Putnam Family of Funds > Putnam Diversified Income Trust
Putnam Diversified Income Trust
$1.44B
Avg Monthly Net Assets
$1.73B
Total Assets
$638.60M
Total Liabilities
$1.09B
Net Assets
Putnam Diversified Income Trust is a Mutual Fund in Putnam Diversified Income Trust
from Putnam Family of Funds,
based in Massachusetts,
United States of America.
The fund has seven share classes
and monthly net assets of $1.44B.
On August 27th, 2024 it reported 979 holdings, the largest
being PUTNAM SHORT TERM INVESTMENT FUND (19.5%), FANNIE MAE POOL (13.6%) and FANNIE MAE POOL (10.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| PUTNAM DIVERSIFIED INCOME CL A | C000015036 | PDINX | |
| PUTNAM DIVERSIFIED INCOME CL B | C000015037 | PSIBX | |
| PUTNAM DIVERSIFIED INCOME CL C | C000015038 | PDVCX | |
| PUTNAM DIVERSIFIED INCOME CL M | C000015039 | PDVMX | |
| PUTNAM DIVERSIFIED INCOME CL Y | C000015041 | PDVYX | |
| PUTNAM DIVERSIFIED INCOME CLASS R | C000015040 | PDVRX | |
| PUTNAM DIVERSIFIED INCOME TRUST FUND CLASS R6 | C000135951 | PDVGX |
Holdings
From latest NPORT-P, filed August 27th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| ASSET BACKED SECURITY (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-mortgage backed security | US | $4M | – | 0.38 |
| ASSET BACKED SECURITY (GSAA HOME EQUITY TRUST 2006-8) | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| ASSET BACKED SECURITY (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| ASSET BACKED SECURITY (CITIGROUP MORTGAGE LOAN TRUST INC) | Long | ABS-mortgage backed security | US | $707K | – | 0.06 |
| ASSET BACKED SECURITY (CONNECTICUT AVENUE SECURITIES TRUST 2019-R04) | Long | ABS-mortgage backed security | US | $477K | – | 0.04 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2019-2) | Long | ABS-mortgage backed security | US | $224K | – | 0.02 |
| ASSET BACKED SECURITY (TOWD POINT MORTGAGE TRUST 2018-5) | Long | ABS-mortgage backed security | US | $200K | – | 0.02 |
| BANK LOAN NOTE (WHITE CAP BUYER LLC) | Long | Debt | US | $3M | – | 0.27 |
| BANK LOAN NOTE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $3M | – | 0.26 |
| BANK LOAN NOTE (DIRECTV FINANCING LLC) | Long | Debt | US | $3M | – | 0.25 |
| BANK LOAN NOTE (CARNIVAL CORP) | Long | Debt | US | $2M | – | 0.21 |
| BANK LOAN NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $2M | – | 0.21 |
| BANK LOAN NOTE (CQP HOLDCO LP) | Long | Debt | US | $2M | – | 0.20 |
| BANK LOAN NOTE (CHART INDUSTRIES INC) | Long | Debt | US | $2M | – | 0.18 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $2M | – | 0.18 |
| BANK LOAN NOTE (IRB HOLDING CORP) | Long | Debt | US | $2M | – | 0.14 |
| BANK LOAN NOTE (PROOFPOINT INC) | Long | Debt | US | $1M | – | 0.13 |
| BANK LOAN NOTE (PHOENIX NEWCO INC) | Long | Debt | US | $1M | – | 0.13 |
| BANK LOAN NOTE (MADISON IAQ LLC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (WEC US HOLDINGS LTD) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (DUN AND BRADSTREET CORP/THE) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (ALLIANT HOLDINGS INTERMEDIATE LLC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (HUNTER DOUGLAS INC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (UKG INC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (MCAFEE CORP) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (CSC HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (QUIKRETE HOLDINGS INC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (PHOENIX GUARANTOR INC) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (SCIENTIFIC GAMES HOLDINGS LP) | Long | Debt | US | $1M | – | 0.12 |
| BANK LOAN NOTE (GRAY TELEVISION INC) | Long | Debt | US | $1M | – | 0.11 |
| BANK LOAN NOTE (NOURYON FINANCE BV) | Long | Debt | NL | $1M | – | 0.11 |
| BANK LOAN NOTE (MEDLINE BORROWER LP) | Long | Debt | US | $1M | – | 0.11 |
| BANK LOAN NOTE (PETSMART LLC) | Long | Debt | US | $1M | – | 0.11 |
| BANK LOAN NOTE (FLASH CHARM INC) | Long | Debt | US | $1M | – | 0.11 |
| BANK LOAN NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $1M | – | 0.10 |
| BANK LOAN NOTE (PACIFIC DENTAL SERVICES INC) | Long | Debt | US | $1M | – | 0.10 |
| BANK LOAN NOTE (TRANSDIGM INC) | Long | Debt | US | $1M | – | 0.10 |
| BANK LOAN NOTE (WESTJET LOYALTY LP) | Long | Debt | CA | $1M | – | 0.10 |
| BANK LOAN NOTE (CPM HOLDINGS INC) | Long | Debt | US | $999K | – | 0.09 |
| BANK LOAN NOTE (TK ELEVATOR US NEWCO INC) | Long | Debt | US | $827K | – | 0.08 |
| BANK LOAN NOTE (GENESEE AND WYOMING INC) | Long | Debt | US | $824K | – | 0.08 |
| BANK LOAN NOTE (BAUSCH + LOMB CORP) | Long | Debt | CA | $770K | – | 0.07 |
| BANK LOAN NOTE (DAVITA INC) | Long | Debt | US | $708K | – | 0.06 |
| BANK LOAN NOTE (WAYSTAR TECHNOLOGIES INC) | Long | Debt | US | $657K | – | 0.06 |
| BANK LOAN NOTE (FLUTTER FINANCING BV) | Long | Debt | NL | $656K | – | 0.06 |
| BANK LOAN NOTE (BANIJAY GROUP US HOLDING INC) | Long | Debt | FR | $559K | – | 0.05 |
| BANK LOAN NOTE (PG POLARIS BIDCO SARL) | Long | Debt | LU | $558K | – | 0.05 |
| BANK LOAN NOTE (API GROUP DE INC) | Long | Debt | US | $554K | – | 0.05 |
| BANK LOAN NOTE (STATION CASINOS LLC) | Long | Debt | US | $289K | – | 0.03 |
| BANK LOAN NOTE (EMRLD BORROWER LP) | Long | Debt | US | $125K | – | 0.01 |
| BANK LOAN NOTE (ROBERTSHAW US HOLDING CORP) | Long | Debt | US | $10K | – | 0.00 |
| COLLATERALIZED DEBT OBLIGATION (BDS 2021-FL9 LTD) | Long | ABS-mortgage backed security | KY | $1M | – | 0.13 |
| COLLATERALIZED DEBT OBLIGATION (TIAA REAL ESTATE CDO LTD) | Long | ABS-mortgage backed security | US | $44.14 | – | 0.00 |
| COMMERCIAL MORT BACKED SEC IO (MEZZ CAP COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $0.6 | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $5M | – | 0.49 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-DC1 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2013-C15) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (READY CAPITAL MORTGAGE FINANCING 2022-FL9 LLC) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2015-C22) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CD 2017-CD4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2018-H3) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CSMC 2022-NWPT) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2022-FL4 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $2M | – | 0.18 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-LC4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (FREDDIE MAC MULTIFAMILY STRUCTURED CREDIT RISK) | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2014-GC24) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C24) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2012-C4) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014 C19) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2012-GC8) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2013-LC12) | Long | ABS-mortgage backed security | US | $1M | – | 0.14 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C21) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC13) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CFCRE COMMERCIAL MORTGAGE TRUST 2011-C2) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-LC17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C18) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2018-C8) | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2006-HQ10) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2012-C6) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C17) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY CAPITAL I TRUST 2012-C4) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE12 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (SHELTER GROWTH CRE 2023-FL5 ISSUER LTD) | Long | ABS-mortgage backed security | BM | $1M | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE13 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $964K | – | 0.09 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2020-01) | Long | ABS-mortgage backed security | US | $559K | – | 0.05 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2014-LC16) | Long | ABS-mortgage backed security | US | $466K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C12) | Long | ABS-mortgage backed security | US | $464K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST 2019-01) | Long | ABS-mortgage backed security | US | $447K | – | 0.04 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE16 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $362K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $352K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2014-C18) | Long | ABS-mortgage backed security | US | $344K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5) | Long | ABS-mortgage backed security | US | $329K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C9) | Long | ABS-mortgage backed security | US | $306K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2019-C53) | Long | ABS-mortgage backed security | US | $277K | – | 0.03 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2014-CCRE17 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2015-LC19 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $264K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (GS MORTGAGE SECURITIES TRUST 2013-GC10) | Long | ABS-mortgage backed security | US | $257K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (DBUBS 2011-LC3 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $228K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27) | Long | ABS-mortgage backed security | US | $225K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2012-C9) | Long | ABS-mortgage backed security | US | $220K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2017-C5) | Long | ABS-mortgage backed security | US | $175K | – | 0.02 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2013-CCRE7 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $146K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C23) | Long | ABS-mortgage backed security | US | $132K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WFRBS COMMERCIAL MORTGAGE TRUST 2014-C21) | Long | ABS-mortgage backed security | US | $125K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (COMM 2012-LC4 MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-C30) | Long | ABS-mortgage backed security | US | $122K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2013-LC11) | Long | ABS-mortgage backed security | US | $60K | – | 0.01 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (PFP 2021-8 LTD) | Long | ABS-mortgage backed security | KY | $39K | – | 0.00 |
| COMMERCIAL MORTGAGE BACKED SECURITIES (MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2013-C10) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| CONV. NOTE (SEAGATE HDD CAYMAN) | Long | Debt | KY | $955K | – | 0.09 |
| CONV. NOTE (DEXCOM INC) | Long | Debt | US | $598K | – | 0.05 |
| CONV. NOTE (WELLTOWER OP LLC) | Long | Debt | US | $581K | – | 0.05 |
| CONV. NOTE (CELLNEX TELECOM SA) | Long | Debt | ES | $543K | – | 0.05 |
| CONV. NOTE (ACCOR SA) | Long | Debt | FR | $538K | – | 0.05 |
| CONV. NOTE (UBER TECHNOLOGIES INC) | Long | Debt | US | $535K | – | 0.05 |
| CONV. NOTE (ON SEMICONDUCTOR CORP) | Long | Debt | US | $523K | – | 0.05 |
| CONV. NOTE (ZILLOW GROUP INC) | Long | Debt | US | $518K | – | 0.05 |
| CONV. NOTE (ZALANDO AG) | Long | Debt | DE | $511K | – | 0.05 |
| CONV. NOTE (SEA LTD) | Long | Debt | SG | $501K | – | 0.05 |
| CONV. NOTE (PG AND E CORP) | Long | Debt | US | $493K | – | 0.05 |
| CONV. NOTE (SHIFT4 PAYMENTS INC) | Long | Debt | US | $485K | – | 0.04 |
| CONV. NOTE (LIVE NATION ENTERTAINMENT INC) | Long | Debt | US | $457K | – | 0.04 |
| CONV. NOTE (AXON ENTERPRISE INC) | Long | Debt | US | $457K | – | 0.04 |
| CONV. NOTE (BENTLEY SYSTEMS INC) | Long | Debt | US | $440K | – | 0.04 |
| CONV. NOTE (PARSONS CORP) | Long | Debt | US | $430K | – | 0.04 |
| CONV. NOTE (BIOMARIN PHARMACEUTICAL INC) | Long | Debt | US | $419K | – | 0.04 |
| CONV. NOTE (GLOBAL PAYMENTS INC) | Long | Debt | US | $417K | – | 0.04 |
| CONV. NOTE (DEUTSCHE POST AG) | Long | Debt | DE | $412K | – | 0.04 |
| CONV. NOTE (TYLER TECHNOLOGIES INC) | Long | Debt | US | $397K | – | 0.04 |
| CONV. NOTE (CMS ENERGY CORP) | Long | Debt | US | $397K | – | 0.04 |
| CONV. NOTE (INTERNATIONAL CONSOLIDATED AIRLINES GROUP SA) | Long | Debt | GB | $396K | – | 0.04 |
| CONV. NOTE (CARNIVAL CORP) | Long | Debt | US | $385K | – | 0.04 |
| CONV. NOTE (AMADEUS IT GROUP SA) | Long | Debt | ES | $382K | – | 0.03 |
| CONV. NOTE (BOOKING HOLDINGS INC) | Long | Debt | US | $379K | – | 0.03 |
| CONV. NOTE (LUMENTUM HOLDINGS INC) | Long | Debt | US | $373K | – | 0.03 |
| CONV. NOTE (JET2 PLC) | Long | Debt | GB | $365K | – | 0.03 |
| CONV. NOTE (WAYFAIR INC) | Long | Debt | US | $354K | – | 0.03 |
| CONV. NOTE (MKS INSTRUMENTS INC) | Long | Debt | US | $353K | – | 0.03 |
| CONV. NOTE (NUTANIX INC) | Long | Debt | US | $351K | – | 0.03 |
| CONV. NOTE (ALNYLAM PHARMACEUTICALS INC) | Long | Debt | US | $347K | – | 0.03 |
| CONV. NOTE (HALOZYME THERAPEUTICS INC) | Long | Debt | US | $347K | – | 0.03 |
| CONV. NOTE (MICROCHIP TECHNOLOGY INC) | Long | Debt | US | $343K | – | 0.03 |
| CONV. NOTE (LIBERTY MEDIA CORP-LIBERTY FORMULA ONE) | Long | Debt | US | $336K | – | 0.03 |
| CONV. NOTE (TETRA TECH INC) | Long | Debt | US | $333K | – | 0.03 |
| CONV. NOTE (EXACT SCIENCES CORP) | Long | Debt | US | $332K | – | 0.03 |
| CONV. NOTE (AKAMAI TECHNOLOGIES INC) | Long | Debt | US | $331K | – | 0.03 |
| CONV. NOTE (MERITAGE HOMES CORP) | Long | Debt | US | $330K | – | 0.03 |
| CONV. NOTE (PPL CAPITAL FUNDING INC) | Long | Debt | US | $326K | – | 0.03 |
| CONV. NOTE (REXFORD INDUSTRIAL REALTY LP) | Long | Debt | US | $326K | – | 0.03 |
| CONV. NOTE (LANTHEUS HOLDINGS INC) | Long | Debt | US | $323K | – | 0.03 |
| CONV. NOTE (OKTA INC) | Long | Debt | US | $323K | – | 0.03 |
| CONV. NOTE (ENVESTNET INC) | Long | Debt | US | $317K | – | 0.03 |
| CONV. NOTE (RIVIAN AUTOMOTIVE INC) | Long | Debt | US | $303K | – | 0.03 |
| CONV. NOTE (CHEFS' WAREHOUSE INC/THE) | Long | Debt | US | $303K | – | 0.03 |
| CONV. NOTE (MIDDLEBY CORP/THE) | Long | Debt | US | $302K | – | 0.03 |
| CONV. NOTE (INTEGER HOLDINGS CORP) | Long | Debt | US | $300K | – | 0.03 |
| CONV. NOTE (NORTHERN OIL AND GAS INC) | Long | Debt | US | $280K | – | 0.03 |
| CONV. NOTE (HAEMONETICS CORP) | Long | Debt | US | $278K | – | 0.03 |
| CONV. NOTE (PROGRESS SOFTWARE CORP) | Long | Debt | US | $278K | – | 0.03 |
| CONV. NOTE (ETSY INC) | Long | Debt | US | $268K | – | 0.02 |
| CONV. NOTE (FLUOR CORP) | Long | Debt | US | $249K | – | 0.02 |
| CONV. NOTE (SPECTRUM BRANDS INC) | Long | Debt | US | $241K | – | 0.02 |
| CONV. NOTE (WOLFSPEED INC) | Long | Debt | US | $239K | – | 0.02 |
| CONV. NOTE (ASCENDIS PHARMA A/S) | Long | Debt | DK | $232K | – | 0.02 |
| CONV. NOTE (HUBSPOT INC) | Long | Debt | US | $227K | – | 0.02 |
| CONV. NOTE (COINBASE GLOBAL INC) | Long | Debt | US | $223K | – | 0.02 |
| CONV. NOTE (INSULET CORP) | Long | Debt | US | $220K | – | 0.02 |
| CONV. NOTE (REPLIGEN CORP) | Long | Debt | US | $217K | – | 0.02 |
| CONV. NOTE (DUFRY ONE BV) | Long | Debt | NL | $214K | – | 0.02 |
| CONV. NOTE (CONMED CORP) | Long | Debt | US | $213K | – | 0.02 |
| CONV. NOTE (ALIBABA GROUP HOLDING LTD) | Long | Debt | CN | $203K | – | 0.02 |
| CONV. NOTE (BLOCK INC) | Long | Debt | US | $200K | – | 0.02 |
| CONV. NOTE (MICROSTRATEGY INC) | Long | Debt | US | $196K | – | 0.02 |
| CONV. NOTE (BRIDGEBIO PHARMA INC) | Long | Debt | US | $192K | – | 0.02 |
| CONV. NOTE (NEXITY SA) | Long | Debt | FR | $192K | 3K | 0.02 |
| CONV. NOTE (EVOLENT HEALTH INC) | Long | Debt | US | $165K | – | 0.02 |
| CONV. NOTE (MICROSTRATEGY INC) | Long | Debt | US | $162K | – | 0.01 |
| CONV. NOTE (WORKIVA INC) | Long | Debt | US | $160K | – | 0.01 |
| CONV. NOTE (ITRON INC) | Long | Debt | US | $133K | – | 0.01 |
| CONV. NOTE (PALO ALTO NETWORKS INC) | Long | Debt | US | $92K | – | 0.01 |
| CONV. NOTE (PROGRESS SOFTWARE CORP) | Long | Debt | US | $51K | – | 0.00 |
| CONVERTIBLE BONDS (SK HYNIX INC) | Long | Debt | KR | $1M | – | 0.11 |
| CONVERTIBLE BONDS (LENOVO GROUP LTD) | Long | Debt | CN | $587K | – | 0.05 |
| CONVERTIBLE BONDS (NRG ENERGY INC) | Long | Debt | US | $251K | – | 0.02 |
| CONVERTIBLE ZERO (MEITUAN) | Long | Debt | CN | $541K | – | 0.05 |
| CONVERTIBLE ZERO (STMICROELECTRONICS NV) | Long | Debt | CH | $424K | – | 0.04 |
| CONVERTIBLE ZERO (AIRBNB INC) | Long | Debt | US | $392K | – | 0.04 |
| CONVERTIBLE ZERO (NEXI SPA) | Long | Debt | IT | $365K | – | 0.03 |
| CONVERTIBLE ZERO (SPOTIFY USA INC) | Long | Debt | US | $338K | – | 0.03 |
| CONVERTIBLE ZERO (SNAP INC) | Long | Debt | US | $334K | – | 0.03 |
| CONVERTIBLE ZERO (SHAKE SHACK INC) | Long | Debt | US | $318K | – | 0.03 |
| CONVERTIBLE ZERO (DRAFTKINGS HOLDINGS INC) | Long | Debt | US | $314K | – | 0.03 |
| CONVERTIBLE ZERO (DROPBOX INC) | Long | Debt | US | $286K | – | 0.03 |
| CONVERTIBLE ZERO (DISH NETWORK CORP) | Long | Debt | US | $279K | – | 0.03 |
| CONVERTIBLE ZERO (SUPER MICRO COMPUTER INC) | Long | Debt | US | $243K | – | 0.02 |
| CONVERTIBLE ZERO (FIVERR INTERNATIONAL LTD) | Long | Debt | IL | $206K | – | 0.02 |
| CONVERTIBLE ZERO (QIAGEN NV) | Long | Debt | NL | $185K | – | 0.02 |
| CONVERTIBLE ZERO (SOFI TECHNOLOGIES INC) | Long | Debt | US | $262.66 | – | 0.00 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.81 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.64 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.63 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.63 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.55 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2022-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.53 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.52 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2015-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.45 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.43 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.41 |
| CORP CMO (MELLO WAREHOUSE SECURITIZATION TRUST 2021-3) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.35 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.34 |
| CORP CMO (HARBORVIEW MORTGAGE LOAN TRUST 2005-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.28 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.28 |
| CORP CMO (FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST 2006-AA6) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.27 |
| CORP CMO (BEAR STEARNS MORTGAGE FUNDING TRUST 2006-AR2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.26 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.23 |
| CORP CMO (FREDDIE MAC STACR DEBT NOTES 2016-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.21 |
| CORP CMO (GSR MORTGAGE LOAN TRUST 2007-OA1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.19 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA10) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.16 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-FTR1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.15 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2022-R02) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| CORP CMO (AMERICAN HOME MORTGAGE INVESTMENT TRUST 2007-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.14 |
| CORP CMO (CHEVY CHASE FUNDING LLC MORTGAGE-BACKED CERTIFICATES SERIES 2006-4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.12 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.10 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $997K | – | 0.09 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $608K | – | 0.06 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-HQA2) | Long | ABS-collateralized bond/debt obligation | US | $596K | – | 0.05 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-3) | Long | ABS-collateralized bond/debt obligation | US | $514K | – | 0.05 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $511K | – | 0.05 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-FTR3) | Long | ABS-collateralized bond/debt obligation | US | $502K | – | 0.05 |
| CORP CMO (FREDDIE MAC STACR TRUST 2018-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $477K | – | 0.04 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $473K | – | 0.04 |
| CORP CMO (COLT 2020-2 MORTGAGE LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $385K | – | 0.04 |
| CORP CMO (OAKTOWN RE III LTD) | Long | ABS-collateralized bond/debt obligation | BM | $383K | – | 0.04 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-59) | Long | ABS-collateralized bond/debt obligation | US | $377K | – | 0.03 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-38) | Long | ABS-collateralized bond/debt obligation | US | $374K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $358K | – | 0.03 |
| CORP CMO (OAKTOWN RE III LTD) | Long | ABS-collateralized bond/debt obligation | BM | $317K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR REMIC TRUST 2020-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $315K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R03) | Long | ABS-collateralized bond/debt obligation | US | $300K | – | 0.03 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-DNA2) | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.03 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1) | Long | ABS-collateralized bond/debt obligation | US | $254K | – | 0.02 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2019-2) | Long | ABS-collateralized bond/debt obligation | US | $223K | – | 0.02 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2005-65CB) | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.02 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2021-R01) | Long | ABS-collateralized bond/debt obligation | US | $194K | – | 0.02 |
| CORP CMO (CITIGROUP MORTGAGE LOAN TRUST 2022-A) | Long | ABS-collateralized bond/debt obligation | US | $177K | – | 0.02 |
| CORP CMO (ALTERNATIVE LOAN TRUST 2006-OA7) | Long | ABS-collateralized bond/debt obligation | US | $171K | – | 0.02 |
| CORP CMO (FANNIE MAE CONNECTICUT AVENUE SECURITIES) | Long | ABS-collateralized bond/debt obligation | US | $170K | – | 0.02 |
| CORP CMO (FREDDIE MAC STACR TRUST 2019-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.01 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2020-R02) | Long | ABS-collateralized bond/debt obligation | US | $130K | – | 0.01 |
| CORP CMO (MORGAN STANLEY RE-REMIC TRUST 2010-R4) | Long | ABS-collateralized bond/debt obligation | US | $101K | – | 0.01 |
| CORP CMO (FREDDIE MAC SEASONED CREDIT RISK TRANSFER TRUST SERIES 2017-2) | Long | ABS-collateralized bond/debt obligation | US | $88K | – | 0.01 |
| CORP CMO (WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 2005-AR13 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $69K | – | 0.01 |
| CORP CMO (BEAR STEARNS ALT-A TRUST 2005-8) | Long | ABS-collateralized bond/debt obligation | US | $33K | – | 0.00 |
| CORP CMO (CONNECTICUT AVENUE SECURITIES TRUST 2019-R01) | Long | ABS-collateralized bond/debt obligation | US | $8K | – | 0.00 |
| CORP. NOTE (T-MOBILE USA INC) | Long | Debt | US | $6M | – | 0.52 |
| CORP. NOTE (AIR LEASE CORP) | Long | Debt | US | $4M | – | 0.32 |
| CORP. NOTE (VERISURE MIDHOLDING AB) | Long | Debt | SE | $3M | – | 0.31 |
| CORP. NOTE (ARES CAPITAL CORP) | Long | Debt | US | $3M | – | 0.28 |
| CORP. NOTE (AT AND T INC) | Long | Debt | US | $3M | – | 0.26 |
| CORP. NOTE (AMERICAN TOWER CORP) | Long | Debt | US | $3M | – | 0.26 |
| CORP. NOTE (BOMBARDIER INC) | Long | Debt | CA | $3M | – | 0.26 |
| CORP. NOTE (JEFFERSON CAPITAL HOLDINGS LLC) | Long | Debt | US | $3M | – | 0.25 |
| CORP. NOTE (KEDRION SPA) | Long | Debt | IT | $3M | – | 0.25 |
| CORP. NOTE (SMYRNA READY MIX CONCRETE LLC) | Long | Debt | US | $3M | – | 0.25 |
| CORP. NOTE (VENTURE GLOBAL LNG INC) | Long | Debt | US | $3M | – | 0.25 |
| CORP. NOTE (TENET HEALTHCARE CORP) | Long | Debt | US | $3M | – | 0.25 |
| CORP. NOTE (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $3M | – | 0.25 |
| CORP. NOTE (KINETIK HOLDINGS LP) | Long | Debt | US | $3M | – | 0.24 |
| CORP. NOTE (CIVITAS RESOURCES INC) | Long | Debt | US | $3M | – | 0.24 |
| CORP. NOTE (BENTELER INTERNATIONAL AG) | Long | Debt | AT | $3M | – | 0.24 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $2M | – | 0.20 |
| CORP. NOTE (FIRSTCASH INC) | Long | Debt | US | $2M | – | 0.20 |
| CORP. NOTE (BANIJAY ENTERTAINMENT SAS) | Long | Debt | FR | $2M | – | 0.20 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV) | Long | Debt | NL | $2M | – | 0.19 |
| CORP. NOTE (MCGRAW-HILL EDUCATION INC) | Long | Debt | US | $2M | – | 0.19 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $2M | – | 0.18 |
| CORP. NOTE (IHS HOLDING LTD) | Long | Debt | NG | $2M | – | 0.18 |
| CORP. NOTE (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $2M | – | 0.18 |
| CORP. NOTE (SOUTHERN CO/THE) | Long | Debt | US | $2M | – | 0.16 |
| CORP. NOTE (PROTECTIVE LIFE GLOBAL FUNDING) | Long | Debt | US | $2M | – | 0.16 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $2M | – | 0.16 |
| CORP. NOTE (ECOPETROL SA) | Long | Debt | CO | $2M | – | 0.16 |
| CORP. NOTE (CAESARS ENTERTAINMENT INC) | Long | Debt | US | $2M | – | 0.15 |
| CORP. NOTE (SIX FLAGS ENTERTAINMENT CORP) | Long | Debt | US | $2M | – | 0.15 |
| CORP. NOTE (RITCHIE BROS HOLDINGS INC) | Long | Debt | US | $2M | – | 0.15 |
| CORP. NOTE (KINDER MORGAN INC) | Long | Debt | US | $2M | – | 0.15 |
| CORP. NOTE (CINEMARK USA INC) | Long | Debt | US | $2M | – | 0.14 |
| CORP. NOTE (STANDARD INDUSTRIES INC/NJ) | Long | Debt | US | $1M | – | 0.14 |
| CORP. NOTE (IMOLA MERGER CORP) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (BROADCOM CRP / CAYMN FI) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (LOXAM SAS) | Long | Debt | FR | $1M | – | 0.13 |
| CORP. NOTE (KONTOOR BRANDS INC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (NEWS CORP) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (OUTFRONT MEDIA CAPITAL LLC / OUTFRONT MEDIA CAPITAL CORP) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (TWILIO INC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (SOUTHWESTERN ENERGY CO) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REY) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (HESS MIDSTREAM OPERATIONS LP) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (MATTEL INC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS LP / ALBERTSONS LLC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (VM CONSOLIDATED INC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (AIR FRANCE-KLM) | Long | Debt | FR | $1M | – | 0.13 |
| CORP. NOTE (ELANCO ANIMAL HEALTH INC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (DUFRY ONE BV) | Long | Debt | NL | $1M | – | 0.13 |
| CORP. NOTE (ANTERO RESOURCES CORP) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (BUILDERS FIRSTSOURCE INC) | Long | Debt | US | $1M | – | 0.13 |
| CORP. NOTE (AIRCASTLE LTD) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (VIKING OCEAN CRUISES SHIP VII LTD) | Long | Debt | BM | $1M | – | 0.12 |
| CORP. NOTE (GEORGIA POWER CO) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (VISTRA OPERATIONS CO LLC) | Long | Debt | US | $1M | – | 0.12 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $1M | – | 0.12 |
| CORP. NOTE (MATADOR RESOURCES CO) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (DIAMOND II LTD) | Long | Debt | MU | $1M | – | 0.11 |
| CORP. NOTE (CLEAR CHANNEL OUTDOOR HOLDINGS INC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (CHESAPEAKE ENERGY CORP) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (MITER BRANDS ACQUISITION HOLDCO INC / MIWD BORROWER LLC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (RHP HOTEL PROPERTIES LP / RHP FINANCE CORP) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (ALLIED UNIVERSAL HOLDCO LLC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (EQUIPMENTSHARE.COM INC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (PRIME SECURITY SERVICES BORROWER LLC / PRIME FINANCE INC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (JONES DESLAURIERS INSURANCE MANAGEMENT INC) | Long | Debt | CA | $1M | – | 0.11 |
| CORP. NOTE (INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC) | Long | Debt | CA | $1M | – | 0.11 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (TGNR INTERMEDIATE HOLDINGS LLC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (ACRISURE LLC / ACRISURE FINANCE INC) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (GFL ENVIRONMENTAL INC) | Long | Debt | CA | $1M | – | 0.11 |
| CORP. NOTE (BOISE CASCADE CO) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (SM ENERGY CO) | Long | Debt | US | $1M | – | 0.11 |
| CORP. NOTE (AMEREN CORP) | Long | Debt | US | $1M | – | 0.10 |
| CORP. NOTE (AEGEA FINANCE SARL) | Long | Debt | LU | $1M | – | 0.09 |
| CORP. NOTE (ENERGO-PRO AS) | Long | Debt | CZ | $1M | – | 0.09 |
| CORP. NOTE (TORONTO-DOMINION BANK/THE) | Long | Debt | CA | $985K | – | 0.09 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $977K | – | 0.09 |
| CORP. NOTE (CONSTELLIUM SE) | Long | Debt | FR | $977K | – | 0.09 |
| CORP. NOTE (TEVA PHARMACEUTICAL FINANCE NETHERLANDS II BV) | Long | Debt | NL | $959K | – | 0.09 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $893K | – | 0.08 |
| CORP. NOTE (TRANSOCEAN POSEIDON LTD) | Long | Debt | KY | $826K | – | 0.08 |
| CORP. NOTE (JBS USA HOLDING LUX SARL/ JBS USA FOOD CO/ JBS LUX CO SARL) | Long | Debt | LU | $727K | – | 0.07 |
| CORP. NOTE (NEPTUNE BIDCO US INC) | Long | Debt | US | $696K | – | 0.06 |
| CORP. NOTE (ECOPETROL SA) | Long | Debt | CO | $692K | – | 0.06 |
| CORP. NOTE (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $655K | – | 0.06 |
| CORP. NOTE (FORD MOTOR CREDIT CO LLC) | Long | Debt | US | $650K | – | 0.06 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $638K | – | 0.06 |
| CORP. NOTE (UBS AG/STAMFORD CT) | Long | Debt | US | $626K | – | 0.06 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $520K | – | 0.05 |
| CORP. NOTE (MERSIN ULUSLARARASI LIMAN ISLETMECILIGI AS) | Long | Debt | TR | $513K | – | 0.05 |
| CORP. NOTE (CLOUD SOFTWARE GROUP INC) | Long | Debt | US | $480K | – | 0.04 |
| CORP. NOTE (ATI INC) | Long | Debt | US | $470K | – | 0.04 |
| CORP. NOTE (WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP) | Long | Debt | US | $454K | – | 0.04 |
| CORP. NOTE (AVIS BUDGET FINANCE PLC) | Long | Debt | GB | $441K | – | 0.04 |
| CORP. NOTE (TRANSDIGM INC) | Long | Debt | US | $409K | – | 0.04 |
| CORP. NOTE (CARNIVAL HOLDINGS BERMUDA LTD) | Long | Debt | BM | $391K | – | 0.04 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $381K | – | 0.03 |
| CORP. NOTE (HERC HOLDINGS INC) | Long | Debt | US | $380K | – | 0.03 |
| CORP. NOTE (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $357K | – | 0.03 |
| CORP. NOTE (BOEING CO/THE) | Long | Debt | US | $335K | – | 0.03 |
| CORP. NOTE (VIA CELERE DESARROLLOS INMOBILIARIOS SA) | Long | Debt | ES | $260K | – | 0.02 |
| CORP. NOTE (ESKOM HOLDINGS SOC LTD) | Long | Debt | ZA | $223K | – | 0.02 |
| CORP. NOTE (ESKOM HOLDINGS SOC LTD) | Long | Debt | ZA | $222K | – | 0.02 |
| CORP. NOTE (STILLWATER MINING CO) | Long | Debt | US | $219K | – | 0.02 |
| CORP. NOTE (PETROLEOS MEXICANOS) | Long | Debt | MX | $171K | – | 0.02 |
| CORP. NOTE (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $146K | – | 0.01 |
| CORP. NOTE (PETROBRAS GLOBAL FINANCE BV) | Long | Debt | NL | $137K | – | 0.01 |
| CORP. NOTE (CHARLES RIVER LABORATORIES INTERNATIONAL INC) | Long | Debt | US | $46K | – | 0.00 |
| CORPORATE BONDS (PHARMACIA LLC) | Long | Debt | US | $3M | – | 0.28 |
| CORPORATE BONDS (NATIONSTAR MORTGAGE HOLDINGS INC) | Long | Debt | US | $3M | – | 0.26 |
| CORPORATE BONDS (BATH AND BODY WORKS INC) | Long | Debt | US | $3M | – | 0.25 |
| CORPORATE BONDS (TAYLOR MORRISON COMMUNITIES INC) | Long | Debt | US | $3M | – | 0.25 |
| CORPORATE BONDS (PG AND E CORP) | Long | Debt | US | $3M | – | 0.25 |
| CORPORATE BONDS (PETRONAS CAPITAL LTD) | Long | Debt | MY | $2M | – | 0.15 |
| CORPORATE BONDS (CROCS INC) | Long | Debt | US | $1M | – | 0.13 |
| CORPORATE BONDS (STATION CASINOS LLC) | Long | Debt | US | $1M | – | 0.13 |
| CORPORATE BONDS (VMED O2 UK FINANCING I PLC) | Long | Debt | GB | $1M | – | 0.13 |
| CORPORATE BONDS (COMMERCIAL METALS CO) | Long | Debt | US | $1M | – | 0.13 |
| CORPORATE BONDS (CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (ARAMARK SERVICES INC) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (BOYD GAMING CORP) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (ENDEAVOR ENERGY RESOURCES LP / EER FINANCE INC) | Long | Debt | US | $1M | – | 0.11 |
| CORPORATE BONDS (SEAGATE HDD CAYMAN) | Long | Debt | KY | $1M | – | 0.11 |
| CORPORATE BONDS (ARCELORMITTAL SA) | Long | Debt | LU | $1M | – | 0.10 |
| CORPORATE BONDS (LEVI STRAUSS AND CO) | Long | Debt | US | $1M | – | 0.10 |
| CORPORATE BONDS (BUFFALO ENERGY MEXICO HOLDINGS / BUFFALO ENERGY INFRASTRUCTURE / BUFFALO ENERGY) | Long | Debt | MX | $925K | – | 0.08 |
| CORPORATE BONDS (KAZMUNAYGAS NATIONAL CO JSC) | Long | Debt | KZ | $925K | – | 0.08 |
| CORPORATE BONDS (WARNERMEDIA HOLDINGS INC) | Long | Debt | US | $903K | – | 0.08 |
| CORPORATE BONDS (PERTAMINA PERSERO PT) | Long | Debt | ID | $891K | – | 0.08 |
| CORPORATE BONDS (PETRONAS CAPITAL LTD) | Long | Debt | MY | $754K | – | 0.07 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $661K | – | 0.06 |
| CORPORATE BONDS (PETROLEOS DEL PERU SA) | Long | Debt | PE | $529K | – | 0.05 |
| CORPORATE BONDS (UNITED RENTALS NORTH AMERICA INC) | Long | Debt | US | $482K | – | 0.04 |
| CORPORATE BONDS (KAZMUNAYGAS NATIONAL CO JSC) | Long | Debt | KZ | $438K | – | 0.04 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $219K | – | 0.02 |
| CORPORATE BONDS (PETROLEOS MEXICANOS) | Long | Debt | MX | $132K | – | 0.01 |
| CORPORATE BONDS (DRESDNER FUNDING TRUST I) | Long | Debt | US | $108K | – | 0.01 |
| Credit Default Swap Basket Index (INTERCONTINENTAL EXCHANGE INC) | Derivative-credit | US | $4M | – | 0.37 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $7M | – | 0.65 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $7M | – | 0.63 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5M | – | 0.50 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5M | – | 0.50 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $5M | – | 0.48 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $5M | – | 0.48 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $5M | – | 0.46 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $5M | – | 0.46 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5M | – | 0.45 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $5M | – | 0.44 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $5M | – | 0.44 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $5M | – | 0.44 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5M | – | 0.42 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5M | – | 0.42 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $5M | – | 0.42 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $5M | – | 0.42 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $4M | – | 0.35 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $3M | – | 0.32 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $3M | – | 0.27 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $3M | – | 0.27 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $3M | – | 0.25 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $3M | – | 0.24 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $3M | – | 0.24 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $2M | – | 0.23 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $2M | – | 0.22 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $2M | – | 0.21 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $2M | – | 0.19 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $2M | – | 0.17 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $2M | – | 0.17 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $2M | – | 0.15 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $2M | – | 0.14 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $2M | – | 0.14 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $1M | – | 0.12 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $1M | – | 0.12 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $1M | – | 0.11 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $1M | – | 0.11 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $1M | – | 0.11 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $1M | – | 0.10 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $1M | – | 0.10 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $1M | – | 0.09 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $1M | – | 0.09 | |
| CURRENCY FORWARDS (JP MORGANCHASE BANK) | Derivative-foreign exchange | US | $1M | – | 0.09 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $985K | – | 0.09 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $804K | – | 0.07 | |
| CURRENCY FORWARDS (CITIBANK N.A.) | Derivative-foreign exchange | US | $732K | – | 0.07 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $730K | – | 0.07 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $728K | – | 0.07 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $728K | – | 0.07 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $721K | – | 0.07 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $649K | – | 0.06 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $649K | – | 0.06 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $646K | – | 0.06 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $571K | – | 0.05 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $553K | – | 0.05 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $541K | – | 0.05 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $541K | – | 0.05 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $534K | – | 0.05 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $528K | – | 0.05 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $464K | – | 0.04 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $434K | – | 0.04 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $433K | – | 0.04 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $433K | – | 0.04 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $412K | – | 0.04 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $366K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $366K | – | 0.03 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $365K | – | 0.03 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $365K | – | 0.03 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $353K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $353K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $353K | – | 0.03 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $353K | – | 0.03 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $346K | – | 0.03 | |
| CURRENCY FORWARDS (WESTPAC BANKING CORPORATION) | Derivative-foreign exchange | US | $325K | – | 0.03 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $269K | – | 0.02 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $269K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $265K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $265K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $265K | – | 0.02 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $237K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $220K | – | 0.02 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $220K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $216K | – | 0.02 | |
| CURRENCY FORWARDS (STATE STREET B AND T CO) | Derivative-foreign exchange | US | $216K | – | 0.02 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $194K | – | 0.02 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $168K | – | 0.02 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $153K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $137K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $133K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $132K | – | 0.01 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $132K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $127K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $126K | – | 0.01 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $120K | – | 0.01 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $107K | – | 0.01 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $104K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $104K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $103K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $103K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $101K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $101K | – | 0.01 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $101K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $92K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $92K | – | 0.01 | |
| CURRENCY FORWARDS (UBS AG) | Derivative-foreign exchange | US | $92K | – | 0.01 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $90K | – | 0.01 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $81K | – | 0.01 | |
| CURRENCY FORWARDS (BARCLAYS BANK PLC WHOLESALE, LONDON) | Derivative-foreign exchange | GB | $80K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $79K | – | 0.01 | |
| CURRENCY FORWARDS (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-foreign exchange | US | $79K | – | 0.01 | |
| CURRENCY FORWARDS (TORONTO-DOMINION BANK/THE) | Derivative-foreign exchange | CA | $54K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $48K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $48K | – | 0.00 | |
| CURRENCY FORWARDS (GOLDMAN SACHS INTL FX) | Derivative-foreign exchange | US | $48K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $28K | – | 0.00 | |
| CURRENCY FORWARDS (NATWEST MARKETS PLC) | Derivative-foreign exchange | GB | $28K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| CURRENCY FORWARDS (BANK OF AMERICA N.A.) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| CURRENCY FORWARDS (HSBC BANK USA) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| DISC. CP (TARGA RESOURCES CORP) | Long | Short-term investment vehicle | US | $11M | – | 1.04 |
| DISC. CP (AUTONATION INC) | Long | Short-term investment vehicle | US | $9M | – | 0.87 |
| DISC. CP (AVIATION CAPITAL GROUP LLC) | Long | Short-term investment vehicle | US | $8M | – | 0.72 |
| DISC. CP (FMC CORP) | Long | Short-term investment vehicle | US | $6M | – | 0.57 |
| DISC. CP (ALIMENTATION COUCHE-TARD INC) | Long | Short-term investment vehicle | CA | $4M | – | 0.40 |
| DISC. CP (CONAGRA BRANDS INC) | Long | Short-term investment vehicle | US | $4M | – | 0.40 |
| DISC. CP (CONAGRA BRANDS INC) | Long | Short-term investment vehicle | US | $4M | – | 0.38 |
| DISC. CP (UDR INC) | Long | Short-term investment vehicle | US | $4M | – | 0.34 |
| DISC. CP (VW CREDIT INC) | Long | Short-term investment vehicle | US | $4M | – | 0.34 |
| DISC. CP (ALIMENTATION COUCHE-TARD INC) | Long | Short-term investment vehicle | CA | $3M | – | 0.32 |
| DISC. CP (OVINTIV INC) | Long | Short-term investment vehicle | US | $3M | – | 0.32 |
| DISC. CP (MICROCHIP TECHNOLOGY INC) | Long | Short-term investment vehicle | US | $3M | – | 0.31 |
| DISC. CP (ENBRIDGE US INC) | Long | Short-term investment vehicle | US | $3M | – | 0.27 |
| DISC. CP (INTERNATIONAL FLAVORS AND FRAGRANCES INC) | Long | Short-term investment vehicle | US | $3M | – | 0.27 |
| DISC. CP (MARRIOTT INTERNATIONAL INC/MD) | Long | Short-term investment vehicle | US | $3M | – | 0.26 |
| DISC. CP (MICROCHIP TECHNOLOGY INC) | Long | Short-term investment vehicle | US | $3M | – | 0.23 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $5M | – | 0.50 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $3M | – | 0.26 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $880K | – | 0.08 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $814K | – | 0.07 |
| FHLMC CMO IO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $593K | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $576K | – | 0.05 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $479K | – | 0.04 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $444K | – | 0.04 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $377K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $370K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC STRIPS) | Long | ABS-mortgage backed security | US | $295K | – | 0.03 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $204K | – | 0.02 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $190K | – | 0.02 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $89K | – | 0.01 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FHLMC CMO IO (FREDDIE MAC REMICS) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $3M | – | 0.24 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.21 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.19 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| FNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $942K | – | 0.09 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $933K | – | 0.09 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $564K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $511K | – | 0.05 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $490K | – | 0.04 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $327K | – | 0.03 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $284K | – | 0.03 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $194K | – | 0.02 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $121K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $83K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $72K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $69K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $63K | – | 0.01 |
| FNMA CMO IO (FANNIE MAE TRUST 2002-W8) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| FNMA CMO IO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA CMO IO (FANNIE MAE INTEREST STRIP) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA CMO IO (FANNIE MAE GRANTOR TRUST 1998-T2) | Long | ABS-mortgage backed security | US | $56.89 | – | 0.00 |
| FNMA CMO IO (FANNIE MAE REMICS) | Long | ABS-mortgage backed security | US | $1.24 | – | 0.00 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $148M | – | 13.57 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $110M | – | 10.05 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $60M | – | 5.48 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $35M | – | 3.19 |
| FNMA TBA (FANNIE MAE POOL) | Short | ABS-mortgage backed security | US | $25M | – | 2.26 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.82 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $9M | – | 0.81 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $6M | – | 0.57 |
| FNMA TBA (FANNIE MAE POOL) | Long | ABS-mortgage backed security | US | $5M | – | 0.47 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GII30 (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $7M | – | 0.66 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4M | – | 0.39 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $4M | – | 0.33 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.32 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.31 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.30 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.27 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.22 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.20 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.18 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.17 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.16 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.13 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.12 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.11 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $981K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $971K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $940K | – | 0.09 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $920K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $920K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $879K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $875K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $873K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $871K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $860K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $850K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $848K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $839K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $835K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $835K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $832K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $828K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $822K | – | 0.08 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $804K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $798K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $796K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $794K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $789K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $768K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $763K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $756K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $754K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $724K | – | 0.07 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $701K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $672K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $663K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $638K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $608K | – | 0.06 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $569K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $566K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $566K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $562K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $550K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $541K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $524K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $512K | – | 0.05 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $487K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $486K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $476K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $420K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $415K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $412K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $401K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $400K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $400K | – | 0.04 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $370K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $325K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $316K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $313K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $300K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $281K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $281K | – | 0.03 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $266K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $261K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $233K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $173K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $167K | – | 0.02 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $156K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $127K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $124K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $106K | – | 0.01 |
| GNMA CMO IO | Long | ABS-mortgage backed security | US | $306.13 | – | 0.00 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $43M | – | 3.91 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $32M | – | 2.90 |
| GNMA TBA (GINNIE MAE I POOL) | Long | ABS-mortgage backed security | US | $28M | – | 2.53 |
| GNMA TBA (GINNIE MAE I POOL) | Short | ABS-mortgage backed security | US | $3M | – | 0.25 |
| GOVERNMENT BOND (SULTANATE OF OMAN) | Long | Debt | OM | $4M | – | 0.39 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $4M | – | 0.35 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $3M | – | 0.30 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $3M | – | 0.30 |
| GOVERNMENT BOND (REPUBLIC OF TURKIYE/THE) | Long | Debt | TR | $3M | – | 0.26 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $3M | – | 0.24 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $2M | – | 0.22 |
| GOVERNMENT BOND (REPUBLIC OF SERBIA) | Long | Debt | RS | $2M | – | 0.21 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $2M | – | 0.20 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $2M | – | 0.18 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $2M | – | 0.17 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $2M | – | 0.16 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $2M | – | 0.15 |
| GOVERNMENT BOND (UNITED ARAB EMIRATES) | Long | Debt | AE | $1M | – | 0.13 |
| GOVERNMENT BOND (REPUBLIC OF KENYA) | Long | Debt | KE | $1M | – | 0.13 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $1M | – | 0.13 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $1M | – | 0.13 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $1M | – | 0.13 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $1M | – | 0.12 |
| GOVERNMENT BOND (REPUBLIC OF COTE D'IVOIRE) | Long | Debt | CI | $1M | – | 0.12 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $1M | – | 0.12 |
| GOVERNMENT BOND (KINGDOM OF SAUDI ARABIA) | Long | Debt | SA | $1M | – | 0.12 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.12 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $1M | – | 0.11 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $1M | – | 0.11 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.11 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $1M | – | 0.11 |
| GOVERNMENT BOND (REPUBLIC OF SERBIA) | Long | Debt | RS | $1M | – | 0.11 |
| GOVERNMENT BOND (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $1M | – | 0.10 |
| GOVERNMENT BOND (KINGDOM OF BAHRAIN) | Long | Debt | BH | $1M | – | 0.10 |
| GOVERNMENT BOND (REPUBLIC OF COSTA RICA) | Long | Debt | CR | $1M | – | 0.09 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.09 |
| GOVERNMENT BOND (FEDERATIVE REPUBLIC OF BRAZIL) | Long | Debt | BR | $1M | – | 0.09 |
| GOVERNMENT BOND (REPUBLIC OF ANGOLA) | Long | Debt | AO | $965K | – | 0.09 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $963K | – | 0.09 |
| GOVERNMENT BOND (REPUBLIC OF GHANA) | Long | Debt | GH | $933K | – | 0.09 |
| GOVERNMENT BOND (NIGERIA GOVERNMENT) | Long | Debt | NG | $913K | – | 0.08 |
| GOVERNMENT BOND (REPUBLIC OF CHILE) | Long | Debt | CL | $898K | – | 0.08 |
| GOVERNMENT BOND (SOCIALIST REPUBLIC OF VIETNAM) | Long | Debt | VN | $894K | – | 0.08 |
| GOVERNMENT BOND (REPUBLIC OF COSTA RICA) | Long | Debt | CR | $885K | – | 0.08 |
| GOVERNMENT BOND (NIGERIA GOVERNMENT) | Long | Debt | NG | $880K | – | 0.08 |
| GOVERNMENT BOND (REPUBLIC OF GUATEMALA) | Long | Debt | GT | $879K | – | 0.08 |
| GOVERNMENT BOND (REPUBLIC OF TRINIDAD AND TOBAGO) | Long | Debt | TT | $876K | – | 0.08 |
| GOVERNMENT BOND (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $866K | – | 0.08 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $862K | – | 0.08 |
| GOVERNMENT BOND (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $860K | – | 0.08 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $846K | – | 0.08 |
| GOVERNMENT BOND (HASHEMITE KINGDOM OF JORDAN) | Long | Debt | JO | $840K | – | 0.08 |
| GOVERNMENT BOND (REPUBLIC OF THE PHILIPPINES) | Long | Debt | PH | $787K | – | 0.07 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $783K | – | 0.07 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $767K | – | 0.07 |
| GOVERNMENT BOND (REPUBLIC OF THE PHILIPPINES) | Long | Debt | PH | $764K | – | 0.07 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $748K | – | 0.07 |
| GOVERNMENT BOND (REPUBLIC OF SERBIA) | Long | Debt | RS | $709K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF TURKIYE/THE) | Long | Debt | TR | $704K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF SERBIA) | Long | Debt | RS | $697K | – | 0.06 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $695K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $694K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $684K | – | 0.06 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $675K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF EL SALVADOR) | Long | Debt | SV | $641K | – | 0.06 |
| GOVERNMENT BOND (GABONESE REPUBLIC) | Long | Debt | GA | $628K | – | 0.06 |
| GOVERNMENT BOND (REPUBLIC OF THE PHILIPPINES) | Long | Debt | PH | $517K | – | 0.05 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $478K | – | 0.04 |
| GOVERNMENT BOND (KINGDOM OF MOROCCO) | Long | Debt | MA | $475K | – | 0.04 |
| GOVERNMENT BOND (ORIENTAL REPUBLIC OF URUGUAY) | Long | Debt | UY | $470K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $469K | – | 0.04 |
| GOVERNMENT BOND (GOVERNMENT OF MONGOLIA) | Long | Debt | MN | $468K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF SERBIA) | Long | Debt | RS | $466K | – | 0.04 |
| GOVERNMENT BOND (UKRAINE) | Long | Debt | UA | $462K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF MOZAMBIQUE) | Long | Debt | MZ | $453K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF ANGOLA) | Long | Debt | AO | $449K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF UZBEKISTAN) | Long | Debt | UZ | $443K | – | 0.04 |
| GOVERNMENT BOND (DOMINICAN REPUBLIC) | Long | Debt | DO | $435K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF SOUTH AFRICA) | Long | Debt | ZA | $435K | – | 0.04 |
| GOVERNMENT BOND (GOVERNMENT OF JAMAICA/THE) | Long | Debt | JM | $433K | – | 0.04 |
| GOVERNMENT BOND (ROMANIA) | Long | Debt | RO | $408K | – | 0.04 |
| GOVERNMENT BOND (UNITED MEXICAN STATES) | Long | Debt | MX | $405K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF PANAMA) | Long | Debt | PA | $404K | – | 0.04 |
| GOVERNMENT BOND (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $399K | – | 0.04 |
| GOVERNMENT BOND (KINGDOM OF MOROCCO) | Long | Debt | MA | $381K | – | 0.03 |
| GOVERNMENT BOND (GOVERNMENT OF MONGOLIA) | Long | Debt | MN | $340K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $339K | – | 0.03 |
| GOVERNMENT BOND (REPUBLIC OF BENIN) | Long | Debt | BJ | $252K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF INDONESIA) | Long | Debt | ID | $225K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF HONDURAS) | Long | Debt | HN | $219K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF SENEGAL) | Long | Debt | SN | $218K | – | 0.02 |
| GOVERNMENT BOND (REPUBLIC OF PARAGUAY) | Long | Debt | PY | $194K | – | 0.02 |
| GOVERNMENT FUTURES (CHICAGO BOARD OF TRADE) | Derivative-interest rate | US | $19M | – | 1.72 | |
| GOVERNMENT FUTURES (EUREX DEUTSCHLAND) | Derivative-interest rate | DE | $9M | – | 0.83 | |
| GOVT FLOATER (ARGENTINE REPUBLIC/THE) | Long | Debt | AR | $1M | – | 0.10 |
| GOVT FLOATER (ARGENTINE REPUBLIC/THE) | Long | Debt | AR | $698K | – | 0.06 |
| GOVT FLOATER (REPUBLIC OF ECUADOR) | Long | Debt | EC | $515K | – | 0.05 |
| GOVT FLOATER (REPUBLIC OF ECUADOR) | Long | Debt | EC | $143K | – | 0.01 |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $12M | – | 1.06 | |
| Interest Rate Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $8M | – | 0.75 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $7M | – | 0.66 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.13 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $1M | – | 0.09 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $947K | – | 0.09 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $859K | – | 0.08 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $746K | – | 0.07 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $665K | – | 0.06 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $616K | – | 0.06 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $447K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $396K | – | 0.04 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $352K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $315K | – | 0.03 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $258K | – | 0.02 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $256K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $232K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $211K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $209K | – | 0.02 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $163K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $160K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $155K | – | 0.01 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $147K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $135K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $98K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $91K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $80K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $80K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $74K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $67K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $62K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $57K | – | 0.01 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $55K | – | 0.00 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $53K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $49K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $43K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $40K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $39K | – | 0.00 | |
| Interest Rate Swap (JP MORGANCHASE BANK) | Derivative-interest rate | US | $38K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $35K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $33K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $33K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $31K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $24K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $23K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $19K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $15K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $14K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $12K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $10K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $3K | – | 0.00 | |
| Interest Rate Swap (CHICAGO MERCANTILE EXCHANGE INC.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $991.17 | – | 0.00 | |
| Interest Rate Swap (LCH Limited) | Derivative-interest rate | US | $20.21 | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $3M | – | 0.24 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $2M | – | 0.23 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2M | – | 0.18 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $2M | – | 0.16 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $2M | – | 0.14 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $1M | – | 0.13 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $1M | – | 0.13 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $1M | – | 0.13 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $913K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $879K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $855K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $851K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $829K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $827K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $822K | – | 0.08 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $751K | – | 0.07 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $722K | – | 0.07 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $632K | – | 0.06 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $492K | – | 0.04 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $346K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $316K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $280K | – | 0.03 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $259K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $250K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $242K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $236K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $210K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $193K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $191K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $183K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $175K | – | 0.02 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $162K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $157K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $154K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $144K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $134K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $124K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $116K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $90K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $88K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $86K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $85K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $79K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $78K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $77K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $77K | – | 0.01 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $54K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $39K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $39K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $39K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (BANK OF AMERICA N.A.) | Derivative-credit | US | $34K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $29K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $28K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $28K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $26K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $25K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $15K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $13K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $13K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (CITIGROUP GLOBAL MARKETS INC) | Derivative-credit | US | $13K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $9K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $7K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $6K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $4K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (J.P. MORGAN SECURITIES, LLC) | Derivative-credit | US | $3K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (GOLDMAN SACHS INTERNATIONAL) | Derivative-credit | US | $2K | – | 0.00 | |
| Mortgage Backed Swap Basket Index (MERRILL LYNCH INTERNATIONAL) | Derivative-credit | GB | $806.87 | – | 0.00 | |
| PERPETUAL BONDS (ELECTRICITE DE FRANCE SA) | Long | Debt | FR | $1M | – | 0.13 |
| SHORT TERM INV FUND (PUTNAM SHORT TERM INVESTMENT FUND) | Long | Short-term investment vehicle | US | $213M | 213M | 19.51 |
| SHORT TERM INV FUND (State Street Institutional U.S. Government Money Market Fund, Premier Class) | Long | Short-term investment vehicle | US | $44M | 44M | 4.02 |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $3M | – | 0.25 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $3M | – | 0.23 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $2M | – | 0.22 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $2M | – | 0.15 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $1M | – | 0.11 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $464K | – | 0.04 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $369K | – | 0.03 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $366K | – | 0.03 | |
| SWAPTION (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-interest rate | US | $249K | – | 0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $141K | – | 0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $141K | – | 0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $89K | – | 0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $70K | – | 0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $43K | – | 0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $37K | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $36K | – | 0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $10K | – | 0.00 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $2K | – | 0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-29K | – | -0.00 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-32K | – | -0.00 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-44K | – | -0.00 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-78K | – | -0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-97K | – | -0.01 | |
| SWAPTION (DEUTSCHE BANK AG) | Derivative-interest rate | US | $-118K | – | -0.01 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-140K | – | -0.01 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-143K | – | -0.01 | |
| SWAPTION (BANK OF AMERICA N.A.) | Derivative-interest rate | US | $-202K | – | -0.02 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $-247K | – | -0.02 | |
| SWAPTION (CITIBANK N.A.) | Derivative-interest rate | US | $-345K | – | -0.03 | |
| SWAPTION (GOLDMAN SACHS INTERNATIONAL) | Derivative-interest rate | US | $-358K | – | -0.03 | |
| SWAPTION (UBS AG) | Derivative-interest rate | US | $-499K | – | -0.05 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-588K | – | -0.05 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-662K | – | -0.06 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-669K | – | -0.06 | |
| SWAPTION (JP MORGANCHASE BANK) | Derivative-interest rate | US | $-783K | – | -0.07 | |
| Total Return Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $13M | – | 1.17 | |
| Total Return Swap (MORGAN STANLEY AND CO. INTERNATIONAL) | Derivative-credit | US | $12M | – | 1.14 | |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $5M | – | 0.42 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $1M | – | 0.12 |
| U.S. T BILLS (UNITED STATES OF AMERICA) | Long | Debt | US | $688K | – | 0.06 |
| U.S. T. BOND (UNITED STATES OF AMERICA) | Long | Debt | US | $801K | – | 0.07 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $140K | – | 0.01 |
| U.S. T. NOTE (UNITED STATES OF AMERICA) | Long | Debt | US | $20K | – | 0.00 |
| VAR.RT. CORP. BONDS (JPMORGAN CHASE AND CO) | Long | Debt | US | $6M | – | 0.56 |
| VAR.RT. CORP. BONDS (MORGAN STANLEY) | Long | Debt | US | $3M | – | 0.27 |
| VAR.RT. CORP. BONDS (BANK OF AMERICA CORP) | Long | Debt | US | $3M | – | 0.27 |
| VAR.RT. CORP. BONDS (WELLS FARGO AND CO) | Long | Debt | US | $2M | – | 0.14 |
| VAR.RT. CORP. BONDS (UBS GROUP AG) | Long | Debt | CH | $1M | – | 0.10 |
Address
Putnam Diversified Income Trust
100 FEDERAL STREET
BOSTON
Massachusetts
02110
United States of America
Websites
Directors
Williams Murphy Jennifer
Pillai Marie
Ahamed Liaquat
Baumann Barbara M
Domotorffy Katinka
Hill Catharine Bond
Leibler Kenneth R
Putnam, III George
Reynolds Robert L
Singh Manoj P
Sutphen Mona K
Transfer Agents
Putnam Investor Services, Inc.
Pricing Services
ICE Data Services (Corp)
Markit
ICE Data Services (Convert)
Reuters (Corp)
Reuters (loan)
PRICESERVE
Reuters
JPM Pricing Direct
PDVENDOR
MARKIT
Custodians
State Street Bank and Trust Company
Shareholder Servicing Agents
Putnam Investor Services, Inc.
Admins
N/A
Brokers
CITI - CITIBANK, N.A.
JPMS - J.P. MORGAN SECURITIES, LLC.