The Pioneer Funds > Pioneer Series Trust XIV
Pioneer Strategic Income Fund
$3.47B
Avg Monthly Net Assets
$3.71B
Total Assets
$546.27M
Total Liabilities
$3.16B
Net Assets
Pioneer Strategic Income Fund is a Mutual Fund in Pioneer Series Trust XIV
from The Pioneer Funds,
based in Massachusetts,
United States of America.
The fund has five share classes
and monthly net assets of $3.47B.
On August 23rd, 2024 it reported 1,175 holdings, the largest
being Dreyfus Government Cash Management (5.8%), Fannie Mae or Freddie Mac (2.4%) and Fannie Mae or Freddie Mac (2.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Pioneer Strategic Income Fund: Class A | C000028124 | PSRAX | |
| Pioneer Strategic Income Fund: Class C | C000028126 | PSRCX | |
| Pioneer Strategic Income Fund: Class K | C000123840 | STRKX | |
| Pioneer Strategic Income Fund: Class R | C000028128 | STIRX | |
| Pioneer Strategic Income Fund: Class Y | C000028127 | STRYX |
Holdings
From latest NPORT-P, filed August 23rd, 2024 for period ending June 28th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 10 YEAR US TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $1M | – | 0.03 | |
| 10 YEAR US ULTRA TREASURY BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-89K | – | -0.00 | |
| 2001 Cat RE Ltd | Long | Debt | BM | $499K | – | 0.02 |
| 321 Henderson Receivables III LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $499K | – | 0.02 |
| 321 Henderson Receivables III LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $490K | – | 0.02 |
| 3R Lux SARL | Long | Debt | LU | $4M | – | 0.12 |
| 522 Funding CLO 2019-5 Ltd (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| ABN AMRO Bank NV | Long | Debt | NL | $17M | – | 0.54 |
| ABRA Global Finance | Long | Debt | KY | $12M | – | 0.37 |
| Accelerated Assets 2018-1 LLC (Accelerated Assets LLC) | Long | ABS-other | US | $554K | – | 0.02 |
| Accelerated Assets 2018-1 LLC (Accelerated Assets LLC) | Long | ABS-other | US | $391K | – | 0.01 |
| Access Bank PLC | Long | Debt | NG | $5M | – | 0.16 |
| Adare Re 2022-2 | Long | Debt | BM | $2M | – | 0.06 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust (AERCAP IRELAND CAP/GLOBA) | Long | Debt | IE | $16M | – | 0.51 |
| Affirm Asset Securitization Trust 2024-X1 (Affirm Inc) | Long | ABS-other | US | $8M | – | 0.24 |
| Ahlstrom Holding 3 Oy (AHLSTROM HLDG 3 OY) | Long | Debt | FI | $23K | – | 0.00 |
| Aker BP ASA | Long | Debt | NO | $15M | – | 0.46 |
| Alamo Re Ltd | Long | Debt | BM | $996K | – | 0.03 |
| Alamo Re Ltd | Long | Debt | BM | $490K | – | 0.02 |
| Alamo Re Ltd | Long | Debt | BM | $246K | – | 0.01 |
| Alen 2021-ACEN Mortgage Trust | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $7M | – | 0.22 |
| Algonquin Power & Utilities Corp (ALGONQUIN PWR & UTILITY) | Long | Debt | CA | $1M | – | 0.04 |
| Allied Universal Holdco LLC | Long | Debt | US | $1M | – | 0.04 |
| Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl (ATLAS LUXCO 4 / ALL UNI) | Long | Debt | $2M | – | 0.06 | |
| Allwyn Entertainment Financing UK PLC | Long | Debt | GB | $2M | – | 0.08 |
| Ally Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $3M | – | 0.09 |
| Alta Wind Holdings LLC | Long | Debt | US | $560K | – | 0.02 |
| Altice France SA | Long | Debt | FR | $7M | – | 0.21 |
| Altice France SA | Long | Debt | FR | $1M | – | 0.04 |
| Altice France SA | Long | Debt | FR | $310K | – | 0.01 |
| Alturas Re 2020-3, 9/30/24 | Long | Debt | BM | $0 | – | – |
| Alturas Re 2021-3, 7/31/25 | Long | Debt | BM | $11K | – | 0.00 |
| Alturas Re 2022-2, 12/31/2027 | Long | Debt | BM | $183K | – | 0.01 |
| Amaggi Luxembourg International Sarl (AMAGGI LUX INTL SARL) | Long | Debt | LU | $7M | – | 0.22 |
| American Airlines 2021-1 Class B Pass Through Trust (AMER AIRLINE 21-1B PTT) | Long | Debt | US | $1M | – | 0.04 |
| AmeriTex HoldCo Intermediate LLC | Long | Debt | US | $3M | – | 0.10 |
| Amur Equipment Finance Receivables X LLC (AXIS Equipment Finance Receiva) | Long | ABS-other | US | $2M | – | 0.07 |
| Amur Equipment Finance Receivables XI LLC (AXIS Equipment Finance Receiva) | Long | ABS-other | US | $1M | – | 0.04 |
| Amur Equipment Finance Receivables XII LLC (AXIS Equipment Finance Receiva) | Long | ABS-other | US | $5M | – | 0.17 |
| Amur Equipment Finance Receivables XIII LLC (AXIS Equipment Finance Receiva) | Long | ABS-other | US | $5M | – | 0.16 |
| Anglo American Capital PLC | Long | Debt | GB | $3M | – | 0.10 |
| AngloGold Ashanti Holdings PLC (ANGLOGOLD HOLDINGS PLC) | Long | Debt | IM | $4M | – | 0.13 |
| Angolan Government International Bond (REPUBLIC OF ANGOLA) | Long | Debt | AO | $6M | – | 0.18 |
| Aquila Re I Ltd Series 2023-1 (AQUILA RE LTD 2023-1) | Long | Debt | BM | $761K | – | 0.02 |
| Aquila Re I Ltd Series 2023-1 (AQUILA RE LTD 2023-1) | Long | Debt | BM | $497K | – | 0.02 |
| AREIT 2022-CRE6 Trust (AREIT CRE Trust) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.11 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $2M | – | 0.08 |
| Argentine Republic Government International Bond (REPUBLIC OF ARGENTINA) | Long | Debt | AR | $201K | – | 0.01 |
| Arivo Acceptance Auto Loan Receivables Trust 2022-1 | Long | ABS-other | US | $2M | – | 0.06 |
| ASCENT CLASS A COMMON STO | Long | Equity-common | US | $957K | 96K | 0.03 |
| ASG Finance Designated Activity Co | Long | Debt | IE | $6M | – | 0.18 |
| Ashtead Capital Inc | Long | Debt | US | $5M | – | 0.17 |
| Ashtead Capital Inc | Long | Debt | US | $2M | – | 0.06 |
| Assurant CLO IV LTD (522 Funding CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| Atlas Capital DAC | Long | Debt | IE | $1M | – | 0.04 |
| Atlas Capital DAC | Long | Debt | IE | $786K | – | 0.02 |
| Auna SAA | Long | Debt | PE | $7M | – | 0.23 |
| Australia & New Zealand Banking Group Ltd (AUST & NZ BANKING GROUP) | Long | Debt | AU | $9M | – | 0.29 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $13M | – | 0.42 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $12M | – | 0.37 |
| Avolon Holdings Funding Ltd (AVOLON HOLDINGS FNDG LTD) | Long | Debt | KY | $455K | – | 0.01 |
| B2R Mortgage Trust 2015-1 | Long | ABS-other | US | $553K | – | 0.02 |
| Ballybunion Re 2022 | Long | Debt | BM | $0 | – | – |
| BALLYBUNION RE 2023 | Long | Debt | BM | $1M | – | 0.04 |
| Banco Bilbao Vizcaya Argentaria SA | Long | Debt | ES | $15M | – | 0.46 |
| Banco Mercantil del Norte SA/Grand Cayman (BANCO MERCANTIL DE NORTE) | Long | Debt | MX | $3M | – | 0.11 |
| Banco Santander SA | Long | Debt | ES | $7M | – | 0.22 |
| Banco Santander SA | Long | Debt | ES | $7M | – | 0.22 |
| Banco Santander SA | Long | Debt | ES | $5M | – | 0.17 |
| Bank of New York Mellon Corp/The (BANK OF NY MELLON CORP) | Long | Debt | US | $4M | – | 0.12 |
| Bank of Nova Scotia/The | Long | Debt | CA | $7M | – | 0.24 |
| Banque Ouest Africaine de Developpement | Long | Debt | $7M | – | 0.23 | |
| Bantry Re 2021, 12/31/24 | Long | Debt | BM | $39K | – | 0.00 |
| BANTRY RE 2024 | Long | Debt | BM | $5M | – | 0.17 |
| Barclays PLC | Long | Debt | GB | $14M | – | 0.45 |
| Barclays PLC | Long | Debt | GB | $6M | – | 0.19 |
| Barclays PLC | Long | Debt | GB | $4M | – | 0.13 |
| BAT Capital Corp | Long | Debt | US | $10M | – | 0.33 |
| Battalion CLO IX Ltd (Battalion CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| Baytex Energy Corp | Long | Debt | CA | $6M | – | 0.19 |
| Baytex Energy Corp | Long | Debt | CA | $3M | – | 0.10 |
| Bayview Commercial Asset Trust 2007-2 | Long | ABS-mortgage backed security | US | $0.45 | – | 0.00 |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2 | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| BDS 2020-FL5 LTD (BDS Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Belden Inc | Long | Debt | US | $4M | – | 0.14 |
| Belden Inc | Long | Debt | US | $2M | – | 0.07 |
| Benchmark 2020-IG3 Mortgage Trust (BENCHMARK Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Bentley Systems Inc | Long | Debt | US | $2M | – | 0.06 |
| Berwick Re 2020-1, 12/31/23 | Long | Debt | BM | $14K | – | 0.00 |
| BERWICK RE 2024 | Long | Debt | BM | $3M | – | 0.08 |
| BINOM Securitization Trust 2022-RPL1 | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Blackbird Capital II Aircraft Lease Ltd (Blackbird Capital Aircraft) | Long | ABS-other | US | $3M | – | 0.09 |
| Block Inc | Long | Debt | US | $11M | – | 0.34 |
| Blue Ridge Re Ltd | Long | Debt | BM | $1M | – | 0.04 |
| Blue Ridge Re Ltd | Long | Debt | BM | $493K | – | 0.02 |
| BNP Paribas SA | Long | Debt | FR | $5M | – | 0.16 |
| Boeing Co/The | Long | Debt | US | $5M | – | 0.15 |
| Boeing Co/The | Long | Debt | US | $4M | – | 0.11 |
| Bonanza RE Ltd | Long | Debt | BM | $724K | – | 0.02 |
| Bonanza RE Ltd | Long | Debt | BM | $251K | – | 0.01 |
| Bonanza RE Ltd | Long | Debt | BM | $236K | – | 0.01 |
| BPCE SA | Long | Debt | FR | $8M | – | 0.25 |
| BPCE SA | Long | Debt | FR | $6M | – | 0.18 |
| BPCE SA | Long | Debt | FR | $5M | – | 0.16 |
| Brean Asset Backed Securities Trust 2021-RM1 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Brean Asset Backed Securities Trust 2021-RM2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Brink's Co/The | Long | Debt | US | $859K | – | 0.03 |
| BSREP Commercial Mortgage Trust 2021-DC | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| BX Trust 2021-ARIA | Long | ABS-mortgage backed security | US | $9M | – | 0.28 |
| CAB SELAS | Long | Debt | FR | $4M | – | 0.12 |
| CAD/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $8K | – | 0.00 | |
| CaixaBank SA | Long | Debt | ES | $16M | – | 0.51 |
| CaixaBank SA | Long | Debt | ES | $3M | – | 0.09 |
| Cape Lookout Re Ltd | Long | Debt | BM | $1M | – | 0.03 |
| Capital Funding Mortgage Trust | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Capital One Financial Corp | Long | Debt | US | $10M | – | 0.32 |
| Capital One Financial Corp | Long | Debt | US | $5M | – | 0.17 |
| CARLYLE US CLO 2019-4 LTD (Carlyle Global Market Strategi) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| Carnival Corp | Long | Debt | PA | $7M | – | 0.22 |
| Cascade Funding Mortgage Trust 2019-RM3 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Cascade MH Asset Trust 2021-MH1 | Long | ABS-other | US | $3M | – | 0.10 |
| Cascade MH Asset Trust 2021-MH1 | Long | ABS-other | US | $2M | – | 0.06 |
| Catskill Park CLO Ltd (Catskill Park CLO, LTD.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $5M | – | 0.16 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $3M | – | 0.10 |
| CCO Holdings LLC / CCO Holdings Capital Corp (CCO HLDGS LLC/CAP CORP) | Long | Debt | US | $2M | – | 0.06 |
| CDS CDX.NA.HY.42.V1 (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-31M | – | -0.98 | |
| CDS DARDEN RESTAURANTS, INC. (INTERCONTINENTAL EXCHANGE, INC.) | Derivative-credit | US | $-54K | – | -0.00 | |
| CFMT 2024-HB14 LLC (Cascade Funding Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Champions Financing Inc | Long | Debt | US | $5M | – | 0.15 |
| Charles Schwab Corp/The | Long | Debt | US | $5M | – | 0.16 |
| Choice Hotels International Inc (CHOICE HOTELS INTL INC) | Long | Debt | US | $2M | – | 0.05 |
| Cidron Aida Finco Sarl | Long | Debt | LU | $2M | – | 0.08 |
| CIM Trust 2021-J2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| CITGO Petroleum Corp | Long | Debt | US | $2M | – | 0.07 |
| Citigroup Mortgage Loan Trust 2018-RP3 | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| CITIGROUP MORTGAGE LOAN TRUST 2021-INV2 | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| Citigroup Mortgage Loan Trust Inc | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Citizens Financial Group Inc | Long | Debt | US | $4M | – | 0.13 |
| Citizens Financial Group Inc | Long | Debt | US | $2M | – | 0.07 |
| Ciudad Autonoma De Buenos Aires/Government Bonds (CITY OF BUENOS AIRES) | Long | Debt | AR | $8M | – | 0.26 |
| CNO Financial Group Inc | Long | Debt | US | $11M | – | 0.34 |
| Coeur Mining Inc | Long | Debt | US | $11M | – | 0.35 |
| Cologix Canadian Issuer LP (Cologix Data Centers Issuer LL) | Long | ABS-other | CA | $5M | – | 0.16 |
| Colombia Government International Bond (REPUBLIC OF COLOMBIA) | Long | Debt | CO | $4M | – | 0.12 |
| COMM 2014-CCRE19 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $241.98 | – | 0.00 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| COMM 2020-CBM Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| COMM 2020-CX Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Commercial Equipment Finance 2021-A LLC (Commerical Equipment Finance 2) | Long | ABS-other | US | $2M | – | 0.08 |
| Commonbond Student Loan Trust 2017-B-GS | Long | ABS-other | US | $61K | – | 0.00 |
| Commonwealth RE Ltd | Long | Debt | BM | $747K | – | 0.02 |
| CommScope Inc | Long | Debt | US | $3M | – | 0.09 |
| Connecticut Avenue Securities Trust 2020-SBT1 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Connecticut Avenue Securities Trust 2020-SBT1 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Connecticut Avenue Securities Trust 2022-R02 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $17M | – | 0.55 |
| Connecticut Avenue Securities Trust 2024-R03 (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Continental Finance Credit Card ABS Master Trust (Continental Finance Credit Cre) | Long | ABS-other | US | $7M | – | 0.21 |
| Continental Finance Credit Card ABS Master Trust (Continental Finance Credit Cre) | Long | ABS-other | US | $3M | – | 0.09 |
| Cougar JV Subsidiary LLC | Long | Debt | US | $3M | – | 0.09 |
| Credito Real SAB de CV SOFOM ER | Long | Debt | MX | $641K | – | 0.02 |
| Crossroads Asset Trust 2021-A | Long | ABS-other | US | $998K | – | 0.03 |
| Cruise Yacht Upper HoldCo Ltd | Long | Debt | MT | $2M | – | 0.06 |
| CSAIL 2015-C1 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| CSAIL 2015-C4 Commercial Mortgage Trust (CSAIL Commercial Mortgage Trus) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| CSC Holdings LLC | Long | Debt | US | $2M | – | 0.07 |
| CSC Holdings LLC | Long | Debt | US | $836K | – | 0.03 |
| CSFB Mortgage-Backed Pass-Through Certificates Series 2003-17 (Credit Suisse First Boston Mor) | Long | ABS-mortgage backed security | US | $3.97 | – | 0.00 |
| CSMC 2021-RPL2Trust (Credit Suisse Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Darden Restaurants Inc | Long | Debt | US | $13M | – | 0.42 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $7M | – | 0.22 |
| DataBank Issuer (DataBank Issuer LLC) | Long | ABS-other | US | $2M | – | 0.07 |
| Desarrolladora Homex SAB de CV | Long | Equity-common | MX | $445.27 | 1M | 0.00 |
| Development Bank of Kazakhstan JSC | Long | Debt | KZ | $2M | – | 0.08 |
| DIGICEL INTL FIN LTD Common Equity | Long | Equity-common | US | $87K | 44K | 0.00 |
| Dominican Republic International Bond | Long | Debt | DO | $3M | – | 0.10 |
| DraftKings Holdings Inc | Long | Debt | US | $10M | – | 0.32 |
| Dreyfus Government Cash Management | Long | Short-term investment vehicle | US | $184M | 184M | 5.81 |
| Eagle RE 2023-1 Ltd (Eagle Re Ltd) | Long | ABS-mortgage backed security | BM | $9M | – | 0.27 |
| Easton Re Ltd | Long | Debt | BM | $244K | – | 0.01 |
| ECCLESTON RE 2023 | Long | Debt | BM | $309K | – | 0.01 |
| Eden Re II Ltd | Long | Debt | BM | $3M | – | 0.10 |
| Eden Re II Ltd | Long | Debt | BM | $261K | – | 0.01 |
| Eden Re II Ltd | Long | Debt | BM | $216K | – | 0.01 |
| Eden Re II Ltd | Long | Debt | BM | $101K | – | 0.00 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $4M | – | 0.14 |
| Egypt Government International Bond (ARAB REPUBLIC OF EGYPT) | Long | Debt | EG | $2M | – | 0.06 |
| Egypt Treasury Bills | Long | Debt | EG | $12M | – | 0.37 |
| Egypt Treasury Bills | Long | Debt | EG | $5M | – | 0.17 |
| Emerald Plantation Holdings Ltd | Long | Equity-common | HK | $0 | 163K | – |
| Enbridge Inc | Long | Debt | CA | $7M | – | 0.22 |
| Enbridge Inc | Long | Debt | CA | $6M | – | 0.18 |
| Enbridge Inc | Long | Debt | CA | $6M | – | 0.17 |
| Enbridge Inc | Long | Debt | CA | $5M | – | 0.15 |
| Endo Finance Holdings Inc | Long | Debt | US | $888K | – | 0.03 |
| ENDO FINANCE HOLDINGS INC | Long | Loan | US | $1M | – | 0.04 |
| Endo Inc | Long | Equity-common | US | $352K | 12K | 0.01 |
| Enerflex Ltd | Long | Debt | CA | $6M | – | 0.18 |
| Energean Israel Finance Ltd | Long | Debt | IL | $5M | – | 0.15 |
| Energean PLC | Long | Debt | GB | $4M | – | 0.12 |
| Energizer Gamma Acquisition BV (ENERGIZER GAMMA ACQ BV) | Long | Debt | NL | $6M | – | 0.19 |
| Energy Transfer LP | Long | Debt | US | $18M | – | 0.58 |
| Energy Transfer LP | Long | Debt | US | $2M | – | 0.05 |
| EnLink Midstream Partners LP | Long | Debt | US | $13M | – | 0.42 |
| EnLink Midstream Partners LP | Long | Debt | US | $3M | – | 0.11 |
| Essex Portfolio LP | Long | Debt | US | $2M | – | 0.06 |
| EUR/SEK FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $371K | – | 0.01 | |
| EUR/USD FORWARD (Bank of America, National Association) | Derivative-foreign exchange | US | $56K | – | 0.00 | |
| EUR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| EURO-BUND (EUREX CLEARING AKTIENGESELLSCHAFT) | Derivative-interest rate | DE | $-878K | – | -0.03 | |
| European Bank for Reconstruction & Development (EUROPEAN BK RECON & DEV) | Long | Debt | $6M | – | 0.19 | |
| ExteNet LLC 2019-1 (ExteNet Systems) | Long | ABS-other | US | $6M | – | 0.19 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $77M | – | 2.43 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $75M | – | 2.38 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $71M | – | 2.25 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $57M | – | 1.79 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $53M | – | 1.68 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $44M | – | 1.40 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $31M | – | 1.00 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $903K | – | 0.03 |
| Fannie Mae or Freddie Mac | Long | ABS-mortgage backed security | US | $879K | – | 0.03 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-25M | – | -0.79 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-31M | – | -1.00 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-77M | – | -2.43 |
| Fannie Mae or Freddie Mac | Short | ABS-mortgage backed security | US | $-87M | – | -2.74 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $33M | – | 1.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.56 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $15M | – | 0.46 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $14M | – | 0.44 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $12M | – | 0.38 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.30 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.29 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 0.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $998K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $848K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $838K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $830K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $763K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $734K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $712K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $663K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $588K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $574K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $572K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $571K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $523K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $519K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $518K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $488K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $479K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $477K | – | 0.02 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $467K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $460K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $441K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $429K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $401K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $397K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $347K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $340K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $315K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $293K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $276K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $271K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $268K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $253K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $248K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $242K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $225K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $212K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $201K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $199K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $197K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $191K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $188K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $178K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $162K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $154K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $145K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $136K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $104K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $80K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $78K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $77K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $55K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $28K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $530.61 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $513.08 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $304.11 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $215.02 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $211.55 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $189.91 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $113.79 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $74.48 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $73.4 | – | 0.00 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $45.59 | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $360K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $173K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $167K | – | 0.01 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $148K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $140K | – | 0.00 |
| Fannie Mae REMICS | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Farmers Exchange Capital III (FARMERS EXCHANGE CAP III) | Long | Debt | US | $8M | – | 0.26 |
| Farmers Insurance Exchange (FARMERS INS EXCH) | Long | Debt | US | $10M | – | 0.31 |
| Fiber Bidco Spa | Long | Debt | IT | $4M | – | 0.13 |
| Finance of America HECM Buyout 2022-HB1 | Long | ABS-other | US | $8M | – | 0.26 |
| Finance of America Structured Securities Trust | Long | ABS-other | US | $7M | – | 0.21 |
| Finance of America Structured Securities Trust 2021-S3 | Long | ABS-other | US | $13M | – | 0.40 |
| First Eagle BSL CLO 2019-1 Ltd (First Eagle BSL CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| First Eagle BSL CLO 2019-1 Ltd (First Eagle BSL CLO LLC) | Long | ABS-collateralized bond/debt obligation | KY | $996K | – | 0.03 |
| First Quantum Minerals Ltd | Long | Debt | CA | $11M | – | 0.34 |
| First Quantum Minerals Ltd | Long | Debt | CA | $2M | – | 0.07 |
| FITNESS & SPORTS CLUBS LLC | Long | Loan | US | $3M | – | 0.09 |
| Flagstar Mortgage Trust 2021-4 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Flagstar Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| FloodSmart Re Ltd | Long | Debt | BM | $1M | – | 0.05 |
| FloodSmart Re Ltd | Long | Debt | BM | $990K | – | 0.03 |
| Food Service Project SA (FOOD SERVICE PROJECT SL) | Long | Debt | ES | $5M | – | 0.15 |
| Ford Motor Co (FORD MOTOR COMPANY) | Long | Debt | US | $4M | – | 0.14 |
| Ford Motor Credit Co LLC | Long | Debt | US | $7M | – | 0.21 |
| Ford Motor Credit Co LLC | Long | Debt | US | $4M | – | 0.12 |
| Formby Re 2018, 2/28/22 | Long | Debt | BM | $0 | – | – |
| Fortress Intermediate 3 Inc | Long | Debt | US | $963K | – | 0.03 |
| Foundry JV Holdco LLC | Long | Debt | US | $5M | – | 0.15 |
| Foundry JV Holdco LLC | Long | Debt | US | $3M | – | 0.10 |
| Foundry JV Holdco LLC | Long | Debt | US | $2M | – | 0.06 |
| Foundry JV Holdco LLC | Long | Debt | US | $2M | – | 0.06 |
| Four Lakes Re Ltd | Long | Debt | BM | $490K | – | 0.02 |
| Four Lakes Re Ltd | Long | Debt | BM | $247K | – | 0.01 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $579K | – | 0.02 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $95K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $44K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Gold Pool | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac Multifamily Structured Credit Risk (Multifamily Structured Credit) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $32M | – | 1.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26M | – | 0.82 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.62 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $20M | – | 0.62 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $18M | – | 0.56 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $16M | – | 0.52 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.05 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $979K | – | 0.03 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $773K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $755K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $650K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $637K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $606K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $574K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $521K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $486K | – | 0.02 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $420K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $333K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $307K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $304K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $297K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $254K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $239K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $221K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $214K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $204K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $192K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $190K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $181K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $179K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $169K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $164K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $158K | – | 0.01 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $156K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $151K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $147K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $129K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $107K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $92K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $921.66 | – | 0.00 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $702K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $513K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $504K | – | 0.02 |
| Freddie Mac REMICS | Long | ABS-mortgage backed security | US | $416K | – | 0.01 |
| Freddie Mac STACR REMIC Trust 2020-DNA6 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Freddie Mac STACR REMIC Trust 2020-HQA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Freddie Mac STACR REMIC Trust 2020-HQA5 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| Freddie Mac STACR REMIC Trust 2021-HQA4 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Freddie Mac STACR REMIC Trust 2022-DNA2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| Freddie Mac STACR Trust 2019-FTR3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Freedom Mortgage Corp | Long | Debt | US | $1M | – | 0.05 |
| Freedom Mortgage Corp | Long | Debt | US | $957K | – | 0.03 |
| Freedom Mortgage Holdings LLC | Long | Debt | US | $5M | – | 0.15 |
| Freedom Mortgage Holdings LLC | Long | Debt | US | $5M | – | 0.15 |
| FREMF 2017-KW02 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| FREMF 2017-KW03 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| FREMF 2018-K1507 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| FREMF 2018-K154 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| FREMF 2018-KBX1 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| FREMF 2018-KHG1 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| FREMF 2018-KSW4 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREMF 2018-KW07 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $829K | – | 0.03 |
| FREMF 2019-KJ24 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| FREMF 2019-KS12 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $8M | – | 0.26 |
| FREMF 2020-KF74 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $848K | – | 0.03 |
| FREMF 2020-KF83 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| FREMF 2021-K131 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| FREMF 2021-K131 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $433K | – | 0.01 |
| FREMF 2021-K131 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FREMF 2021-KG05 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| FREMF 2021-KG05 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $587K | – | 0.02 |
| FREMF 2021-KG05 Mortgage Trust (FREMF Mortgage Trust) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Frontera Energy Corp | Long | Equity-common | CA | $2K | 336 | 0.00 |
| Galileo Re Ltd | Long | Debt | BM | $988K | – | 0.03 |
| Galileo Re Ltd | Long | Debt | BM | $496K | – | 0.02 |
| GAMBOGE RE 2023 | Long | Debt | BM | $45K | – | 0.00 |
| GAMBOGE RE 2024 | Long | Debt | BM | $5M | – | 0.14 |
| Garda World Security Corp | Long | Debt | CA | $5M | – | 0.16 |
| Garda World Security Corp | Long | Debt | CA | $3M | – | 0.11 |
| Garda World Security Corp | Long | Debt | CA | $439K | – | 0.01 |
| Gateway Re II Ltd | Long | Debt | BM | $258K | – | 0.01 |
| Gateway Re Ltd | Long | Debt | BM | $510K | – | 0.02 |
| Gateway Re Ltd | Long | Debt | BM | $244K | – | 0.01 |
| Gateway Re Ltd | Long | Debt | BM | $233K | – | 0.01 |
| GBP/USD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $17K | – | 0.00 | |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $19M | – | 0.59 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $14M | – | 0.43 |
| General Motors Financial Co Inc (GENERAL MOTORS FINL CO) | Long | Debt | US | $3M | – | 0.09 |
| GENERATION BRIDGE NORTHEAST LLC | Long | Loan | US | $3M | – | 0.08 |
| Ghana Government International Bond (REPUBLIC OF GHANA) | Long | Debt | GH | $4M | – | 0.11 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ginnie Mae (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ginnie Mae (Government National Mortgage A) | Short | ABS-mortgage backed security | US | $-2M | – | -0.06 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $853K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $807K | – | 0.03 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $681K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $569K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $542K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $522K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $512K | – | 0.02 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $458K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $396K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $381K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $378K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $365K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $325K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $295K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $280K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $255K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $231K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $229K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $217K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $215K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $213K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $168K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $166K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $159K | – | 0.01 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $157K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $144K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $142K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $128K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $123K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $121K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $120K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $110K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $106K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $99K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $96K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $87K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $86K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $83K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $75K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $70K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $69K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $66K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $65K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $62K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $61K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $59K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $56K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $54K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $53K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $52K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $51K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $47K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $43K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $42K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $41K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $40K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $39K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $38K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $37K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $34K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $30K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $29K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $27K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $25K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $24K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $22K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $21K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $20K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $19K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $17K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $16K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $14K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $11K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $9K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $8K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $4K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $897.49 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $847.32 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $781.73 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $708.44 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $674.46 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $607.13 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $521.44 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $269.12 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $251.27 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $139.8 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $111.63 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $73.39 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $58.52 | – | 0.00 |
| Ginnie Mae I Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3.13 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $975K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $940K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $792K | – | 0.03 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $756K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $697K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $586K | – | 0.02 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $463K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $442K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $342K | – | 0.01 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $122K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $100K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $94K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $46K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $31K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $12K | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $803.35 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $801.63 | – | 0.00 |
| Ginnie Mae II Pool (Government National Mortgage A) | Long | ABS-mortgage backed security | US | $35.79 | – | 0.00 |
| Gleneagles Re 2021, 12/31/24 | Long | Debt | BM | $125 | – | 0.00 |
| Gleneagles Re 2022 | Long | Debt | BM | $490K | – | 0.02 |
| Global Aircraft Leasing Co Ltd (GLOBAL AIR LEASE CO LTD) | Long | Debt | KY | $15M | – | 0.47 |
| Global Mortgage Securitization Ltd | Long | ABS-mortgage backed security | KY | $1.72 | – | 0.00 |
| GLS Auto Receivables Issuer Trust 2024-2 (GLS Auto Receivables Trust) | Long | ABS-other | US | $3M | – | 0.09 |
| Gol Finance SA | Long | Debt | LU | $3M | – | 0.10 |
| Goldentree Loan Management US Clo 6 Ltd | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $979K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $921K | – | 0.03 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $300K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $195K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Government National Mortgage Association | Long | ABS-mortgage backed security | US | $165K | – | 0.01 |
| Granite Park Equipment Leasing 2023-1 LLC | Long | ABS-other | US | $3M | – | 0.08 |
| Gray Television Inc | Long | Debt | US | $4M | – | 0.12 |
| Grupo Aeromexico SAB de CV | Long | Debt | MX | $11M | – | 0.36 |
| Grupo Aeromexico SAB de CV | Long | Equity-common | MX | $3M | 128K | 0.08 |
| GS Mortgage Securities Corp Trust 2020-DUNE (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| GS Mortgage Securities Corportation Trust 2021-IP (GS Mortgage Securities Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage-Backed Securities Corp Trust 2019-PJ3 | Long | ABS-mortgage backed security | US | $983K | – | 0.03 |
| GS Mortgage-Backed Securities Corp Trust 2021-RPL1 | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| GS Mortgage-Backed Securities Corp Trust 2022-PJ4 | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| GS Mortgage-Backed Securities Trust 2021-PJ9 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| GS Mortgage-Backed Securities Trust 2022-LTV2 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| GS Mortgage-Backed Securities Trust 2022-PJ1 | Long | ABS-mortgage backed security | US | $3M | – | 0.11 |
| Gullane Re 2018, 12/31/21 | Long | Debt | BM | $0 | – | – |
| GULLANE RE 2024 | Long | Debt | BM | $5M | – | 0.16 |
| Harambee Re 2018, 12/31/21 | Long | Debt | BM | $0 | – | – |
| Harambee Re 2019, 12/31/22 | Long | Debt | BM | $10K | – | 0.00 |
| Harambee Re 2020, 12/31/23 | Long | Debt | BM | $70K | – | 0.00 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $4M | – | 0.14 |
| Health Care Service Corp A Mutual Legal Reserve Co | Long | Debt | US | $3M | – | 0.08 |
| Herbie Re Ltd | Long | Debt | BM | $472K | – | 0.01 |
| Hertz Vehicle Financing III LP (Hertz Vehicle Financing LLC) | Long | ABS-other | US | $9M | – | 0.28 |
| Hidrovias International Finance SARL (HIDROVIAS INT FIN SARL) | Long | Debt | LU | $4M | – | 0.13 |
| High Point Re Ltd | Long | Debt | BM | $2M | – | 0.08 |
| Highwoods Realty LP | Long | Debt | US | $517K | – | 0.02 |
| Highwoods Realty LP | Long | Debt | US | $511K | – | 0.02 |
| Hilcorp Energy I LP / Hilcorp Finance Co (HILCORP ENERGY I/HILCORP) | Long | Debt | US | $8M | – | 0.25 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $3M | – | 0.11 |
| Hilton Grand Vacations Borrower Escrow LLC / Hilton Grand Vacations Borrower Esc (HILTON GRAND VAC BOR ESC) | Long | Debt | US | $3M | – | 0.09 |
| HOA Funding LLC - HOA | Long | ABS-other | US | $8M | – | 0.25 |
| Home Partners of America 2019-1 Trust (Home Partners of America Trust) | Long | ABS-other | US | $518K | – | 0.02 |
| Home RE 2023-1 Ltd (Home Re Ltd) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| HPEFS Equipment Trust 2023-2 | Long | ABS-other | US | $2M | – | 0.07 |
| HPEFS Equipment Trust 2024-1 | Long | ABS-other | US | $1M | – | 0.03 |
| Hundred Acre Wood Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Hundred Acre Wood Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $897K | – | 0.03 |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1 (The Huntington National Bank) | Long | ABS-other | US | $1M | – | 0.03 |
| IAMGOLD Corp | Long | Debt | CA | $11M | – | 0.36 |
| ICG US CLO 2016-1 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| ICG US Clo 2021-1 Ltd (ICG US CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.07 |
| IDR/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-22K | – | -0.00 | |
| IHS Holding Ltd | Long | Debt | KY | $2M | – | 0.05 |
| IHS Holding Ltd | Long | Debt | KY | $1M | – | 0.04 |
| Iliad Holding SASU | Long | Debt | FR | $3M | – | 0.10 |
| Iliad Holding SASU | Long | Debt | FR | $2M | – | 0.05 |
| IMAX Corp | Long | Debt | CA | $2M | – | 0.06 |
| Imperial Fund Mortgage Trust 2021-NQM2 (Imperial Fund LLC) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Indonesia Treasury Bond (INDONESIA GOVERNMENT) | Long | Debt | ID | $13M | – | 0.41 |
| ING Groep NV | Long | Debt | NL | $16M | – | 0.50 |
| ING Groep NV | Long | Debt | NL | $3M | – | 0.11 |
| ING Groep NV | Long | Debt | NL | $1M | – | 0.05 |
| INR/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $30K | – | 0.00 | |
| Integrity Re Ltd | Long | Debt | BM | $1M | – | 0.04 |
| Integrity Re Ltd | Long | Debt | BM | $275K | – | 0.01 |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $7M | – | 0.22 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $5M | – | 0.16 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $2M | – | 0.08 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $249K | – | 0.01 | |
| International Bank for Reconstruction & Development (INTL BK RECON & DEVELOP) | Long | Debt | $246K | – | 0.01 | |
| Intesa Sanpaolo SpA | Long | Debt | IT | $9M | – | 0.28 |
| Intesa Sanpaolo SpA | Long | Debt | IT | $6M | – | 0.19 |
| Ivory Coast Government International Bond | Long | Debt | CI | $8M | – | 0.25 |
| Ivory Coast Government International Bond | Long | Debt | CI | $3M | – | 0.10 |
| Ivory Coast Government International Bond | Long | Debt | CI | $2M | – | 0.07 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-MFP (JP Morgan Chase Commercial Mor) | Long | ABS-mortgage backed security | US | $731K | – | 0.02 |
| J.P. Morgan Mortgage Trust 2022-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| J.P. Morgan Mortgage Trust 2022-4 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.12 |
| J.P. Morgan Mortgage Trust 2022-5 (JP Morgan Mortgage Trust) | Long | ABS-mortgage backed security | US | $4M | – | 0.14 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $12M | – | 0.37 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $5M | – | 0.15 |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl (JBS USA HOLD/FOOD/LUX CO) | Long | Debt | LU | $1M | – | 0.04 |
| Jefferies Financial Group Inc (JEFFERIES FIN GROUP INC) | Long | Debt | US | $8M | – | 0.26 |
| JG Wentworth XXII LLC (321 Henderson Receivables LLC) | Long | ABS-other | US | $271K | – | 0.01 |
| JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Mortgage Trust 2018-7FRB | Long | ABS-mortgage backed security | US | $788K | – | 0.02 |
| JP Morgan Mortgage Trust 2021-10 | Long | ABS-mortgage backed security | US | $826K | – | 0.03 |
| JP Morgan Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| JP Morgan Mortgage Trust 2021-7 | Long | ABS-mortgage backed security | US | $5M | – | 0.15 |
| JP Morgan Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| JP Morgan Mortgage Trust 2021-8 | Long | ABS-mortgage backed security | US | $738K | – | 0.02 |
| JP Morgan Mortgage Trust 2021-INV4 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| JP Morgan Mortgage Trust 2022-3 | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| JP Morgan Mortgage Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $7M | – | 0.21 |
| JP Morgan Mortgage Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JP Morgan Mortgage Trust 2022-INV1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| JPMorgan Chase Bank NA - CACLN (JPMorgan Chase Bank, NA - CACL) | Long | ABS-other | US | $3M | – | 0.10 |
| JPMorgan Chase Bank NA - CHASE (Chase Mortgage Finance Corpora) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| JPMorgan Chase Bank NA - JPMWM (J.P. Morgan Wealth Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| JPMorgan Chase Bank NA - JPMWM (J.P. Morgan Wealth Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| JPY CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $399K | – | 0.01 | |
| JPY CALL VERSUS USD PUT (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $0 | – | – | |
| JPY CALL VERSUS USD PUT (CITIBANK, NATIONAL ASSOCIATION) | Derivative-foreign exchange | US | $-199K | – | -0.01 | |
| Kendall Re Ltd | Long | Debt | BM | $1000K | – | 0.03 |
| Kennedy-Wilson Inc | Long | Debt | US | $3M | – | 0.11 |
| Key Commercial Mortgage Securities Trust 2019-S2 (KEY COMMERCIAL MORTGAGE TRUST) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| KeyCorp | Long | Debt | US | $18M | – | 0.57 |
| KeySpan Gas East Corp | Long | Debt | US | $14M | – | 0.43 |
| Kilimanjaro III Re Ltd | Long | Debt | BM | $990K | – | 0.03 |
| La Hipotecaria El Salvadorian Mortgage Trust 2016-1 (La Hipotecaria SA) | Long | ABS-mortgage backed security | PA | $840K | – | 0.03 |
| La Hipotecaria Mortgage Trust 2019-2 (La Hipotecaria SA) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| La Hipotecaria Panamanian Mortgage Trust 2010-1 (La Hipotecaria SA) | Long | ABS-mortgage backed security | PA | $195K | – | 0.01 |
| La Hipotecaria Panamanian Mortgage Trust 2021-1 (La Hipotecaria SA) | Long | ABS-mortgage backed security | PA | $5M | – | 0.16 |
| Las Vegas Sands Corp | Long | Debt | US | $1M | – | 0.03 |
| LC AHAB US BIDCO LLC | Long | Loan | US | $2M | – | 0.06 |
| LCM Investments Holdings II LLC | Long | Debt | US | $4M | – | 0.11 |
| Level 3 Financing Inc | Long | Debt | US | $2M | – | 0.07 |
| Liberty Mutual Insurance Co | Long | Debt | US | $18M | – | 0.56 |
| Light Servicos de Eletricidade SA/Light Energia SA (LIGHT SERVICOS ENERGIA) | Long | Debt | BR | $4M | – | 0.14 |
| Lightning Re Series 2023-1 | Long | Debt | BM | $997K | – | 0.03 |
| Lion Rock Re 2020, 1/31/22 | Long | Debt | BM | $0 | – | – |
| Lion Rock Re 2021, 12/31/24 | Long | Debt | BM | $22K | – | 0.00 |
| Lloyds Banking Group PLC | Long | Debt | GB | $27M | – | 0.86 |
| Lloyds Banking Group PLC | Long | Debt | GB | $8M | – | 0.25 |
| Lloyds Banking Group PLC | Long | Debt | GB | $5M | – | 0.17 |
| Locke Tavern Re Ltd | Long | Debt | BM | $1M | – | 0.03 |
| Long Point Re IV Ltd | Long | Debt | BM | $2M | – | 0.08 |
| Lorca Telecom Bondco SA | Long | Debt | ES | $7M | – | 0.23 |
| Lorenz Re 2019, 6/30/22 | Long | Debt | BM | $23K | – | 0.00 |
| LSF11 A5 HoldCo LLC | Long | Loan | US | $2M | – | 0.06 |
| Macquarie Group Ltd | Long | Debt | AU | $9M | – | 0.29 |
| Mangrove Risk Solutions Bermuda Ltd | Long | Debt | BM | $230K | – | 0.01 |
| Marlon Ltd | Long | Debt | BM | $250K | – | 0.01 |
| Matterhorn Re Ltd | Long | Debt | BM | $2M | – | 0.05 |
| Matterhorn Re Ltd | Long | Debt | BM | $718K | – | 0.02 |
| Matterhorn Re Ltd | Long | Debt | BM | $218K | – | 0.01 |
| Mayflower Re Ltd | Long | Debt | BM | $750K | – | 0.02 |
| MC Brazil Downstream Trading SARL (MC BRAZIL DWNSTRM) | Long | Debt | LU | $7M | – | 0.21 |
| Medline Borrower LP/Medline Co-Issuer Inc (MEDLINE BORROWER/MEDL CO) | Long | Debt | US | $753K | – | 0.02 |
| Melco Resorts Finance Ltd | Long | Debt | KY | $5M | – | 0.17 |
| Mello Mortgage Capital Acceptance 2021-MTG2 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Mello Mortgage Capital Acceptance 2022-INV2 | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Merchants Fleet Funding LLC | Long | ABS-other | US | $3M | – | 0.10 |
| Merion Re 2021-2, 12/31/24 | Long | Debt | BM | $1M | – | 0.03 |
| Merion Re 2022-2 | Long | Debt | BM | $6M | – | 0.20 |
| MERION RE 2024-1 | Long | Debt | BM | $920K | – | 0.03 |
| Merna Reinsurance II Ltd | Long | Debt | BM | $992K | – | 0.03 |
| Merna Reinsurance II Ltd | Long | Debt | BM | $497K | – | 0.02 |
| Merna Reinsurance II Ltd | Long | Debt | BM | $495K | – | 0.02 |
| Metinvest BV | Long | Debt | NL | $2M | – | 0.06 |
| MFA 2021-AEINV2 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| MFA 2021-RPL1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Mill City Mortgage Loan Trust 2017-3 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Mill City Mortgage Loan Trust 2019-GS1 (Mill City Mortgage Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| Millicom International Cellular SA (MILLICOM INTL CELLULAR) | Long | Debt | LU | $2M | – | 0.07 |
| Minerva Luxembourg SA | Long | Debt | LU | $12M | – | 0.38 |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC (MITER BRAND / MIWD BORR) | Long | Debt | US | $2M | – | 0.07 |
| Mitsubishi UFJ Financial Group Inc (MITSUBISHI UFJ FIN GRP) | Long | Debt | JP | $10M | – | 0.33 |
| MIWD HOLDCO II LLC | Long | Loan | US | $1M | – | 0.03 |
| Mona Lisa Re Ltd | Long | Debt | BM | $820K | – | 0.03 |
| Morgan Stanley | Long | Debt | US | $11M | – | 0.34 |
| Morgan Stanley | Long | Debt | US | $8M | – | 0.24 |
| Morgan Stanley | Long | Debt | US | $4M | – | 0.13 |
| Morgan Stanley | Long | Debt | US | $2M | – | 0.06 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33 (Morgan Stanley BAML Trust) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Morgan Stanley Capital I Trust 2014-150E | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Morgan Stanley Capital I Trust 2016-UBS9 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Morgan Stanley Residential Mortgage Loan Trust 2021-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Mosaic Solar Loan Trust 2019-2 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $2M | – | 0.05 |
| Mosaic Solar Loan Trust 2021-1 (Mosaic Solar Loans LLC) | Long | ABS-other | US | $2M | – | 0.08 |
| MPT Operating Partnership LP / MPT Finance Corp (MPT OPER PARTNERSP/FINL) | Long | Debt | US | $11M | – | 0.34 |
| Multifamily Connecticut Avenue Securities Trust 2019-01 | Long | ABS-mortgage backed security | US | $11M | – | 0.34 |
| MXN/USD FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $88K | – | 0.00 | |
| Mystic Re IV Ltd | Long | Debt | BM | $3M | – | 0.09 |
| Mystic Re IV Ltd | Long | Debt | BM | $845K | – | 0.03 |
| Natixis Commercial Mortgage Securities Trust 2019-FAME | Long | ABS-mortgage backed security | US | $616K | – | 0.02 |
| NatWest Group PLC | Long | Debt | GB | $10M | – | 0.32 |
| NatWest Group PLC | Long | Debt | GB | $7M | – | 0.22 |
| Neuberger Berman CLO XVII Ltd (Neuberger Berman CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| New Residential Mortgage Loan Trust 2020-2A | Long | ABS-mortgage backed security | US | $8M | – | 0.24 |
| New Residential Mortgage Loan Trust 2020-RPL1 | Long | ABS-mortgage backed security | US | $11M | – | 0.35 |
| Newark BSL CLO 1 Ltd (Newark BSL CLO 1 Ltd.) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.14 |
| NMEF Funding 2022-B LLC (NMEF Funding LLC) | Long | ABS-other | US | $6M | – | 0.19 |
| Nomura Holdings Inc | Long | Debt | JP | $7M | – | 0.23 |
| Nordea Bank Abp | Long | Debt | FI | $13M | – | 0.42 |
| Northshore Re II Ltd | Long | Debt | BM | $498K | – | 0.02 |
| NYMT Loan Trust 2022-CP1 (New York Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| Oakmont Re 2020, 4/30/24 | Long | Debt | BM | $0 | – | – |
| OAKMONT RE 2024 | Long | Debt | BM | $1M | – | 0.04 |
| Oaktown Re V Ltd (Oaktown Re Ltd) | Long | ABS-mortgage backed security | US | $865K | – | 0.03 |
| Oceanview Mortgage Trust 2021-3 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Oceanview Mortgage Trust 2021-INV1 (Bayview Opportunity Master Fun) | Long | ABS-mortgage backed security | US | $2M | – | 0.08 |
| Octane Receivables Trust 2020-1 | Long | ABS-other | US | $1M | – | 0.04 |
| Old Head Re 2022, 12/31/2027 | Long | Debt | BM | $125K | – | 0.00 |
| OLD HEAD RE 2024 | Long | Debt | BM | $223K | – | 0.01 |
| ONE Hotels GmbH (ONE HOTEL GMBH) | Long | Debt | DE | $3M | – | 0.09 |
| OneMain Finance Corp | Long | Debt | US | $5M | – | 0.16 |
| OneMain Finance Corp | Long | Debt | US | $2M | – | 0.07 |
| Owens & Minor Inc | Long | Loan | US | $3M | – | 0.10 |
| Palisades Center Trust 2016-PLSD | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Palmer Square Loan Funding 2022-1 Ltd (Palmer Square Loan Funding Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.06 |
| Pangaea Re 2023-3 | Long | Debt | BM | $3M | – | 0.09 |
| PANGAEA RE 2024-1 | Long | Debt | BM | $3M | – | 0.09 |
| PAR PHARMACEUTICAL INC | Long | Debt | US | $0.24 | – | 0.00 |
| PEAR 2021-1 LLC (Pear LLC) | Long | ABS-other | US | $5M | – | 0.16 |
| PennyMac Financial Services Inc (PENNYMAC FIN SVCS INC) | Long | Debt | US | $1M | – | 0.04 |
| Petroleos Mexicanos | Long | Debt | MX | $4M | – | 0.12 |
| Phoenician Re Ltd (PHOENICIAN RE LIMITED) | Long | Debt | BM | $744K | – | 0.02 |
| Phoenix 3 RE Pte Ltd | Long | Debt | SG | $1M | – | 0.04 |
| PI0047 2024-1 | Long | Debt | BM | $6M | – | 0.19 |
| PI0048 RE 2024 | Long | Debt | BM | $3M | – | 0.08 |
| PINE VALLEY RE 2024 | Long | Debt | BM | $671K | – | 0.02 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $12M | – | 0.37 |
| PNC Financial Services Group Inc/The | Long | Debt | US | $7M | – | 0.22 |
| Portrush Re 2017, 6/15/22 | Long | Debt | BM | $220 | – | 0.00 |
| PORTSALON RE 2022 | Long | Debt | BM | $367K | – | 0.01 |
| Post Road Equipment Finance 2024-1 LLC | Long | ABS-other | US | $2M | – | 0.07 |
| PRMI Securitization Trust 2021-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| PRMI Securitization Trust 2021-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Provident Funding Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Provident Funding Mortgage Trust 2021-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Provident Funding Mortgage Trust 2021-INV1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Provident Funding Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Provident Funding Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| PT Bakrie & Brothers TBK | Long | Debt | ID | $44K | – | 0.00 |
| Purple Re Ltd | Long | Debt | BM | $497K | – | 0.02 |
| Queen Street 2023 RE DAC | Long | Debt | IE | $2M | – | 0.08 |
| Race Point VIII CLO Ltd (Race Point CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.16 |
| Radnor RE 2021-2 Ltd (Radnor Re LTD) | Long | ABS-mortgage backed security | BM | $2M | – | 0.05 |
| Rain Carbon Inc | Long | Debt | US | $12M | – | 0.37 |
| RATE Mortgage Trust 2021-HB1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Rate Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $3M | – | 0.10 |
| Rate Mortgage Trust 2021-J1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Rate Mortgage Trust 2021-J3 | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Rate Mortgage Trust 2021-J4 | Long | ABS-mortgage backed security | US | $734K | – | 0.02 |
| Rate Mortgage Trust 2022-J1 | Long | ABS-mortgage backed security | US | $3M | – | 0.09 |
| RBS Commercial Funding Inc 2013-SMV Trust (RBSCF Trust) | Long | ABS-mortgage backed security | US | $5M | – | 0.16 |
| RCKT Mortgage Trust 2021-2 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| RCKT Mortgage Trust 2022-3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| RCKT Mortgage Trust 2022-3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $2M | – | 0.06 |
| Ready Capital Mortgage Financing 2021-FL7 LLC (ReadyCap Commercial Mortgage T) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.17 |
| Ready Capital Mortgage Trust 2019-5 (ReadyCap Commercial Mortgage T) | Long | ABS-mortgage backed security | US | $5M | – | 0.14 |
| Ready Capital Mortgage Trust 2019-5 (ReadyCap Commercial Mortgage T) | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| ReadyCap Commercial Mortgage Trust 2019-6 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Republic Finance Issuance Trust 2021-A | Long | ABS-other | US | $9M | – | 0.28 |
| Republic of South Africa Government International Bond | Long | Debt | ZA | $11M | – | 0.36 |
| Republic of Uzbekistan International Bond | Long | Debt | UZ | $6M | – | 0.19 |
| Residential Reinsurance 2020 Ltd (RESIDENTIAL RE 2020 LTD) | Long | Debt | KY | $1M | – | 0.05 |
| Residential Reinsurance 2020 Ltd (RESIDENTIAL RE 2020 LTD) | Long | Debt | KY | $1M | – | 0.04 |
| Residential Reinsurance 2022 Ltd (RESIDENTIAL RE 2022 LTD) | Long | Debt | KY | $1M | – | 0.05 |
| Residential Reinsurance 2023 Ltd (RESIDENTIAL RE 2023 LTD) | Long | Debt | KY | $1M | – | 0.05 |
| Residential Reinsurance 2023 Ltd (RESIDENTIAL RE 2023 LTD) | Long | Debt | KY | $734K | – | 0.02 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $15M | – | 0.49 |
| Resorts World Las Vegas LLC / RWLV Capital Inc (RESORTS WORLD/RWLV CAP) | Long | Debt | US | $5M | – | 0.15 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $5M | – | 0.16 |
| RMF Buyout Issuance Trust 2021-HB1 | Long | ABS-other | US | $3M | – | 0.08 |
| RMF Buyout Issuance Trust 2022-HB1 | Long | ABS-other | US | $698K | – | 0.02 |
| Romanian Government International Bond | Long | Debt | RO | $7M | – | 0.21 |
| Romanian Government International Bond | Long | Debt | RO | $5M | – | 0.15 |
| Rosy Blue Carat SCS (Rosy Blue Carat S.A.) | Long | ABS-other | US | $2M | – | 0.05 |
| Royalty Pharma PLC | Long | Debt | GB | $4M | – | 0.14 |
| Royalty Pharma PLC | Long | Debt | GB | $3M | – | 0.11 |
| RRX 3 Ltd (RRX Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.04 |
| Sanders RE II Ltd | Long | Debt | BM | $2M | – | 0.07 |
| Sanders Re III Ltd | Long | Debt | BM | $757K | – | 0.02 |
| Sanders Re III Ltd | Long | Debt | BM | $739K | – | 0.02 |
| Sanders Re III Ltd | Long | Debt | BM | $249K | – | 0.01 |
| Santander Bank Auto Credit-Linked Notes Series 2022-B | Long | ABS-other | US | $10M | – | 0.32 |
| Santander Bank Auto Credit-Linked Notes Series 2024-A | Long | ABS-other | US | $3M | – | 0.11 |
| Saudi Government International Bond (SAUDI INTERNATIONAL BOND) | Long | Debt | SA | $6M | – | 0.19 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $2M | – | 0.07 |
| Scientific Games Holdings LP/Scientific Games US FinCo Inc (SC GAMES HOLDIN/US FINCO) | Long | Debt | US | $3M | – | 0.09 |
| Seadrill Finance Ltd | Long | Debt | BM | $2M | – | 0.05 |
| Sealed Air Corp | Long | Debt | US | $4M | – | 0.13 |
| Sector Re V Ltd | Long | Debt | BM | $5M | – | 0.15 |
| Sector Re V Ltd | Long | Debt | BM | $3M | – | 0.09 |
| Sector Re V Ltd | Long | Debt | BM | $191K | – | 0.01 |
| Sector Re V Ltd | Long | Debt | BM | $42K | – | 0.00 |
| Sequoia Mortgage Trust 2021-1 | Long | ABS-mortgage backed security | US | $2M | – | 0.07 |
| Sequoia Mortgage Trust 2021-5 | Long | ABS-mortgage backed security | US | $884K | – | 0.03 |
| Sequoia Mortgage Trust 2021-9 | Long | ABS-mortgage backed security | US | $862K | – | 0.03 |
| Sequoia Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $3M | – | 0.08 |
| Sequoia Mortgage Trust 2022-1 | Long | ABS-mortgage backed security | US | $1M | – | 0.04 |
| Serbia International Bond (REPUBLIC OF SERBIA) | Long | Debt | RS | $5M | – | 0.16 |
| SHERWOOD FI 4.5% 11/15/26/EUR/ | Long | Debt | GB | $3M | – | 0.09 |
| Sherwood Financing PLC | Long | Debt | GB | $6M | – | 0.18 |
| Sierra Timeshare 2020-2 Receivables Funding LLC (Sierra Receivables Funding Co) | Long | ABS-other | US | $592K | – | 0.02 |
| Simpar Europe SA | Long | Debt | LU | $2M | – | 0.07 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| SLG Office Trust 2021-OVA | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Soho Trust 2021-SOHO | Long | ABS-mortgage backed security | US | $1M | – | 0.03 |
| Sotera Health Holdings LLC (SOTERA HEALTH HLDGS LLC) | Long | Debt | US | $4M | – | 0.14 |
| Sound Point Clo XXI Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $5M | – | 0.14 |
| Sound Point CLO XXVIII Ltd (Sound Point CLO LTD) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.09 |
| Sovcombank Via SovCom Capital DAC (SOVCOMBANK (SOVCOM CAPT)) | Long | Debt | IE | $181K | – | 0.01 |
| STACR Trust 2018-HRP2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $6M | – | 0.19 |
| Standard Chartered PLC | Long | Debt | GB | $8M | – | 0.24 |
| Standard Chartered PLC | Long | Debt | GB | $6M | – | 0.19 |
| Standard Chartered PLC | Long | Debt | GB | $3M | – | 0.10 |
| Starwood Property Trust Inc | Long | Debt | US | $1M | – | 0.03 |
| Suntory Holdings Ltd | Long | Debt | JP | $5M | – | 0.17 |
| Sussex Capital UK Pcc Ltd (SUSSEX CAP UK PCC LTD) | Long | Debt | GB | $718K | – | 0.02 |
| Sussex Re 2020-1, 12/31/22 | Long | Debt | BM | $5K | – | 0.00 |
| Sussex Re 2021-1, 12/31/24 | Long | Debt | BM | $500 | – | 0.00 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $2M | – | 0.06 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $11M | – | 0.34 |
| Teva Pharmaceutical Finance Netherlands II BV (TEVA PHARM FNC NL II) | Long | Debt | NL | $2M | – | 0.05 |
| Teva Pharmaceutical Finance Netherlands III BV (TEVA PHARMACEUTICALS NE) | Long | Debt | NL | $1M | – | 0.04 |
| Thopas Re 2020, 12/31/23 | Long | Debt | BM | $800 | – | 0.00 |
| Thopas Re 2021, 12/31/24 | Long | Debt | BM | $52K | – | 0.00 |
| Thopas Re 2022 | Long | Debt | BM | $0 | – | – |
| THOPAS RE 2023 | Long | Debt | BM | $0 | – | – |
| THOPAS RE 2024 | Long | Debt | BM | $4M | – | 0.11 |
| THPT 2023-THL Mortgage Trust (Tharaldson Hotel Portfolio Tru) | Long | ABS-mortgage backed security | US | $7M | – | 0.22 |
| THPT 2023-THL Mortgage Trust (Tharaldson Hotel Portfolio Tru) | Long | ABS-mortgage backed security | US | $4M | – | 0.11 |
| TMS International Corp/DE | Long | Debt | US | $7M | – | 0.22 |
| Toronto-Dominion Bank/The | Long | Debt | CA | $10M | – | 0.31 |
| Torricelli Re 2021, 7/31/25 | Long | Debt | BM | $26K | – | 0.00 |
| TORRICELLI RE 2022 | Long | Debt | BM | $31K | – | 0.00 |
| TORRICELLI RE 2023 | Long | Debt | BM | $4M | – | 0.14 |
| Total Play Telecomunicaciones SA de CV | Long | Debt | MX | $6M | – | 0.18 |
| Towd Point HE Trust 2021- HE1 (Towd Point Asset Funding, LLC) | Long | ABS-other | US | $5M | – | 0.15 |
| Towd Point Mortgage Trust 2017-1 | Long | ABS-mortgage backed security | US | $4M | – | 0.13 |
| Towd Point Mortgage Trust 2017-3 | Long | ABS-mortgage backed security | US | $5M | – | 0.17 |
| Towd Point Mortgage Trust 2019-HY1 | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Towd Point Mortgage Trust 2021-R1 | Long | ABS-mortgage backed security | US | $7M | – | 0.23 |
| Transocean Inc | Long | Debt | KY | $1M | – | 0.04 |
| Transocean Inc | Long | Debt | KY | $1M | – | 0.04 |
| Triangle Re 2023-1 Ltd (Enact Mortgage Insurance Corpo) | Long | ABS-mortgage backed security | US | $10M | – | 0.31 |
| TRICIDA INC | Long | Debt | US | $0.7 | – | 0.00 |
| TRICIDA INC | Long | Debt | US | $0.7 | – | 0.00 |
| Tricolor Auto Securitization Trust 2021-1 | Long | ABS-other | US | $3M | – | 0.09 |
| Tricolor Auto Securitization Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.13 |
| Tricolor Auto Securitization Trust 2024-2 | Long | ABS-other | US | $4M | – | 0.13 |
| Tricon American Homes 2020-SFR2 Trust | Long | ABS-other | US | $4M | – | 0.12 |
| Truist Financial Corp | Long | Debt | US | $6M | – | 0.20 |
| Truist Financial Corp | Long | Debt | US | $6M | – | 0.18 |
| TRY/USD FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $610K | – | 0.02 | |
| Tullow Oil PLC | Long | Debt | GB | $5M | – | 0.16 |
| UAE INTERNATIONAL GOVERNMENT BOND (UAE INT'L GOVT BOND) | Long | Debt | AE | $17M | – | 0.53 |
| UBS Commercial Mortgage Trust 2018-C9 | Long | ABS-mortgage backed security | US | $869K | – | 0.03 |
| UBS Group AG | Long | Debt | CH | $6M | – | 0.20 |
| UBS Group AG | Long | Debt | CH | $6M | – | 0.18 |
| Ukraine Government International Bond | Long | Debt | UA | $3M | – | 0.09 |
| Ukraine Government International Bond | Long | Debt | UA | $1M | – | 0.04 |
| UniCredit SpA | Long | Debt | IT | $22M | – | 0.71 |
| UniCredit SpA | Long | Debt | IT | $10M | – | 0.30 |
| United Group BV | Long | Debt | NL | $3M | – | 0.11 |
| United Wholesale Mortgage LLC (UNITED WHOLESALE MTGE LL) | Long | Debt | US | $8M | – | 0.26 |
| Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC (UNITI GROUP/CSL CAPITAL) | Long | Debt | US | $2M | – | 0.08 |
| Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC (UNITI GROUP/CSL CAPITAL) | Long | Debt | US | $2M | – | 0.06 |
| Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC (UNITI GROUP/CSL CAPITAL) | Long | Debt | US | $1M | – | 0.04 |
| Upstart Securitization Trust 2021-1 | Long | ABS-other | US | $458K | – | 0.01 |
| Ursa Re Ltd | Long | Debt | BM | $505K | – | 0.02 |
| Uruguay Government International Bond (REPUBLICA ORIENT URUGUAY) | Long | Debt | UY | $5M | – | 0.15 |
| US 2YR NOTE (CBT) (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 5 YEAR TREASURY NOTE (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $4M | – | 0.14 | |
| US Acute Care Solutions LLC | Long | Debt | US | $6M | – | 0.20 |
| US Bancorp | Long | Debt | US | $7M | – | 0.23 |
| US TREASURY LONG BOND (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $633K | – | 0.02 | |
| US ULTRA BOND CBT (BOARD OF TRADE OF THE CITY OF CHICAGO, INC.) | Derivative-interest rate | US | $839K | – | 0.03 | |
| USA Compression Partners LP / USA Compression Finance Corp (USA COM PART/USA COM FIN) | Long | Debt | US | $3M | – | 0.10 |
| USD/AUD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $577K | – | 0.02 | |
| USD/AUD FORWARD (The Bank of New York Mellon) | Derivative-foreign exchange | US | $64K | – | 0.00 | |
| USD/AUD FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $41K | – | 0.00 | |
| USD/BRL FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-209K | – | -0.01 | |
| USD/BRL FORWARD (Citibank, National Association) | Derivative-foreign exchange | US | $-713K | – | -0.02 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $256K | – | 0.01 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $196K | – | 0.01 | |
| USD/EUR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $118K | – | 0.00 | |
| USD/EUR FORWARD (HSBC SECURITIES (USA) INC.) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| USD/EUR FORWARD (State Street Bank and Trust Company) | Derivative-foreign exchange | US | $-90K | – | -0.00 | |
| USD/MXN FORWARD (GOLDMAN SACHS & CO. LLC) | Derivative-foreign exchange | US | $-73K | – | -0.00 | |
| Velocity Vehicle Group LLC | Long | Debt | US | $1M | – | 0.04 |
| Venture Global LNG Inc | Long | Debt | US | $5M | – | 0.17 |
| Venture Global LNG Inc | Long | Debt | US | $2M | – | 0.05 |
| Venture Global LNG Inc | Long | Debt | US | $675K | – | 0.02 |
| Veraison Re Ltd | Long | Debt | BM | $518K | – | 0.02 |
| Verisure Holding AB | Long | Debt | SE | $4M | – | 0.14 |
| Vermilion Energy Inc | Long | Debt | CA | $5M | – | 0.16 |
| Veros Auto Receivables Trust 2024-1 | Long | ABS-other | US | $4M | – | 0.11 |
| VFI ABS 2022-1 LLC (VFI ABS LLC) | Long | ABS-other | US | $1M | – | 0.04 |
| VFI ABS 2023-1 LLC (VFI ABS LLC) | Long | ABS-other | US | $3M | – | 0.08 |
| Viking Ocean Cruises Ship VII Ltd | Long | Debt | BM | $293K | – | 0.01 |
| Viribus Re 2018, 12/31/21 | Long | Debt | BM | $0 | – | – |
| Viribus Re 2019, 12/31/22 | Long | Debt | BM | $0 | – | – |
| Viribus Re 2020, 12/31/23 | Long | Debt | BM | $137K | – | 0.00 |
| Viribus Re 2022 | Long | Debt | BM | $92K | – | 0.00 |
| VIRIBUS RE 2023 | Long | Debt | BM | $307K | – | 0.01 |
| VIRIBUS RE 2024 | Long | Debt | BM | $290K | – | 0.01 |
| Visio 2019-2 Trust | Long | ABS-mortgage backed security | US | $609K | – | 0.02 |
| Vista Point Securitization Trust 2024-CES1 | Long | ABS-mortgage backed security | US | $9M | – | 0.27 |
| VistaJet Malta Finance PLC / Vista Management Holding Inc (VISTAJET MALTA/VM HOLDS) | Long | Debt | $6M | – | 0.20 | |
| Vistra Operations Co LLC | Long | Debt | US | $15M | – | 0.48 |
| Vistra Operations Co LLC | Long | Debt | US | $4M | – | 0.14 |
| Vitality Re XII Ltd | Long | Debt | KY | $249K | – | 0.01 |
| Vitality Re XIII Ltd | Long | Debt | KY | $2M | – | 0.06 |
| Vitality Re XIV Ltd | Long | Debt | KY | $4M | – | 0.13 |
| Vitality Re XIV Ltd | Long | Debt | KY | $409K | – | 0.01 |
| VZ Secured Financing BV | Long | Debt | NL | $4M | – | 0.11 |
| Walton Health Re 2019, 6/30/22 | Long | Debt | BM | $63K | – | 0.00 |
| WALTON HEATH RE 2022 | Long | Debt | BM | $292K | – | 0.01 |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.18 |
| Wells Fargo Mortgage Backed Securities 2022-2 Trust | Long | ABS-mortgage backed security | US | $2M | – | 0.05 |
| Wells Fargo Mortgage Backed Securities 2022-INV1 Trust | Long | ABS-mortgage backed security | US | $6M | – | 0.20 |
| Westgate Resorts 2022-1 LLC | Long | ABS-other | US | $2M | – | 0.06 |
| Westgate Resorts 2022-1 LLC | Long | ABS-other | US | $1M | – | 0.03 |
| WHITE HERON RE 2023 | Long | Debt | BM | $26K | – | 0.00 |
| Whitebox Clo II Ltd (Whitebox CLO I Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $4M | – | 0.13 |
| Williams Scotsman Inc | Long | Debt | US | $2M | – | 0.07 |
| Windstream Escrow LLC / Windstream Escrow Finance Corp | Long | Debt | US | $4M | – | 0.13 |
| WIRECO WORLDGROUP INC | Long | Loan | US | $993K | – | 0.03 |
| Woburn Re 2019, 12/31/22 | Long | Debt | BM | $487K | – | 0.02 |
| XCALI 2020-5 Mortgage Trust (x-caliber funding llc) | Long | ABS-mortgage backed security | US | $899K | – | 0.03 |
| Yapi ve Kredi Bankasi AS | Long | Debt | TR | $4M | – | 0.11 |
| YPF SA (YPF SOCIEDAD ANONIMA) | Long | Debt | AR | $12M | – | 0.37 |
| ZF North America Capital Inc (ZF NA CAPITAL) | Long | Debt | US | $2M | – | 0.08 |
Address
Pioneer Series Trust XIV
60 State Street
Boston
Massachusetts
02109
United States of America
Websites
Directors
Thomas J. Perna
John E. Baumgardner, Jr.
Lorraine H. Monchak
Craig C. MacKay
Lisa M. Jones
Diane Durnin
Kenneth J. Taubes
Marguerite A. Piret
Benjamin M. Friedman
Fred J. Ricciardi
Transfer Agents
BNY Mellon Investment Servicing (US) Inc.
Pricing Services
Intercontinental Exchange, Inc.
Custodians
Nordea Bank Abp - Finland Branch
Credit Suisse (Switzerland) Ltd.
Citibank Korea Inc.
STANDARD CHARTERED BANK (SINGAPORE) LIMITED
Citibank Europe plc, organizacnj slozka
Bank of Taiwan
Banco Nacional de Mexico, S.A. (Banamex)
Citibank del Peru S.A.
Citibank Maghreb S.A.
STANDARD CHARTERED BANK (HONG KONG) LIMITED
Citibank Europe PLC, Hungarian Branch Office
The Hong Kong and Shanghai Banking Corporation Limited, Thailand Branch THB NRBA (non-exempt)
Banco de Chile
STANBIC IBTC BANK PLC
Sumitomo Mitsui Banking Corporation
Banco Bilbao Vizcaya Argentaria SA
HSBC Bank Middle East Limited - Kuwait City Branch
HSBC Continental Europe
RBC Investor Services Trust
Citibank N.A. Brazil Branch
Citibank Anonim Sirketi
HSBC Bank PLC (UK)
Skandinaviska Enskilda Banken AB, Copenhagen Branch
Bank Hapoalim B.M.
Citibank N.A., Jakarta Branch
Nordea Bank Abp - Norway Branch
BNP PARIBAS SECURITES SERVICES GERMANY
The Hongkong and Shanghai Banking Corporation Limited, New Zealand Branch
HSBC Bank Australia Limited
UniCredit Bank Austria AG
HSBC Bank plc
Citibank Europe plc, Bulgaria Branch
The Hongkong and Shanghai Banking Corporation Limited, Philippine Branch
Citibank N.A., Egypt
Citibank N.A. Argentina Branch
The Bank of New York Mellon
Bank Handlowy w Warszawie Spolka Akcyjna
HSBC Bank Middle East Limited
BNP Paribas Securities Services S.C.A. - Amsterdam Branch
Skandinaviska Enskilda Banken AB, Stockholm
BNP Paribas Securities Services
BNP Paribas Securities Services, Belgium Branch
Standard Chartered Bank
BNP Paribas Securities Services S.C.A. - Milan Branch
HSBC Bank Malaysia Berhad
BNP Paribas Securities Services S.C.A. - Lisbon Branch
Shareholder Servicing Agents
BNY Mellon Investment Servicing (US) Inc.
Admins
Amundi Asset Management US, Inc.
The Bank of New York Mellon
Brokers
CLSA AMERICAS, LLC
DAIWA CAPITAL MARKETS AMERICA INC.
INSTINET, LLC
HSBC SECURITIES (USA) INC.
TD SECURITIES (USA) LLC
MACQUARIE CAPITAL (USA), INC.
CITIGROUP GLOBAL MARKETS INC.
CGS - CIMB SECURITIES (USA), INC.
Merrill Lynch, Pierce, Fenner & Smith Incorporated
Berenberg Capital Markets LLC