Trust 2023-R06 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Connecticut Avenue Securities Trust 2023-R08 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Connecticut Avenue Securities Trust 2024-R05 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $6M | – | 0.01 |
| Consolidated Edison Co of New York Inc (CON EDISON CO OF NY INC) | Long | Debt | US | $2M | – | 0.01 |
| Constellation Automotive Ltd (Constellation Automotive Limited) | Long | Loan | GB | $11M | – | 0.02 |
| Continental Airlines 2012-2 Class A Pass Through Trust (CONTL AIRLINES 2012-2 A) | Long | Debt | US | $464K | – | 0.00 |
| COP/USD FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $1M | – | 0.00 | |
| COP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $484K | – | 0.00 | |
| Corp Andina de Fomento | Long | Debt | $5M | – | 0.01 | |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $302K | – | 0.00 |
| Countrywide Asset-Backed Certificates | Long | ABS-other | US | $10K | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $15M | – | 0.03 |
| Cox Communications Inc | Long | Debt | US | $2M | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $985K | – | 0.00 |
| Cox Communications Inc | Long | Debt | US | $922K | – | 0.00 |
| CQS US CLO 2023-3 Ltd (CQS US CLO 2022-2, Ltd.) | Long | ABS-collateralized bond/debt obligation | JE | $41M | – | 0.09 |
| Credit-Based Asset Servicing and Securitization LLC | Long | ABS-other | US | $376K | – | 0.00 |
| Crown City CLO I | Long | ABS-collateralized bond/debt obligation | KY | $60M | – | 0.13 |
| Crown Point CLO 11 Ltd (Crown Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $103M | – | 0.22 |
| CrownRock LP / CrownRock Finance Inc (CROWNROCK LP/CROWNROCK F) | Long | Debt | US | $300K | – | 0.00 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| CSAIL 2015-C3 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| CSAIL 2018-CX11 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| CSAIL 2019-C16 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| CSAIL 2019-C17 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| CSC Holdings LLC | Long | Loan | US | $13M | – | 0.03 |
| CSC Holdings LLC | Long | Debt | US | $6M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $5M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $4M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $3M | – | 0.01 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $539K | – | 0.00 |
| CSC Holdings LLC | Long | Debt | US | $165K | – | 0.00 |
| CSMC 2014-USA OA LLC (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $84M | – | 0.18 |
| CSMC Trust 2016-NXSR (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| CSMCM 2018-RPL9 Trust (CSMCM Trust Certificates) | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| CSMCM_18-RPL4 07/25/2050 (CREDIT SUISSE MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| CVC Cordatus Loan Fund III DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $5M | – | 0.01 |
| CVC Cordatus Loan Fund VII DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $112M | – | 0.24 |
| CVC Cordatus Loan Fund XII DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $231M | – | 0.49 |
| CVC Cordatus Loan Fund XII DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.03 |
| CVC Cordatus Loan Fund XIV DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $52M | – | 0.11 |
| CVC Cordatus Loan Fund XXI DAC (Cordatus CLO PLC) | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.03 |
| CVS Health Corp | Long | Debt | US | $20M | – | 0.04 |
| CVS Health Corp | Long | Debt | US | $6M | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $5M | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $4M | – | 0.01 |
| CVS Health Corp | Long | Debt | US | $2M | – | 0.00 |
| CVS Health Corp | Long | Debt | US | $398K | – | 0.00 |
| CWABS Asset-Backed Certificates Trust 2004-BC4 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $157K | – | 0.00 |
| CWABS Inc Asset-Backed Certificates Trust 2004-4 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $3M | – | 0.01 |
| CWABS Inc Asset-Backed Certificates Trust 2004-6 (Countrywide Asset-Backed Certi) | Long | ABS-other | US | $234K | – | 0.00 |
| Dallas Fort Worth International Airport (DALLAS-FORT WORTH TX INTERNATI) | Long | Debt | US | $1M | – | 0.00 |
| Dana Financing Luxembourg Sarl (DANA FINANCING LUX SARL) | Long | Debt | LU | $3M | – | 0.01 |
| Dana Inc | Long | Debt | US | $49K | – | 0.00 |
| Danske Bank A/S | Long | Debt | DK | $44M | – | 0.09 |
| Danske Bank A/S | Long | Debt | DK | $22M | – | 0.05 |
| DaVita Inc | Long | Debt | US | $5M | – | 0.01 |
| DaVita Inc | Long | Debt | US | $303K | – | 0.00 |
| DBGS 2018-BIOD Mortgage Trust (DBGS Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| DBJPM 2017-C6 Mortgage Trust (Deutsche Bank Commercial Mortg) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| DBWF 2016-85T Mortgage Trust (DBWF Mortgage Trust) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| DCP Midstream Operating LP | Long | Debt | US | $11M | – | 0.02 |
| DCP Midstream Operating LP | Long | Debt | US | $51K | – | 0.00 |
| DCP Midstream Operating LP | Long | Debt | US | $51K | – | 0.00 |
| Delta Air Lines 2020-1 Class AA Pass Through Trust (DELTA AIR LINES 2020-AA) | Long | Debt | US | $21M | – | 0.05 |
| Delta Air Lines Inc / SkyMiles IP Ltd (DELTA AIR LINES/SKYMILES) | Long | Debt | $10M | – | 0.02 | |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $26M | – | 0.06 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $18M | – | 0.04 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $13M | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $13M | – | 0.03 |
| Deutsche Bank AG/New York NY (DEUTSCHE BANK NY) | Long | Debt | DE | $9M | – | 0.02 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $14M | – | 0.03 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $113K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $50K | – | 0.00 |
| Devon Energy Corp (DEVON ENERGY CORPORATION) | Long | Debt | US | $32K | – | 0.00 |
| DH Europe Finance II Sarl | Long | Debt | LU | $11M | – | 0.02 |
| Diamond Sports Group LLC | Long | Loan | US | $1M | – | 0.00 |
| Diamond Sports Group LLC | Long | Loan | US | $1M | – | 0.00 |
| DIAMOND SPORTS GROUP LLC | Long | Loan | US | $15M | – | 0.03 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $2M | – | 0.00 |
| Diamond Sports Group LLC / Diamond Sports Finance Co (DIAMOND SPORTS GR/DIAMON) | Long | Debt | US | $701K | – | 0.00 |
| Diamondback Energy Inc | Long | Debt | US | $50M | – | 0.11 |
| Diamondback Energy Inc | Long | Debt | US | $23M | – | 0.05 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $436.53 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.35 | – | 0.00 |
| Digicel Group Holdings Ltd | Long | Debt | BM | $0.11 | – | 0.00 |
| Digicel Intermediate Holdings Ltd / Digicel International Finance Ltd / Difl US (DIG HLDNG/DIG FIN/DIFL) | Long | Debt | $70M | – | 0.15 | |
| DIGICEL INTL FIN LTD | Long | Equity-common | US | $2M | 180K | 0.00 |
| DIGICEL INTL FIN LTD Common Equity | Long | Equity-common | US | $4M | 2M | 0.01 |
| Digicel Midco Ltd / Difl US II LLC (DIG MIDCO/DIFL US II LLC) | Long | Debt | LC | $27M | – | 0.06 |
| Discover Bank | Long | Debt | US | $6M | – | 0.01 |
| Discover Bank | Long | Debt | US | $665K | – | 0.00 |
| Discover Financial Services (DISCOVER FINANCIAL SVS) | Long | Debt | US | $15M | – | 0.03 |
| DISH DBS Corp | Long | Debt | US | $28M | – | 0.06 |
| DISH DBS Corp | Long | Debt | US | $7M | – | 0.02 |
| DISH DBS Corp | Long | Debt | US | $5M | – | 0.01 |
| DISH DBS Corp | Long | Debt | US | $622K | – | 0.00 |
| DISH Network Corp | Long | Debt | US | $32M | – | 0.07 |
| District of Columbia Water & Sewer Authority (DIST OF COLUMBIA WTR & SWR AUT) | Long | Debt | US | $15M | – | 0.03 |
| Diversified Healthcare Trust | Long | Debt | US | $14M | – | 0.03 |
| Diversified Healthcare Trust | Long | Debt | US | $10M | – | 0.02 |
| Diversified Healthcare Trust | Long | Debt | US | $901K | – | 0.00 |
| DLLTD PIK-TERM B 1L USD (Digicel International Finance Ltd) | Long | Loan | LC | $37M | – | 0.08 |
| Dominican Republic International Bond | Long | Debt | DO | $48M | – | 0.10 |
| Dominican Republic International Bond | Long | Debt | DO | $10M | – | 0.02 |
| Dominican Republic International Bond | Long | Debt | DO | $6M | – | 0.01 |
| Dominican Republic International Bond | Long | Debt | DO | $3M | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $5M | – | 0.01 |
| Dominion Energy Inc | Long | Debt | US | $614K | – | 0.00 |
| DONCASTERS US FIN LLC (Doncasters US Finance LLC) | Long | Debt | US | $82M | – | 0.17 |
| DONCASTERS US FINANCE LLC | Long | Loan | US | $8M | – | 0.02 |
| Dow Chemical Co/The | Long | Debt | US | $9M | – | 0.02 |
| Dow Chemical Co/The | Long | Debt | US | $2M | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $742K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $492K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $170K | – | 0.00 |
| Dow Chemical Co/The | Long | Debt | US | $64K | – | 0.00 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $24M | – | 0.05 |
| DP World Ltd/United Arab Emirates (DP WORLD LTD UAE) | Long | Debt | AE | $2M | – | 0.00 |
| DTE Energy Co | Long | Debt | US | $36M | – | 0.08 |
| Duke Energy Carolinas LLC | Long | Debt | US | $5M | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $5M | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $2M | – | 0.01 |
| Duke Energy Carolinas LLC | Long | Debt | US | $850K | – | 0.00 |
| Duke Energy Corp | Long | Debt | US | $12M | – | 0.03 |
| Duke Energy Progress LLC | Long | Debt | US | $2M | – | 0.00 |
| Eagle RE 2021-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Eagle RE 2021-2 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $42M | – | 0.09 |
| Eagle RE 2023-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $14M | – | 0.03 |
| Eastern Gas Transmission & Storage Inc | Long | Debt | US | $212K | – | 0.00 |
| Ecopetrol SA | Long | Debt | CO | $32M | – | 0.07 |
| Ecopetrol SA | Long | Debt | CO | $26M | – | 0.06 |
| Ecopetrol SA | Long | Debt | CO | $20M | – | 0.04 |
| Ecopetrol SA | Long | Debt | CO | $3M | – | 0.01 |
| EG Finco Ltd (EG Group Limited) | Long | Loan | GB | $127M | – | 0.27 |
| EG FINCO LTD (EG Finco Limited) | Long | Loan | GB | $21M | – | 0.05 |
| eG Global Finance PLC | Long | Debt | GB | $74M | – | 0.16 |
| eG Global Finance PLC | Long | Debt | GB | $45M | – | 0.10 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $24M | – | 0.05 |
| El Paso Electric Co | Long | Debt | US | $776K | – | 0.00 |
| Elevance Health Inc | Long | Debt | US | $10M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $8M | – | 0.02 |
| Elevance Health Inc | Long | Debt | US | $1M | – | 0.00 |
| Elevation CLO 2018-9 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $31M | – | 0.07 |
| Elevation CLO 2021-12 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $32M | – | 0.07 |
| Elevation Clo 2021-13 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $51M | – | 0.11 |
| Elevation CLO 2021-14 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $88M | – | 0.19 |
| Elevation CLO 2023-17 Ltd (Elevation CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $26M | – | 0.06 |
| Eleven Madison Trust 2015-11MD Mortgage Trust (Madison Avenue Trust) | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| Eli Lilly & Co | Long | Debt | US | $30M | – | 0.06 |
| Eli Lilly & Co | Long | Debt | US | $21M | – | 0.05 |
| Elmwood CLO 16 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $37M | – | 0.08 |
| Elmwood CLO 29 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $54M | – | 0.12 |
| Elmwood CLO II Ltd (Elmwood CLO II Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $112M | – | 0.24 |
| Emera US Finance LP | Long | Debt | US | $5M | – | 0.01 |
| Endeavor Energy Resources LP / EER Finance Inc | Long | Debt | US | $11M | – | 0.02 |
| ENDO DESIGN ESCROW BOND | Long | Equity-common | US | $0.2 | 2K | 0.00 |
| Endo Inc | Long | Equity-common | US | $58.5 | 2 | 0.00 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $15M | – | 0.03 |
| Enel Finance International NV (ENEL FINANCE INTL NV) | Long | Debt | NL | $13M | – | 0.03 |
| Energean Israel Finance Ltd | Long | Debt | IL | $26M | – | 0.05 |
| Energean Israel Finance Ltd | Long | Debt | IL | $17M | – | 0.04 |
| Energean Israel Finance Ltd | Long | Debt | IL | $119K | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $65M | – | 0.14 |
| Energy Transfer LP | Long | Debt | US | $39M | – | 0.08 |
| Energy Transfer LP | Long | Debt | US | $20M | – | 0.04 |
| Energy Transfer LP | Long | Debt | US | $16M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $14M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $12M | – | 0.03 |
| Energy Transfer LP | Long | Debt | US | $10M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $10M | – | 0.02 |
| Energy Transfer LP | Long | Debt | US | $6M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $4M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $3M | – | 0.01 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.00 |
| Energy Transfer LP | Long | Debt | US | $1M | – | 0.00 |
| Entergy Louisiana LLC | Long | Debt | US | $23M | – | 0.05 |
| Entergy Louisiana LLC | Long | Debt | US | $12M | – | 0.03 |
| Entergy Louisiana LLC | Long | Debt | US | $5M | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $29M | – | 0.06 |
| Enterprise Products Operating LLC | Long | Debt | US | $17M | – | 0.04 |
| Enterprise Products Operating LLC | Long | Debt | US | $9M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $8M | – | 0.02 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $5M | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $3M | – | 0.01 |
| Enterprise Products Operating LLC | Long | Debt | US | $2M | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $50K | – | 0.00 |
| EQM Midstream Partners LP | Long | Debt | US | $19K | – | 0.00 |
| Equinor ASA | Long | Debt | NO | $16M | – | 0.03 |
| Equinor ASA | Long | Debt | NO | $8M | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $17M | – | 0.04 |
| ERAC USA Finance LLC | Long | Debt | US | $15M | – | 0.03 |
| ERAC USA Finance LLC | Long | Debt | US | $10M | – | 0.02 |
| ERAC USA Finance LLC | Long | Debt | US | $7M | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $5M | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $3M | – | 0.01 |
| ERAC USA Finance LLC | Long | Debt | US | $3M | – | 0.01 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $34M | – | 0.07 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $23M | – | 0.05 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $19M | – | 0.04 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $13M | – | 0.03 |
| Eskom Holdings SOC Ltd | Long | Debt | ZA | $4M | – | 0.01 |
| EUR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $10M | – | 0.02 | |
| EUR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $9M | – | 0.02 | |
| EURO-BOBL (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-9M | – | -0.02 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-13M | – | -0.03 | |
| EURO-SCHATZ (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-970K | – | -0.00 | |
| European Investment Bank | Long | Debt | $3M | – | 0.01 | |
| Everest Reinsurance Holdings Inc (EVEREST REINSURANCE HLDG) | Long | Debt | US | $19M | – | 0.04 |
| Eversource Energy | Long | Debt | US | $5M | – | 0.01 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $11M | – | 0.02 |
| Export-Import Bank of India (EXPORT-IMPORT BK INDIA) | Long | Debt | IN | $8M | – | 0.02 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $16M | – | 0.03 |
| Exxon Mobil Corp (EXXON MOBIL CORPORATION) | Long | Debt | US | $5M | – | 0.01 |
| Fairfax Financial Holdings Ltd (FAIRFAX FINL HLDGS LTD) | Long | Debt | CA | $40M | – | 0.08 |
| Fairstone Financial Issuance Trust I | Long | ABS-other | CA | $6M | – | 0.01 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae Interest Strip (FANNIEMAE STRIPS) | Long | Debt | US | $193K | – | 0.00 |
| Fannie Mae Interest Strip (FANNIEMAE STRIPS) | Long | Debt | US | $186K | – | 0.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $400M | – | 0.86 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $165M | – | 0.35 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $87M | – | 0.19 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-74M | – | -0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $345M | – | 0.74 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $228M | – | 0.49 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $163M | – | 0.35 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $135M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $132M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $117M | – | 0.25 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $109M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $106M | – | 0.23 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $99M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $92M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $91M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $84M | – | 0.18 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78M | – | 0.17 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $76M | – | 0.16 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $60M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $46M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $42M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 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 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $915K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $912K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $903K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $883K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $876K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $837K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $762K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $709K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $648K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $586K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $462K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $461K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $442K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $381K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $359K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $358K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $284K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $256K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $229K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $116K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $24K | – | 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 | $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 | $14K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 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 | $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 | $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 | $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 | $972.34 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $891.45 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $730.84 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $527.34 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $128.21 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $53.16 | – | 0.00 |
| Fannie Mae Principal Strip | Long | Debt | US | $3M | – | 0.01 |
| Fannie Mae Principal Strip (FNMA PRIN STRIPS) | Long | Debt | US | $3M | – | 0.01 |
| Fannie Mae Principal Strip | Long | Debt | US | $2M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $499K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $393K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $342K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $288K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $258K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $171K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $330.88 | – | 0.00 |
| Federal Home Loan Banks | Long | Debt | US | $20M | – | 0.04 |
| Federal Home Loan Banks | Long | Debt | US | $4M | – | 0.01 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $55M | – | 0.12 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $29M | – | 0.06 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $7M | – | 0.01 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $3M | – | 0.01 |
| Federal Home Loan Mortgage Corp (FREDDIE MAC) | Long | Debt | US | $714K | – | 0.00 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $63M | – | 0.13 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $8M | – | 0.02 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $8M | – | 0.02 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $4M | – | 0.01 |
| Federal National Mortgage Association (FANNIE MAE) | Long | Debt | US | $587K | – | 0.00 |
| Fermaca Enterprises S de RL de CV (FERMACA ENTERPRISES S RL) | Long | Debt | MX | $4M | – | 0.01 |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co Inc | Long | Debt | US | $6M | – | 0.01 |
| First Quantum Minerals Ltd | Long | Debt | CA | $10M | – | 0.02 |
| First Quantum Minerals Ltd | Long | Debt | CA | $8M | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $9M | – | 0.02 |
| FirstEnergy Transmission LLC | Long | Debt | US | $780K | – | 0.00 |
| Fiserv Inc | Long | Debt | US | $80M | – | 0.17 |
| Five Point Operating Co LP / Five Point Capital Corp (FIVE POINT OP CO LP/FIVE) | Long | Debt | US | $5M | – | 0.01 |
| Floating Rate Mortgage Pass-through Cert-series 2001-2 (Ameriquest Mortgage Securities) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Florida Power & Light Co | Long | Debt | US | $9M | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $8M | – | 0.02 |
| Florida Power & Light Co | Long | Debt | US | $7M | – | 0.01 |
| FMC Corp | Long | Debt | US | $10M | – | 0.02 |
| FMC Corp | Long | Debt | US | $7M | – | 0.02 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $5M | – | 0.01 |
| Ford Auto Securitization Trust | Long | ABS-other | CA | $5M | – | 0.01 |
| Ford Credit Auto Owner Trust 2020-REV2 (Ford Credit Auto Owner Trust/F) | Long | ABS-other | US | $17M | – | 0.04 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $26M | – | 0.06 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $886K | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $38M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $36M | – | 0.08 |
| Ford Motor Credit Co LLC | Long | Debt | US | $9M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $9M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $8M | – | 0.02 |
| Ford Motor Credit Co LLC | Long | Debt | US | $7M | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $3M | – | 0.01 |
| Ford Motor Credit Co LLC | Long | Debt | US | $2M | – | 0.00 |
| Ford Motor Credit Co LLC | Long | Debt | US | $190K | – | 0.00 |
| Fortis Inc/Canada | Long | Debt | CA | $25M | – | 0.05 |
| Freddie Mac Coupon Strips | Long | Debt | US | $6M | – | 0.01 |
| Freddie Mac Coupon Strips | Long | Debt | US | $3M | – | 0.01 |
| Freddie Mac Coupon Strips | Long | Debt | US | $1M | – | 0.00 |
| Freddie Mac Coupon Strips | Long | Debt | US | $542K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $862K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $641K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $440K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $262K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $21K | – | 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 | $18K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2K | – | 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 Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $809.45 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $803.28 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $438.74 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $383.41 | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $2.76 | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $25M | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $876K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $859K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $537K | – | 0.00 |
| Freddie Mac Multifamily Structured Pass Through Certificates (FHLMC Multifamily Structured P) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $346M | – | 0.74 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $291M | – | 0.62 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $253M | – | 0.54 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $198M | – | 0.42 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $115M | – | 0.25 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $99M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $98M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $96M | – | 0.21 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $91M | – | 0.20 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $68M | – | 0.15 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $59M | – | 0.13 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $58M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $50M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $50M | – | 0.11 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $49M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $43M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $42M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $39M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $36M | – | 0.08 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $34M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $32M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $24M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $4M | – | 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 | $3M | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $991K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $972K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $842K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $719K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $714K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $610K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $425K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $356K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $318K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $216K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $15M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $822K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $713K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $573K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $560K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $526K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $280K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2020-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $431K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2020-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Freddie Mac STACR REMIC Trust 2021-DNA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $9M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $21M | – | 0.05 |
| Freddie Mac STACR REMIC Trust 2021-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2021-HQA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2021-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $589K | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA1 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $14M | – | 0.03 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Freddie Mac STACR REMIC Trust 2022-DNA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $841K | – | 0.00 |
| Freddie Mac Strips | Long | Debt | US | $8M | – | 0.02 |
| Freddie Mac Strips | Long | Debt | US | $3M | – | 0.01 |
| Freddie Mac Strips (Freddiemac Strip) | Long | ABS-mortgage backed security | US | $172K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Freddie Mac Structured Pass-Through Certificates (FHLMC Structured Pass Through) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Freedom Mortgage Corp | Long | Debt | US | $5M | – | 0.01 |
| Freeport Indonesia PT | Long | Debt | ID | $10M | – | 0.02 |
| Freeport-McMoRan Inc | Long | Debt | US | $50K | – | 0.00 |
| Gallatin CLO X 2023-1 Ltd (Gallatin Funding Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $116M | – | 0.25 |
| Gap Inc/The | Long | Debt | US | $10M | – | 0.02 |
| Gazprom PJSC Via Gaz Capital SA (GAZPROM (GAZ CAPITAL SA)) | Long | Debt | LU | $2M | – | 0.00 |
| Gazprom PJSC Via Gaz Capital SA (GAZPROM (GAZ CAPITAL SA)) | Long | Debt | LU | $1M | – | 0.00 |
| Gazprom PJSC via Gaz Finance PLC (GAZPROM PJSC (GAZ FN)) | Long | Debt | GB | $814K | – | 0.00 |
| GBP/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| GBP/USD FORWARD (THE TORONTO-DOMINION BANK) | Derivative-foreign exchange | US | $5M | – | 0.01 | |
| General Motors Co | Long | Debt | US | $26M | – | 0.06 |
| General Motors Co | Long | Debt | US | $9M | – | 0.02 |
| General Motors Co | Long | Debt | US | $8M | – | 0.02 |
| General Motors Co | Long | Debt | US | $4M | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $71M | – | 0.15 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $46M | – | 0.10 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $20M | – | 0.04 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $15M | – | 0.03 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $8M | – | 0.02 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $5M | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $4M | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.01 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $2M | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $1M | – | 0.00 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $734K | – | 0.00 |
| Georgia Power Co | Long | Debt | US | $970K | – | 0.00 |
| Georgia-Pacific LLC | Long | Debt | US | $4M | – | 0.01 |
| Gilead Sciences Inc | Long | Debt | US | $1M | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $153M | – | 0.33 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $136M | – | 0.29 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-50M | – | -0.11 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $71K | – | 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 | $47K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $450.41 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $112.09 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $195M | – | 0.42 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $127M | – | 0.27 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $89M | – | 0.19 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $81M | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $74M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $73M | – | 0.16 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $49M | – | 0.10 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| 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 | $828K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $257K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $711.42 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $128.05 | – | 0.00 |
| Global Payments Inc | Long | Debt | US | $10M | – | 0.02 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $12M | – | 0.03 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $7M | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $3M | – | 0.01 |
| GLP Capital LP / GLP Financing II Inc (GLP CAPITAL LP / FIN II) | Long | Debt | US | $1M | – | 0.00 |
| GMR Hyderabad International Airport Ltd | Long | Debt | IN | $2M | – | 0.00 |
| GN Bondco LLC | Long | Debt | US | $57M | – | 0.12 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $84M | – | 0.18 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $47M | – | 0.10 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $41M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $40M | – | 0.09 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $31M | – | 0.07 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $25M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $24M | – | 0.05 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $16M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $15M | – | 0.03 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $10M | – | 0.02 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $7M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $6M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $5M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $4M | – | 0.01 |
| Goldman Sachs Group Inc/The | Long | Debt | US | $241K | – | 0.00 |
| Goodleap Sustainable Home Solutions Trust 2023-4 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $27M | – | 0.06 |
| GoodLeap Sustainable Home Solutions Trust 2024-1 (GoodLeap Sustainable Home Impr) | Long | ABS-other | US | $47M | – | 0.10 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $996K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $568K | – | 0.00 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $276K | – | 0.00 |
| Graham Packaging Co Inc (GRAHAM PACKAGING/GPC CAP) | Long | Debt | US | $117K | – | 0.00 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issu) | Long | ABS-other | US | $19M | – | 0.04 |
| GreenSky Home Improvement Trust 2024-1 (Greensky Home Improvement Issu) | Long | ABS-other | US | $6M | – | 0.01 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $46M | – | 0.10 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Greystone Commercial Capital Trust Series 2021-2 (GREYSTONE COML CAP TRUST) | Long | Debt | US | $169M | – | 0.36 |
| Greystone Commercial Capital Trust Series 2021-3 (GCC Home Equity Trust) | Long | ABS-mortgage backed security | US | $173M | – | 0.37 |
| GREYWOLF CLO VI Ltd (Greywolf CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| Grosvenor Place CLO 2022-1 DAC (Grosvenor Place CLO BV) | Long | ABS-collateralized bond/debt obligation | IE | $112M | – | 0.24 |
| GS Mortgage Securities Corportation Trust 2021-IP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.01 |
| GS Mortgage Securities Trust 2014-GC22 | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| GS Mortgage Securities Trust 2014-GC24 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| GS Mortgage Securities Trust 2015-GC32 | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GS Mortgage Securities Trust 2015-GC34 | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| GS Mortgage Securities Trust 2017-GS6 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| GS Mortgage Securities Trust 2018-GS9 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| GS Mortgage Securities Trust 2019-GC39 | Long | ABS-mortgage backed security | US | $68M | – | 0.14 |
| GS Mortgage Securities Trust 2019-GC40 | Long | ABS-mortgage backed security | US | $45M | – | 0.10 |
| GS Mortgage Securities Trust 2019-GC40 | Long | ABS-mortgage backed security | US | $552K | – | 0.00 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $38M | – | 0.08 |
| GS Mortgage Securities Trust 2019-GSA1 | Long | ABS-mortgage backed security | US | $5M | – | 0.01 |
| GSAA Trust (GSAA Home Equity Trust) | Long | ABS-mortgage backed security | US | $214K | – | 0.00 |
| GSAMP Trust 2004-AR1 | Long | ABS-other | US | $1M | – | 0.00 |
| Hackensack Meridian Health Inc (HACKENSACK MERIDIAN HLTH) | Long | Debt | US | $29M | – | 0.06 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $1M | – | 0.00 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $808K | – | 0.00 |
| Hartford Financial Services Group Inc/The (HARTFORD FINL SVCS GRP) | Long | Debt | US | $417K | – | 0.00 |
| Harvest CLO XXXII DAC | Long | ABS-collateralized bond/debt obligation | IE | $78M | – | 0.17 |
| Hayfin Emerald CLO X DAC | Long | ABS-collateralized bond/debt obligation | IE | $28M | – | 0.06 |
| Hayfin Emerald CLO X DAC | Long | ABS-collateralized bond/debt obligation | IE | $8M | – | 0.02 |
| HCA Inc | Long | Debt | US | $24M | – | 0.05 |
| HCA Inc | Long | Debt | US | $23M | – | 0.05 |
| HCA Inc | Long | Debt | US | $6M | – | 0.01 |
| HCA Inc | Long | Debt | US | $3M | – | 0.01 |
| Healthpeak OP LLC | Long | Debt | US | $1M | – | 0.00 |
| Healthpeak OP LLC | Long | Debt | US | $530K | – | 0.00 |
| HEICO Corp | Long | Debt | US | $10M | – | 0.02 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $227M | – | 0.49 |
| Hellenic Republic Government International Bond | Long | Debt | GR | $84M | – | 0.18 |
| Henley CLO III DAC | Long | ABS-collateralized bond/debt obligation | IE | $47M | – | 0.10 |
| Henley CLO V DAC (Henley Funding Ltd.) | Long | ABS-collateralized bond/debt obligation | IE | $15M | – | 0.03 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $85M | – | 0.18 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $9M | – | 0.02 |
| Highwoods Realty LP | Long | Debt | US | $6M | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $19M | – | 0.04 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $12M | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $6M | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $4M | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $3M | – | 0.01 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $2M | – | 0.01 |
| Hilton Domestic Operating Co Inc | Long | Debt | US | $4M | – | 0.01 |
| Home Equity Asset Trust 2004-7 | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Home RE 2019-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $6M | – | 0.01 |
| Home RE 2021-2 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | BM | $36M | – | 0.08 |
| Host Hotels & Resorts LP | Long | Debt | US | $33M | – | 0.07 |
| Howard Hughes Corp/The | Long | Debt | US | $3M | – | 0.01 |
| Howard Hughes Corp/The | Long | Debt | US | $2M | – | 0.00 |
| Howard Hughes Corp/The | Long | Debt | US | $486K | – | 0.00 |
| HPC Investment Partners CLO (HPS Investment Partners CLO) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.01 |
| HPC Investment Partners CLO (HPS Investment Partners CLO) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.00 |
| HPS Loan Management 10-2016 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.02 |
| HPS Loan Management 11-2017 Ltd (HPS Loan Management Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $16M | – | 0.03 |
| HPS Loan Management 6-2015 Ltd (HPS Loan Management 6-2015, Lt) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $9M | – | 0.02 |
| HSBC Holdings PLC | Long | Debt | GB | $4M | – | 0.01 |
| HSBC Holdings PLC | Long | Debt | GB | $2M | – | 0.00 |
| HUF/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-116K | – | -0.00 | |
| Humana Inc | Long | Debt | US | $67M | – | 0.14 |
| Hunt Cos Inc | Long | Debt | US | $2M | – | 0.00 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $27M | – | 0.06 |
| Huntington Bancshares Inc/OH | Long | Debt | US | $10M | – | 0.02 |
| HURRICANE CLEANCO LIMITED | Long | Loan | GB | $44M | – | 0.10 |
| Hydro-Quebec | Long | Debt | CA | $36M | – | 0.08 |
| Hydro-Quebec | Long | Debt | CA | $22M | – | 0.05 |
| Hydro-Quebec | Long | Debt | CA | $18M | – | 0.04 |
| Hydro-Quebec | Long | Debt | CA | $10M | – | 0.02 |
| Hydro-Quebec | Long | Debt | CA | $595K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $543K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $190K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $151K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $70K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $26K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $12K | – | 0.00 |
| Hydro-Quebec | Long | Debt | CA | $5K | – | 0.00 |
| Hyundai Capital America | Long | Debt | US | $7M | – | 0.02 |
| Hyundai Capital America | Long | Debt | US | $4M | – | 0.01 |
| Iberdrola International BV (IBERDROLA INTL BV) | Long | Debt | NL | $16K | – | 0.00 |
| IBOXXEMERMKTBND F (CBOE FUTURES EXCHANGE, LLC) | Derivative-equity | US | $12K | – | 0.00 | |
| ICG Euro CLO 2023-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $109M | – | 0.23 |
| ICG Euro CLO 2023-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $22M | – | 0.05 |
| Iliad Holding SASU | Long | Debt | FR | $15M | – | 0.03 |
| Iliad Holding SASU | Long | Debt | FR | $9M | – | 0.02 |
| Illinois State Toll Highway Authority (ILLINOIS ST TOLL HIGHWAY AUTH) | Long | Debt | US | $5M | – | 0.01 |
| Impac CMB Trust Series 2005-1 | Long | ABS-mortgage backed security | US | $516K | – | 0.00 |
| Independence Plaza Trust 2018-INDP | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Indian Railway Finance Corp Ltd | Long | Debt | IN | $7M | – | 0.02 |
| Indiana University Health Inc Obligated Group (INDIANA UNIV HEALTH INC) | Long | Debt | US | $9M | – | 0.02 |
| Indonesia Government AID Bond (AID-INDONESIA) | Long | Debt | ID | $9M | – | 0.02 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $60M | – | 0.13 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $32M | – | 0.07 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $23M | – | 0.05 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $19M | – | 0.04 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $16M | – | 0.03 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $4M | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $3M | – | 0.01 |
| Indonesia Government International Bond (REPUBLIC OF INDONESIA) | Long | Debt | ID | $309K | – | 0.00 |
| IndyMac ARM Trust 2001-H2 | Long | ABS-mortgage backed security | US | $975.98 | – | 0.00 |
| IndyMac INDX Mortgage Loan Trust 2007-FLX4 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| INR/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| INR/USD FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| Intel Corp | Long | Debt | US | $6M | – | 0.01 |
| Intel Corp | Long | Debt | US | $4M | – | 0.01 |
| Intelsat Jackson Holdings SA (INTELSAT JACKSON HLDG) | Long | Debt | LU | $80M | – | 0.17 |
| Intelsat SA/Luxembourg | Long | Equity-common | US | $3M | 67K | 0.01 |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $14M | – | 0.03 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $10M | – | 0.02 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $3M | – | 0.01 | |
| Inter-American Development Bank (INTER-AMERICAN DEVEL BK) | Long | Debt | $2M | – | 0.00 | |
| Intercontinental Exchange Inc (INTERCONTINENTALEXCHANGE) | Long | Debt | US | $48K | – | 0.00 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $23M | – | 0.05 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $5M | – | 0.01 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEV) | Long | Debt | $4M | – | 0.01 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $3M | – | 0.01 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $561K | – | 0.00 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $188K | – | 0.00 | |
| International Game Technology PLC | Long | Debt | GB | $6M | – | 0.01 |
| International Game Technology PLC | Long | Debt | GB | $488K | – | 0.00 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $8M | – | 0.02 |
| Interstate Power and Light Co (INTERSTATE POWER & LIGHT) | Long | Debt | US | $3M | – | 0.01 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $18M | – | 0.04 |
| Invesco Euro CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $10M | – | 0.02 |
| IPALCO Enterprises Inc | Long | Debt | US | $6M | – | 0.01 |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $24M | – | 0.05 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7M | – | 0.02 | |
| IRS GBP (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $7M | – | 0.02 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $30M | – | 0.06 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $17M | – | 0.04 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $5M | – | 0.01 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-708K | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-1M | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-2M | – | -0.00 | |
| IRS USD (UK CLEARING HOUSE LIMITED) | Derivative-interest rate | GB | $-18M | – | -0.04 | |
| Israel Electric Corp Ltd | Long | Debt | IL | $25M | – | 0.05 |
| Israel Electric Corp Ltd | Long | Debt | IL | $6M | – | 0.01 |
| Ivory Coast Government International Bond | Long | Debt | CI | $34M | – | 0.07 |
| Ivory Coast Government International Bond | Long | Debt | CI | $19M | – | 0.04 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $88M | – | 0.19 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $12M | – | 0.03 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $534K | – | 0.00 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $32M | – | 0.07 |
| Jefferson Mill CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $41M | – | 0.09 |
| John Sevier Combined Cycle Generation LLC (JOHN SEVIER COMB CYCLE) | Long | Debt | US | $1M | – | 0.00 |
| Johns Hopkins University | Long | Debt | US | $5M | – | 0.01 |
| JP Morgan Alternative Loan Trust 2006-A1 (J.P. Morgan Alternative Loan T) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3 | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| JP Morgan Mortgage Trust 2023-HE2 | Long | ABS-other | US | $10M | – | 0.02 |
| JP Morgan Mortgage Trust 2023-HE3 | Long | ABS-other | US | $6M | – | 0.01 |
| JP Morgan Mortgage Trust 2024-HE2 | Long | ABS-other | US | $13M | – | 0.03 |
| JPMBB Commercial Mortgage Securities Trust 2014-C22 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| JPMBB Commercial Mortgage Securities Trust 2014-C23 | Long | ABS-mortgage backed security | US | $148.44 | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C24 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| JPMBB Commercial Mortgage Securities Trust 2014-C25 | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| JPMBB Commercial Mortgage Securities Trust 2014-C26 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $67M | – | 0.14 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $29M | – | 0.06 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5 (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| JPMDB Commercial Mortgage Securities Trust 2017-C5 | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| JPMDB Commercial Mortgage Securities Trust 2017-C7 | Long | ABS-mortgage backed security | US | $66M | – | 0.14 |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6 | Long | ABS-mortgage backed security | US | $72M | – | 0.15 |
| JPMorgan Chase & Co | Long | Debt | US | $99M | – | 0.21 |
| JPMorgan Chase & Co | Long | Debt | US | $90M | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $88M | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $87M | – | 0.19 |
| JPMorgan Chase & Co | Long | Debt | US | $75M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $75M | – | 0.16 |
| JPMorgan Chase & Co | Long | Debt | US | $55M | – | 0.12 |
| JPMorgan Chase & Co | Long | Debt | US | $51M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $50M | – | 0.11 |
| JPMorgan Chase & Co | Long | Debt | US | $33M | – | 0.07 |
| JPMorgan Chase & Co | Long | Debt | US | $30M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $29M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $27M | – | 0.06 |
| JPMorgan Chase & Co | Long | Debt | US | $24M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $22M | – | 0.05 |
| JPMorgan Chase & Co | Long | Debt | US | $19M | – | 0.04 |
| JPMorgan Chase & Co | Long | Debt | US | $9M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $7M | – | 0.02 |
| JPMorgan Chase & Co | Long | Debt | US | $6M | – | 0.01 |
| JPMorgan Chase Bank NA (JP MORGAN CHASE BANK NA) | Long | Debt | US | $3M | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $8M | – | 0.02 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $7M | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $6M | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $4M | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $4M | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $4M | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (Chase Auto Credit Linked Notes) | Long | ABS-other | US | $3M | – | 0.01 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $15K | – | 0.00 |
| Jubilee CLO 2013-X DAC (Jubilee CDO BV) | Long | ABS-collateralized bond/debt obligation | IE | $32M | – | 0.07 |
| Jubilee CLO 2013-X DAC (Jubilee CDO BV) | Long | ABS-collateralized bond/debt obligation | IE | $23M | – | 0.05 |
| Kaiser Foundation Hospitals | Long | Debt | US | $16M | – | 0.03 |
| Kaiser Foundation Hospitals | Long | Debt | US | $13M | – | 0.03 |
| Kasikornbank PCL/Hong Kong (KASIKORNBANK PCL HK) | Long | Debt | TH | $8M | – | 0.02 |
| KazMunayGas National Co JSC | Long | Debt | KZ | $3M | – | 0.01 |
| KB Home | Long | Debt | US | $3M | – | 0.01 |
| KB Home | Long | Debt | US | $48K | – | 0.00 |
| Kentucky Power Co | Long | Debt | US | $5M | – | 0.01 |
| KeyCorp | Long | Debt | US | $20M | – | 0.04 |
| KeyCorp | Long | Debt | US | $12M | – | 0.03 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $7M | – | 0.01 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $2M | – | 0.00 |
| Kinder Morgan Energy Partners LP (KINDER MORGAN ENER PART) | Long | Debt | US | $1M | – | 0.00 |
| Kinder Morgan Inc | Long | Debt | US | $29M | – | 0.06 |
| KKR CLO 11 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $836K | – | 0.00 |
| KKR Clo 33 Ltd (KKR Financial CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $65M | – | 0.14 |
| Kraft Heinz Foods Co | Long | Debt | US | $13M | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $12M | – | 0.03 |
| Kraft Heinz Foods Co | Long | Debt | US | $11M | – | 0.02 |
| Kraft Heinz Foods Co | Long | Debt | US | $2M | – | 0.00 |
| KRW/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-207K | – | -0.00 | |
| KRW/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-359K | – | -0.00 | |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $16M | – | 0.03 |
| L3Harris Technologies Inc (L3HARRIS TECH INC) | Long | Debt | US | $3M | – | 0.01 |
| Las Vegas Sands Corp | Long | Debt | US | $2M | – | 0.00 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A | Long | ABS-other | US | $15M | – | 0.03 |
| Laurel Road Prime Student Loan Trust 2018-C | Long | ABS-other | US | $16M | – | 0.03 |
| LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-D | Long | ABS-other | US | $19M | – | 0.04 |
| Laurel Road Prime Student Loan Trust 2019-A | Long | ABS-other | US | $8M | – | 0.02 |
| LCM 34 Ltd (LCM Ltd Partnership) | Long | ABS-collateralized bond/debt obligation | KY | $6M | – | 0.01 |
| Legacy LifePoint Health LLC | Long | Debt | US | $3M | – | 0.01 |
| Leidos Inc | Long | Debt | US | $17M | – | 0.04 |
| Leland Stanford Junior University/The (STANFORD UNIVERSITY) | Long | Debt | US | $4M | – | 0.01 |
| Lending Funding Trust 2020-2 (Lendmark Funding Trust) | Long | ABS-other | US | $15M | – | 0.03 |
| Lennar Corp | Long | Debt | US | $50K | – | 0.00 |
| Level 3 Financing Inc | Long | Debt | US | $64M | – | 0.14 |
| Level 3 Financing Inc | Long | Debt | US | $24M | – | 0.05 |
| Level 3 Financing Inc | Long | Debt | US | $23M | – | 0.05 |
| Level 3 Financing Inc | Long | Debt | US | $4M | – | 0.01 |
| Level 3 Financing Inc | Long | Debt | US | $2M | – | 0.00 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $3M | – | 0.01 |
| LEVEL 3 FINANCING INC | Long | Loan | US | $3M | – | 0.01 |
| LHOME Mortgage Trust 2024-RTL4 | Long | ABS-mortgage backed security | US | $28M | – | 0.06 |
| Liberty Mutual Group Inc | Long | Debt | US | $18M | – | 0.04 |
| Liberty Mutual Group Inc | Long | Debt | US | $10M | – | 0.02 |
| Liberty Mutual Group Inc | Long | Debt | US | $2M | – | 0.00 |
| Lima Metro Line 2 Finance Ltd (LIMA METRO LINE 2 FIN LT) | Long | Debt | KY | $4M | – | 0.01 |
| Lincoln National Corp | Long | Debt | US | $10M | – | 0.02 |
| Lincoln National Corp | Long | Debt | US | $6M | – | 0.01 |
| Lincoln National Corp | Long | Debt | US | $4M | – | 0.01 |
| Lincoln National Corp | Long | Debt | US | $2M | – | 0.00 |
| Lloyds Banking Group PLC | Long | Debt | GB | $14M | – | 0.03 |
| LOANDEPOT GMSR Master Trust Seres 2018-GT1 | Long | ABS-other | US | $17M | – | 0.04 |
| Lorca Telecom Bondco SA | Long | Debt | ES | $58M | – | 0.12 |
| Los Angeles County Public Works Financing Authority (LOS ANGELES CNTY CA PUBLIC WKS) | Long | Debt | US | $5M | – | 0.01 |
| LSF11 Boson Investments Sarl Compartment 2 (European Residential Loan Secu) | Long | ABS-other | LU | $9M | – | 0.02 |
| LSTAR Commercial Mortgage Trust 2017-5 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| LUMEN TEC 06/01/28 (Lumen Technologies, Inc.) | Long | Loan | US | $911K | – | 0.00 |
| LYB International Finance BV (LYB INTL FINANCE BV) | Long | Debt | NL | $6M | – | 0.01 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $31M | – | 0.07 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $11M | – | 0.02 |
| LYB International Finance III LLC (LYB INT FINANCE III) | Long | Debt | US | $10M | – | 0.02 |
| Madison Park Euro Funding XIV DAC | Long | ABS-collateralized bond/debt obligation | IE | $102M | – | 0.22 |
| Madison Park Funding LIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $127M | – | 0.27 |
| Madison Park Funding XIX Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $58M | – | 0.12 |
| Madison Park Funding XLVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $48M | – | 0.10 |
| Madison Park Funding XXI Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $124M | – | 0.27 |
| Madison Park Funding XXXVIII Ltd (Madison Park Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $95M | – | 0.20 |
| Magna International Inc | Long | Debt | CA | $4M | – | 0.01 |
| Marathon Oil Corp | Long | Debt | US | $32M | – | 0.07 |
| Marathon Petroleum Corp | Long | Debt | US | $10M | – | 0.02 |
| Mariner Finance Issuance Trust 2020-A | Long | ABS-other | US | $4M | – | 0.01 |
| Markel Group Inc | Long | Debt | US | $13M | – | 0.03 |
| Markel Group Inc | Long | Debt | US | $7M | – | 0.01 |
| Markel Group Inc | Long | Debt | US | $273K | – | 0.00 |
| Marriott International Inc/MD | Long | Debt | US | $37M | – | 0.08 |
| Marriott International Inc/MD | Long | Debt | US | $15M | – | 0.03 |
| Mars Inc | Long | Debt | US | $13M | – | 0.03 |
| Mars Inc | Long | Debt | US | $10M | – | 0.02 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $14M | – | 0.03 |
| Massachusetts Institute of Technology (MASS INSTITUTE OF TECH) | Long | Debt | US | $3M | – | 0.01 |
| Mattamy Group Corp | Long | Debt | CA | $47K | – | 0.00 |
| Maxim Crane Works Holdings Capital LLC (MAXIM CRANE WORKS LLC) | Long | Debt | US | $12M | – | 0.03 |
| Mayo Clinic | Long | Debt | US | $7M | – | 0.02 |
| MCAFEE CORP | Long | Loan | US | $55M | – | 0.12 |
| Medline Borrower LP | Long | Debt | US | $34M | – | 0.07 |
| Medline Borrower LP | Long | Debt | US | $2M | – | 0.00 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $3M | – | 0.01 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $21M | – | 0.04 |
| Medtronic Global Holdings SCA (MEDTRONIC GLOBAL HLDINGS) | Long | Debt | LU | $10M | – | 0.02 |
| MEG Energy Corp | Long | Debt | CA | $1M | – | 0.00 |
| MEG Energy Corp | Long | Debt | CA | $556K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2003-OPT1 | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2004-OPT1 | Long | ABS-other | US | $72K | – | 0.00 |
| Merrill Lynch Mortgage Investors Trust Series 2004-WMC3 | Long | ABS-other | US | $1M | – | 0.00 |
| Methodist Hospital/The | Long | Debt | US | $21M | – | 0.05 |
| Metropolitan Transportation Authority (MET TRANSPRTN AUTH NY REVENUE) | Long | Debt | US | $776K | – | 0.00 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $61M | – | 0.13 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $17M | – | 0.04 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $16M | – | 0.03 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $8M | – | 0.02 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $2M | – | 0.01 |
| Mexico City Airport Trust (MEXICO CITY ARPT TRUST) | Long | Debt | MX | $967K | – | 0.00 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $10M | – | 0.02 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $8M | – | 0.02 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $490K | – | 0.00 |
| MGM Resorts International (MGM RESORTS INTL) | Long | Debt | US | $25K | – | 0.00 |
| Michigan Finance Authority (MICHIGAN ST FIN AUTH REVENUE) | Long | Debt | US | $12M | – | 0.02 |
| Michigan Finance Authority (MICHIGAN ST FIN AUTH REVENUE) | Long | Debt | US | $9M | – | 0.02 |
| MidAmerican Energy Co | Long | Debt | US | $2M | – | 0.00 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| MidOcean Credit CLO III | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.01 |
| Midocean Credit CLO IX | Long | ABS-collateralized bond/debt obligation | KY | $25M | – | 0.05 |
| MidOcean Credit CLO X | Long | ABS-collateralized bond/debt obligation | KY | $53M | – | 0.11 |
| Midwest Connector Capital Co LLC | Long | Debt | US | $6M | – | 0.01 |
| Mizuho Financial Group Inc | Long | Debt | JP | $9M | – | 0.02 |
| Montefiore Obligated Group (MONTEFIORE OBLIGATED GRP) | Long | Debt | US | $6M | – | 0.01 |
| Monument Clo 1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $112M | – | 0.24 |
| Morgan Stanley | Long | Debt | US | $116M | – | 0.25 |
| Morgan Stanley | Long | Debt | US | $72M | – | 0.16 |
| Morgan Stanley | Long | Debt | US | $57M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $55M | – | 0.12 |
| Morgan Stanley | Long | Debt | US | $48M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $48M | – | 0.10 |
| Morgan Stanley | Long | Debt | US | $28M | – | 0.06 |
| Morgan Stanley | Long | Debt | US | $16M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $14M | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $10M | – | 0.02 |
| Morgan Stanley | Long | Debt | US | $5M | – | 0.01 |
| Morgan Stanley ABS Capital I Inc Trust 2004-HE3 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $466K | – | 0.00 |
| Morgan Stanley ABS Capital I Inc Trust 2004-HE8 (Morgan Stanley Capital Inc) | Long | ABS-mortgage backed security | US | $656K | – | 0.00 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Morgan Stanley Capital I Trust 2015-UBS8 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Morgan Stanley Capital I Trust 2017-H1 | Long | ABS-mortgage backed security | US | $49M | – | 0.11 |
| Morgan Stanley Capital I Trust 2018-H3 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| Morgan Stanley Capital I Trust 2018-H4 | Long | ABS-mortgage backed security | US | $17M | – | 0.04 |
| Morgan Stanley Capital I Trust 2019-H6 | Long | ABS-mortgage backed security | US | $44M | – | 0.10 |
| Morgan Stanley Capital I Trust 2019-H7 | Long | ABS-mortgage backed security | US | $67M | – | 0.14 |
| Morgan Stanley Capital I Trust 2019-L2 | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| Morgan Stanley Capital I Trust 2019-L3 | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| Morgan Stanley Capital I Trust 2019-MEAD | Long | ABS-mortgage backed security | US | $23M | – | 0.05 |
| Mosaic Co/The | Long | Debt | US | $3M | – | 0.01 |
| Motorola Solutions Inc | Long | Debt | US | $16M | – | 0.04 |
| Motorola Solutions Inc | Long | Debt | US | $5M | – | 0.01 |
| Mountain View CLO 2013-1 Ltd (Mountain View CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $90M | – | 0.19 |
| Mountain View Clo XIV Ltd | Long | ABS-collateralized bond/debt obligation | KY | $48M | – | 0.10 |
| MPLX LP | Long | Debt | US | $14M | – | 0.03 |
| MPLX LP | Long | Debt | US | $10M | – | 0.02 |
| MPLX LP | Long | Debt | US | $6M | – | 0.01 |
| MPLX LP | Long | Debt | US | $2M | – | 0.00 |
| MPLX LP | Long | Debt | US | $1M | – | 0.00 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $592K | – | 0.00 |
| MXN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $2M | – | 0.00 | |
| MXN/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-246K | – | -0.00 | |
| Mylan Inc | Long | Debt | US | $34M | – | 0.07 |
| MyMichigan Health | Long | Debt | US | $13M | – | 0.03 |
| Nassau 2022-I Ltd (Nassau LTD) | Long | ABS-collateralized bond/debt obligation | JE | $25M | – | 0.05 |
| Nassau Euro CLO IV DAC (Nassau Euro CLO DAC) | Long | ABS-collateralized bond/debt obligation | IE | $22M | – | 0.05 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $16M | – | 0.03 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $12M | – | 0.03 |
| Nationstar Mortgage Holdings Inc (NATIONSTAR MTG HLD INC) | Long | Debt | US | $3M | – | 0.01 |
| NatWest Group PLC | Long | Debt | GB | $3M | – | 0.01 |
| NCL Corp Ltd (NCL CORPORATION LTD) | Long | Debt | BM | $9M | – | 0.02 |
| NCR Atleos Corp (NCR ATLEOS LLC) | Long | Debt | US | $12M | – | 0.03 |
| Nevada Power Co | Long | Debt | US | $497K | – | 0.00 |
| New Century Home Equity Loan Trust | Long | ABS-mortgage backed security | US | $858K | – | 0.00 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $19M | – | 0.04 |
| New Jersey Turnpike Authority (NEW JERSEY ST TURNPIKE AUTH TU) | Long | Debt | US | $15M | – | 0.03 |
| New Residential Mortgage Loan Trust 2018-4 | Long | ABS-mortgage backed security | US | $8M | – | 0.02 |
| New York and Presbyterian Hospital/The (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $11M | – | 0.02 |
| New York and Presbyterian Hospital/The (NY & PRESBYTERIAN HOSPIT) | Long | Debt | US | $2M | – | 0.00 |
| New York City Municipal Water Finance Authority (NEW YORK CITY NY MUNI WTR FIN) | Long | Debt | US | $971K | – | 0.00 |
| New York City Transitional Finance Authority Future Tax Secured Revenue (NEW YORK CITY NY TRANSITIONAL) | Long | Debt | US | $1M | – | 0.00 |
| New York State Urban Development Corp (NEW YORK ST URBAN DEV CORP REV) | Long | Debt | US | $17M | – | 0.04 |
| Newmont Corp | Long | Debt | US | $16M | – | 0.03 |
| Newmont Corp / Newcrest Finance Pty Ltd (NEWMONT / NEWCREST FIN) | Long | Debt | US | $3M | – | 0.01 |
| NextEra Energy Capital Holdings Inc | Long | Debt | US | $11M | – | 0.02 |
| Nidda Healthcare Holding GmbH | Long | Loan | DE | $22M | – | 0.05 |
| NiSource Inc | Long | Debt | US | $11M | – | 0.02 |
| NiSource Inc | Long | Debt | US | $3M | – | 0.01 |
| NOMURA SECURITIES INTERNATIONAL INC | Long | Debt | US | $44M | – | 0.09 |
| NOMURA SECURITIES INTERNATIONAL INC | Long | Debt | US | $16M | – | 0.03 |
| Northwest Pipeline LLC | Long | Debt | US | $4M | – | 0.01 |
| Northwestern Mutual Life Insurance Co/The | Long | Debt | US | $532K | – | 0.00 |
| Northwoods Capital 21 Euro DAC (Northwoods Capital EURO) | Long | ABS-collateralized bond/debt obligation | IE | $106M | – | 0.23 |
| Northwoods Capital 21 Euro DAC (Northwoods Capital EURO) | Long | ABS-collateralized bond/debt obligation | IE | $20M | – | 0.04 |
| Northwoods Capital XI-B Ltd (Northwoods Capital Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $85M | – | 0.18 |
| NOVA Chemicals Corp | Long | Debt | CA | $3M | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $13M | – | 0.03 |
| NRG Energy Inc | Long | Debt | US | $11M | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $10M | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $8M | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $7M | – | 0.02 |
| NRG Energy Inc | Long | Debt | US | $3M | – | 0.01 |
| NRG Energy Inc | Long | Debt | US | $788K | – | 0.00 |
| Nutrien Ltd | Long | Debt | CA | $8M | – | 0.02 |
| Nutrien Ltd | Long | Debt | CA | $3M | – | 0.01 |
| Nuveen LLC | Long | Debt | US | $5M | – | 0.01 |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $8M | – | 0.02 | |
| NXP BV / NXP Funding LLC / NXP USA Inc (NXP BV/NXP FDG/NXP USA) | Long | Debt | $7M | – | 0.01 | |
| NYU Langone Hospitals | Long | Debt | US | $6M | – | 0.01 |
| OAK Hill European Credit Partners VI DAC | Long | ABS-collateralized bond/debt obligation | IE | $9M | – | 0.02 |
| Oaktown Re VI Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $4M | – | 0.01 |
| Oaktown Re VII Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | BM | $45M | – | 0.10 |
| Oaktree CLO 2019-1 Ltd (Oaktree CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $103M | – | 0.22 |
| Occidental Petroleum Corp | Long | Debt | US | $11M | – | 0.02 |
| Occidental Petroleum Corp | Long | Debt | US | $2M | – | 0.00 |
| Occidental Petroleum Corp | Long | Debt | US | $48K | – | 0.00 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $27M | – | 0.06 |
| OCP SA (OFFICE CHERIFIEN DES PHO) | Long | Debt | MA | $4M | – | 0.01 |
| Oglethorpe Power Corp | Long | Debt | US | $7M | – | 0.01 |
| Ohio State University/The (OHIO ST UNIV) | Long | Debt | US | $7M | – | 0.02 |
| Ohio State University/The (OHIO ST UNIV) | Long | Debt | US | $291K | – | 0.00 |
| Olympic Tower 2017-OT Mortgage Trust (Olympic Tower Mortgage Trust) | Long | ABS-mortgage backed security | US | $16M | – | 0.03 |
| Oncor Electric Delivery Co LLC | Long | Debt | US | $6M | – | 0.01 |
| One Bryant Park Trust 2019-OBP | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $70M | – | 0.15 |
| OneMain Direct Auto Receivables Trust 2019-1 | Long | ABS-other | US | $24M | – | 0.05 |
| OneMain Direct Auto Receivables Trust 2022-1 | Long | ABS-other | US | $8M | – | 0.02 |
| OneMain Finance Corp | Long | Debt | US | $9M | – | 0.02 |
| OneMain Financial Issuance Trust 2020-2 | Long | ABS-other | US | $65M | – | 0.14 |
| OneMain Financial Issuance Trust 2023-1 | Long | ABS-other | US | $1M | – | 0.00 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $26M | – | 0.06 |
| OneMain Financial Issuance Trust 2023-2 | Long | ABS-other | US | $21M | – | 0.05 |
| Onemain Financial Issuance Trust 2024-1 | Long | ABS-other | US | $70M | – | 0.15 |
| ONEOK Inc | Long | Debt | US | $33M | – | 0.07 |
| ONEOK Inc | Long | Debt | US | $29M | – | 0.06 |
| ONEOK Inc | Long | Debt | US | $18M | – | 0.04 |
| ONEOK Inc | Long | Debt | US | $10M | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $9M | – | 0.02 |
| ONEOK Inc | Long | Debt | US | $5M | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $4M | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $3M | – | 0.01 |
| ONEOK Inc | Long | Debt | US | $2M | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $1M | – | 0.00 |
| ONEOK Inc | Long | Debt | US | $1M | – | 0.00 |
| ONEOK Partners LP | Long | Debt | US | $1M | – | 0.00 |
| Ontario Teachers' Cadillac Fairview Properties Trust (CADILLAC FAIRVIEW PRP TR) | Long | Debt | CA | $14M | – | 0.03 |
| Oportun Funding XIV LLC (Oportun Funding LLC) | Long | ABS-other | US | $9M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $42M | – | 0.09 |
| Oracle Corp | Long | Debt | US | $29M | – | 0.06 |
| Oracle Corp | Long | Debt | US | $15M | – | 0.03 |
| Oracle Corp | Long | Debt | US | $10M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $9M | – | 0.02 |
| Oracle Corp | Long | Debt | US | $6M | – | 0.01 |
| Organon & Co / Organon Foreign Debt Co-Issuer BV (ORGANON & CO/ORGANON FOR) | Long | Debt | US | $1M | – | 0.00 |
| Orlando Health Obligated Group (ORLANDO HEALTH OBL GRP) | Long | Debt | US | $7M | – | 0.02 |
| Otis Worldwide Corp | Long | Debt | US | $41M | – | 0.09 |
| Owens Corning | Long | Debt | US | $19M | – | 0.04 |
| Owens Corning | Long | Debt | US | $3M | – | 0.01 |
| Owens-Brockway Glass Container Inc | Long | Debt | US | $375K | – | 0.00 |
| OZLM VI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $28M | – | 0.06 |
| OZLM XI Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $182K | – | 0.00 |
| OZLM XX Ltd (OZLM Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $42M | – | 0.09 |
| OZLME III DAC | Long | ABS-collateralized bond/debt obligation | IE | $42M | – | 0.09 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $28M | – | 0.06 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $23M | – | 0.05 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $17M | – | 0.04 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $7M | – | 0.02 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $5M | – | 0.01 |
| Pacific Gas and Electric Co (PACIFIC GAS & ELECTRIC) | Long | Debt | US | $4M | – | 0.01 |
| PacifiCorp | Long | Debt | US | $10M | – | 0.02 |
| PacifiCorp | Long | Debt | US | $9M | – | 0.02 |
| PacifiCorp | Long | Debt | US | $3M | – | 0.01 |
| Palmer Square CLO 2015-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $110M | – | 0.23 |
| Palmer Square European CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $16M | – | 0.03 |
| Palmer Square European CLO 2021-2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $11M | – | 0.02 |
| Patrick Industries Inc | Long | Debt | US | $302K | – | 0.00 |
| PeaceHealth Obligated Group | Long | Debt | US | $10M | – | 0.02 |
| PECO Energy Co | Long | Debt | US | $6M | – | 0.01 |
| PECO Energy Co | Long | Debt | US | $3M | – | 0.01 |
| PEN/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-145K | – | -0.00 | |
| PEN/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-915K | – | -0.00 | |
| Penn Entertainment Inc | Long | Debt | US | $3M | – | 0.01 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $5M | – | 0.01 |
| Pennsylvania Turnpike Commission (PENNSYLVANIA ST TURNPIKE COMMI) | Long | Debt | US | $435K | – | 0.00 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $5M | – | 0.01 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $1M | – | 0.00 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $35M | – | 0.08 |
| Penske Truck Leasing Co Lp / PTL Finance Corp (PENSKE TRUCK LEASING/PTL) | Long | Debt | US | $5M | – | 0.01 |
| Penta Aircraft Leasing 2013 LLC | Long | Debt | US | $461K | – | 0.00 |
| Pentair Finance Sarl | Long | Debt | LU | $1M | – | 0.00 |
| Pertamina Persero PT (PT PERTAMINA (PERSERO)) | Long | Debt | ID | $2M | – | 0.00 |
| Peru Enhanced Pass-Through Finance Ltd (PERU ENHANCED PASS-THRU) | Long | Debt | KY | $495K | – | 0.00 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $10M | – | 0.02 |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara (PERUSAHAAN LISTRIK NEGAR) | Long | Debt | ID | $7M | – | 0.02 |
| Peruvian Government International Bond (REPUBLIC OF PERU) | Long | Debt | PE | $40M | – | 0.08 |
| Petrobras Global Finance BV | Long | Debt | NL | $35M | – | 0.07 |
| Petrobras Global Finance BV | Long | Debt | NL | $1M | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $47M | – | 0.10 |
| Petroleos Mexicanos | Long | Debt | MX | $37M | – | 0.08 |
| Petroleos Mexicanos | Long | Debt | MX | $22M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $22M | – | 0.05 |
| Petroleos Mexicanos | Long | Debt | MX | $15M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $15M | – | 0.03 |
| Petroleos Mexicanos | Long | Debt | MX | $8M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $8M | – | 0.02 |
| Petroleos Mexicanos | Long | Debt | MX | $5M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $5M | – | 0.01 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.00 |
| Petroleos Mexicanos | Long | Debt | MX | $2M | – | 0.00 |
| PGIM AAA CLO ETF | Long | Equity-common | US | $9M | 177K | 0.02 |
| PGIM Institutional Money Market Fund - D | Long | Short-term investment vehicle | US | $303M | 303M | 0.65 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $98M | – | 0.21 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $64M | – | 0.14 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $27M | – | 0.06 |
| Philip Morris International Inc (PHILIP MORRIS INTL INC) | Long | Debt | US | $3M | – | 0.01 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $5M | – | 0.01 |
| Philippine Government International Bond (REPUBLIC OF PHILIPPINES) | Long | Debt | PH | $4M | – | 0.01 |
| Phillips 66 | Long | Debt | US | $3M | – | 0.01 |
| Phillips 66 | Long | Debt | US | $2M | – | 0.00 |
| PHP/USD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $234K | – | 0.00 | |
| PHP/USD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $108K | – | 0.00 | |
| Piedmont Natural Gas Co Inc | Long | Debt | US | $14M | – | 0.03 |
| Pilgrim's Pride Corp | Long | Debt | US | $4M | – | 0.01 |
| Pilgrim's Pride Corp | Long | Debt | US | $3M | – | 0.01 |
| Pioneer Natural Resources Co | Long | Debt | US | $6M | – | 0.01 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $9M | – | 0.02 |
| Plains All American Pipeline LP / PAA Finance Corp (PLAINS ALL AMER PIPELINE) | Long | Debt | US | $5M | – | 0.01 |
| PMT Credit Risk Transfer Trust 2019-2R | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| PMT Credit Risk Transfer Trust 2024-1R | Long | ABS-mortgage backed security | US | $116M | – | 0.25 |
| PMT Credit Risk Transfer Trust 2024-2R | Long | ABS-mortgage backed security | US | $90M | – | 0.19 |
| PMT Issuer Trust - FMSR (Pnmac Gmsr Issuer Trust) | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| PNC Bank NA | Long | Debt | US | $1M | – | 0.00 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $31M | – | 0.07 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $6M | – | 0.01 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $6M | – | 0.01 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $8M | – | 0.02 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $3M | – | 0.01 |
| Port Authority of New York & New Jersey (PORT AUTH OF NEW YORK & NEW JE) | Long | Debt | US | $2M | – | 0.01 |
| Post Holdings Inc | Long | Debt | US | $1M | – | 0.00 |
| Post Holdings Inc | Long | Debt | US | $47K | – | 0.00 |
| Power Finance Corp Ltd | Long | Debt | IN | $3M | – | 0.01 |
| PPL Electric Utilities Corp | Long | Debt | US | $7M | – | 0.02 |
| PPM CLO 2018-1 Ltd (PPM CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $36M | – | 0.08 |
| Preem Holdings AB (PREEM HOLDING AB) | Long | Debt | SE | $2M | – | 0.00 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $8M | – | 0.02 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $6M | – | 0.01 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $4M | – | 0.01 |
| President and Fellows of Harvard College (PRES & FELLOWS OF HARVAR) | Long | Debt | US | $3M | – | 0.01 |
| Prime Mortgage Trust 2004-CL1 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $6M | – | 0.01 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $663K | – | 0.00 |
| Principal Financial Group Inc (PRINCIPAL FINANCIAL GRP) | Long | Debt | US | $250K | – | 0.00 |
| Private Export Funding Corp | Long | Debt | US | $4M | – | 0.01 |
| Providence St Joseph Health Obligated Group (PROV ST JOSEPH HLTH OBL) | Long | Debt | US | $2M | – | 0.00 |
| Providus CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $193M | – | 0.41 |
| Province of Alberta Canada | Long | Debt | CA | $18M | – | 0.04 |
| Province of British Columbia Canada (BRITISH COLUMBIA PROV OF) | Long | Debt | CA | $22M | – | 0.05 |
| Province of Quebec Canada | Long | Debt | CA | $494K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $105K | – | 0.00 |
| Province of Quebec Canada | Long | Debt | CA | $85K | – | 0.00 |
| PRPM 2024-RPL2 LLC (PRP Advisors, LLC) | Long | ABS-mortgage backed security | US | $18M | – | 0.04 |
| Public Service Co of Colorado (PUBLIC SERVICE COLORADO) | Long | Debt | US | $2M | – | 0.00 |
| Public Service Electric and Gas Co | Long | Debt | US | $2M | – | 0.00 |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue (PUERTO RICO SALES TAX FING COR) | Long | Debt | US | $12M | – | 0.02 |
| Puerto Rico Sales Tax Financing Corp Sales Tax Revenue (PUERTO RICO SALES TAX FING COR) | Long | Debt | US | $2M | – | 0.00 |
| Puget Sound Energy Inc | Long | Debt | US | $9M | – | 0.02 |
| Puget Sound Energy Inc | Long | Debt | US | $2M | – | 0.00 |
| QatarEnergy (QATAR ENERGY) | Long | Debt | QA | $4M | – | 0.01 |
| Quest Diagnostics Inc | Long | Debt | US | $12M | – | 0.03 |
| Quest Diagnostics Inc | Long | Debt | US | $8M | – | 0.02 |
| Rad CLO 10 Ltd (Rad CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.03 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $43M | – | 0.09 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $293K | – | 0.00 |
| Radnor RE 2023-1 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $8M | – | 0.02 |
| Rathlin Residential 2021-1 DAC | Long | ABS-other | IE | $35M | – | 0.07 |
| RCKT Mortgage Trust 2024-CES1 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $11M | – | 0.02 |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| RCKT Mortgage Trust 2024-CES5 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $26M | – | 0.06 |
| Realty Income Corp | Long | Debt | US | $17M | – | 0.04 |
| Regal Trust IV | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Regatta VII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $41M | – | 0.09 |
| Regatta XVIII Funding Ltd | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Regional Transportation District Sales Tax Revenue (REGL TRANSPRTN DIST CO SALES T) | Long | Debt | US | $4M | – | 0.01 |
| Repubic of Italy Government International Bond Coupon Strip (REP OF ITALY CPN STRIP) | Long | Debt | IT | $38M | – | 0.08 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $169M | – | 0.36 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $63M | – | 0.13 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $512K | – | 0.00 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $379K | – | 0.00 |
| Republic of Italy Government International Bond (ITALY GOV'T INT BOND) | Long | Debt | IT | $21K | – | 0.00 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $635K | – | 0.00 |
| Resolution Funding Corp (RESOLUTION FUNDG) | Long | Debt | US | $520K | – | 0.00 |
| Resolution Funding Corp Interest Strip (RESOLUTION FUNDING STRIP) | Long | Debt | US | $15M | – | 0.03 |
| Resolution Funding Corp Interest Strip (RESOLUTION FUNDING STRIP) | Long | Debt | US | $1M | – | 0.00 |
| Resolution Funding Corp Principal Strip (RFC PRINCIPAL STRIP) | Long | Debt | US | $8M | – | 0.02 |
| Resolution Funding Corp Principal Strip (RFC PRINCIPAL STRIP) | Long | Debt | US | $1M | – | 0.00 |
| Reynolds American Inc | Long | Debt | US | $13M | – | 0.03 |
| Reynolds American Inc | Long | Debt | US | $2M | – | 0.00 |
| RFMSI Series 2003-S9 Trust (Residential Funding Mtg Sec I) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Rheinland-Pfalz Bank (LRP LB RHEINLAND-PFALZ) | Long | Debt | DE | $11M | – | 0.02 |
| Rochester Gas and Electric Corp (ROCHESTER GAS & ELECTRIC) | Long | Debt | US | $17M | – | 0.04 |
| Rockford Tower CLO 2020-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.09 |
| Rockford Tower CLO 2021-3 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $97M | – | 0.21 |
| Rockford Tower CLO 2023-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $54M | – | 0.12 |
| Rockford Tower CLO 2023-1 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $20M | – | 0.04 |
| Rockies Express Pipeline LLC | Long | Debt | US | $6M | – | 0.01 |
| Rockies Express Pipeline LLC | Long | Debt | US | $4M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $46M | – | 0.10 |
| Romanian Government International Bond | Long | Debt | RO | $9M | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $7M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $7M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $6M | – | 0.01 |
| Romanian Government International Bond | Long | Debt | RO | $3M | – | 0.01 |
| Romark CLO II Ltd (Romark CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.09 |
| Royal Caribbean Cruises Ltd | Long | Debt | LR | $3M | – | 0.01 |
| Rutgers The State University of New Jersey (RUTGERS NJ ST UNIV) | Long | Debt | US | $1M | – | 0.00 |
| Ryder System Inc | Long | Debt | US | $30M | – | 0.06 |
| Sally Holdings LLC / Sally Capital Inc (SALLY HOLDINGS/SALLY CAP) | Long | Debt | US | $3M | – | 0.01 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $9M | – | 0.02 |
| San Diego Gas & Electric Co (SAN DIEGO G & E) | Long | Debt | US | $1M | – | 0.00 |
| Sands China Ltd | Long | Debt | KY | $3M | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $3M | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2023-B | Long | ABS-other | US | $1M | – | 0.00 |
| Santander Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $3M | – | 0.01 |
| Santander Bank NA - SBCLN (Santander Bank Auto Credit-Lin) | Long | ABS-other | US | $4M | – | 0.01 |
| Santander Consumer Auto Receivables Trust 2021-A | Long | ABS-other | US | $1M | – | 0.00 |
| Santander Drive Auto Receivables Trust 2023-6 | Long | ABS-other | US | $8M | – | 0.02 |
| Santander Drive Auto Receivables Trust 2024-2 | Long | ABS-other | US | $19M | – | 0.04 |
| Santos Finance Ltd | Long | Debt | AU | $5M | – | 0.01 |
| Sasol Financing USA LLC | Long | Debt | US | $7M | – | 0.02 |
| SCE Recovery Funding LLC | Long | Debt | US | $1M | – | 0.00 |
| Scotts Miracle-Gro Co/The | Long | Debt | US | $2M | – | 0.00 |
| Scotts Miracle-Gro Co/The | Long | Debt | US | $51K | – | 0.00 |
| Sempra | Long | Debt | US | $7M | – | 0.02 |
| Sempra | Long | Debt | US | $7M | – | 0.01 |
| Sempra | Long | Debt | US | $5M | – | 0.01 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $98M | – | 0.21 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $35M | – | 0.08 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $29M | – | 0.06 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $20M | – | 0.04 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $13M | – | 0.03 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $10M | – | 0.02 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $9M | – | 0.02 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $3M | – | 0.01 |
| SG Commercial Mortgage Securities Trust 2019-PREZ | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| Shackleton 2014-V-R CLO Ltd (Shackleton CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $37M | – | 0.08 |
| Sherwin-Williams Co/The | Long | Debt | US | $1M | – | 0.00 |
| Shire Acquisitions Investments Ireland DAC (SHIRE ACQ INV IRELAND DA) | Long | Debt | IE | $2M | – | 0.00 |
| Shops at Crystals Trust 2016-CSTL | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| Silver Rock CLO III (Silver Rock CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $45M | – | 0.10 |
| Sinochem Offshore Capital Co Ltd | Long | Debt | VG | $2M | – | 0.00 |
| Sixth Street CLO XVI Ltd (Sixth Street CLO XVI, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $65M | – | 0.14 |
| SMB Private Education Loan Trust 2024-A | Long | ABS-other | US | $68M | – | 0.15 |
| SMB Private Education Loan Trust 2024-D | Long | ABS-other | US | $28M | – | 0.06 |
| Smithfield Foods Inc | Long | Debt | US | $8M | – | 0.02 |
| Smyrna Ready Mix Concrete LLC | Long | Debt | US | $4M | – | 0.01 |
| Societe Generale SA | Long | Debt | FR | $45M | – | 0.10 |
| Societe Nationale SNCF SACA | Long | Debt | FR | $33M | – | 0.07 |
| Sofi RR Funding III Trust 2020-1 | Long | ABS-other | US | $28M | – | 0.06 |
| Sompo International Holdings Ltd (SOMPO INTL HLDS LTD) | Long | Debt | BM | $589K | – | 0.00 |
| Sona Fios CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $47M | – | 0.10 |
| SOUND POINT CLO XVII (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.00 |
| SOUND POINT CLO XXII LTD (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| Sound Point CLO XXXIII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | JE | $45M | – | 0.10 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $8M | – | 0.02 |
| Southern California Gas Co (SOUTHERN CALIF GAS CO) | Long | Debt | US | $4M | – | 0.01 |
| Southern Co Gas Capital Corp | Long | Debt | US | $2M | – | 0.00 |
| Southern Power Co | Long | Debt | US | $684K | – | 0.00 |
| Southwest Airlines Co | Long | Debt | US | $38M | – | 0.08 |
| Southwestern Energy Co | Long | Debt | US | $980K | – | 0.00 |
| Specialty Underwriting & Residential Finance Trust Series 2003-BC2 | Long | ABS-other | US | $381K | – | 0.00 |
| Spirit AeroSystems Inc | Long | Debt | US | $2M | – | 0.00 |
| Sprint Capital Corp | Long | Debt | US | $36M | – | 0.08 |
| Sprint LLC | Long | Debt | US | $18M | – | 0.04 |
| Sprint LLC | Long | Debt | US | $7M | – | 0.01 |
| SREIT Trust 2021-MFP | Long | ABS-mortgage backed security | US | $71M | – | 0.15 |
| St Paul's CLO IV DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $79M | – | 0.17 |
| St Paul's CLO V DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $113M | – | 0.24 |
| St Paul's CLO VII DAC (St Pauls CLO) | Long | ABS-collateralized bond/debt obligation | IE | $97M | – | 0.21 |
| St Pauls CLO II DAC | Long | ABS-collateralized bond/debt obligation | IE | $38M | – | 0.08 |
| Standard Industries Inc/NJ | Long | Debt | US | $13M | – | 0.03 |
| Standard Industries Inc/NJ | Long | Debt | US | $1M | – | 0.00 |
| Standard Industries Inc/NJ | Long | Debt | US | $46K | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $2M | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $980K | – | 0.00 |
| State of California (CALIFORNIA ST) | Long | Debt | US | $334K | – | 0.00 |
| State of Illinois (ILLINOIS ST) | Long | Debt | US | $18M | – | 0.04 |
| State Street Corp | Long | Debt | US | $33M | – | 0.07 |
| State Street Corp | Long | Debt | US | $12M | – | 0.02 |
| State Street Corp | Long | Equity-preferred | US | $8M | 315K | 0.02 |
| Strata CLO II Ltd (Strata CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $34M | – | 0.07 |
| Structured Adjustable Rate Mortgage Loan Trust | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Structured Adjustable Rate Mortgage Loan Trust Series 2004-18 | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| Structured Asset Investment Loan Trust 2003-BC10 | Long | ABS-other | US | $43K | – | 0.00 |
| Structured Asset Investment Loan Trust 2003-BC7 | Long | ABS-other | US | $460K | – | 0.00 |
| Structured Asset Investment Loan Trust 2004-BNC1 | Long | ABS-other | US | $682K | – | 0.00 |
| Structured Asset Investment Loan Trust 2004-BNC1 | Long | ABS-other | US | $499K | – | 0.00 |
| Structured Asset Mortgage Investments Trust 2002-AR3 | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Stryker Corp | Long | Debt | US | $17M | – | 0.04 |
| Sun Communities Operating LP (SUN COMMUNITIES OPER LP) | Long | Debt | US | $10M | – | 0.02 |
| Sunrun Artemis Issuer 2024-2 LLC | Long | ABS-other | US | $26M | – | 0.06 |
| Sunset Debt Merger Sub Inc (Swf Holdings I Corp.) | Long | Loan | US | $247K | – | 0.00 |
| SWF Holdings I Corp | Long | Debt | US | $2M | – | 0.01 |
| SWOP CDS CDX.NA.HY.42.V1 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $102K | – | 0.00 | |
| SWOP CDS CDX.NA.HY.42.V1 (CITIBANK, NATIONAL ASSOCIATION) | Derivative-credit | US | $-4M | – | -0.01 | |
| SWOP IRS USD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-129K | – | -0.00 | |
| Symphony CLO XVIII Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $66M | – | 0.14 |
| Symphony CLO XXVI Ltd (Symphony CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $35M | – | 0.07 |
| T-Mobile USA Inc | Long | Debt | US | $17M | – | 0.04 |
| T-Mobile USA Inc | Long | Debt | US | $13M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $12M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $12M | – | 0.03 |
| T-Mobile USA Inc | Long | Debt | US | $8M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.02 |
| T-Mobile USA Inc | Long | Debt | US | $7M | – | 0.01 |
| TalkTalk Telecom Group Ltd | Long | Debt | GB | $26M | – | 0.06 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $10M | – | 0.02 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $3M | – | 0.01 |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp (TALLGRASS NRG PRTNR/FIN) | Long | Debt | US | $2M | – | 0.00 |
| Tank Holding Corp | Long | Loan | US | $52M | – | 0.11 |
| TANK HOLDING CORP | Long | Loan | US | $7M | – | 0.02 |
| TANK HOLDING CORP | Long | Loan | US | $3M | – | 0.01 |
| Targa Resources Corp | Long | Debt | US | $14M | – | 0.03 |
| Targa Resources Corp | Long | Debt | US | $6M | – | 0.01 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp | Long | Debt | US | $50K | – | 0.00 |
| Taylor Morrison Communities Inc | Long | Debt | US | $8M | – | 0.02 |
| Taylor Morrison Communities Inc | Long | Debt | US | $7M | – | 0.01 |
| TCW CLO 2017-1A Ltd (TCW CLO 2017-1, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $141M | – | 0.30 |
| TCW CLO 2019-1 AMR Ltd (TCW CLO 2019-1 AMR, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $17M | – | 0.04 |
| TCW CLO 2020-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $48M | – | 0.10 |
| TCW CLO 2021-1 Ltd (TCW CLO 2021-1, Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $15M | – | 0.03 |
| TCW CLO 2022-1 Ltd (TCW Gem Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $18M | – | 0.04 |
| TD SYNNEX Corp | Long | Debt | US | $19M | – | 0.04 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $15M | – | 0.03 |
| Teachers Insurance & Annuity Association of America (TEACHERS INSUR & ANNUITY) | Long | Debt | US | $373K | – | 0.00 |
| Telos CLO 2013-4 Ltd (Telos CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $19M | – | 0.04 |
| Tenet Healthcare Corp | Long | Debt | US | $18M | – | 0.04 |
| Tenet Healthcare Corp | Long | Debt | US | $16M | – | 0.03 |
| Tenet Healthcare Corp | Long | Debt | US | $14M | – | 0.03 |
| Tenet Healthcare Corp | Long | Debt | US | $6M | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $5M | – | 0.01 |
| Tenet Healthcare Corp | Long | Debt | US | $1M | – | 0.00 |
| Tenneco Inc | Long | Debt | US | $49M | – | 0.10 |
| TENNECO INC | Long | Loan | US | $14M | – | 0.03 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $4M | – | 0.01 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $891K | – | 0.00 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $2M | – | 0.00 |
| Tennessee Valley Authority Generic Strip (TENN VAL AUTH CPN STRIP) | Long | Debt | US | $268K | – | 0.00 |
| Tennessee Valley Authority Principal Strip (TENN VALLEY AUTH) | Long | Debt | US | $5M | – | 0.01 |
| Tennessee Valley Authority Principal Strip (TVA PRIN STRIP) | Long | Debt | US | $758K | – | 0.00 |
| Tennessee Valley Authority Principal Strip (TVA PRIN STRIP) | Long | Debt | US | $472K | – | 0.00 |
| Texas Eastern Transmission LP | Long | Debt | US | $653K | – | 0.00 |
| Texas Health Resources | Long | Debt | US | $2M | – | 0.00 |
| Texas Health Resources | Long | Debt | US | $2M | – | 0.00 |
| Texas Private Activity Bond Surface Transportation Corp (TEXAS ST PRIV ACTIVITY BOND SU) | Long | Debt | US | $14M | – | 0.03 |
| TFS_18-3 | Long | ABS-mortgage backed security | $1.08 | – | 0.00 | |
| TFS_18-3-A1 | Long | ABS-mortgage backed security | LU | $34M | – | 0.07 |
| THB/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $255K | – | 0.00 | |
| THB/USD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-6M | – | -0.01 | |
| Thermo Fisher Scientific Inc | Long | Debt | US | $21M | – | 0.04 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $13M | – | 0.03 |
| THL Credit Wind River 2020-1 CLO Ltd (Wind River CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $43M | – | 0.09 |
| Three-Month SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-3M | – | -0.01 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2M | – | -0.00 | |
| THREE-MONTH SOFR (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $-2M | – | -0.00 | |
| Tikehau CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $22M | – | 0.05 |
| Tikehau US CLO III Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $106M | – | 0.23 |
| Tikehau US CLO IV Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $48M | – | 0.10 |
| Tikehau US Clo V Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $28M | – | 0.06 |
| Tikehau US Clo VI Ltd (Tikehau US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $56M | – | 0.12 |
| Time Warner Cable LLC | Long | Debt | US | $4M | – | 0.01 |
| TK Elevator Holdco GmbH | Long | Debt | DE | $20M | – | 0.04 |
| TK Elevator Midco GmbH | Long | Debt | DE | $48M | – | 0.10 |
| Toro European CLO 2 DAC | Long | ABS-collateralized bond/debt obligation | IE | $106M | – | 0.23 |
| Toro European CLO 3 DAC | Long | ABS-collateralized bond/debt obligation | IE | $124M | – | 0.27 |
| Toro European CLO 9 DAC | Long | ABS-collateralized bond/debt obligation | IE | $108M | – | 0.23 |
| Towd Point Mortgage Trust | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| Towd Point Mortgage Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $12M | – | 0.03 |
| Towd Point Mortgage Trust 2024-CES2 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| Toyota Motor Credit Corp | Long | Debt | US | $2M | – | 0.00 |
| TPC Group Inc | Long | Debt | US | $4M | – | 0.01 |
| TPC Group Rights | Long | Equity-common | US | $12M | 353K | 0.03 |
| Transcontinental Gas Pipe Line Co LLC (TRANSCONT GAS PIPE LINE) | Long | Debt | US | $17M | – | 0.04 |
| Transocean Inc | Long | Debt | KY | $2M | – | 0.01 |
| Transocean Inc | Long | Debt | KY | $2M | – | 0.00 |
| Trimaran Cavu 2019-1 Ltd (Trimaran Advisors CAVU 2019-1) | Long | ABS-collateralized bond/debt obligation | KY | $34M | – | 0.07 |
| Trinitas CLO XXII Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $102M | – | 0.22 |
| Trinitas CLO XXVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $79M | – | 0.17 |
| Trinitas CLO XXVI Ltd (Trinitas CLO Ltd) | Long | ABS-collateralized bond/debt obligation | BM | $19M | – | 0.04 |
| TRS TRSBENCH2 INDEX (JPMORGAN CHASE BANK, NATIONAL ASSOCIATION) | Derivative-equity | US | $126K | – | 0.00 | |
| TRS TRSBENCH4 INDEX (GOLDMAN SACHS & CO. LLC) | Derivative-equity | US | $1M | – | 0.00 | |
| TRS U5AX INDEX (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $555K | – | 0.00 | |
| Truist Financial Corp | Long | Debt | US | $34M | – | 0.07 |
| Truist Financial Corp | Long | Debt | US | $23M | – | 0.05 |
| Truist Financial Corp | Long | Debt | US | $13M | – | 0.03 |
| Truist Financial Corp | Long | Debt | US | $7M | – | 0.01 |
| Truist Financial Corp | Long | Debt | US | $553K | – | 0.00 |
| Trustees of Princeton University/The (TRUSTEES PRINCETON UNIV) | Long | Debt | US | $4M | – | 0.01 |
| Trustees of the University of Pennsylvania/The (UNIVERSITY OF PENNSYLVAN) | Long | Debt | US | $750K | – | 0.00 |
| TRY/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $861K | – | 0.00 | |
| TRY/USD FORWARD (UBS Securities LLC) | Derivative-foreign exchange | US | $544K | – | 0.00 | |
| TWD/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-176K | – | -0.00 | |
| Tyson Foods Inc | Long | Debt | US | $7M | – | 0.01 |
| UBS AG/Stamford CT (UBS AG STAMFORD CT) | Long | Debt | CH | $3M | – | 0.01 |
| UBS Commercial Mortgage Trust | Long | ABS-mortgage backed security | US | $72M | – | 0.15 |
| UBS Commercial Mortgage Trust 2017-C1 | Long | ABS-mortgage backed security | US | $21M | – | 0.04 |
| UBS Commercial Mortgage Trust 2017-C3 | Long | ABS-mortgage backed security | US | $13M | – | 0.03 |
| UBS Commercial Mortgage Trust 2017-C5 | Long | ABS-mortgage backed security | US | $31M | – | 0.07 |
| UBS Commercial Mortgage Trust 2017-C6 | Long | ABS-mortgage backed security | US | $41M | – | 0.09 |
| UBS Commercial Mortgage Trust 2018-C10 | Long | ABS-mortgage backed security | US | $67M | – | 0.14 |
| UBS Commercial Mortgage Trust 2018-C11 | Long | ABS-mortgage backed security | US | $39M | – | 0.08 |
| UBS Commercial Mortgage Trust 2018-C15 | Long | ABS-mortgage backed security | US | $16M | – | 0.04 |
| UBS Commercial Mortgage Trust 2019-C16 | Long | ABS-mortgage backed security | US | $30M | – | 0.06 |
| UBS Commercial Mortgage Trust 2019-C16 | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| UBS Commercial Mortgage Trust 2019-C18 | Long | ABS-mortgage backed security | US | $20M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $24M | – | 0.05 |
| UBS Group AG | Long | Debt | CH | $17M | – | 0.04 |
| UBS Group AG | Long | Debt | CH | $13M | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $10M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $9M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $8M | – | 0.02 |
| UBS Group AG | Long | Debt | CH | $5M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $4M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $3M | – | 0.01 |
| UBS Group AG | Long | Debt | CH | $2M | – | 0.01 |
| UBS-Barclays Commercial Mortgage Trust 2013-C5 | Long | ABS-mortgage backed security | US | $413.14 | – | 0.00 |
| Ukraine Government International Bond | Long | Debt | UA | $12M | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $8M | – | 0.02 |
| Ukraine Government International Bond | Long | Debt | UA | $6M | – | 0.01 |
| UniCredit SpA | Long | Debt | IT | $27M | – | 0.06 |
| Union Electric Co | Long | Debt | US | $6M | – | 0.01 |
| Union Pacific Corp | Long | Debt | US | $8M | – | 0.02 |
| Union Pacific Corp | Long | Debt | US | $6M | – | 0.01 |
| United Airlines 2015-1 Class AA Pass Through Trust (UNITED AIR 2015-1 AA PTT) | Long | Debt | US | $6M | – | 0.01 |
| United Airlines 2016-2 Class AA Pass Through Trust (UNITED AIR 2016-2 AA PTT) | Long | Debt | US | $10M | – | 0.02 |
| United Airlines 2018-1 Class AA Pass Through Trust (UNITED AIR 2018-1 AA PTT) | Long | Debt | US | $8M | – | 0.02 |
| United Airlines 2019-2 Class AA Pass Through Trust (UNITED AIR 2019-2 AA PTT) | Long | Debt | US | $7M | – | 0.01 |
| United Airlines Inc | Long | Debt | US | $34M | – | 0.07 |
| United Airlines Inc | Long | Debt | US | $9M | – | 0.02 |
| United Rentals North America Inc | Long | Debt | US | $69M | – | 0.15 |
| United Rentals North America Inc | Long | Debt | US | $15M | – | 0.03 |
| United Rentals North America Inc | Long | Debt | US | $5M | – | 0.01 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $18M | – | 0.04 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $5M | – | 0.01 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $5M | – | 0.01 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $2M | – | 0.00 |
| United States International Development Finance Corp (INT DEVELOPMENT FIN CORP) | Long | Debt | US | $1M | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $433M | – | 0.93 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $429M | – | 0.92 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $262M | – | 0.56 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $108M | – | 0.23 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $89M | – | 0.19 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $63M | – | 0.14 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $60M | – | 0.13 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $39M | – | 0.08 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $33M | – | 0.07 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $26M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $22M | – | 0.05 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $20M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $19M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $16M | – | 0.04 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $13M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $13M | – | 0.03 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $11M | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $10M | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $7M | – | 0.02 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $6M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $5M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $4M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $3M | – | 0.01 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $2M | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $1M | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $396K | – | 0.00 |
| United States Treasury Note/Bond (US TREASURY N/B) | Long | Debt | US | $224K | – | 0.00 |
| United States Treasury Note/Bond - When Issued (WI TREAS. NT/BD) | Long | Debt | US | $35M | – | 0.07 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $63M | – | 0.13 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $54M | – | 0.12 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $52M | – | 0.11 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $33M | – | 0.07 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $26M | – | 0.06 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $25M | – | 0.05 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $21M | – | 0.05 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $19M | – | 0.04 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $17M | – | 0.04 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $17M | – | 0.04 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $16M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $16M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $16M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $14M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $12M | – | 0.03 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $9M | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $8M | – | 0.02 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $7M | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $7M | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $6M | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $6M | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $5M | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $5M | – | 0.01 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $2M | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $2M | – | 0.00 |
| United States Treasury Strip Coupon (STRIPS) | Long | Debt | US | $637K | – | 0.00 |
| United States Treasury Strip Principal (STRIP PRINC) | Long | Debt | US | $5M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $44M | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $41M | – | 0.09 |
| UnitedHealth Group Inc | Long | Debt | US | $30M | – | 0.06 |
| UnitedHealth Group Inc | Long | Debt | US | $26M | – | 0.05 |
| UnitedHealth Group Inc | Long | Debt | US | $21M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $19M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $19M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $16M | – | 0.04 |
| UnitedHealth Group Inc | Long | Debt | US | $11M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $7M | – | 0.02 |
| UnitedHealth Group Inc | Long | Debt | US | $4M | – | 0.01 |
| UnitedHealth Group Inc | Long | Debt | US | $716K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $552K | – | 0.00 |
| UnitedHealth Group Inc | Long | Debt | US | $192K | – | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $4M | – | 0.01 |
| University of California (UNIV OF CALIFORNIA REVENUES) | Long | Debt | US | $2M | – | 0.00 |
| University of California (UNIV OF CALIFORNIA CA REVENUES) | Long | Debt | US | $2M | – | 0.00 |
| University of Chicago/The | Long | Debt | US | $5M | – | 0.01 |
| University of Pittsburgh-of the Commonwealth System of Higher Education (UNIV OF PITTSBURGH PA OF THE C) | Long | Debt | US | $14M | – | 0.03 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $8M | – | 0.02 |
| University of Southern California (UNIV SOUTHERN CALIFORNIA) | Long | Debt | US | $3M | – | 0.01 |
| University of Virginia (UNIV OF VIRGINIA VA UNIV REVEN) | Long | Debt | US | $7M | – | 0.01 |
| Univision Communications Inc | Long | Debt | US | $9M | – | 0.02 |
| Univision Communications Inc | Long | Debt | US | $50K | – | 0.00 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $34M | – | 0.07 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $17M | – | 0.04 | |
| US Airways 2012-2 Class A Pass Through Trust (US AIRWAYS 2012-2A PTT) | Long | Debt | US | $899K | – | 0.00 |
| US Bancorp | Long | Debt | US | $21M | – | 0.05 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $12M | – | 0.02 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $70M | – | 0.15 | |
| USD/BRL FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $250K | – | 0.00 | |
| USD/BRL FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-254K | – | -0.00 | |
| USD/BRL FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-3M | – | -0.01 | |
| USD/CLP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $781K | – | 0.00 | |
| USD/CLP FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-243K | – | -0.00 | |
| USD/CNH FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $38K | – | 0.00 | |
| USD/CNH FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-137K | – | -0.00 | |
| USD/CNH FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-975K | – | -0.00 | |
| USD/COP FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $534K | – | 0.00 | |
| USD/COP FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $332K | – | 0.00 | |
| USD/CZK FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $1M | – | 0.00 | |
| USD/EUR FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| USD/EUR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $-254K | – | -0.00 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-6M | – | -0.01 | |
| USD/IDR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $512K | – | 0.00 | |
| USD/IDR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-369K | – | -0.00 | |
| USD/INR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $99K | – | 0.00 | |
| USD/INR FORWARD (MORGAN STANLEY & CO. LLC) | Derivative-foreign exchange | US | $-80K | – | -0.00 | |
| USD/PEN FORWARD (DEUTSCHE BANK AKTIENGESELLSCHAFT) | Derivative-foreign exchange | US | $-38K | – | -0.00 | |
| USD/PHP FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-67K | – | -0.00 | |
| USD/PLN FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-122K | – | -0.00 | |
| USD/SGD FORWARD (STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC) | Derivative-foreign exchange | US | $-319K | – | -0.00 | |
| USD/SGD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $-416K | – | -0.00 | |
| USD/SGD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-1M | – | -0.00 | |
| USD/TRY FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $1M | – | 0.00 | |
| USD/TRY FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $67K | – | 0.00 | |
| USD/TWD FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $674K | – | 0.00 | |
| USD/TWD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $484K | – | 0.00 | |
| USD/TWD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $417K | – | 0.00 | |
| USD/TWD FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $27K | – | 0.00 | |
| USD/ZAR FORWARD (J.P. MORGAN SECURITIES LLC) | Derivative-foreign exchange | US | $155K | – | 0.00 | |
| USD/ZAR FORWARD (BARCLAYS PLC) | Derivative-foreign exchange | US | $-414K | – | -0.00 | |
| Utah Acquisition Sub Inc | Long | Debt | US | $76M | – | 0.16 |
| Utah Acquisition Sub Inc | Long | Debt | US | $16M | – | 0.03 |
| Valero Energy Partners LP | Long | Debt | US | $8M | – | 0.02 |
| Var Energi ASA | Long | Debt | NO | $13M | – | 0.03 |
| Var Energi ASA | Long | Debt | NO | $8M | – | 0.02 |
| Vector Group Ltd | Long | Debt | US | $27M | – | 0.06 |
| Vendee Mortgage Trust 2011-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.00 |
| Vendome Funding Clo 2020-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $80M | – | 0.17 |
| Vendome Funding Clo 2020-1 DAC | Long | ABS-collateralized bond/debt obligation | IE | $26M | – | 0.05 |
| Ventas Realty LP | Long | Debt | US | $31M | – | 0.07 |
| Ventas Realty LP | Long | Debt | US | $5M | – | 0.01 |
| Ventas Realty LP | Long | Debt | US | $5M | – | 0.01 |
| Venture 32 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $34M | – | 0.07 |
| Venture 33 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $8M | – | 0.02 |
| Venture 42 CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $10M | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $9M | – | 0.02 |
| Venture Global Calcasieu Pass LLC | Long | Debt | US | $2M | – | 0.00 |
| Venture XIX CLO Ltd (Venture CDO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $38M | – | 0.08 |
| Verizon Communications Inc | Long | Debt | US | $92M | – | 0.20 |
| Verizon Communications Inc | Long | Debt | US | $15M | – | 0.03 |
| Verizon Communications Inc | Long | Debt | US | $9M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $8M | – | 0.02 |
| Verizon Communications Inc | Long | Debt | US | $5M | – | 0.01 |
| Verus Securitization Trust 2024-2 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| VF Corp | Long | Debt | US | $10M | – | 0.02 |
| Vibrant ClO 1X LTD (Vibrant CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $99M | – | 0.21 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $13M | – | 0.03 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $2M | – | 0.00 |
| VICI Properties LP / VICI Note Co Inc (VICI PROPERTIES / NOTE) | Long | Debt | US | $23K | – | 0.00 |
| Viking Cruises Ltd | Long | Debt | BM | $13M | – | 0.03 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $15M | – | 0.03 |
| Virgin Media Secured Finance PLC | Long | Debt | GB | $13M | – | 0.03 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc (VISTAJET MALTA/VM HOLDS) | Long | Debt | $2M | – | 0.00 | |
| Vistra Corp | Long | Debt | US | $94M | – | 0.20 |
| Vistra Corp | Long | Debt | US | $26M | – | 0.06 |
| Vistra Corp | Long | Debt | US | $14M | – | 0.03 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $33M | – | 0.07 |
| Vistra Operations Co LLC | Long | Debt | US | $25M | – | 0.05 |
| Vistra Operations Co LLC | Long | Debt | US | $12M | – | 0.03 |
| Vistra Operations Co LLC | Long | Debt | US | $2M | – | 0.00 |
| Vistra Operations Co LLC | Long | Debt | US | $2M | – | 0.00 |
| Vistra Operations Co LLC (VISTRA CORP) | Long | Debt | US | $397K | – | 0.00 |
| Vmed O2 UK Financing I PLC | Long | Debt | GB | $6M | – | 0.01 |
| Volkswagen Group of America Finance LLC (VOLKSWAGEN GROUP AMERICA) | Long | Debt | US | $30M | – | 0.06 |
| Voya CLO 2019-3 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $94M | – | 0.20 |
| Voya CLO 2020-2 Ltd (Voya CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $121M | – | 0.26 |
| Voya Euro CLO I DAC | Long | ABS-collateralized bond/debt obligation | IE | $34M | – | 0.07 |
| Voya Euro CLO IV DAC | Long | ABS-collateralized bond/debt obligation | IE | $88M | – | 0.19 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR10 Trust | Long | ABS-mortgage backed security | US | $789K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2004-AR8 Trust | Long | ABS-mortgage backed security | US | $507K | – | 0.00 |
| WaMu Mortgage Pass-Through Certificates Series 2005-AR5 Trust | Long | ABS-mortgage backed security | US | $325K | – | 0.00 |
| Warnermedia Holdings Inc | Long | Debt | US | $41M | – | 0.09 |
| Warnermedia Holdings Inc | Long | Debt | US | $34M | – | 0.07 |
| Warnermedia Holdings Inc | Long | Debt | US | $6M | – | 0.01 |
| Warwick Capital CLO 2 Ltd (Warwick Capital CLO Ltd) | Long | ABS-collateralized bond/debt obligation | JE | $50M | – | 0.11 |
| Washington Mutual MSC Mortgage Pass-Through Certificates Series 2003-AR1 Trust | Long | ABS-mortgage backed security | US | $124.52 | – | 0.00 |
| Wellfleet CLO 2018-2 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.03 |
| Wellfleet CLO 2020-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $44M | – | 0.09 |
| Wellfleet CLO X LTD (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $13M | – | 0.03 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $168M | – | 0.36 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $50M | – | 0.11 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $49M | – | 0.10 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $40M | – | 0.09 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $37M | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $8M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2016-C34 | Long | ABS-mortgage backed security | US | $502K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-C35 | Long | ABS-mortgage backed security | US | $839K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2016-C36 | Long | ABS-mortgage backed security | US | $26M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6 | Long | ABS-mortgage backed security | US | $56M | – | 0.12 |
| Wells Fargo Commercial Mortgage Trust 2017-C39 | Long | ABS-mortgage backed security | US | $35M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2018-C43 | Long | ABS-mortgage backed security | US | $963K | – | 0.00 |
| Wells Fargo Commercial Mortgage Trust 2018-C44 | Long | ABS-mortgage backed security | US | $19M | – | 0.04 |
| Wells Fargo Commercial Mortgage Trust 2018-C45 | Long | ABS-mortgage backed security | US | $22M | – | 0.05 |
| Wells Fargo Commercial Mortgage Trust 2018-C47 | Long | ABS-mortgage backed security | US | $37M | – | 0.08 |
| Wells Fargo Commercial Mortgage Trust 2018-C48 | Long | ABS-mortgage backed security | US | $10M | – | 0.02 |
| Wells Fargo Commercial Mortgage Trust 2019-C50 | Long | ABS-mortgage backed security | US | $33M | – | 0.07 |
| Wells Fargo Commercial Mortgage Trust 2019-C52 | Long | ABS-mortgage backed security | US | $78M | – | 0.17 |
| Wells Fargo Commercial Mortgage Trust 2019-C53 | Long | ABS-mortgage backed security | US | $6M | – | 0.01 |
| Wells Fargo Commercial Mortgage Trust 2019-C54 | Long | ABS-mortgage backed security | US | $40M | – | 0.09 |
| Wells Fargo Commercial Mortgage Trust 2020-C55 | Long | ABS-mortgage backed security | US | $52M | – | 0.11 |
| Wells Fargo Commercial Mortgage Trust 2024-1CHI | Long | ABS-mortgage backed security | US | $75M | – | 0.16 |
| Welltower OP LLC | Long | Debt | US | $14M | – | 0.03 |
| Welltower OP LLC | Long | Debt | US | $7M | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $3M | – | 0.01 |
| Welltower OP LLC | Long | Debt | US | $2M | – | 0.00 |
| WESCO Distribution Inc | Long | Debt | US | $9M | – | 0.02 |
| WESCO Distribution Inc | Long | Debt | US | $7M | – | 0.01 |
| WESCO Distribution Inc | Long | Debt | US | $6M | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $12M | – | 0.02 |
| Western Midstream Operating LP | Long | Debt | US | $3M | – | 0.01 |
| Western Midstream Operating LP | Long | Debt | US | $802K | – | 0.00 |
| Western Midstream Operating LP | Long | Debt | US | $48K | – | 0.00 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $12M | – | 0.03 |
| Westinghouse Air Brake Technologies Corp | Long | Debt | US | $5M | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $43M | – | 0.09 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $18M | – | 0.04 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $10M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $9M | – | 0.02 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $5M | – | 0.01 |
| Williams Cos Inc/The (WILLIAMS COMPANIES INC) | Long | Debt | US | $1M | – | 0.00 |
| Willis-Knighton Medical Center (WILLIS-KNIGHTON MED CTR) | Long | Debt | US | $1M | – | 0.00 |
| World Omni Select Auto Trust 2021-A | Long | ABS-other | US | $2M | – | 0.00 |
| WP Carey Inc | Long | Debt | US | $5M | – | 0.01 |
| WR Grace Holdings LLC (WR GRACE HOLDING LLC) | Long | Debt | US | $2M | – | 0.00 |
| Wynn Macau Ltd | Long | Debt | KY | $11M | – | 0.02 |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp | Long | Debt | US | $1M | – | 0.00 |
| Zais Clo 7 Ltd (Zais Clo 7 llc) | Long | ABS-collateralized bond/debt obligation | KY | $12M | – | 0.03 |
| ZAR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $2M | – | 0.00 | |
| Zegona Finance PLC | Long | Debt | GB | $18M | – | 0.04 |
| ZEGONA HOLDCO LTD (Zegona Holdco Limited) | Long | Loan | GB | $22M | – | 0.05 |
| Zimmer Biomet Holdings Inc | Long | Debt | US | $37M | – | 0.08 |
Address
Prudential Investment Portfolios, Inc. 17
655 Broad Street
Newark
New Jersey
07102-4077
United States of America
Websites
Directors
Keith F. Hartstein
Ellen S. Alberding
Laurie Simon Hodrick
Linda W. Bynoe
Kevin J. Bannon
Grace C. Torres
Brian K. Reid
Scott E. Benjamin
Stuart S. Parker
Barry H. Evans
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Prudential Mutual Fund Services LLC
Pricing Services
Bloomberg Finance L.P.
Refinitiv US Holdings Inc.
Intercontinental Exchange, Inc.
S&P Global Market Intelligence
Custodians
Skandinaviska Enskilda Banken AB, Copenhagen Branch
THE STANDARD BANK OF SOUTH AFRICA
Bank Polska Kasa Opieki S.A.
Bank Hapoalim B.M.
The Hongkong and Shanghai Banking Corporation (Hong Kong)
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Citibanamex
The Depository Trust Company
The Bank of New York Mellon
Skandinaviska Enskilda Banken AB, Stockholm
Deutsche Bank A.S. (Turkey)
CIBC Mellon Trust Company (Canada)
The Bank of New York Mellon SA/NV (Belgium)
Federal Reserve Bank of New York
MUFG Bank, Ltd.
Citibank Europe plc, Romania Branch
HSBC NOMINEES (NEW ZEALAND) LIMITED
The Hongkong and Shanghai Banking Corporation (Thailand)
The Bank of New York Mellon (United Kingdom)
Citibank N.A., Brazilian Branch
Citibank Europe PLC (Czech Republic)
Credit Suisse (Switzerland) Ltd.
Euroclear Bank SA/NV (Belgium)
Skandinaviska Enskilda Banken AB, Oslo Branch
TMX GROUP LIMITED
Citibank Europe PLC, Hungarian Branch Office
Shareholder Servicing Agents
Prudential Mutual Fund Services LLC
Admins
PGIM INVESTMENTS LLC
Brokers
CITIGROUP GLOBAL MARKETS INC.
WELLS FARGO SECURITIES, LLC
J.P. MORGAN SECURITIES LLC
MORGAN STANLEY & CO. LLC
GOLDMAN SACHS & CO. LLC