Columbia Funds Complex > Columbia Funds Series Trust I
Multi-Manager Alternative Strategies Fund
$515.30M
Avg Monthly Net Assets
$521.28M
Total Assets
$41.74M
Total Liabilities
$479.54M
Net Assets
Multi-Manager Alternative Strategies Fund is a Mutual Fund in Columbia Funds Series Trust I
from Columbia Funds Complex,
based in Massachusetts,
United States of America.
The fund has one share class
and monthly net assets of $515.30M.
On July 26th, 2024 it reported 1,549 holdings, the largest
being COLUMBIA SHORT TERM CASH FUND (32.8%), UMBS (0.8%) and UNITED STATES TREASURY (0.6%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Institutional Class | C000179757 | CZAMX |
Holdings
From latest NPORT-P, filed July 26th, 2024 for period ending May 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC/NEW RED FINANCE INC (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $604K | – | 0.13 |
| 1011778 BC UNLIMITED L CO TLB 2.25 (1011778 BC UNLIMITED LIABILITY CO (PRE-MERGER)) | Long | Loan | CA | $795K | – | 0.17 |
| 10YR MINI JGB JUN 24 (JPMorgan) | Derivative-interest rate | SG | $925.96 | – | 0.00 | |
| 1375209 BC LTD | Long | Debt | CA | $175K | – | 0.04 |
| 180 MEDICAL INC | Long | Debt | US | $181K | – | 0.04 |
| 3M CORRA SEP 24 (Morgan Stanley) | Derivative-interest rate | CA | $1K | – | 0.00 | |
| 3M CORRA SEP 24 (Morgan Stanley) | Derivative-interest rate | CA | $-149.01 | – | -0.00 | |
| 3MO EURO EURIBOR JUN 25 (JPMorgan) | Derivative-interest rate | GB | $-193.52 | – | -0.00 | |
| 3MO EURO EURIBOR JUN 26 (JPMorgan) | Derivative-interest rate | GB | $526.71 | – | 0.00 | |
| 3MO EURO EURIBOR JUN 27 (JPMorgan) | Derivative-interest rate | GB | $481.45 | – | 0.00 | |
| 3MO EURO EURIBOR MAR 25 (JPMorgan) | Derivative-interest rate | GB | $143K | – | 0.03 | |
| 3MO EURO EURIBOR SEP 24 (Morgan Stanley) | Derivative-interest rate | GB | $183K | – | 0.04 | |
| 3MO EURO EURIBOR SEP 26 (JPMorgan) | Derivative-interest rate | GB | $-273.07 | – | -0.00 | |
| 90 D AUD BANK BILL RATE JUN 25 (Goldman Sachs) | Derivative-interest rate | AU | $605.56 | – | 0.00 | |
| 90 D AUD BANK BILL RATE MAR 25 (Goldman Sachs) | Derivative-interest rate | AU | $5K | – | 0.00 | |
| 90 D AUD BANK BILL RATE SEP 24 (Morgan Stanley) | Derivative-interest rate | AU | $505.26 | – | 0.00 | |
| 90 D AUD BANK BILL RATE SEP 24 (Morgan Stanley) | Derivative-interest rate | AU | $-2K | – | -0.00 | |
| AADVANTAGE LOYALTY TL 4.75 (AADVANTAGE LOYALTY IP LTD) | Long | Loan | KY | $170K | – | 0.04 |
| ABFC_07-WMC1 (ASSET BACKED FUNDING CERTIFICATES ABFC_07-WMC1) | Long | ABS-collateralized bond/debt obligation | US | $403K | – | 0.08 |
| ABIOMED INC CVR | Long | Equity-common | US | $27K | 16K | 0.01 |
| ABU DHABI (EMIRATE OF) | Long | Debt | AE | $156K | – | 0.03 |
| ACRISURE LLC / ACRISURE FINANCE | Long | Debt | US | $36K | – | 0.01 |
| ACRISURE LLC/ACRISURE FINANCE INC | Long | Debt | US | $109K | – | 0.02 |
| ADC_21-1A (ALIGNED DATA CENTERS ISSUER LLC ADC_21-1A) | Long | ABS-mortgage backed security | US | $355K | – | 0.07 |
| ADD HERO HOLDING LTD | Long | Debt | VG | $973.12 | – | 0.00 |
| ADD HERO HOLDING LTD | Long | Debt | VG | $727.93 | – | 0.00 |
| ADD HERO HOLDING LTD | Long | Debt | VG | $555.69 | – | 0.00 |
| ADTALEM GLOBAL EDUCATION INC | Long | Debt | US | $99K | – | 0.02 |
| ADVANCED DRAINAGE SYSTEMS INC | Long | Debt | US | $70K | – | 0.01 |
| AERCAP IRELAND CAP DAC/AERCAP GLOB (AERCAP IRELAND CAPITAL DAC) | Long | Debt | IE | $226K | – | 0.05 |
| AES CORPORATION (THE) | Long | Debt | US | $307K | – | 0.06 |
| AES CORPORATION (THE) | Long | Debt | US | $32K | – | 0.01 |
| AHM_05-1 | Long | ABS-collateralized bond/debt obligation | US | $57K | – | 0.01 |
| AIMCO_24-10A (AIMCO CLO LTD AIMCO_24-10) | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| AIR CANADA | Long | Debt | CA | $223K | – | 0.05 |
| AIR LEASE CORPORATION | Long | Debt | US | $226K | – | 0.05 |
| AIR LEASE CORPORATION | Long | Debt | US | $157K | – | 0.03 |
| AIRBUS SE | Long | Debt | NL | $98K | – | 0.02 |
| AIRSERVICES AUSTRALIA | Long | Debt | AU | $203K | – | 0.04 |
| AKER BP ASA | Long | Debt | NO | $394K | – | 0.08 |
| ALBERTA (PROVINCE OF) | Long | Debt | CA | $307K | – | 0.06 |
| ALBIREO PHARMA INC CVR | Long | Equity-common | US | $92K | 38K | 0.02 |
| ALLEG_20-1A (ALLEGRO CLO XII ALLEG_20-1A) | Long | ABS-mortgage backed security | US | $251K | – | 0.05 |
| ALLEG_24-1A (ALLEGRO CLO LTD ALLEG_24-1A) | Long | ABS-mortgage backed security | KY | $551K | – | 0.11 |
| ALLERGAN FUNDING SCS | Long | Debt | LU | $100K | – | 0.02 |
| ALLIANT ENERGY FINANCE LLC | Long | Debt | US | $350K | – | 0.07 |
| ALLIANT HLDS INTERMED/ALLIANT HLDS (ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER) | Long | Debt | US | $185K | – | 0.04 |
| ALLISON TRANSMISSION INC | Long | Debt | US | $87K | – | 0.02 |
| ALTICE FRANCE SA (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $99K | – | 0.02 |
| AMERICAN AIRLINES 16-2 AA PTT (AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS) | Long | Debt | US | $155K | – | 0.03 |
| AMERICAN AIRLINES GROUP INC | Long | Debt | US | $506K | – | 0.11 |
| AMERICAN AIRLINES/AADVANTAGE (AADVANTAGE LOYALTY IP LTD) | Long | Debt | KY | $687K | – | 0.14 |
| AMERICAN ASSETS TRUST LP | Long | Debt | US | $127K | – | 0.03 |
| AMERICAN EXPRESS COMPANY | Long | Debt | US | $78K | – | 0.02 |
| AMERICAN HOMES 4 RENT (AMERICAN HOMES 4 RENT LP) | Long | Debt | US | $161K | – | 0.03 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $252K | – | 0.05 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $211K | – | 0.04 |
| AMERICAN TOWER CORPORATION | Long | Debt | US | $145K | – | 0.03 |
| AMERICAN TOWER TRUST I (AMERICAN TOWER TRUST 1) | Long | Debt | US | $410K | – | 0.09 |
| AMERICAN WATER CAPITAL CORP | Long | Debt | US | $359K | – | 0.07 |
| AMMC_16-18A (AMERICAN MONEY MANAGEMENT CORPOR) | Long | ABS-mortgage backed security | KY | $600K | – | 0.13 |
| AMMC_21-24A (AMERICAN MONEY MANAGEMENT CORPORATION AMMC_21-24) | Long | ABS-mortgage backed security | KY | $351K | – | 0.07 |
| AON CORP | Long | Debt | US | $201K | – | 0.04 |
| AOTA_15-1211 (1211 AVENUE OF THE AMERICAS TRUS) | Long | ABS-mortgage backed security | US | $363K | – | 0.08 |
| APID_25-RR (APIDOS CLO APID_16-25A) | Long | ABS-mortgage backed security | US | $502K | – | 0.10 |
| ARDAGH METAL PACKAGING FIN/FIN PLC (ARDAGH METAL PACKAGING FINANCE PLC) | Long | Debt | IE | $193K | – | 0.04 |
| ARDAGH PACKAGING FIN PLC/HLDGS USA (ARDAGH PACKAGING FINANCE PLC) | Long | Debt | IE | $121K | – | 0.03 |
| ARDAGH PACKAGING FIN PLC/HLDGS USA (ARDAGH PACKAGING FINANCE PLC) | Long | Debt | IE | $51K | – | 0.01 |
| ARDAGH PACKAGING FIN PLC/HLDGS USA (ARDAGH PACKAGING FINANCE PLC/ARD) | Long | Debt | IE | $12K | – | 0.00 |
| ARIZONA PUBLIC SERVICE COMPANY | Long | Debt | US | $545K | – | 0.11 |
| Arlington Higher Education Finance Corp (ARLINGTON TEX HIGHER ED FIN CO) | Long | Debt | US | $9K | – | 0.00 |
| ARMT_05-9 (ADJUSTABLE RATE MORTGAGE TRUST ARMT_05-9) | Long | ABS-collateralized bond/debt obligation | US | $26K | – | 0.01 |
| ARRW_19-1 (ARROYO MORTGAGE TRUST ARRW_19-1) | Long | ABS-collateralized bond/debt obligation | US | $42K | – | 0.01 |
| ASIAN DEVELOPMENT BANK | Long | Debt | PH | $87K | – | 0.02 |
| ASIAN INFRASTRUCTURE INV BANK (ASIAN INFRASTRUCTURE INVESTMENT BANK) | Long | Debt | CN | $290K | – | 0.06 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $342K | – | 0.07 |
| ATHENE GLOBAL FUNDING | Long | Debt | US | $88K | – | 0.02 |
| ATI INC | Long | Debt | US | $95K | – | 0.02 |
| AUD/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $-688.3 | – | -0.00 | |
| AUD/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| AUST 10YR BOND JUN 24 (JPMorgan) | Derivative-interest rate | AU | $127K | – | 0.03 | |
| AUST 10YR BOND JUN 24 (Morgan Stanley) | Derivative-interest rate | AU | $7K | – | 0.00 | |
| AUST 10YR BOND JUN 24 (Morgan Stanley) | Derivative-interest rate | AU | $-17K | – | -0.00 | |
| AUST 3YR BOND JUN 24 (JPMorgan) | Derivative-interest rate | AU | $80K | – | 0.02 | |
| AUST 3YR BOND JUN 24 (Morgan Stanley) | Derivative-interest rate | AU | $6K | – | 0.00 | |
| AUST 3YR BOND JUN 24 (Morgan Stanley) | Derivative-interest rate | AU | $-783.13 | – | -0.00 | |
| AUSTRALIA DOLLAR (Morgan Stanley) | Derivative-foreign exchange | AU | $25K | – | 0.01 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $22K | – | 0.00 | |
| AUSTRALIA DOLLAR (Citi) | Derivative-foreign exchange | AU | $13K | – | 0.00 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $8K | – | 0.00 | |
| AUSTRALIA DOLLAR (ANZ Securities) | Derivative-foreign exchange | AU | $5K | – | 0.00 | |
| AUSTRALIA DOLLAR (RBC Capital Markets) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| AUSTRALIA DOLLAR (Barclays) | Derivative-foreign exchange | AU | $851.27 | – | 0.00 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $700.25 | – | 0.00 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $597.4 | – | 0.00 | |
| AUSTRALIA DOLLAR (State Street) | Derivative-foreign exchange | AU | $66.07 | – | 0.00 | |
| AUSTRALIA DOLLAR (Morgan Stanley) | Derivative-foreign exchange | AU | $31.97 | – | 0.00 | |
| AUSTRALIA DOLLAR (ANZ Securities) | Derivative-foreign exchange | AU | $21.33 | – | 0.00 | |
| AUSTRALIA DOLLAR (RBC Capital Markets) | Derivative-foreign exchange | AU | $-467.58 | – | -0.00 | |
| AUSTRALIA DOLLAR (CIBC) | Derivative-foreign exchange | AU | $-685.6 | – | -0.00 | |
| AUSTRALIA DOLLAR (ANZ Securities) | Derivative-foreign exchange | AU | $-1K | – | -0.00 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $-2K | – | -0.00 | |
| AUSTRALIA DOLLAR (Morgan Stanley) | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| AUSTRALIA DOLLAR (Citi) | Derivative-foreign exchange | AU | $-6K | – | -0.00 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| AUSTRIA (REPUBLIC OF) | Long | Debt | AT | $321K | – | 0.07 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $356K | – | 0.07 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $191K | – | 0.04 |
| AVOLON HOLDINGS FUNDING LTD | Long | Debt | KY | $45K | – | 0.01 |
| BAFC_05-B (BANK OF AMERICA FUNDING CORPORATION BAFC_05-B) | Long | ABS-collateralized bond/debt obligation | US | $43K | – | 0.01 |
| BAFC_14-R6 | Long | ABS-collateralized bond/debt obligation | US | $413K | – | 0.09 |
| BALL CORPORATION | Long | Debt | US | $798K | – | 0.17 |
| BALL CORPORATION | Long | Debt | US | $485K | – | 0.10 |
| BALL CORPORATION | Long | Debt | US | $85K | – | 0.02 |
| BAMLL_15-200P (BANC OF AMERICA MERRILL LYNCH BA) | Long | ABS-mortgage backed security | US | $261K | – | 0.05 |
| BAMLL_18-PARK (BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-PARK) | Long | ABS-mortgage backed security | US | $87K | – | 0.02 |
| BANK NEDERLANDSE GEMEENTEN NV (BNG BANK NV) | Long | Debt | NL | $397K | – | 0.08 |
| BANK OF AMERICA CORP | Long | Debt | US | $664K | – | 0.14 |
| BANK OF AMERICA CORP | Long | Debt | US | $620K | – | 0.13 |
| BANK OF AMERICA CORP | Long | Debt | US | $342K | – | 0.07 |
| BANK OF AMERICA CORP | Long | Debt | US | $117K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $102K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $75K | – | 0.02 |
| BANK OF AMERICA CORP | Long | Debt | US | $44K | – | 0.01 |
| BANK OF MONTREAL | Long | Debt | CA | $431K | – | 0.09 |
| BANK OF NOVA SCOTIA | Long | Debt | CA | $433K | – | 0.09 |
| BAT CAPITAL CORP | Long | Debt | US | $126K | – | 0.03 |
| BAYER US FINANCE II LLC | Long | Debt | US | $432K | – | 0.09 |
| BAYER US FINANCE II LLC | Long | Debt | US | $164K | – | 0.03 |
| BAYER US FINANCE II LLC | Long | Debt | US | $98K | – | 0.02 |
| BAYER US FINANCE LLC | Long | Debt | US | $264K | – | 0.06 |
| BAYLOR SCOTT & WHITE HOLDINGS | Long | Debt | US | $462K | – | 0.10 |
| BDS_21-FL8 | Long | ABS-mortgage backed security | US | $221K | – | 0.05 |
| BECLE SAB DE CV | Long | Debt | MX | $161K | – | 0.03 |
| BELL_16-1A (TACO BELL FUNDING BELL_16-1A) | Long | ABS-mortgage backed security | US | $542K | – | 0.11 |
| BERKSHIRE HATHAWAY FINANCE CORP (BERK HATH FIN) | Long | Debt | US | $223K | – | 0.05 |
| BERRY GLOBAL ESCROW CORP (BERRY GLOBAL INC) | Long | Debt | US | $123K | – | 0.03 |
| BERRY GLOBAL ESCROW CORP (BERRY GLOBAL INC) | Long | Debt | US | $24K | – | 0.00 |
| BERRY GLOBAL INC | Long | Debt | US | $358K | – | 0.07 |
| BERRY GLOBAL INC | Long | Debt | US | $117K | – | 0.02 |
| BFLD_21-FPM (BFLD TRUST BFLD_21-FPM) | Long | ABS-mortgage backed security | US | $288K | – | 0.06 |
| BIMBO BAKERIES USA INC | Long | Debt | US | $427K | – | 0.09 |
| BLACK HILLS CORPORATION | Long | Debt | US | $366K | – | 0.08 |
| BLOCK INC | Long | Debt | US | $86K | – | 0.02 |
| BLUEM_16-3A (BLUEMOUNTAIN CLO LTD BLUEM_16-3A) | Long | ABS-mortgage backed security | KY | $526K | – | 0.11 |
| BLUEM_17-1A (BLUEMOUNTAIN CLO LTD BLUEM_17-1A) | Long | ABS-mortgage backed security | KY | $375K | – | 0.08 |
| BLUEM_17-2A (BLUEMOUNTAIN CLO LTD BLUEM_17-2A) | Long | ABS-mortgage backed security | KY | $501K | – | 0.10 |
| BOCA_22-BOCA (BOCA COMMERCIAL MORTGAGE TRUST BOCA_22-BOCA) | Long | ABS-mortgage backed security | US | $100K | – | 0.02 |
| BOEING CO | Long | Debt | US | $897K | – | 0.19 |
| BOEING CO | Long | Debt | US | $430K | – | 0.09 |
| BOEING CO | Long | Debt | US | $91K | – | 0.02 |
| BOSTON PROPERTIES LP | Long | Debt | US | $35K | – | 0.01 |
| Bowling Green City School District (BOWLING GREEN OHIO CITY SCH DIST) | Long | Debt | US | $47K | – | 0.01 |
| BRASKEM NETHERLANDS FINANCE BV | Long | Debt | NL | $167K | – | 0.03 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $451K | – | 0.09 |
| BRAZIL (FEDERATIVE REPUBLIC OF) (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $195K | – | 0.04 |
| BRAZOS SECURITIZATION LLC | Long | Debt | US | $199K | – | 0.04 |
| BRAZOS SECURITIZATION LLC | Long | Debt | US | $172K | – | 0.04 |
| BRENT CRUDE (ICE) AUG 24 (JPMorgan) | Derivative-commodity | GB | $-5K | – | -0.00 | |
| BRENT CRUDE (ICE) AUG 24 (Morgan Stanley) | Derivative-commodity | GB | $-111K | – | -0.02 | |
| BRENT CRUDE (ICE) DEC 24 (JPMorgan) | Derivative-commodity | GB | $1K | – | 0.00 | |
| BRENT CRUDE (ICE) OCT 24 (JPMorgan) | Derivative-commodity | GB | $-2K | – | -0.00 | |
| BRENT CRUDE (ICE) SEP 24 (JPMorgan) | Derivative-commodity | GB | $-2K | – | -0.00 | |
| BRENT CRUDE OIL LAST DAY AUG 24 (Goldman Sachs) | Derivative-commodity | US | $778.04 | – | 0.00 | |
| BRITISH COLUMBIA (PROVINCE OF) (BRITISH COLUMBIA PROVINCE OF) | Long | Debt | CA | $333K | – | 0.07 |
| BRITISH POUND (HSBC) | Derivative-foreign exchange | GB | $22K | – | 0.00 | |
| BRITISH POUND (JPMorgan) | Derivative-foreign exchange | GB | $15K | – | 0.00 | |
| BRITISH POUND (JPMorgan) | Derivative-foreign exchange | GB | $6K | – | 0.00 | |
| BRITISH POUND (State Street) | Derivative-foreign exchange | GB | $911.39 | – | 0.00 | |
| BRITISH POUND (State Street) | Derivative-foreign exchange | GB | $-101.71 | – | -0.00 | |
| BRITISH POUND (CIBC) | Derivative-foreign exchange | GB | $-245.06 | – | -0.00 | |
| BRITISH POUND (JPMorgan) | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BRITISH POUND (Goldman Sachs) | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BRITISH POUND (RBC Capital Markets) | Derivative-foreign exchange | GB | $-4K | – | -0.00 | |
| BRITISH POUND (UBS) | Derivative-foreign exchange | GB | $-5K | – | -0.00 | |
| BRITISH POUND (JPMorgan) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| BRITISH POUND (JPMorgan) | Derivative-foreign exchange | GB | $-16K | – | -0.00 | |
| BRL/USD FUTURE (CME) JUL 24 (Morgan Stanley) | Derivative-foreign exchange | US | $9K | – | 0.00 | |
| BSMF_06-AR3 (BEAR STEARNS MORTGAGE FUNDING TR) | Long | ABS-collateralized bond/debt obligation | US | $209K | – | 0.04 |
| BSMF_06-AR4 (BEAR STEARNS MORTGAGE FUNDING TR) | Long | ABS-collateralized bond/debt obligation | US | $318K | – | 0.07 |
| BSMF_07-AR3 | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.05 |
| BSMF_07-AR5 (BEAR STEARNS MORTGAGE FUNDING BSMF_07-AR5) | Long | ABS-collateralized bond/debt obligation | US | $694K | – | 0.14 |
| BURLINGTON STORES INC | Long | Debt | US | $305K | – | 0.06 |
| BX_19-OC11 (BX TRUST BX_19-OC11) | Long | ABS-mortgage backed security | US | $199K | – | 0.04 |
| BX_21-CIP (BX COMMERCIAL MORTGAGE TRUST BX_21-CIP) | Long | ABS-mortgage backed security | US | $423K | – | 0.09 |
| BX_21-LBA (BX COMMERCIAL MORTGAGE TRUST BX_21-LBA) | Long | ABS-mortgage backed security | US | $541K | – | 0.11 |
| BX_21-LBA (BX COMMERCIAL MORTGAGE TRUST BX_21-LBA) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| BX_21-MFM1 (BX COMMERCIAL MORTGAGE TRUST BX_21-MFM1) | Long | ABS-mortgage backed security | US | $544K | – | 0.11 |
| BX_21-SOAR (BX COMMERCIAL MORTGAGE TRUST BX_21-SOAR) | Long | ABS-mortgage backed security | US | $348K | – | 0.07 |
| BX_21-VOLT (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-mortgage backed security | US | $382K | – | 0.08 |
| BX_21-VOLT (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-mortgage backed security | US | $243K | – | 0.05 |
| BX_22-CLS (BX TRUST BX_22-CLS) | Long | ABS-mortgage backed security | US | $149K | – | 0.03 |
| BX_22-GPA (BX TRUST BX_22-GPA) | Long | ABS-mortgage backed security | US | $490K | – | 0.10 |
| BX_22-GPA (BX TRUST BX_22-GPA) | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| BX_22-LP2 (BX COMMERCIAL MORTGAGE TRUST BX_22-LP2) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| BX_22-PSB (BX COMMERCIAL MORTGAGE TRUST BX_22-PSB) | Long | ABS-mortgage backed security | US | $337K | – | 0.07 |
| BX_24-BIO (BX COMMERCIAL MORTGAGE TRUST BX_24-BIO) | Long | ABS-mortgage backed security | US | $463K | – | 0.10 |
| BX_24-PAT (BX COMMERCIAL MORTGAGE TRUST BX_24-PAT) | Long | ABS-mortgage backed security | US | $356K | – | 0.07 |
| BX_24-XL5 (BX COMMERCIAL MORTGAGE TRUST BX_24-XL5) | Long | ABS-mortgage backed security | US | $293K | – | 0.06 |
| C&W SENIOR FINANCING DAC | Long | Debt | IE | $191K | – | 0.04 |
| CABLE ONE INC | Long | Debt | US | $194K | – | 0.04 |
| CAC40 10 EURO JUN 24 (Morgan Stanley) | Derivative-equity | FR | $-48K | – | -0.01 | |
| CAC40 10 EURO JUN 24 (JPMorgan) | Derivative-equity | FR | $-53K | – | -0.01 | |
| CAD/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | TW | $29K | – | 0.01 | |
| CAD/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | TW | $-336.6 | – | -0.00 | |
| CAD/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | TW | $-4K | – | -0.00 | |
| CAFL_19-3 (COLONY AMERICAN FINANCE LTD CAFL_19-3) | Long | ABS-mortgage backed security | US | $1K | – | 0.00 |
| CAFL_20-1 (COLONY AMERICAN FINANCE LTD CAFL_20-1) | Long | ABS-mortgage backed security | US | $241K | – | 0.05 |
| CAFL_20-1 (COLONY AMERICAN FINANCE LTD CAFL_20-1) | Long | ABS-mortgage backed security | US | $13K | – | 0.00 |
| CAMB_19-LIFE (CAMB COMMERCIAL MORTGAGE TRUST CAMB_19-LIFE) | Long | ABS-mortgage backed security | US | $330K | – | 0.07 |
| CAN 10YR BOND SEP 24 (JPMorgan) | Derivative-interest rate | CA | $12K | – | 0.00 | |
| CAN 10YR BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | CA | $11K | – | 0.00 | |
| CAN 10YR BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | CA | $-1K | – | -0.00 | |
| CAN 5YR BOND SEP 24 (JPMorgan) | Derivative-interest rate | CA | $20.28 | – | 0.00 | |
| CANADA (GOVERNMENT OF) | Long | Debt | CA | $774K | – | 0.16 |
| CANADA (GOVERNMENT OF) | Long | Debt | CA | $215K | – | 0.04 |
| CANADA (GOVERNMENT OF) | Long | Debt | CA | $115K | – | 0.02 |
| CANADIAN DOLLAR (JPMorgan) | Derivative-foreign exchange | CA | $29K | – | 0.01 | |
| CANADIAN DOLLAR (Morgan Stanley) | Derivative-foreign exchange | CA | $11K | – | 0.00 | |
| CANADIAN DOLLAR (CIBC) | Derivative-foreign exchange | CA | $9K | – | 0.00 | |
| CANADIAN DOLLAR (State Street) | Derivative-foreign exchange | CA | $4K | – | 0.00 | |
| CANADIAN DOLLAR (Citi) | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| CANADIAN DOLLAR (UBS) | Derivative-foreign exchange | CA | $2K | – | 0.00 | |
| CANADIAN DOLLAR (CIBC) | Derivative-foreign exchange | CA | $1K | – | 0.00 | |
| CANADIAN DOLLAR (RBC Capital Markets) | Derivative-foreign exchange | CA | $799.45 | – | 0.00 | |
| CANADIAN DOLLAR (JPMorgan) | Derivative-foreign exchange | CA | $673.5 | – | 0.00 | |
| CANADIAN DOLLAR (Morgan Stanley) | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| CANADIAN DOLLAR (CIBC) | Derivative-foreign exchange | CA | $-4K | – | -0.00 | |
| CANOLA (IFUS) FUTURE JUL 24 (JPMorgan) | Derivative-commodity | CA | $15.49 | – | 0.00 | |
| CANOLA (IFUS) FUTURE NOV 24 (JPMorgan) | Derivative-commodity | CA | $193.97 | – | 0.00 | |
| CAPITAL ONE FINANCIAL CORP (CAPITAL ONE FIN CORP) | Long | Debt | US | $196K | – | 0.04 |
| CARNIVAL CORP | Long | Debt | PA | $177K | – | 0.04 |
| CARNIVAL CORP TLB 2.75 | Long | Loan | PA | $98K | – | 0.02 |
| CARNIVAL CORP TLB 2.75 | Long | Loan | PA | $54K | – | 0.01 |
| CARNIVAL CORPORATION | Long | Debt | PA | $280K | – | 0.06 |
| CARR_07-FRE1 (CARRINGTON MORTGAGE LOAN TRUST CARR_07-FRE1) | Long | ABS-collateralized bond/debt obligation | US | $563K | – | 0.12 |
| CAS_21-R02 (CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02) | Long | ABS-collateralized bond/debt obligation | US | $85K | – | 0.02 |
| CAS_22-R01 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01) | Long | ABS-collateralized bond/debt obligation | US | $31K | – | 0.01 |
| CAS_22-R03 (CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03) | Long | ABS-collateralized bond/debt obligation | US | $526K | – | 0.11 |
| CAS_22-R03 (CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03) | Long | ABS-collateralized bond/debt obligation | US | $18K | – | 0.00 |
| CAS_22-R04 (FANNIE MAE - CAS CAS 22-R04) | Long | ABS-collateralized bond/debt obligation | US | $32K | – | 0.01 |
| CAS_22-R05 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05) | Long | ABS-collateralized bond/debt obligation | US | $668K | – | 0.14 |
| CAS_22-R06 (CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06) | Long | ABS-collateralized bond/debt obligation | US | $66K | – | 0.01 |
| CAS_22-R09 (FANNIE MAE - CAS_22-R09) | Long | ABS-collateralized bond/debt obligation | US | $132K | – | 0.03 |
| CAS_23-R01 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01) | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.02 |
| CAS_23-R03 (FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R03) | Long | ABS-collateralized bond/debt obligation | US | $306K | – | 0.06 |
| CAS_23-R06 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.03 |
| CAS_24-R02 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_24-R02) | Long | ABS-collateralized bond/debt obligation | US | $442K | – | 0.09 |
| CATALENT PHARMA SOLUTIONS INC | Long | Debt | US | $187K | – | 0.04 |
| CATTLE FEEDER AUG 24 (Goldman Sachs) | Derivative-commodity | US | $-10K | – | -0.00 | |
| CBOE VIX JUL 24 (Goldman Sachs) | Derivative-equity | US | $-3K | – | -0.00 | |
| CBOE VIX JUN 24 (Goldman Sachs) | Derivative-equity | US | $-3K | – | -0.00 | |
| CBOE VIX MINI FUTURES JUN 24 (Goldman Sachs) | Derivative-equity | US | $-31.28 | – | -0.00 | |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $89K | – | 0.02 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $79K | – | 0.02 |
| CCO HOLDINGS LLC/CAP CORP | Long | Debt | US | $13K | – | 0.00 |
| CDI ESCROW ISSUER INC (CHURCHILL DOWNS INC) | Long | Debt | US | $183K | – | 0.04 |
| CDW LLC/CDW FINANCE CORP | Long | Debt | US | $22K | – | 0.00 |
| CEDF_7 (CEDAR FUNDING V CLO LTD CEDF_7-E) | Long | ABS-mortgage backed security | US | $500K | – | 0.10 |
| CELLNEX TELECOM SA | Long | Debt | ES | $98K | – | 0.02 |
| CEMEX SAB DE CV | Long | Debt | MX | $268K | – | 0.06 |
| CENOVUS ENERGY INC | Long | Debt | CA | $940K | – | 0.20 |
| CENOVUS ENERGY INC | Long | Debt | CA | $263K | – | 0.05 |
| CENOVUS ENERGY INC | Long | Debt | CA | $151K | – | 0.03 |
| CENOVUS ENERGY INC | Long | Debt | CA | $24K | – | 0.00 |
| CENTENE CORPORATION | Long | Debt | US | $573K | – | 0.12 |
| CENTENE CORPORATION | Long | Debt | US | $497K | – | 0.10 |
| CENTENE CORPORATION | Long | Debt | US | $363K | – | 0.08 |
| CENTENE CORPORATION | Long | Debt | US | $52K | – | 0.01 |
| CENTERPOINT ENERGY INC | Long | Debt | US | $485K | – | 0.10 |
| CGCMT_16-P3 (CITIGROUP COMMERCIAL MORTGAGE TR) | Long | ABS-mortgage backed security | US | $154K | – | 0.03 |
| CGCMT_23-SMRT (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $136K | – | 0.03 |
| CHARTER COMM OPT LLC/CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $40K | – | 0.01 |
| CHARTER COMM OPT LLC/CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $15K | – | 0.00 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $530K | – | 0.11 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $412K | – | 0.09 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $245K | – | 0.05 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $90K | – | 0.02 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $52K | – | 0.01 |
| CHARTER COMM OPT/OPT CAP (CHARTER COMMUNICATIONS OPERATING) | Long | Debt | US | $41K | – | 0.01 |
| CHENIERE ENERGY PARTNERS LP | Long | Debt | US | $664K | – | 0.14 |
| CHF/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $134K | – | 0.03 | |
| CHF/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| CHF/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $-7K | – | -0.00 | |
| CHILEAN PESO (JPMorgan) | Derivative-foreign exchange | US | $6K | – | 0.00 | |
| CHILEAN PESO (JPMorgan) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| CHILEAN PESO (JPMorgan) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| China Aoyuan Group Ltd | Long | Equity-common | KY | $270.44 | 12K | 0.00 |
| CHINA AOYUAN GROUP LTD | Long | Debt | KY | $367.92 | – | 0.00 |
| CHINA AOYUAN GROUP LTD | Long | Debt | KY | $146.59 | – | 0.00 |
| CHINA AOYUAN GROUP LTD | Long | Debt | KY | $41.71 | – | 0.00 |
| CHINA AOYUAN GROUP LTD - SCRIP SHR | Long | Equity-common | KY | $676.11 | 31K | 0.00 |
| CIFC_23-2A (CIFC FUNDING LTD CIFC_23-2) | Long | ABS-mortgage backed security | KY | $455K | – | 0.09 |
| CIM_20-R6 (CIM TRUST CIM_20-R6) | Long | ABS-collateralized bond/debt obligation | US | $621K | – | 0.13 |
| CIM_21-R3 (CIM TRUST CIM_21-R3) | Long | ABS-collateralized bond/debt obligation | US | $312K | – | 0.07 |
| CIM_23-R3 (CIM TRUST CIM_23-R3) | Long | ABS-collateralized bond/debt obligation | US | $525K | – | 0.11 |
| CINCOR PHARMA INC RIGHTS | Long | Equity-common | US | $153K | 44K | 0.03 |
| CITIGROUP INC | Long | Debt | US | $489K | – | 0.10 |
| CITIGROUP INC | Long | Debt | US | $89K | – | 0.02 |
| Citizens Financial Group Inc | Long | Equity-preferred | US | $214K | 9K | 0.04 |
| City of Florence SC Combined Waterworks & Sewerage System Revenue (FLORENCE S C) | Long | Debt | US | $13K | – | 0.00 |
| City of Jersey Village TX (JERSEY VILLAGE TEX) | Long | Debt | US | $18K | – | 0.00 |
| CIVITAS RESOURCES INC | Long | Debt | US | $422K | – | 0.09 |
| CLASS III MILK FUTURE JUL 24 (JPMorgan) | Derivative-commodity | US | $6K | – | 0.00 | |
| CLASS III MILK FUTURE JUN 24 (JPMorgan) | Derivative-commodity | US | $-13K | – | -0.00 | |
| CLEARWATER PAPER CORP | Long | Debt | US | $93K | – | 0.02 |
| CLEVELAND-CLIFFS INC | Long | Debt | US | $1M | – | 0.22 |
| CMLTI_06-AR2 (CITIGROUP MORTGAGE LOAN TRUST CMLTI_06-AR2) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.03 |
| CMLTI_06-WFH3 (CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-WFH3) | Long | ABS-collateralized bond/debt obligation | US | $156K | – | 0.03 |
| CNF_01-4 (CONSECO FINANCE SECURITIZATIONS CORP CNF_01-4) | Long | ABS-mortgage backed security | US | $269K | – | 0.06 |
| COCOA FUTURE (LIFFE) DEC 24 (Goldman Sachs) | Derivative-commodity | GB | $24K | – | 0.01 | |
| COCOA FUTURE (LIFFE) SEP 24 (Goldman Sachs) | Derivative-commodity | GB | $14K | – | 0.00 | |
| COCOA JUL 24 (Morgan Stanley) | Derivative-commodity | US | $49K | – | 0.01 | |
| COCOA JUL 24 (JPMorgan) | Derivative-commodity | US | $15K | – | 0.00 | |
| COCOA SEP 24 (JPMorgan) | Derivative-commodity | US | $-9K | – | -0.00 | |
| COFFEE JUL 24 (Morgan Stanley) | Derivative-commodity | US | $85K | – | 0.02 | |
| COFFEE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $13K | – | 0.00 | |
| COFFEE JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-2K | – | -0.00 | |
| COFFEE ROBUSTA JUL 24 (JPMorgan) | Derivative-commodity | GB | $14K | – | 0.00 | |
| COFFEE ROBUSTA SEP 24 (JPMorgan) | Derivative-commodity | GB | $2K | – | 0.00 | |
| COFFEE SEP 24 (Goldman Sachs) | Derivative-commodity | US | $5K | – | 0.00 | |
| COGENT COMMUNICATIONS GROUP INC | Long | Debt | US | $90K | – | 0.02 |
| COLO_23-1 (DATABANK ISSUER LLC COLO_23-1) | Long | ABS-mortgage backed security | US | $124K | – | 0.03 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $455K | – | 0.09 |
| COLOMBIA (REPUBLIC OF) | Long | Debt | CO | $181K | – | 0.04 |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $963.03 | – | 0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $717.81 | – | 0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $-110.46 | – | -0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $-708.81 | – | -0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $-984.11 | – | -0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | US | $-1K | – | -0.00 | |
| COLT_22-5 (COLT MORTGAGE LOAN TRUST COLT_22-5) | Long | ABS-collateralized bond/debt obligation | US | $157K | – | 0.03 |
| COLT_23-1 (COLT MORTGAGE LOAN TRUST COLT_23-1) | Long | ABS-collateralized bond/debt obligation | US | $404K | – | 0.08 |
| COLUMBIA PIPELINES OP CO LLC (COLUMBIA PIPELINES OPERATING COMPANY LLC) | Long | Debt | US | $66K | – | 0.01 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $157M | 157M | 32.78 |
| COMM_12-CR4 (COMM MORTGAGE TRUST COMM_12-CR4) | Long | ABS-mortgage backed security | US | $6.72 | – | 0.00 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| COMM_20-SBX (COMM MORTGAGE TRUST COMM_20-SBX) | Long | ABS-mortgage backed security | US | $85K | – | 0.02 |
| Commonwealth of Massachusetts (MASSACHUSETTS (COMMONWEALTH OF)) | Long | Debt | US | $255K | – | 0.05 |
| COMMSCOPE INC | Long | Debt | US | $52K | – | 0.01 |
| CONCERT PHARMACEUTICALS INC CVR (CONCERT PHARMACEUTICALS INC) | Long | Equity-common | US | $72K | 173K | 0.02 |
| CONTINENTAL RESOURCES INC | Long | Debt | US | $720K | – | 0.15 |
| CONTINENTAL RESOURCES INC | Long | Debt | US | $321K | – | 0.07 |
| COPPER JUL 24 (Morgan Stanley) | Derivative-commodity | US | $184K | – | 0.04 | |
| COPPER JUL 24 (Goldman Sachs) | Derivative-commodity | US | $11K | – | 0.00 | |
| COPPER JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-11K | – | -0.00 | |
| COPPER JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-16K | – | -0.00 | |
| COPPER SEP 24 (Goldman Sachs) | Derivative-commodity | US | $20K | – | 0.00 | |
| CORN DEC 24 (JPMorgan) | Derivative-commodity | US | $2K | – | 0.00 | |
| CORN DEC 24 (JPMorgan) | Derivative-commodity | US | $-323.4 | – | -0.00 | |
| CORN JUL 24 (Morgan Stanley) | Derivative-commodity | US | $33K | – | 0.01 | |
| CORN JUL 24 (JPMorgan) | Derivative-commodity | US | $-3K | – | -0.00 | |
| CORN SEP 24 (JPMorgan) | Derivative-commodity | US | $35K | – | 0.01 | |
| Corp ForGreer (GREER S C CORP FORGREER INSTALLMENT) | Long | Debt | US | $77K | – | 0.02 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $407K | – | 0.08 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $208K | – | 0.04 |
| CORPORACION NACIONAL DEL COBRE DE (CORPORACION NACIONAL DEL COBRE DE CHILE) | Long | Debt | CL | $188K | – | 0.04 |
| COSTA RICA (REPUBLIC OF) | Long | Debt | CR | $205K | – | 0.04 |
| COTTON NO.2 DEC 24 (Goldman Sachs) | Derivative-commodity | US | $660.28 | – | 0.00 | |
| COTTON NO.2 JUL 24 (Morgan Stanley) | Derivative-commodity | US | $27K | – | 0.01 | |
| COTTON NO.2 JUL 24 (Goldman Sachs) | Derivative-commodity | US | $2K | – | 0.00 | |
| County of Miami-Dade FL Aviation Revenue (MIAMI DADE CNTY FL AVIATION REVENUE) | Long | Debt | US | $68K | – | 0.01 |
| County of Nassau NY (NASSAU CNTY NY) | Long | Debt | US | $47K | – | 0.01 |
| CPPIB CAPITAL INC | Long | Debt | CA | $100K | – | 0.02 |
| CROWN CASTLE INTERNATIONAL CORP (CROWN CASTLE INC) | Long | Debt | US | $363K | – | 0.08 |
| CRUDE OIL EMINI JUL 24 (Goldman Sachs) | Derivative-commodity | US | $3K | – | 0.00 | |
| CRUDE PALM OIL AUG 24 (JPMorgan) | Derivative-commodity | MY | $7K | – | 0.00 | |
| CRUDE PALM OIL OCT 24 (JPMorgan) | Derivative-commodity | MY | $858.92 | – | 0.00 | |
| CRUDE PALM OIL SEP 24 (JPMorgan) | Derivative-commodity | MY | $4K | – | 0.00 | |
| CRVNA_23-N3 (CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3) | Long | ABS-mortgage backed security | US | $634K | – | 0.13 |
| CSAIL_15-C3 | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| CSC HOLDINGS LLC | Long | Debt | US | $193K | – | 0.04 |
| CSC HOLDINGS LLC | Long | Debt | US | $119K | – | 0.02 |
| CSC HOLDINGS LLC | Long | Debt | US | $23K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $14K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $10K | – | 0.00 |
| CSMC_19-NQM1 (CREDIT SUISSE MORTGAGE TRUST CSMC_19-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $11K | – | 0.00 |
| CSMC_20-RPL6 (CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6) | Long | ABS-collateralized bond/debt obligation | US | $727K | – | 0.15 |
| CSMC_21-980M (CSMC TRUST CSMC_21-980M) | Long | ABS-mortgage backed security | US | $125K | – | 0.03 |
| CSMC_21-B33 (CREDIT SUISSE MORTGAGE TRUST CSMC_21-B33) | Long | ABS-mortgage backed security | US | $355K | – | 0.07 |
| CSMC_21-RPL4 (CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.24 |
| CWALT_05-43 | Long | ABS-collateralized bond/debt obligation | US | $127K | – | 0.03 |
| CWALT_05-59 (COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-59) | Long | ABS-collateralized bond/debt obligation | US | $616K | – | 0.13 |
| CWALT_07-OH3 (COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-OH3) | Long | ABS-collateralized bond/debt obligation | US | $383K | – | 0.08 |
| CWL_04-10 | Long | ABS-collateralized bond/debt obligation | US | $742K | – | 0.15 |
| CWL_05-17 (COUNTRYWIDE ASSET_BACKED CERTIFI) | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.02 |
| CWL_07-13 (COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13) | Long | ABS-collateralized bond/debt obligation | US | $228K | – | 0.05 |
| CWL_07-13 (COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13) | Long | ABS-collateralized bond/debt obligation | US | $115K | – | 0.02 |
| CXHE_05-A (CENTEX HOME EQUITY CXHE_05-A) | Long | ABS-collateralized bond/debt obligation | US | $99K | – | 0.02 |
| DAFC_17-AMO | Long | ABS-mortgage backed security | US | $371K | – | 0.08 |
| DARLING INGREDIENTS INC | Long | Debt | US | $543K | – | 0.11 |
| DAX INDEX JUN 24 (Morgan Stanley) | Derivative-equity | DE | $38K | – | 0.01 | |
| DAX INDEX JUN 24 (Goldman Sachs) | Derivative-equity | DE | $18K | – | 0.00 | |
| DBGS_18-C1 (DBGS MORTGAGE TRUST DBGS_18-C1) | Long | ABS-mortgage backed security | US | $502K | – | 0.10 |
| DELL INTL LLC / EMC CORP (DELL INTERNATIONAL LLC) | Long | Debt | US | $352K | – | 0.07 |
| DELTA AIR LINES 2020-A (DELTA AIR LINES INC) | Long | Debt | US | $74K | – | 0.02 |
| DELTA AIR LINES INC | Long | Debt | US | $189K | – | 0.04 |
| DELTA AIR LINES INC | Long | Debt | US | $104K | – | 0.02 |
| DELTA AIR LINES/SKYMILES IP LTD (SKYMILES IP LTD) | Long | Debt | KY | $1M | – | 0.27 |
| DEUTSCHLAND (BUNDESREPUBLIC) (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $149K | – | 0.03 |
| DIRECTV HOLDINGS LLC/DIRECTV FIN (DIRECTV FINANCING LLC) | Long | Debt | US | $141K | – | 0.03 |
| DJIA MINI e-CBOT JUN 24 (Goldman Sachs) | Derivative-equity | US | $-47K | – | -0.01 | |
| DJIA MINI e-CBOT JUN 24 (Morgan Stanley) | Derivative-equity | US | $-65K | – | -0.01 | |
| DNKN_19-1A (DB MASTER FINANCE LLC DNKN_19-1A) | Long | ABS-mortgage backed security | US | $175K | – | 0.04 |
| DOLLAR INDEX JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $13K | – | 0.00 | |
| DOLP_21-NYC (DOLP TRUST DOLP_21-NYC) | Long | ABS-mortgage backed security | US | $367K | – | 0.08 |
| DOMINICAN (REPUBLIC OF) (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $182K | – | 0.04 |
| DOMINION ENERGY INC | Long | Debt | US | $216K | – | 0.05 |
| DOMINION ENERGY INC | Long | Debt | US | $66K | – | 0.01 |
| DPABS_15-1A | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.03 |
| DPL INC | Long | Debt | US | $362K | – | 0.08 |
| DROP_21-FILE (DROP MORTGAGE TRUST DROP_21-FILE) | Long | ABS-mortgage backed security | US | $283K | – | 0.06 |
| DRSLF_20-85A (DRYDEN CLO LTD DRSLF_20-85A) | Long | ABS-mortgage backed security | KY | $802K | – | 0.17 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $214K | – | 0.04 |
| DUKE ENERGY PROGRESS LLC | Long | Debt | US | $182K | – | 0.04 |
| DUKE UNIVERSITY | Long | Debt | US | $167K | – | 0.03 |
| E-MICRO EUR/USD JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $-280.01 | – | -0.00 | |
| E-MICRO GOLD FUTURES AUG 24 (JPMorgan) | Derivative-commodity | US | $-3K | – | -0.00 | |
| E-MINI CONSUMER DISCRETIONARY JUN (JPMorgan) | Derivative-equity | US | $-28K | – | -0.01 | |
| E-MINI CONSUMER STAPLES JUN 24 (JPMorgan) | Derivative-equity | US | $222.6 | – | 0.00 | |
| E-MINI HEALTH CARE SECTOR JUN 24 (JPMorgan) | Derivative-equity | US | $224.46 | – | 0.00 | |
| E-MINI MATERIALS SELECT SECTOR JUN (JPMorgan) | Derivative-equity | US | $7K | – | 0.00 | |
| E-MINI UTILITIES SELECT SECTOR JUN (JPMorgan) | Derivative-equity | US | $10K | – | 0.00 | |
| E.ON SE | Long | Debt | DE | $149K | – | 0.03 |
| EDGEWELL PERSONAL CARE CO | Long | Debt | US | $91K | – | 0.02 |
| ELM30_24-6A (ELMWOOD CLO 30 LTD ELM30_24-6A) | Long | ABS-mortgage backed security | KY | $500K | – | 0.10 |
| ELP_21-ELP (ELP 2021-ELP) | Long | ABS-mortgage backed security | US | $347K | – | 0.07 |
| EMBECTA CORP | Long | Debt | US | $223K | – | 0.05 |
| EMERA INC (EMERA INCORPORATED) | Long | Debt | CA | $551K | – | 0.11 |
| EMINI ENERGY SELECT SECTOR JUN 24 (JPMorgan) | Derivative-equity | US | $-612.96 | – | -0.00 | |
| EMINI REAL ESTATE SELECT SECTO JUN (JPMorgan) | Derivative-equity | US | $-938.98 | – | -0.00 | |
| ENBRIDGE INC | Long | Debt | CA | $498K | – | 0.10 |
| ENBRIDGE INC | Long | Debt | CA | $356K | – | 0.07 |
| ENCANA CORPORATION (OVINTIV INC) | Long | Debt | US | $516K | – | 0.11 |
| ENCANA CORPORATION (OVINTIV INC) | Long | Debt | US | $267K | – | 0.06 |
| ENERGIZER HOLDINGS INC | Long | Debt | US | $149K | – | 0.03 |
| ENERGIZER HOLDINGS INC | Long | Debt | US | $36K | – | 0.01 |
| ENERGY TRANSFER LP | Long | Debt | US | $364K | – | 0.08 |
| ENERGY TRANSFER LP | Long | Debt | US | $318K | – | 0.07 |
| EQT CORP | Long | Debt | US | $654K | – | 0.14 |
| EQT CORP | Long | Debt | US | $283K | – | 0.06 |
| EUR/USD EMINI FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $-719.7 | – | -0.00 | |
| EUR/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $-382.35 | – | -0.00 | |
| EUR/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $-87K | – | -0.02 | |
| EURO BUXL 30YR BOND JUN 24 (Morgan Stanley) | Derivative-interest rate | US | $29K | – | 0.01 | |
| EURO BUXL 30YR BOND JUN 24 (Goldman Sachs) | Derivative-interest rate | US | $9K | – | 0.00 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $17K | – | 0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $11K | – | 0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $10K | – | 0.00 | |
| EURO COUNTRIES (UBS) | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $5K | – | 0.00 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $147.45 | – | 0.00 | |
| EURO COUNTRIES (State Street) | Derivative-foreign exchange | XX | $-15.12 | – | -0.00 | |
| EURO COUNTRIES (CIBC) | Derivative-foreign exchange | XX | $-360.47 | – | -0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| EURO COUNTRIES (RBC Capital Markets) | Derivative-foreign exchange | XX | $-7K | – | -0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $-10K | – | -0.00 | |
| EURO COUNTRIES (Barclays) | Derivative-foreign exchange | XX | $-12K | – | -0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $-14K | – | -0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $-19K | – | -0.00 | |
| EURO COUNTRIES (Morgan Stanley) | Derivative-foreign exchange | XX | $-20K | – | -0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $-37K | – | -0.01 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $-80K | – | -0.02 | |
| EURO STOXX 50 JUN 24 (Morgan Stanley) | Derivative-equity | DE | $66K | – | 0.01 | |
| EURO STOXX 50 JUN 24 (JPMorgan) | Derivative-equity | DE | $803.84 | – | 0.00 | |
| EURO STOXX 50 JUN 24 (JPMorgan) | Derivative-equity | DE | $-3K | – | -0.00 | |
| EURO STOXX BANK JUN 24 (Goldman Sachs) | Derivative-equity | DE | $218K | – | 0.05 | |
| EURO-BOBL JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $126K | – | 0.03 | |
| EURO-BOBL JUN 24 (Goldman Sachs) | Derivative-interest rate | DE | $108K | – | 0.02 | |
| EURO-BTP (ITALY GOVT) JUN 24 (Goldman Sachs) | Derivative-interest rate | DE | $7K | – | 0.00 | |
| EURO-BTP (ITALY GOVT) JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $-20K | – | -0.00 | |
| EURO-BTP (ITALY GOVT) JUN 24 (Goldman Sachs) | Derivative-interest rate | DE | $-64K | – | -0.01 | |
| EURO-BUND JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $63K | – | 0.01 | |
| EURO-BUND JUN 24 (JPMorgan) | Derivative-interest rate | DE | $56K | – | 0.01 | |
| EURO-BUND JUN 24 (Goldman Sachs) | Derivative-interest rate | DE | $-22K | – | -0.00 | |
| EURO-OAT JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $38K | – | 0.01 | |
| EURO-OAT JUN 24 (JPMorgan) | Derivative-interest rate | DE | $36K | – | 0.01 | |
| EURO-SCHATZ JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $278K | – | 0.06 | |
| EURO-SCHATZ JUN 24 (Goldman Sachs) | Derivative-interest rate | DE | $137K | – | 0.03 | |
| EUROPEAN INVESTMENT BANK | Long | Debt | LU | $416K | – | 0.09 |
| EVERARC ESCROW SARL (SK INVICTUS INTERMEDIATE II SARL) | Long | Debt | LU | $188K | – | 0.04 |
| EVERGY MISSOURI WEST INC | Long | Debt | US | $480K | – | 0.10 |
| EVERI HOLDINGS INC | Long | Debt | US | $189K | – | 0.04 |
| EXPORT-IMPORT BANK OF INDIA | Long | Debt | IN | $190K | – | 0.04 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $119K | – | 0.02 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $29K | – | 0.01 |
| EXTRA SPACE STORAGE LP (Extra SpStrg) | Long | Debt | US | $24K | – | 0.01 |
| FARMERS EXCHANGE CAPITAL III | Long | Debt | US | $249K | – | 0.05 |
| FARMERS INSURANCE EXCHANGE (FARMERS INS EXCHANGE) | Long | Debt | US | $74K | – | 0.02 |
| FCOJ-A FUTURE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-2K | – | -0.00 | |
| FED FUND 30 DAY APR 25 (Goldman Sachs) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FERRELLGAS LP/FERRELLGAS FIN | Long | Debt | US | $184K | – | 0.04 |
| FERTITTA ENTERTAINMENT LLC | Long | Debt | US | $53K | – | 0.01 |
| FFML_06-FF4 (FIRST FRANKLIN MORTGAGE LOAN ASSET BACKED CERTIFICATES FFML_06-F) | Long | ABS-collateralized bond/debt obligation | US | $44K | – | 0.01 |
| FFML_06-FF9 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| FHASI_05-AR4 (FIRST HORIZON MORTGAGE PASS THROUGH TRUST FHASI_05-AR4) | Long | ABS-collateralized bond/debt obligation | US | $106K | – | 0.02 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $439K | – | 0.09 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $436K | – | 0.09 |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $292K | – | 0.06 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.31 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.22 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $836K | – | 0.17 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $624K | – | 0.13 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $542K | – | 0.11 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $540K | – | 0.11 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $417K | – | 0.09 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $404K | – | 0.08 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $281K | – | 0.06 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $236K | – | 0.05 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $173K | – | 0.04 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $116K | – | 0.02 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $91K | – | 0.02 |
| FHLMC_19-KF71 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_19-KF71) | Long | ABS-mortgage backed security | US | $263K | – | 0.05 |
| FHLMC_19-P002 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_19-P002) | Long | ABS-mortgage backed security | US | $41K | – | 0.01 |
| FHLMC_K039 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| FHLMC_K043 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $37K | – | 0.01 |
| FHLMC_K051 (FREDDIE MAC FHLMC_K051) | Long | ABS-mortgage backed security | US | $44K | – | 0.01 |
| FHLMC_K057 (FHLMC MULTIFAMILY STRUCTURED PAS) | Long | ABS-mortgage backed security | US | $92K | – | 0.02 |
| FHLMC_K060 (FHLMC MULTIFAMILY STRUCTURED PA) | Long | ABS-mortgage backed security | US | $56K | – | 0.01 |
| FHLMC_K096 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096) | Long | ABS-mortgage backed security | US | $287K | – | 0.06 |
| FHLMC_K728 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K728) | Long | ABS-mortgage backed security | US | $10K | – | 0.00 |
| FHLMC_K732 (FREDDIE MAC FHLMC_K732) | Long | ABS-mortgage backed security | US | $32K | – | 0.01 |
| FHLMC_KC07 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KC07) | Long | ABS-mortgage backed security | US | $38K | – | 0.01 |
| FHLMC_KL05 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KL05) | Long | ABS-mortgage backed security | US | $90K | – | 0.02 |
| FHLMC_KLU3 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3) | Long | ABS-mortgage backed security | US | $141K | – | 0.03 |
| FHLMC_KS06 (FREDDIE MAC FHLMC_KS06) | Long | ABS-mortgage backed security | US | $33K | – | 0.01 |
| FHLMC_Q004 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q004) | Long | ABS-mortgage backed security | US | $43K | – | 0.01 |
| FHLT_05-D | Long | ABS-collateralized bond/debt obligation | US | $598K | – | 0.12 |
| FIDELITY NATIONAL INFORMATION SERV | Long | Debt | US | $202K | – | 0.04 |
| FINLAND (REPUBLIC OF) | Long | Debt | FI | $479K | – | 0.10 |
| First Horizon Corp | Long | Equity-preferred | US | $26K | 2K | 0.01 |
| FIRSTCASH INC | Long | Debt | US | $99K | – | 0.02 |
| FIRSTENERGY TRANSMISSION LLC | Long | Debt | US | $208K | – | 0.04 |
| FIVE STAR BANCORP | Long | Debt | US | $84K | – | 0.02 |
| FKH_20-SFR2 (FIRSTKEY HOMES FKH_20-SFR2) | Long | ABS-mortgage backed security | US | $195K | – | 0.04 |
| FKH_21-SFR3 (FIRSTKEY HOMES TRUST FKH_21-SFR3) | Long | ABS-mortgage backed security | US | $732K | – | 0.15 |
| FL LEE CNTY FLA SCH BRD CTFS PART (LEE CNTY FLA SCH BRD) | Long | Debt | US | $19K | – | 0.00 |
| FMBT_19-FBLU (FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU) | Long | ABS-mortgage backed security | US | $302K | – | 0.06 |
| FNLC_05-4 (FIRST NLC TRUST FNLC_05-4) | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.04 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.32 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.29 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.24 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $766K | – | 0.16 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $652K | – | 0.14 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $493K | – | 0.10 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $390K | – | 0.08 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $348K | – | 0.07 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $282K | – | 0.06 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.27 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $502K | – | 0.10 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $347K | – | 0.07 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $249K | – | 0.05 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $247K | – | 0.05 |
| FNMA 30YR UMBS SUPER (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $177K | – | 0.04 |
| FNMA_13-5 (FANNIE MAE FNMA_13-5) | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.04 |
| FNMA_16-M11B (FANNIEMAE-ACES FNMA_16-M11) | Long | ABS-mortgage backed security | US | $6K | – | 0.00 |
| FNMA_16-M4 (FANNIE MAE ACES FNMA_16-M4) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| FNMA_19-M29 (FANNIEMAE-ACES FNMA_19-M29) | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| FORD MOTOR COMPANY | Long | Debt | US | $978K | – | 0.20 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $342K | – | 0.07 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $180K | – | 0.04 |
| FORD MOTOR CREDIT COMPANY LLC | Long | Debt | US | $127K | – | 0.03 |
| Fort Mill Public Facilities Corp (FORT MILL S C) | Long | Debt | US | $5K | – | 0.00 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $769K | – | 0.16 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $274K | – | 0.06 |
| FREEPORT-MCMORAN INC | Long | Debt | US | $253K | – | 0.05 |
| FRONT RANGE BIDCO INC (ZAYO GROUP HOLDINGS INC) | Long | Debt | US | $92K | – | 0.02 |
| FRONTIER COMMUNICATIONS CORP (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $159K | – | 0.03 |
| FRONTIER COMMUNICATIONS CORP (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $16K | – | 0.00 |
| FRONTIER COMMUNICATIONS HOLDINGS (FRONTIER COMMUNICATIONS HOLDINGS LLC) | Long | Debt | US | $88K | – | 0.02 |
| FSMT_21-5INV (FLAGSTAR MORTGAGE TRUST FSMT_21-5INV) | Long | ABS-collateralized bond/debt obligation | US | $927K | – | 0.19 |
| FTMB_19-FBLU (FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU) | Long | ABS-mortgage backed security | US | $427K | – | 0.09 |
| FTSE 100 INDEX JUN 24 (JPMorgan) | Derivative-equity | GB | $71K | – | 0.01 | |
| FTSE 100 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | GB | $52K | – | 0.01 | |
| FTSE CHINA A50 JUN 24 (JPMorgan) | Derivative-equity | SG | $-11K | – | -0.00 | |
| FTSE CHINA A50 JUN 24 (Morgan Stanley) | Derivative-equity | SG | $-25K | – | -0.01 | |
| FTSE TAIWAN JUN 24 (Morgan Stanley) | Derivative-equity | SG | $-64K | – | -0.01 | |
| FTSE TAIWAN JUN 24 (JPMorgan) | Derivative-equity | SG | $-77K | – | -0.02 | |
| FTSE/JSE TOP 40 JUN 24 (Morgan Stanley) | Derivative-equity | ZA | $-7K | – | -0.00 | |
| FTSE/JSE TOP 40 JUN 24 (JPMorgan) | Derivative-equity | ZA | $-44K | – | -0.01 | |
| FTSE/MIB INDEX JUN 24 (Morgan Stanley) | Derivative-equity | IT | $117K | – | 0.02 | |
| FTSE/MIB INDEX JUN 24 (JPMorgan) | Derivative-equity | IT | $86K | – | 0.02 | |
| FTSE/MIB MINI INDEX JUN 24 (JPMorgan) | Derivative-equity | IT | $7K | – | 0.00 | |
| GALAXY PIPELINE ASSETS BIDCO LTD | Long | Debt | JE | $137K | – | 0.03 |
| GARTNER INC | Long | Debt | US | $264K | – | 0.06 |
| GAS OIL AUG 24 (JPMorgan) | Derivative-commodity | GB | $6K | – | 0.00 | |
| GAS OIL JUL 24 (JPMorgan) | Derivative-commodity | GB | $23K | – | 0.00 | |
| GAS OIL JUL 24 (Morgan Stanley) | Derivative-commodity | GB | $-12K | – | -0.00 | |
| GAS OIL OCT 24 (JPMorgan) | Derivative-commodity | GB | $5K | – | 0.00 | |
| GAS OIL SEP 24 (JPMorgan) | Derivative-commodity | GB | $5K | – | 0.00 | |
| GASOLINE RBOB AUG 24 (Goldman Sachs) | Derivative-commodity | US | $-21K | – | -0.00 | |
| GASOLINE RBOB JUL 24 (Goldman Sachs) | Derivative-commodity | US | $4K | – | 0.00 | |
| GASOLINE RBOB JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-44K | – | -0.01 | |
| GASOLINE RBOB SEP 24 (Goldman Sachs) | Derivative-commodity | US | $-7K | – | -0.00 | |
| GBP/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $983.1 | – | 0.00 | |
| GBP/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $503.28 | – | 0.00 | |
| GBP/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $-8K | – | -0.00 | |
| GCAT_19-RPL1 (ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $540K | – | 0.11 |
| GCAT_22-NQM4 (GCAT TRUST GCAT_22-NQM4) | Long | ABS-collateralized bond/debt obligation | US | $83K | – | 0.02 |
| GERMANY (FEDERAL REPUBLIC OF) | Long | Debt | DE | $283K | – | 0.06 |
| GERMANY (FEDERAL REPUBLIC OF) | Long | Debt | DE | $276K | – | 0.06 |
| GEWMC_05-1 (GE-WMC MORTGAGE SECURITIES LLC GEWMC_05-1) | Long | ABS-collateralized bond/debt obligation | US | $179K | – | 0.04 |
| GGAM FINANCE LTD (GGAM FINANCE LTD (LIMERICK BRANCH)) | Long | Debt | IE | $267K | – | 0.06 |
| GLOBAL PARTNERS LP/GLP FIN | Long | Debt | US | $148K | – | 0.03 |
| GLP CAPITAL LP / GLP FIN II INC | Long | Debt | US | $89K | – | 0.02 |
| GLP CAPITAL LP / GLP FIN II INC | Long | Debt | US | $80K | – | 0.02 |
| GLP CAPITAL LP / GLP FINANCING II | Long | Debt | US | $93K | – | 0.02 |
| GLP CAPITAL LP / GLP FINANCING II | Long | Debt | US | $20K | – | 0.00 |
| GLP CAPITAL LP/GLP FINANCING II | Long | Debt | US | $18K | – | 0.00 |
| GMACM_06-AR1 | Long | ABS-collateralized bond/debt obligation | US | $308K | – | 0.06 |
| GNMA_12-4 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-4) | Long | ABS-mortgage backed security | US | $16.92 | – | 0.00 |
| GNMA_14-103 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-mortgage backed security | US | $5K | – | 0.00 |
| GNMA_17-136 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-136) | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.02 |
| GNMA_18-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63) | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.02 |
| GNMA2 30YR (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $2M | – | 0.40 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $893K | – | 0.19 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $421K | – | 0.09 |
| GOLD 100 OZ AUG 24 (Goldman Sachs) | Derivative-commodity | US | $-41K | – | -0.01 | |
| GOLD 100 OZ AUG 24 (Morgan Stanley) | Derivative-commodity | US | $-251K | – | -0.05 | |
| GOLD 100 OZ DEC 24 (Goldman Sachs) | Derivative-commodity | US | $-33K | – | -0.01 | |
| GOLD TCOM FUTURE APR 25 (JPMorgan) | Derivative-commodity | JP | $32K | – | 0.01 | |
| GOLD TCOM FUTURE FEB 25 (JPMorgan) | Derivative-commodity | JP | $5K | – | 0.00 | |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $2M | – | 0.34 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $403K | – | 0.08 |
| GOLDMAN SACHS GROUP INC (GOLDMAN SACHS GROUP INC/THE) | Long | Debt | US | $221K | – | 0.05 |
| GOLDMAN SACHS GROUP INC/THE | Long | Debt | US | $14K | – | 0.00 |
| GRACE_20-GRCE (GRACECHURCH MORTGAGE FINANCE PLC GRACE_20-GRCE) | Long | ABS-mortgage backed security | US | $403K | – | 0.08 |
| GRAPHIC PACKAGING INTERNATIONAL (GRAPHIC PACKAGING INTERNATIONAL LLC) | Long | Debt | US | $90K | – | 0.02 |
| Greenwood Independent School District (GREENWOOD TEX INDPT SCH DIST) | Long | Debt | US | $33K | – | 0.01 |
| GREYSTAR REAL ESTATE PARTNERS LLC | Long | Debt | US | $92K | – | 0.02 |
| GRIFOLS ESCROW ISSUER SAU (GRIFOLS SA) | Long | Debt | ES | $255K | – | 0.05 |
| GSAMP_05-WMC3 (GSAMP TRUST GSAMP_05-WMC3) | Long | ABS-collateralized bond/debt obligation | US | $634K | – | 0.13 |
| GSAMP_06-HE7 (GSAMP TRUST GSAMP_06-HE7) | Long | ABS-collateralized bond/debt obligation | US | $10K | – | 0.00 |
| GSAMP_07-FM2 (GSAMP TRUST GSAMP_07-FM2) | Long | ABS-collateralized bond/debt obligation | US | $414K | – | 0.09 |
| GSMBS_20-RPL1 (GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1) | Long | ABS-collateralized bond/debt obligation | US | $671K | – | 0.14 |
| GSMBS_21-PJ4 (GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4) | Long | ABS-collateralized bond/debt obligation | US | $482K | – | 0.10 |
| GSMS_17-375H (GS MORTGAGE SECURITIES TRUST GSMS_17-375H) | Long | ABS-mortgage backed security | US | $419K | – | 0.09 |
| GSMS_20-UPTN (GS MORTGAGE SECURITIES TRUST GSMS_20-UPTN) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| GUATEMALA (REPUBLIC OF) (GUATEMALA REPUBLIC OF (GOVERNMENT)) | Long | Debt | GT | $191K | – | 0.04 |
| GWT_24-WOLF (GREAT WOLF TRUST GWT_24-WOLF) | Long | ABS-mortgage backed security | US | $540K | – | 0.11 |
| GWT_24-WOLF (GREAT WOLF TRUST GWT_24-WOLF) | Long | ABS-mortgage backed security | US | $360K | – | 0.08 |
| H-FOOD HOLDINGS LLC | Long | Debt | US | $11K | – | 0.00 |
| H.J. HEINZ FINANCE COMPANY (KRAFT HEINZ FOODS CO) | Long | Debt | US | $272K | – | 0.06 |
| HACKENSACK MERIDIAN HEALTH | Long | Debt | US | $256K | – | 0.05 |
| Hardin County School District Finance Corp (HARDIN CNTY KY SCH DIST FIN CORP) | Long | Debt | US | $23K | – | 0.00 |
| HASC_05-I1 | Long | ABS-collateralized bond/debt obligation | US | $420K | – | 0.09 |
| HASC_06-HE2 (HSI ASSET SECURITIZATION HASC_06) | Long | ABS-collateralized bond/debt obligation | US | $446K | – | 0.09 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $1M | – | 0.29 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $674K | – | 0.14 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $128K | – | 0.03 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $121K | – | 0.03 |
| HCA INC (HCA-THE HEALTHCARE CO) | Long | Debt | US | $101K | – | 0.02 |
| HEALTHCARE REALTY HOLDINGS LP | Long | Debt | US | $58K | – | 0.01 |
| HEALTHCARE REALTY HOLDINGS LP | Long | Debt | US | $33K | – | 0.01 |
| HEALTHCARE TRUST OF AMERICA HLDGS (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $126K | – | 0.03 |
| HEALTHCARE TRUST OF AMERICA HLDGS (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $43K | – | 0.01 |
| HEALTHCARE TRUST OF AMERICA HLDGS (HEALTHCARE REALTY HOLDINGS LP) | Long | Debt | US | $30K | – | 0.01 |
| HEAT_05-2 | Long | ABS-collateralized bond/debt obligation | US | $615K | – | 0.13 |
| HENDR_10-3A (321 HENDERSON RECEIVABLES LLC HENDR_10-3A) | Long | ABS-mortgage backed security | US | $172K | – | 0.04 |
| HENDR_16-1A (321 HENDERSON RECEIVABLES LLC HE) | Long | ABS-mortgage backed security | US | $562K | – | 0.12 |
| HILTON DOMESTIC OPERATING CO (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $410K | – | 0.09 |
| HILTON DOMESTIC OPERATING COMPANY (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $332K | – | 0.07 |
| HMBT_05-3 (HOMEBANC MORTGAGE TRUST HMBT_05-3) | Long | ABS-collateralized bond/debt obligation | US | $597K | – | 0.12 |
| HOST HOTELS & RESORTS LP | Long | Debt | US | $280K | – | 0.06 |
| HOST HOTELS & RESORTS LP | Long | Debt | US | $101K | – | 0.02 |
| HPA_19-1 (HOME PARTNERS OF AMERICA TRUST HPA_19-1) | Long | ABS-mortgage backed security | US | $71K | – | 0.01 |
| HSBC HOLDINGS PLC | Long | Debt | GB | $694K | – | 0.14 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $121K | – | 0.03 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $80K | – | 0.02 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $70K | – | 0.01 |
| HUDSON PACIFIC PROPERTIES LP | Long | Debt | US | $4K | – | 0.00 |
| HUNGARIAN FURINT (JPMorgan) | Derivative-foreign exchange | US | $699.09 | – | 0.00 | |
| HUNGARIAN FURINT (JPMorgan) | Derivative-foreign exchange | XX | $-498 | – | -0.00 | |
| HUNGARY (REPUBLIC OF) (HUNGARY (GOVERNMENT)) | Long | Debt | HU | $157K | – | 0.03 |
| Huntington Bancshares Inc/OH | Long | Equity-preferred | US | $440.25 | 25 | 0.00 |
| HVMLT_07-6 (HARBORVIEW MORTGAGE LOAN TRUST HVMLT_07-6) | Long | ABS-collateralized bond/debt obligation | US | $361K | – | 0.08 |
| HWIRE_24-1A (HOTWIRE FUNDING LLC HWIRE_24-1) | Long | ABS-mortgage backed security | US | $546K | – | 0.11 |
| HY_19-55HY (HUDSON YARDS HY_19-55HY) | Long | ABS-mortgage backed security | US | $61K | – | 0.01 |
| HYATT HOTELS CORP | Long | Debt | US | $458K | – | 0.10 |
| IBEX 35 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | ES | $20K | – | 0.00 | |
| IBEX 35 INDEX JUN 24 (JPMorgan) | Derivative-equity | ES | $3K | – | 0.00 | |
| IBEX MINI IDX JUN 24 (Goldman Sachs) | Derivative-equity | ES | $-208.53 | – | -0.00 | |
| ICAHN ENTERPRISES LP | Long | Debt | US | $48K | – | 0.01 |
| ICAHN ENTERPRISES LP | Long | Debt | US | $10K | – | 0.00 |
| ICAHN ENTERPRISES LP / FIN CORP | Long | Debt | US | $161K | – | 0.03 |
| ICAHN ENTERPRISES LP / FIN CORP | Long | Debt | US | $50K | – | 0.01 |
| ICE ECX EMISSION EUA DEC 24 (Morgan Stanley) | Derivative-commodity | NL | $-22K | – | -0.00 | |
| ICE NAT GAS MAY 24 (JPMorgan) | Derivative-commodity | GB | $2K | – | 0.00 | |
| IFSC NIFTY 50 JUN 24 (Morgan Stanley) | Derivative-equity | IN | $-27K | – | -0.01 | |
| IFSC NIFTY 50 JUN 24 (JPMorgan) | Derivative-equity | IN | $-30K | – | -0.01 | |
| IMM_04-8 | Long | ABS-collateralized bond/debt obligation | US | $107K | – | 0.02 |
| IMSA_06-5 (IMPAC SECURED ASSETS CORP IMSA_06-5) | Long | ABS-collateralized bond/debt obligation | US | $424K | – | 0.09 |
| INABS_05-D | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $367K | – | 0.08 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $364K | – | 0.08 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $344K | – | 0.07 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $194K | – | 0.04 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $159K | – | 0.03 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $128K | – | 0.03 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $91K | – | 0.02 |
| INDIA (REPUBLIC OF) | Long | Debt | IN | $42K | – | 0.01 |
| INDIAN RAILWAY FINANCE CORP LTD | Long | Debt | IN | $178K | – | 0.04 |
| INDIAN RUPEE (JPMorgan) | Derivative-foreign exchange | US | $192.31 | – | 0.00 | |
| INDIAN RUPEE (JPMorgan) | Derivative-foreign exchange | US | $-3.09 | – | -0.00 | |
| INDIAN RUPEE (JPMorgan) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| INDIAN RUPEE (JPMorgan) | Derivative-foreign exchange | US | $-10K | – | -0.00 | |
| INDIAN RUPEE (JPMorgan) | Derivative-foreign exchange | US | $-13K | – | -0.00 | |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $727K | – | 0.15 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $615K | – | 0.13 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $470K | – | 0.10 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $361K | – | 0.08 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $308K | – | 0.06 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $289K | – | 0.06 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $272K | – | 0.06 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $216K | – | 0.05 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $184K | – | 0.04 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $183K | – | 0.04 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $153K | – | 0.03 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $134K | – | 0.03 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $122K | – | 0.03 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $89K | – | 0.02 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $86K | – | 0.02 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $70K | – | 0.01 |
| INDONESIA (REPUBLIC OF) | Long | Debt | ID | $46K | – | 0.01 |
| INDONESIA ASAHAN ALUMINIUM PERSERO (INDONESIA ASAHAN ALUMINIUM PERSERO PT) | Long | Debt | ID | $196K | – | 0.04 |
| INDONESIA ASAHAN ALUMINIUM TBK PT (INDONESIA ASAHAN ALUMINIUM PERSERO PT) | Long | Debt | ID | $480K | – | 0.10 |
| INDX_06-AR2 (INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2) | Long | ABS-collateralized bond/debt obligation | US | $533K | – | 0.11 |
| INDX_06-AR2 (INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2) | Long | ABS-collateralized bond/debt obligation | US | $491K | – | 0.10 |
| INR/USD FUTURE (SGX) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | SG | $383.2 | – | 0.00 | |
| INR/USD STANDARD (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $51.18 | – | 0.00 | |
| INSTELSAT EMERGENCE SA F+ (INTELSAT EMERGENCE SA) | Long | Equity-common | LU | $215K | 6K | 0.04 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEV BANK) | Long | Debt | US | $241K | – | 0.05 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEV BANK) | Long | Debt | US | $214K | – | 0.04 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEV BANK) | Long | Debt | US | $173K | – | 0.04 |
| INTER-AMERICAN DEVELOPMENT BANK (INTER-AMERICAN DEV BANK) | Long | Debt | US | $89K | – | 0.02 |
| INTERNATIONAL BANK FOR RECONSTRUCT (INTL BANK FOR RECONSTRUCT) | Long | Debt | US | $772K | – | 0.16 |
| INTERNATIONAL FINANCE CORP | Long | Debt | US | $342K | – | 0.07 |
| INTERNATIONAL FINANCE CORP | Long | Debt | US | $207K | – | 0.04 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $377K | – | 0.08 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $64K | – | 0.01 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $16K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $4K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES (INTERNATIONAL FLAVORS & FRAGRANCES INC) | Long | Debt | US | $4K | – | 0.00 |
| INTL BANK RECON & DEVELOPMENT (INTL BANK FOR RECONSTRUCT) | Long | Debt | US | $453K | – | 0.09 |
| INTL BANK RECON & DEVELOPMENT (INTL BANK FOR RECONSTRUCT) | Long | Debt | US | $339K | – | 0.07 |
| INTL BANK RECON & DEVELOPMENT (INTL BANK FOR RECONSTRUCT) | Long | Debt | US | $134K | – | 0.03 |
| INTL BANK RECON & DEVELOPMENT (INTL BANK FOR RECONSTRUCT) | Long | Debt | US | $127K | – | 0.03 |
| INTL BANK RECON & DEVELOPMENT (INTL BANK FOR RECONSTRUCT) | Long | Debt | US | $104K | – | 0.02 |
| INTL DEVELOPMENT ASSOCIATION (INTERNATIONAL DEVELOPMENT ASSOCIATION) | Long | Debt | US | $80K | – | 0.02 |
| INVITATION HOMES OP PARTNER LP (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $149K | – | 0.03 |
| INVITATION HOMES OP PARTNER LP (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $59K | – | 0.01 |
| INVITATION HOMES OPERATING PARTNER (INVITATION HOMES OPERATING PARTNERSHIP LP) | Long | Debt | US | $12K | – | 0.00 |
| IRELAND (REPUBLIC OF) (IRELAND (GOVERNMENT)) | Long | Debt | IE | $234K | – | 0.05 |
| JANE STREET GROUP/JSG FINANCE INC (JANE STREET GROUP LLC) | Long | Debt | US | $181K | – | 0.04 |
| JAPANESE YEN (JPMorgan) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| JAPANESE YEN (Citi) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| JAPANESE YEN (Morgan Stanley) | Derivative-foreign exchange | JP | $-6K | – | -0.00 | |
| JAPANESE YEN (JPMorgan) | Derivative-foreign exchange | JP | $-7K | – | -0.00 | |
| JAPANESE YEN (Citi) | Derivative-foreign exchange | JP | $-9K | – | -0.00 | |
| JAPANESE YEN (State Street) | Derivative-foreign exchange | JP | $-20K | – | -0.00 | |
| JAPANESE YEN (CIBC) | Derivative-foreign exchange | JP | $-28K | – | -0.01 | |
| JAPANESE YEN (HSBC) | Derivative-foreign exchange | JP | $-36K | – | -0.01 | |
| JAPANESE YEN (Goldman Sachs) | Derivative-foreign exchange | JP | $-41K | – | -0.01 | |
| JAPANESE YEN (Morgan Stanley) | Derivative-foreign exchange | JP | $-64K | – | -0.01 | |
| JBS USA LUX SA/JBS FOOD CO/JBS FIN (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $127K | – | 0.03 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $378K | – | 0.08 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $339K | – | 0.07 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $293K | – | 0.06 |
| JBS USA LUX SA/JBS FOOD CO/JBS USA (JBS USA HOLDING LUX SARL) | Long | Debt | LU | $168K | – | 0.03 |
| JETBLUE 2020-1 CLASS A PT (JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST JBLU_20-1) | Long | Debt | US | $285K | – | 0.06 |
| JOHNSON CONTROLS INTERNATIONAL PLC | Long | Debt | IE | $97K | – | 0.02 |
| JPALT_06-A1 (JP MORGAN ALTERNATIVE LOAN TRUST JPALT_06-A1) | Long | ABS-collateralized bond/debt obligation | US | $207K | – | 0.04 |
| JPALT_07-S1 | Long | ABS-collateralized bond/debt obligation | US | $136K | – | 0.03 |
| JPMAC_05-OPT2 (JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_05-OPT2) | Long | ABS-collateralized bond/debt obligation | US | $811K | – | 0.17 |
| JPMAC_06-FRE1 (JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-FRE1) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.03 |
| JPMAC_07-CH5 (JP MORGAN MORTGAGE ACQUISITION C) | Long | ABS-collateralized bond/debt obligation | US | $308K | – | 0.06 |
| JPMAC_07-HE1 (JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_07-HE1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.21 |
| JPMBB_14-C21 | Long | ABS-mortgage backed security | US | $3.54 | – | 0.00 |
| JPMBB_14-C23 | Long | ABS-mortgage backed security | US | $334.59 | – | 0.00 |
| JPMBB_14-C26 | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| JPMCC_19-OSB (JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB) | Long | ABS-mortgage backed security | US | $334K | – | 0.07 |
| JPMCC_22-NLP (JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-NL) | Long | ABS-mortgage backed security | US | $157K | – | 0.03 |
| JPMORGAN CHASE & CO | Long | Debt | US | $1M | – | 0.29 |
| JPMORGAN CHASE & CO | Long | Debt | US | $543K | – | 0.11 |
| JPMORGAN CHASE & CO | Long | Debt | US | $265K | – | 0.06 |
| JPMORGAN CHASE & CO | Long | Debt | US | $80K | – | 0.02 |
| JPN 10YR BOND (OSE) JUN 24 (JPMorgan) | Derivative-interest rate | JP | $46K | – | 0.01 | |
| JPY/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $751K | – | 0.16 | |
| JPY/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $24K | – | 0.00 | |
| KAZMUNAYGAS NATIONAL CO (NK KAZMUNAYGAZ AO) | Long | Debt | KZ | $208K | – | 0.04 |
| KEVLAR SPA (Kedrion) | Long | Debt | IT | $188K | – | 0.04 |
| KEYSPAN GAS EAST CORPORATION | Long | Debt | US | $420K | – | 0.09 |
| KFW | Long | Debt | DE | $57K | – | 0.01 |
| KINDER MORGAN INC | Long | Debt | US | $140K | – | 0.03 |
| KL COMPOSITE INDX JUN 24 (JPMorgan) | Derivative-equity | MY | $-517.61 | – | -0.00 | |
| KOMMUNALBANKEN AS | Long | Debt | NO | $327K | – | 0.07 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $1M | – | 0.24 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $485K | – | 0.10 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $435K | – | 0.09 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $389K | – | 0.08 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $199K | – | 0.04 |
| KOREA (REPUBLIC OF) | Long | Debt | KR | $168K | – | 0.03 |
| KOREA 3YR BOND JUN 24 (JPMorgan) | Derivative-interest rate | KR | $2K | – | 0.00 | |
| KOREAN WON (JPMorgan) | Derivative-foreign exchange | US | $-51K | – | -0.01 | |
| KOREAN WON (JPMorgan) | Derivative-foreign exchange | US | $-60K | – | -0.01 | |
| KOREAN WON (JPMorgan) | Derivative-foreign exchange | US | $-134K | – | -0.03 | |
| KOSPI200 MINI JUN 24 (JPMorgan) | Derivative-equity | KR | $-6K | – | -0.00 | |
| KRAFT FOODS GROUP INC (KRAFT HEINZ FOODS CO) | Long | Debt | US | $150K | – | 0.03 |
| KRAFT HEINZ FOODS CO | Long | Debt | US | $509K | – | 0.11 |
| KRW/USD FUTURE (SGX) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | SG | $3K | – | 0.00 | |
| KUNTARAHOITUS OYJ | Long | Debt | FI | $192K | – | 0.04 |
| LADAR_23-2A (LAD AUTO RECEIVABLES TRUST 2023-2) | Long | ABS-mortgage backed security | US | $540K | – | 0.11 |
| LBMLT_06-10 | Long | ABS-collateralized bond/debt obligation | US | $542K | – | 0.11 |
| LBMLT_06-4 | Long | ABS-collateralized bond/debt obligation | US | $488K | – | 0.10 |
| LBTY_16-225L (LIBERTY STREET TRUST LBTY_16-225) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| LCPR SENIOR SECURED FINANCING DAC | Long | Debt | IE | $335K | – | 0.07 |
| LEAN HOGS AUG 24 (Goldman Sachs) | Derivative-commodity | US | $-432.2 | – | -0.00 | |
| LEAN HOGS AUG 24 (Morgan Stanley) | Derivative-commodity | US | $-750.96 | – | -0.00 | |
| LEAN HOGS JUL 24 (Goldman Sachs) | Derivative-commodity | US | $11K | – | 0.00 | |
| LEAN HOGS OCT 24 (Goldman Sachs) | Derivative-commodity | US | $325.6 | – | 0.00 | |
| LEXINGTON REALTY TRUST (LXP INDUSTRIAL TRUST) | Long | Debt | US | $113K | – | 0.02 |
| LIBERTY BROADBAND CORP | Long | Debt | US | $713K | – | 0.15 |
| LIBERTY MEDIA CORP | Long | Debt | US | $267K | – | 0.06 |
| LIFE_22-BMR2 (LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2) | Long | ABS-mortgage backed security | US | $591K | – | 0.12 |
| LIFE_22-BMR2 (LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2) | Long | ABS-mortgage backed security | US | $521K | – | 0.11 |
| LIVE CATTLE AUG 24 (Morgan Stanley) | Derivative-commodity | US | $-4K | – | -0.00 | |
| LIVE CATTLE AUG 24 (JPMorgan) | Derivative-commodity | US | $-25K | – | -0.01 | |
| LIVE CATTLE DEC 24 (JPMorgan) | Derivative-commodity | US | $-10K | – | -0.00 | |
| LIVE CATTLE FEB 25 (JPMorgan) | Derivative-commodity | US | $-5K | – | -0.00 | |
| LIVE CATTLE OCT 24 (JPMorgan) | Derivative-commodity | US | $-16K | – | -0.00 | |
| LIVE NATION ENTERTAINMENT INC | Long | Debt | US | $84K | – | 0.02 |
| LLOYDS BANKING GROUP PLC | Long | Debt | GB | $173K | – | 0.04 |
| LMAT_20-GS2 (LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2) | Long | ABS-collateralized bond/debt obligation | US | $547K | – | 0.11 |
| LME ALUMINIUM 3M ROLLING FORWARD (JPMorgan) | Derivative-commodity | GB | $-25K | – | -0.01 | |
| LME COPPER 3M ROLLING FORWARD (JPMorgan) | Derivative-commodity | GB | $-96K | – | -0.02 | |
| LME COPPER SEP 24 (Morgan Stanley) | Derivative-commodity | GB | $-61K | – | -0.01 | |
| LME LEAD 3M ROLLING FORWARD (JPMorgan) | Derivative-commodity | GB | $-10K | – | -0.00 | |
| LME NICKEL 3M ROLLING FORWARD (JPMorgan) | Derivative-commodity | GB | $6K | – | 0.00 | |
| LME NICKEL 3M ROLLING FORWARD (JPMorgan) | Derivative-commodity | GB | $-7K | – | -0.00 | |
| LME NICKEL SEP 24 (Morgan Stanley) | Derivative-commodity | GB | $-13K | – | -0.00 | |
| LME PRI ALUM SEP 24 (Morgan Stanley) | Derivative-commodity | GB | $11K | – | 0.00 | |
| LME ZINC 3M ROLLING FORWARD (JPMorgan) | Derivative-commodity | US | $2K | – | 0.00 | |
| LME ZINC 3M ROLLING FORWARD (JPMorgan) | Derivative-commodity | US | $-21.46 | – | -0.00 | |
| LME ZINC SEP 24 (Morgan Stanley) | Derivative-commodity | GB | $-30K | – | -0.01 | |
| LMT_06-1 | Long | ABS-collateralized bond/debt obligation | US | $241K | – | 0.05 |
| LONG GILT SEP 24 (JPMorgan) | Derivative-interest rate | GB | $38K | – | 0.01 | |
| LONG GILT SEP 24 (Morgan Stanley) | Derivative-interest rate | GB | $1K | – | 0.00 | |
| LONG GILT SEP 24 (Morgan Stanley) | Derivative-interest rate | GB | $-6K | – | -0.00 | |
| Louisiana Local Government Environmental Facilities & Community Development Auth (LOUISIANA LOCAL GOVERNMENT ENVIRONMENT FACILITIES AND COMMUNITY) | Long | Debt | US | $208K | – | 0.04 |
| LUMBER FUT JUL 24 (Goldman Sachs) | Derivative-commodity | US | $218.29 | – | 0.00 | |
| LXS_06-15 (LEHMAN XS TRUST LXS_06-15) | Long | ABS-collateralized bond/debt obligation | US | $579K | – | 0.12 |
| LXS_06-19 (LEHMAN XS TRUST LXS_06-19) | Long | ABS-collateralized bond/debt obligation | US | $568K | – | 0.12 |
| LXS_06-2N | Long | ABS-collateralized bond/debt obligation | US | $356K | – | 0.07 |
| LXS_07-16N (LEHMAN XS TRUST LXS_07-16N) | Long | ABS-collateralized bond/debt obligation | US | $413K | – | 0.09 |
| MA ST SCH BLDG AUTH SALES TAX REV (MASSACHUSETTS SCHOOL BUILDING AUTHORITY) | Long | Debt | US | $54K | – | 0.01 |
| MA ST WTR RES AUTH (MASSACHUSETTS ST WTR RES AUTH) | Long | Debt | US | $179K | – | 0.04 |
| MABS_05-WF1 | Long | ABS-collateralized bond/debt obligation | US | $672K | – | 0.14 |
| MAGIC MERGERCO INC (MICHAELS COMPANIES INC) | Long | Debt | US | $248K | – | 0.05 |
| MAIZE FUTURE AUG 24 (JPMorgan) | Derivative-commodity | FR | $-462.68 | – | -0.00 | |
| MALAYSIA (GOVERNMENT OF) | Long | Debt | MY | $215K | – | 0.04 |
| MALAYSIA (GOVERNMENT) (MALAYSIA (GOVERNMENT OF)) | Long | Debt | MY | $331K | – | 0.07 |
| MALAYSIA (GOVERNMENT) (MALAYSIA (GOVERNMENT OF)) | Long | Debt | MY | $315K | – | 0.07 |
| MALAYSIA (GOVERNMENT) (MALAYSIA (GOVERNMENT OF)) | Long | Debt | MY | $279K | – | 0.06 |
| MALAYSIA (GOVERNMENT) (MALAYSIA (GOVERNMENT OF)) | Long | Debt | MY | $273K | – | 0.06 |
| MALAYSIA (GOVERNMENT) (MALAYSIA (GOVERNMENT OF)) | Long | Debt | MY | $223K | – | 0.05 |
| MALAYSIA (GOVERNMENT) (MALAYSIA (GOVERNMENT OF)) | Long | Debt | MY | $71K | – | 0.01 |
| MARB BONDCO PLC | Long | Debt | GB | $325K | – | 0.07 |
| MARRIOTT VACATIONS WORLDWIDE CORP | Long | Debt | US | $303K | – | 0.06 |
| Massachusetts Educational Financing Authority (MASSACHUSETTS EDL FING AUTH) | Long | Debt | US | $226K | – | 0.05 |
| MASSACHUSETTS INSTITUTE OF TECHNOL (MA INSTITUTE OF TECH) | Long | Debt | US | $256K | – | 0.05 |
| MASSACHUSETTS ST DEV FIN AGY R | Long | Debt | US | $123K | – | 0.03 |
| MATCH GROUP INC (MATCH GROUP HOLDINGS II LLC) | Long | Debt | US | $131K | – | 0.03 |
| MC BRAZIL DOWNSTREAM TRADING SARL | Long | Debt | LU | $188K | – | 0.04 |
| MCMLT_19-GS1 (MILL CITY MORTGAGE TRUST MCMLT_19-GS1) | Long | ABS-collateralized bond/debt obligation | US | $561K | – | 0.12 |
| MD ANNE ARUNDEL CNTY (ANNE ARUNDEL COUNTY OF (MARYLAND)) | Long | Debt | US | $5K | – | 0.00 |
| MDPK_24-29A (MDPK_18-29A) | Long | ABS-mortgage backed security | US | $451K | – | 0.09 |
| Metropolitan Washington Airports Authority Aviation Revenue | Long | Debt | US | $37K | – | 0.01 |
| MEXICAN PESO (State Street) | Derivative-foreign exchange | MX | $11K | – | 0.00 | |
| MEXICAN PESO (Barclays) | Derivative-foreign exchange | MX | $9K | – | 0.00 | |
| MEXICAN PESO (CIBC) | Derivative-foreign exchange | MX | $4K | – | 0.00 | |
| MEXICAN PESO (RBC Capital Markets) | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| MEXICAN PESO (Goldman Sachs) | Derivative-foreign exchange | MX | $3K | – | 0.00 | |
| MEXICAN PESO (Citi) | Derivative-foreign exchange | MX | $612.09 | – | 0.00 | |
| MEXICAN PESO (BNY Capital Markets) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| MEXICAN PESO (Morgan Stanley) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| MEXICAN PESO (Barclays) | Derivative-foreign exchange | MX | $-2K | – | -0.00 | |
| MEXICAN PESO (JPMorgan) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| MEXICAN PESO (State Street) | Derivative-foreign exchange | MX | $-7K | – | -0.00 | |
| MEXICAN PESO (Goldman Sachs) | Derivative-foreign exchange | MX | $-11K | – | -0.00 | |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $927K | – | 0.19 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $837K | – | 0.17 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $830K | – | 0.17 |
| MEXICO (UNITED MEXICAN STATES) (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $392K | – | 0.08 |
| MFRA_23-INV2 (MFA TRUST MFRA_23-INV2) | Long | ABS-collateralized bond/debt obligation | US | $642K | – | 0.13 |
| MGM RESORTS INTERNATIONAL | Long | Debt | US | $19K | – | 0.00 |
| MHC_21-MHC (MHC COMMERCIAL MORTGAGE TRUST MHC_21-MHC) | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| MICRO E-MINI NASDAQ 100 JUN 24 (Goldman Sachs) | Derivative-equity | US | $2K | – | 0.00 | |
| MICRO E-MINI RUSSELL 2000 JUN 24 (JPMorgan) | Derivative-equity | US | $316.6 | – | 0.00 | |
| MICRO EMINI DOW FUTURES JUN 24 (Goldman Sachs) | Derivative-equity | US | $139.55 | – | 0.00 | |
| Midland County Hospital District (MIDLAND CNTY TEX HOSP DIST) | Long | Debt | US | $23K | – | 0.00 |
| MILLING WHEAT DEC 24 (Goldman Sachs) | Derivative-commodity | FR | $7K | – | 0.00 | |
| MILLING WHEAT MAR 25 (Goldman Sachs) | Derivative-commodity | FR | $-6K | – | -0.00 | |
| MILLING WHEAT SEP 24 (Goldman Sachs) | Derivative-commodity | FR | $18K | – | 0.00 | |
| MINI TPX IDX JUN 24 (JPMorgan) | Derivative-equity | JP | $15K | – | 0.00 | |
| MINI-DAX FUTURE JUN 24 (Goldman Sachs) | Derivative-equity | DE | $336.35 | – | 0.00 | |
| MODIVCARE ESCROW ISSUER INC | Long | Debt | US | $264K | – | 0.06 |
| MORGAN AUTOMOTIVE GROUP (LCM INVESTMENTS HOLDINGS II LLC) | Long | Debt | US | $91K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $483K | – | 0.10 |
| MORGAN STANLEY | Long | Debt | US | $472K | – | 0.10 |
| MORGAN STANLEY | Long | Debt | US | $402K | – | 0.08 |
| MORGAN STANLEY | Long | Debt | US | $251K | – | 0.05 |
| MSAC_05-WMC1 (MORGAN STANLEY ABS CAPITAL I MSAC_05-WMC1) | Long | ABS-collateralized bond/debt obligation | US | $195K | – | 0.04 |
| MSAC_07-HE2 (MORGAN STANLEY CAPITAL INC MSAC_07-HE2) | Long | ABS-collateralized bond/debt obligation | US | $530K | – | 0.11 |
| MSAC_07-NC3 (MORGAN STANLEY CAPITAL INC MSAC_07-NC3) | Long | ABS-collateralized bond/debt obligation | US | $456K | – | 0.10 |
| MSBAM_15-C26 (MORGAN STANLEY BAML TRUST MSBAM_15-C26) | Long | ABS-mortgage backed security | US | $49K | – | 0.01 |
| MSBAM_16-C31 (MORGAN STANLEY BAML TRUST MSBAM_) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| MSC_18-MP (MORGAN STANLEY CAPITAL I TRUST MSC_18-MP) | Long | ABS-mortgage backed security | US | $185K | – | 0.04 |
| MSCI EAFE INDEX JUN 24 (JPMorgan) | Derivative-equity | US | $49K | – | 0.01 | |
| MSCI EAFE INDEX JUN 24 (Morgan Stanley) | Derivative-equity | US | $12K | – | 0.00 | |
| MSCI EAFE INDEX JUN 24 (Morgan Stanley) | Derivative-equity | US | $-2K | – | -0.00 | |
| MSCI EMER MKT INDEX (ICE) JUN 24 (Morgan Stanley) | Derivative-equity | US | $-52K | – | -0.01 | |
| MSCI EMER MKT INDEX (ICE) JUN 24 (JPMorgan) | Derivative-equity | US | $-70K | – | -0.01 | |
| MSCI INC | Long | Debt | US | $661K | – | 0.14 |
| MSCI INC | Long | Debt | US | $300K | – | 0.06 |
| MSCI INC | Long | Debt | US | $246K | – | 0.05 |
| MSCI INC | Long | Debt | US | $74K | – | 0.02 |
| MSCI SING IX ETS JUN 24 (Morgan Stanley) | Derivative-equity | SG | $90.19 | – | 0.00 | |
| MSCI SING IX ETS JUN 24 (Morgan Stanley) | Derivative-equity | SG | $-10K | – | -0.00 | |
| MSCI SING IX ETS JUN 24 (JPMorgan) | Derivative-equity | SG | $-10K | – | -0.00 | |
| MSM_05-5AR | Long | ABS-collateralized bond/debt obligation | US | $486K | – | 0.10 |
| MVWOT_18-1A (MVW OWNER TRUST MVWOT_18-1A) | Long | ABS-mortgage backed security | US | $15K | – | 0.00 |
| MXN/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $16K | – | 0.00 | |
| MXN/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $-187.2 | – | -0.00 | |
| MXN/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $-5K | – | -0.00 | |
| NASDAQ 100 E-MINI JUN 24 (Morgan Stanley) | Derivative-equity | US | $31K | – | 0.01 | |
| NASDAQ 100 E-MINI JUN 24 (Goldman Sachs) | Derivative-equity | US | $23K | – | 0.00 | |
| NASDAQ 100 E-MINI JUN 24 (Morgan Stanley) | Derivative-equity | US | $-8K | – | -0.00 | |
| NATIONWIDE MUTUAL INSURANCE CO (NATIONWIDE MUT INS CO) | Long | Debt | US | $451K | – | 0.09 |
| NATURAL GAS JUL 24 (Morgan Stanley) | Derivative-commodity | US | $1K | – | 0.00 | |
| NATURAL GAS JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-418.55 | – | -0.00 | |
| NATURAL GAS JUL 24 (JPMorgan) | Derivative-commodity | US | $-4K | – | -0.00 | |
| NATURAL GAS OCT 24 (JPMorgan) | Derivative-commodity | US | $-2K | – | -0.00 | |
| NATURAL GAS SEP 24 (JPMorgan) | Derivative-commodity | US | $2K | – | 0.00 | |
| NAVSL_14-1 (NAVIENT CORP NAVSL_14-1) | Long | ABS-mortgage backed security | US | $239K | – | 0.05 |
| NBM US HOLDINGS INC | Long | Debt | US | $200K | – | 0.04 |
| NCMS_18-ALXA (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_18-ALXA) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| NCMS_20-2PAC (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC) | Long | ABS-mortgage backed security | US | $7K | – | 0.00 |
| NCMS_20-2PAC (NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC) | Long | ABS-mortgage backed security | US | $3K | – | 0.00 |
| NCR CORPORATION (NCR VOYIX CORP) | Long | Debt | US | $68K | – | 0.01 |
| Needville Independent School District (NEEDVILLE TEX INDPT SCH DIST) | Long | Debt | US | $42K | – | 0.01 |
| NETFLIX INC | Long | Debt | US | $286K | – | 0.06 |
| New Hampshire Business Finance Authority (NATIONAL FINANCE AUTHORITY NH) | Long | Debt | US | $168K | – | 0.04 |
| New Jersey Infrastructure Bank (NEW JERSEY INFRASTRUCTURE BK) | Long | Debt | US | $22K | – | 0.00 |
| NEW JERSEY ST TRANSN TR FD AUT (NEW JERSEY TRANSPORTATION TRUST FUND AUTHORITY) | Long | Debt | US | $24K | – | 0.01 |
| NEW SOUTH WALES TREASURY CORP (NEW SOUTH WALES TREASURY CORPORATION) | Long | Debt | AU | $410K | – | 0.09 |
| NEW SOUTH WALES TREASURY CORPORATI (NEW SOUTH WALES TREASURY CORPORATION) | Long | Debt | AU | $367K | – | 0.08 |
| NEW YORK AND PRESBYTERIAN HOSPITAL | Long | Debt | US | $330K | – | 0.07 |
| NEW YORK N Y CITY MUN WTR FIN (NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY) | Long | Debt | US | $49K | – | 0.01 |
| New York State Dormitory Authority (DORMITORY AUTHORITY OF STATE OF NEW YORK) | Long | Debt | US | $38K | – | 0.01 |
| NEW ZEALAND (GOVERNMENT OF) | Long | Debt | NZ | $719K | – | 0.15 |
| NEW ZEALAND (GOVERNMENT OF) | Long | Debt | NZ | $350K | – | 0.07 |
| NEW ZEALAND (GOVERNMENT OF) | Long | Debt | NZ | $217K | – | 0.05 |
| NEW ZEALAND (GOVT OF) (NEW ZEALAND (GOVERNMENT OF)) | Long | Debt | NZ | $748K | – | 0.16 |
| NEW ZEALAND (GOVT OF) (NEW ZEALAND (GOVERNMENT OF)) | Long | Debt | NZ | $313K | – | 0.07 |
| NEW ZEALAND DOLLAR (Morgan Stanley) | Derivative-foreign exchange | NZ | $37K | – | 0.01 | |
| NEW ZEALAND DOLLAR (JPMorgan) | Derivative-foreign exchange | NZ | $30K | – | 0.01 | |
| NEW ZEALAND DOLLAR (Goldman Sachs) | Derivative-foreign exchange | NZ | $27K | – | 0.01 | |
| NEW ZEALAND DOLLAR (RBC Capital Markets) | Derivative-foreign exchange | NZ | $22K | – | 0.00 | |
| NEW ZEALAND DOLLAR (JPMorgan) | Derivative-foreign exchange | NZ | $15K | – | 0.00 | |
| NEW ZEALAND DOLLAR (HSBC) | Derivative-foreign exchange | NZ | $10K | – | 0.00 | |
| NEW ZEALAND DOLLAR (JPMorgan) | Derivative-foreign exchange | NZ | $9K | – | 0.00 | |
| NEW ZEALAND DOLLAR (BNY Capital Markets) | Derivative-foreign exchange | NZ | $6K | – | 0.00 | |
| NEW ZEALAND DOLLAR (RBC Capital Markets) | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| NEW ZEALAND DOLLAR (Barclays) | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| NEW ZEALAND DOLLAR (UBS) | Derivative-foreign exchange | NZ | $3K | – | 0.00 | |
| NEW ZEALAND LOCAL GOVERNMENT FD (NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD) | Long | Debt | NZ | $173K | – | 0.04 |
| NEW ZEALAND LOCAL GOVERNMENT FUNDI (NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD) | Long | Debt | NZ | $291K | – | 0.06 |
| NEW ZEALAND LOCAL GOVERNMENT FUNDI (NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD) | Long | Debt | NZ | $225K | – | 0.05 |
| NEW ZEALAND LOCAL GOVT FUNDING (NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD) | Long | Debt | NZ | $196K | – | 0.04 |
| NEWS CORP | Long | Debt | US | $676K | – | 0.14 |
| NextEra Energy Inc | Long | Equity-preferred | US | $709K | 16K | 0.15 |
| NGL ENERGY OPERATING LLC | Long | Debt | US | $71K | – | 0.01 |
| NIKKEI 225 (CME) JUN 24 (Goldman Sachs) | Derivative-equity | US | $-10K | – | -0.00 | |
| NIKKEI 225 (OSE) JUN 24 (Morgan Stanley) | Derivative-equity | JP | $5K | – | 0.00 | |
| NIKKEI 225 (OSE) JUN 24 (JPMorgan) | Derivative-equity | JP | $-38K | – | -0.01 | |
| NIKKEI 225 (OSE) JUN 24 (Morgan Stanley) | Derivative-equity | JP | $-67K | – | -0.01 | |
| NIKKEI 225 (SGX) JUN 24 (JPMorgan) | Derivative-equity | SG | $-86K | – | -0.02 | |
| NIKKEI 225 MINI JUN 24 (JPMorgan) | Derivative-equity | JP | $-53K | – | -0.01 | |
| NLT_21-INV1 (NOMURA NLT_21-INV1) | Long | ABS-collateralized bond/debt obligation | US | $778K | – | 0.16 |
| NORDIC INVESTMENT BANK | Long | Debt | FI | $136K | – | 0.03 |
| Northeast Metropolitan Regional Vocational School District (NORTHEAST MET REGL VOCATIONAL SCH DIST MASS) | Long | Debt | US | $70K | – | 0.01 |
| NORWAY (KINGDOM OF) | Long | Debt | NO | $462K | – | 0.10 |
| NORWAY KINGDOM OF (GOVERNMENT) (NORWAY (KINGDOM OF)) | Long | Debt | NO | $950K | – | 0.20 |
| NORWAY KINGDOM OF (GOVERNMENT) (NORWAY (KINGDOM OF)) | Long | Debt | NO | $346K | – | 0.07 |
| NORWAY KRONA (Barclays) | Derivative-foreign exchange | NO | $34K | – | 0.01 | |
| NORWAY KRONA (Morgan Stanley) | Derivative-foreign exchange | NO | $18K | – | 0.00 | |
| NORWAY KRONA (Citi) | Derivative-foreign exchange | NO | $14K | – | 0.00 | |
| NORWAY KRONA (JPMorgan) | Derivative-foreign exchange | NO | $12K | – | 0.00 | |
| NORWAY KRONA (HSBC) | Derivative-foreign exchange | NO | $9K | – | 0.00 | |
| NOTA DO TESOURO NACIONAL (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $827K | – | 0.17 |
| NOVOLEX (CLYDESDALE ACQUISITION HOLDINGS INC) | Long | Debt | US | $92K | – | 0.02 |
| NRTHMT_24-PARK (NRTH PARK MORTGAGE TRUST NRTH_24-PARK) | Long | ABS-mortgage backed security | US | $362K | – | 0.08 |
| NSTAR ELECTRIC CO | Long | Debt | US | $495K | – | 0.10 |
| NY HARBOR ULSD (HEAT OIL) AUG 24 (Goldman Sachs) | Derivative-commodity | US | $16K | – | 0.00 | |
| NY HARBOR ULSD (HEAT OIL) JUL 24 (Goldman Sachs) | Derivative-commodity | US | $16K | – | 0.00 | |
| NY HARBOR ULSD (HEAT OIL) JUL 24 (Morgan Stanley) | Derivative-commodity | US | $2K | – | 0.00 | |
| NY HARBOR ULSD (HEAT OIL) OCT 24 (Goldman Sachs) | Derivative-commodity | US | $13K | – | 0.00 | |
| NY HARBOR ULSD (HEAT OIL) SEP 24 (Goldman Sachs) | Derivative-commodity | US | $18K | – | 0.00 | |
| NZ LOCAL GOVERNMENT FUNDING AGY (NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD) | Long | Debt | NZ | $194K | – | 0.04 |
| NZD/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| NZD/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $-316.1 | – | -0.00 | |
| OAKC_20-7A (OAK HILL CREDIT PARTNERS OAKC_20-7A) | Long | ABS-mortgage backed security | KY | $476K | – | 0.10 |
| OBX_21-NQM3 (ONSLOW BAY FINANCIAL LLC OBX_21-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $432K | – | 0.09 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $606K | – | 0.13 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $291K | – | 0.06 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $215K | – | 0.04 |
| OCCIDENTAL PETROLEUM CORPORATION | Long | Debt | US | $94K | – | 0.02 |
| OCCU_22-1 (OCCU AUTO RECEIVABLES TRUST OCCU_22-1) | Long | ABS-mortgage backed security | US | $349K | – | 0.07 |
| OCP_21-21A (OCP CLO LTD OCP_21-21A) | Long | ABS-mortgage backed security | KY | $301K | – | 0.06 |
| Ohio Higher Educational Facility Commission | Long | Debt | US | $84K | – | 0.02 |
| Oklahoma State University (OKLAHOMA AGRIC & MECHANICAL CO) | Long | Debt | US | $10K | – | 0.00 |
| OMERS FINANCE TRUST | Long | Debt | CA | $248K | – | 0.05 |
| OMXS30 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | SE | $-15K | – | -0.00 | |
| OMXS30 INDEX JUN 24 (JPMorgan) | Derivative-equity | SE | $-25K | – | -0.01 | |
| ONE-MONTH SOFR FUTURE OCT 24 (JPMorgan) | Derivative-interest rate | US | $2K | – | 0.00 | |
| ONE-MONTH SOFR FUTURE OCT 24 (JPMorgan) | Derivative-interest rate | US | $-22.26 | – | -0.00 | |
| ONTARIO (PROVINCE OF) | Long | Debt | CA | $688K | – | 0.14 |
| ONTARIO (PROVINCE OF) | Long | Debt | CA | $239K | – | 0.05 |
| ONTARIO (PROVINCE OF) | Long | Debt | CA | $197K | – | 0.04 |
| ONTARIO TEACHERS FINANCE TRUST | Long | Debt | CA | $387K | – | 0.08 |
| ONYP_20-1NYP (ONE NEW YORK PLAZA TRUST ONYP_20-1NYP) | Long | ABS-mortgage backed security | US | $353K | – | 0.07 |
| OOMLT_07-5 | Long | ABS-collateralized bond/debt obligation | US | $770K | – | 0.16 |
| OOMLT_07-5 | Long | ABS-collateralized bond/debt obligation | US | $435K | – | 0.09 |
| OPCTS_06-3 (OPTION ONE MORTGAGE LOAN TRUST OOMLT_06-3) | Long | ABS-collateralized bond/debt obligation | US | $538K | – | 0.11 |
| OPEN TEXT CORP | Long | Debt | CA | $72K | – | 0.01 |
| OPTION CARE HEALTH INC | Long | Debt | US | $146K | – | 0.03 |
| ORACLE CORPORATION | Long | Debt | US | $193K | – | 0.04 |
| ORACLE CORPORATION | Long | Debt | US | $94K | – | 0.02 |
| OREGON HEALTH SCIENCES UNIV RE | Long | Debt | US | $14K | – | 0.00 |
| OT MERGER CORP | Long | Debt | US | $139K | – | 0.03 |
| PAIA_21-1A (PARK AVENUE INSTITUTIONAL ADVISERS CLO PAIA_21-1A) | Long | ABS-mortgage backed security | KY | $250K | – | 0.05 |
| PALLADIUM SEP 24 (JPMorgan) | Derivative-commodity | US | $13K | – | 0.00 | |
| PANAMA (REPUBLIC OF) (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $167K | – | 0.03 |
| PARAGUAY (REPUBLIC OF) (PARAGUAY REPUBLIC OF (GOVERNMENT)) | Long | Debt | PY | $190K | – | 0.04 |
| PENN NATIONAL GAMING INC (PENN ENTERTAINMENT INC) | Long | Debt | US | $154K | – | 0.03 |
| PERTAMINA PERSERO PT | Long | Debt | ID | $184K | – | 0.04 |
| PERUSAHAAN LISTRIK NEGARA PT (PERUSAHAAN LISTRIK NEGARA (PERSERO) PT) | Long | Debt | ID | $467K | – | 0.10 |
| PERUSAHAAN PENERBIT SURAT BERHARGA (PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III) | Long | Debt | ID | $403K | – | 0.08 |
| PETROLEOS MEXICANOS | Long | Debt | MX | $12K | – | 0.00 |
| PETRORIO LUXEMBOURG SARL (PETRORIO LUXEMBOURG HOLDING SARL) | Long | Debt | LU | $196K | – | 0.04 |
| PGA_24-RSR2 (PGA NATIONAL RESORT COMMERCIAL MORTGAGE TRUST PGA_24-RSR2) | Long | ABS-mortgage backed security | US | $669K | – | 0.14 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $551K | – | 0.11 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $531K | – | 0.11 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $359K | – | 0.07 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $349K | – | 0.07 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $320K | – | 0.07 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $258K | – | 0.05 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $255K | – | 0.05 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $160K | – | 0.03 |
| PHILIPPINES (REPUBLIC OF) | Long | Debt | PH | $88K | – | 0.02 |
| PLATINUM JUL 24 (Goldman Sachs) | Derivative-commodity | US | $22K | – | 0.00 | |
| PLATINUM JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-3K | – | -0.00 | |
| PLATINUM TCOM APR 25 (JPMorgan) | Derivative-commodity | JP | $-4K | – | -0.00 | |
| PLATINUM TCOM FEB 25 (JPMorgan) | Derivative-commodity | JP | $-570.36 | – | -0.00 | |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $195K | – | 0.04 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $50K | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC (PNC FINANCIAL SERVICES GROUP INC (THE)) | Long | Debt | US | $48K | – | 0.01 |
| POLISH ZLOTY (JPMorgan) | Derivative-foreign exchange | XX | $-4K | – | -0.00 | |
| POLISH ZLOTY (JPMorgan) | Derivative-foreign exchange | US | $-12K | – | -0.00 | |
| POPULAR INC | Long | Debt | PR | $219K | – | 0.05 |
| POST HOLDINGS INC | Long | Debt | US | $503K | – | 0.10 |
| POST HOLDINGS INC | Long | Debt | US | $215K | – | 0.04 |
| POST HOLDINGS INC | Long | Debt | US | $58K | – | 0.01 |
| PREMIER ENTERTAINMENT SUB LLC | Long | Debt | US | $111K | – | 0.02 |
| PRESIDENT & FELLOWS OF HARVARD (PRESIDENT AND FELLOWS OF HARVARD) | Long | Debt | US | $315K | – | 0.07 |
| PRESTIGE BRANDS INC | Long | Debt | US | $178K | – | 0.04 |
| PRET_22-RN2 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2) | Long | ABS-collateralized bond/debt obligation | US | $683K | – | 0.14 |
| PRIME HEALTHCARE SERVICES INC | Long | Debt | US | $188K | – | 0.04 |
| PRKAV_17-245P (PARK AVENUE TRUST PRKAV_17-245P) | Long | ABS-mortgage backed security | US | $264K | – | 0.05 |
| PRKCM_21-AFC2 (PRKCM_21-AFC2 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $885K | – | 0.18 |
| PROG_21-SFR7 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR7) | Long | ABS-mortgage backed security | US | $664K | – | 0.14 |
| PROG_21-SFR9 (PROGRESS RESIDENTIAL TRUST PROG_21-SFR9) | Long | ABS-mortgage backed security | US | $784K | – | 0.16 |
| PROG_22-SFR1 (PROGRESS RESIDENTIAL MASTER TRUST PROG_22-SFR1) | Long | ABS-mortgage backed security | US | $525K | – | 0.11 |
| PROG_24-SFR3 (PROGRESS RESIDENTIAL TRUST PROG_24-SFR3) | Long | ABS-mortgage backed security | US | $395K | – | 0.08 |
| PROVIDENCE SERVICE CORP (MODIVCARE INC) | Long | Debt | US | $30K | – | 0.01 |
| PROVIDENT FINANCIAL SERVICES INC. (PROVIDENT FINL SERV INC.) | Long | Debt | US | $211K | – | 0.04 |
| PROVINCE OF QUEBEC (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $215K | – | 0.04 |
| PRPM_22-4 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_22-4) | Long | ABS-collateralized bond/debt obligation | US | $577K | – | 0.12 |
| PT PERTAMINA (PERSERO) (PERTAMINA PERSERO PT) | Long | Debt | ID | $175K | – | 0.04 |
| QATAR (STATE OF) | Long | Debt | QA | $256K | – | 0.05 |
| QATAR PETROLEUM (QATAR ENERGY) | Long | Debt | QA | $385K | – | 0.08 |
| QUEBEC (PROVINCE OF) | Long | Debt | CA | $253K | – | 0.05 |
| QUEENSLAND TREASURY CORPORATION | Long | Debt | AU | $626K | – | 0.13 |
| QUEENSLAND TREASURY CORPORATION | Long | Debt | AU | $198K | – | 0.04 |
| RAD_23-22A (RAD CLO LTD RAD_23-22) | Long | ABS-mortgage backed security | KY | $254K | – | 0.05 |
| RAD_24-7A (RAD CLO LTD RAD_20-7A) | Long | ABS-mortgage backed security | KY | $503K | – | 0.10 |
| RALI_06-QA6 (RESIDENTIAL ACCREDIT LOANS RALI_06-QA6) | Long | ABS-collateralized bond/debt obligation | US | $259K | – | 0.05 |
| RALI_06-QO10 (RESIDENTIAL ACCREDIT LOANS INC R) | Long | ABS-collateralized bond/debt obligation | US | $474K | – | 0.10 |
| RALI_07-QH6 (RESIDENTIAL ACCREDIT LOANS INC RALI_07-QH6) | Long | ABS-collateralized bond/debt obligation | US | $245K | – | 0.05 |
| RALI_07-QO1 (RESIDENTIAL ACCREDIT LOANS INC RALI_07-QO1) | Long | ABS-mortgage backed security | US | $738K | – | 0.15 |
| RAMP_06-RZ2 (RESIDENTIAL ASSET MORTGAGE PRODU) | Long | ABS-collateralized bond/debt obligation | US | $390K | – | 0.08 |
| RAPESEED AUG 24 (Goldman Sachs) | Derivative-commodity | FR | $16K | – | 0.00 | |
| RAPESEED NOV 24 (Goldman Sachs) | Derivative-commodity | FR | $8K | – | 0.00 | |
| RASC_07-KS1 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| RCKT_24-CES3 (RCKT MORTGAGE TRUST RCKT_24-CES3) | Long | ABS-collateralized bond/debt obligation | US | $576K | – | 0.12 |
| REDE DOR FINANCE SARL | Long | Debt | LU | $178K | – | 0.04 |
| REPUBLIC OF ITALY GOVERNMENT INTER (ITALY (REPUBLIC OF)) | Long | Debt | IT | $186K | – | 0.04 |
| RESOLUTE FOREST PRODUCTS INC - RTS | Long | Equity-common | US | $152K | 76K | 0.03 |
| RESTAURANT BRANDS (1011778 BC UNLIMITED LIABILITY CO) | Long | Debt | CA | $399K | – | 0.08 |
| REYNOLDS AMERICAN INC | Long | Debt | US | $615K | – | 0.13 |
| RFMSI_06-S10 (RESIDENTIAL FUNDING MORTGAGE SEC I RFMSI_06-S10) | Long | ABS-collateralized bond/debt obligation | US | $387K | – | 0.08 |
| Rhode Island Health and Educational Building Corp (RHODE ISLAND HEALTH & EDUCATIONAL BLDG CORP) | Long | Debt | US | $48K | – | 0.01 |
| ROCKIES EXPRESS PIPELINE LLC | Long | Debt | US | $93K | – | 0.02 |
| ROCKT_17-3A (ROCKT_17-3C) | Long | ABS-mortgage backed security | US | $450K | – | 0.09 |
| ROCKT_21-1A (ROCKFORD TOWER CLO LTD ROCKT_21-1A) | Long | ABS-mortgage backed security | KY | $449K | – | 0.09 |
| ROMANIA (REPUBLIC OF) | Long | Debt | RO | $166K | – | 0.03 |
| ROUGH RICE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-34K | – | -0.01 | |
| ROYAL BANK OF CANADA | Long | Debt | CA | $621K | – | 0.13 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Debt | LR | $484K | – | 0.10 |
| RUBBER (TCOM) OCT 24 (JPMorgan) | Derivative-commodity | JP | $1K | – | 0.00 | |
| RUSSELL 2000 EMINI CME JUN 24 (JPMorgan) | Derivative-equity | US | $-6K | – | -0.00 | |
| RUSSELL 2000 EMINI CME JUN 24 (Morgan Stanley) | Derivative-equity | US | $-22K | – | -0.00 | |
| S&P MID 400 EMINI JUN 24 (Goldman Sachs) | Derivative-equity | US | $27K | – | 0.01 | |
| S&P MID 400 EMINI JUN 24 (Morgan Stanley) | Derivative-equity | US | $3K | – | 0.00 | |
| S&P MID 400 EMINI JUN 24 (Morgan Stanley) | Derivative-equity | US | $-3K | – | -0.00 | |
| S&P/TSE 60 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | CA | $45K | – | 0.01 | |
| S&P/TSE 60 INDEX JUN 24 (JPMorgan) | Derivative-equity | CA | $22K | – | 0.00 | |
| S&P500 EMINI JUN 24 (Morgan Stanley) | Derivative-equity | US | $122K | – | 0.03 | |
| S&P500 EMINI JUN 24 (Goldman Sachs) | Derivative-equity | US | $42K | – | 0.01 | |
| SAIL_04-6 (STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL_04-6) | Long | ABS-collateralized bond/debt obligation | US | $294K | – | 0.06 |
| SAMI_06-AR7 | Long | ABS-collateralized bond/debt obligation | US | $519K | – | 0.11 |
| SAMI_06-AR8 | Long | ABS-collateralized bond/debt obligation | US | $227K | – | 0.05 |
| SANTANDER UK GROUP HOLDINGS PLC | Long | Debt | GB | $101K | – | 0.02 |
| SARM_07-4 (STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_07-4) | Long | ABS-collateralized bond/debt obligation | US | $617K | – | 0.13 |
| SASC_05-2XS (STRUCTURED ASSET SECURITIES CORPORATION SASC_05-2XS) | Long | ABS-collateralized bond/debt obligation | US | $691K | – | 0.14 |
| SAST_07-2 (SAXON ASSET SECURITIES TRUST 2007 SAST_07-2) | Long | ABS-collateralized bond/debt obligation | US | $380K | – | 0.08 |
| SBA COMMUNICATIONS CORP | Long | Debt | US | $843K | – | 0.18 |
| SBA COMMUNICATIONS CORP | Long | Debt | US | $419K | – | 0.09 |
| SBA TOWER TRUST | Long | Debt | US | $244K | – | 0.05 |
| SC ST PUB SVC AUTH SANTEE COOPER (SOUTH CAROLINA PUBLIC SERVICE AUTHORITY) | Long | Debt | US | $66K | – | 0.01 |
| Scago Public Facilities Corp for Georgetown County (SCAGO PUB FACS CORP FOR GEORGETOWN CNTY S C) | Long | Debt | US | $5K | – | 0.00 |
| SCOTT_23-SFS (SCOTT 2023-SFS SCOTT_23-SFS) | Long | ABS-mortgage backed security | US | $97K | – | 0.02 |
| SCRIPPS ESCROW INC (EW SCRIPPS CO) | Long | Debt | US | $19K | – | 0.00 |
| SDCP_20-1 (SABEY DATA CENTERS SDCP_20-1) | Long | ABS-mortgage backed security | US | $459K | – | 0.10 |
| SEALED AIR CORPORATION | Long | Debt | US | $355K | – | 0.07 |
| SEALED AIR CORPORATION | Long | Debt | US | $95K | – | 0.02 |
| SEK/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | US | $-90K | – | -0.02 | |
| SES GLOBAL AMERICAS HLDG (SES GLOBAL AMERICAS HOLDINGS GP) | Long | Debt | US | $276K | – | 0.06 |
| SET50 FUTURES JUN 24 (JPMorgan) | Derivative-equity | TH | $20K | – | 0.00 | |
| SFAVE_15-5AVE (SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE) | Long | ABS-mortgage backed security | US | $360K | – | 0.08 |
| SFAVE_15-5AVE (SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE) | Long | ABS-mortgage backed security | US | $250K | – | 0.05 |
| SFAVE_15-5AVE (SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE) | Long | ABS-mortgage backed security | US | $29K | – | 0.01 |
| SGR_21-2 (SG CAPITAL PARTNERS SGR_21-2) | Long | ABS-collateralized bond/debt obligation | US | $674K | – | 0.14 |
| SGX TSI IRON ORE CHINA 62% FUT JUL (Morgan Stanley) | Derivative-commodity | SG | $-10K | – | -0.00 | |
| SGX TSI IRON ORE CHINA 62% FUT JUL (Goldman Sachs) | Derivative-commodity | SG | $-20K | – | -0.00 | |
| SGX USD/CNH FX JUN 24 (JPMorgan) | Derivative-foreign exchange | SG | $635.18 | – | 0.00 | |
| SHARJAH (EMIRATE OF) (SHARJAH EMIRATE OF) | Long | Debt | AE | $206K | – | 0.04 |
| SHORT EURO-BTP (ITALY GOVT) JUN 24 (Goldman Sachs) | Derivative-interest rate | DE | $39K | – | 0.01 | |
| SHORT EURO-BTP (ITALY GOVT) JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $27K | – | 0.01 | |
| SILVER JUL 24 (Morgan Stanley) | Derivative-commodity | US | $93K | – | 0.02 | |
| SILVER JUL 24 (JPMorgan) | Derivative-commodity | US | $52K | – | 0.01 | |
| SILVER SEP 24 (JPMorgan) | Derivative-commodity | US | $44K | – | 0.01 | |
| SINGAPORE (REPUBLIC OF) | Long | Debt | SG | $367K | – | 0.08 |
| SINGAPORE DOLLAR (JPMorgan) | Derivative-foreign exchange | SG | $16K | – | 0.00 | |
| SINGAPORE DOLLAR (Citi) | Derivative-foreign exchange | SG | $4K | – | 0.00 | |
| SINGAPORE DOLLAR (JPMorgan) | Derivative-foreign exchange | US | $658.57 | – | 0.00 | |
| SINGAPORE DOLLAR (Citi) | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| SINGAPORE DOLLAR (UBS) | Derivative-foreign exchange | SG | $-6K | – | -0.00 | |
| SINGAPORE DOLLAR (HSBC) | Derivative-foreign exchange | SG | $-8K | – | -0.00 | |
| SINGAPORE DOLLAR (Morgan Stanley) | Derivative-foreign exchange | SG | $-9K | – | -0.00 | |
| SINGAPORE DOLLAR (State Street) | Derivative-foreign exchange | SG | $-9K | – | -0.00 | |
| SINGAPORE DOLLAR (JPMorgan) | Derivative-foreign exchange | SG | $-10K | – | -0.00 | |
| SINGAPORE DOLLAR (Barclays) | Derivative-foreign exchange | SG | $-13K | – | -0.00 | |
| SINGAPORE DOLLAR (CIBC) | Derivative-foreign exchange | SG | $-15K | – | -0.00 | |
| SINGAPORE DOLLAR (Goldman Sachs) | Derivative-foreign exchange | SG | $-17K | – | -0.00 | |
| SIRIUS XM RADIO INC | Long | Debt | US | $461K | – | 0.10 |
| SIRIUS XM RADIO INC | Long | Debt | US | $176K | – | 0.04 |
| SLMA_04-10 (SLM STUDENT LOAN TRUST 2004-10) | Long | ABS-mortgage backed security | US | $244K | – | 0.05 |
| SLMA_08-2 | Long | ABS-mortgage backed security | US | $742K | – | 0.15 |
| SLMA_08-4 | Long | ABS-mortgage backed security | US | $169K | – | 0.04 |
| SLMA_08-7 (SLM STUDENT LOAN TRUST SLMA_08-7) | Long | ABS-mortgage backed security | US | $491K | – | 0.10 |
| SLMA_12-1 | Long | ABS-mortgage backed security | US | $264K | – | 0.06 |
| SLMA_12-7 (SLM STUDENT LOAN TRUST SLMA_12-7) | Long | ABS-mortgage backed security | US | $550K | – | 0.11 |
| SMRT_22-MINI (STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI) | Long | ABS-mortgage backed security | US | $424K | – | 0.09 |
| SMRT_22-MINI (STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI) | Long | ABS-mortgage backed security | US | $346K | – | 0.07 |
| SMRT_22-MINI (STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI) | Long | ABS-mortgage backed security | US | $343K | – | 0.07 |
| SOUTH AFRICA (REPUBLIC OF) | Long | Debt | ZA | $186K | – | 0.04 |
| SOUTH AUSTRALIAN GOVERNMENT FINANC (STH AUSTRALIAN GOVT FIN AUTH) | Long | Debt | AU | $187K | – | 0.04 |
| South Carolina Jobs-Economic Development Authority (SOUTH CAROLINA ST JOBS-ECON DEV AUTH) | Long | Debt | US | $28K | – | 0.01 |
| SOUTHERN CO (SOUTHERN COMPANY (THE)) | Long | Debt | US | $177K | – | 0.04 |
| SOUTHERN COMPANY (THE) | Long | Debt | US | $438K | – | 0.09 |
| SOUTHWEST AIRLINES CO | Long | Debt | US | $385K | – | 0.08 |
| SOUTHWESTERN ELECTRIC POWER CO (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $54K | – | 0.01 |
| SOUTHWESTERN ENERGY COMPANY | Long | Debt | US | $4K | – | 0.00 |
| SOYBEAN JAN 25 (JPMorgan) | Derivative-commodity | US | $-15K | – | -0.00 | |
| SOYBEAN JUL 24 (JPMorgan) | Derivative-commodity | US | $1K | – | 0.00 | |
| SOYBEAN JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-6K | – | -0.00 | |
| SOYBEAN MEAL (CBT) DEC 24 (Goldman Sachs) | Derivative-commodity | US | $-8K | – | -0.00 | |
| SOYBEAN MEAL (CBT) JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-16K | – | -0.00 | |
| SOYBEAN MEAL (CBT) JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-46K | – | -0.01 | |
| SOYBEAN NOV 24 (JPMorgan) | Derivative-commodity | US | $-53K | – | -0.01 | |
| SOYBEAN OIL DEC 24 (Goldman Sachs) | Derivative-commodity | US | $-586.6 | – | -0.00 | |
| SOYBEAN OIL JAN 25 (Goldman Sachs) | Derivative-commodity | US | $-1K | – | -0.00 | |
| SOYBEAN OIL JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-20K | – | -0.00 | |
| SOYBEAN OIL JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-35K | – | -0.01 | |
| SPECTRUM BRANDS HOLDINGS INC (SPECTRUM BRANDS INC) | Long | Debt | US | $85K | – | 0.02 |
| SPECTRUM BRANDS INC | Long | Debt | US | $5K | – | 0.00 |
| SPI 200 JUN 24 (Morgan Stanley) | Derivative-equity | AU | $4K | – | 0.00 | |
| SPI 200 JUN 24 (JPMorgan) | Derivative-equity | AU | $-4K | – | -0.00 | |
| SPRINT SPECTRUM CO I/ II /III/ LLC (SPRINT SPECTRUM CO LLC) | Long | Debt | US | $997K | – | 0.21 |
| STACR_21-DNA6 (FREDDIE MAC STACR REMIC TRUST STACR_21-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $814K | – | 0.17 |
| STACR_22-DNA1 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $559K | – | 0.12 |
| STACR_22-DNA3 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $115K | – | 0.02 |
| STACR_22-DNA4 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $298K | – | 0.06 |
| STACR_22-DNA4 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4) | Long | ABS-collateralized bond/debt obligation | US | $260K | – | 0.05 |
| STACR_22-DNA6 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 0.07 |
| STACR_22-DNA7 (STRUCTURED AGENCY CREDIT RISK STACR_22-DNA7) | Long | ABS-collateralized bond/debt obligation | US | $104K | – | 0.02 |
| STACR_22-HQA1 (STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $294K | – | 0.06 |
| STACR_22-HQA3 (STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3) | Long | ABS-collateralized bond/debt obligation | US | $137K | – | 0.03 |
| STACR_24-HQA1 (STRUCTURED AGENCY CREDIT RISK STACR_24-HQA1) | Long | ABS-collateralized bond/debt obligation | US | $673K | – | 0.14 |
| State Board of Administration Finance Corp | Long | Debt | US | $443K | – | 0.09 |
| State Board of Administration Finance Corp | Long | Debt | US | $263K | – | 0.05 |
| State of Texas (TEXAS (STATE OF)) | Long | Debt | US | $247K | – | 0.05 |
| STOXX 50 JUN 24 (JPMorgan) | Derivative-equity | DE | $631.6 | – | 0.00 | |
| STOXX 600 BANK JUN 24 (JPMorgan) | Derivative-equity | DE | $10K | – | 0.00 | |
| STOXX 600 INSURANCE JUN 24 (JPMorgan) | Derivative-equity | DE | $1K | – | 0.00 | |
| STOXX 600 UTIL JUN 24 (JPMorgan) | Derivative-equity | DE | $-3K | – | -0.00 | |
| STOXX EUROPE 600 JUN 24 (JPMorgan) | Derivative-equity | LU | $56K | – | 0.01 | |
| STOXX EUROPE 600 JUN 24 (Morgan Stanley) | Derivative-equity | LU | $44K | – | 0.01 | |
| STOXX EUROPE 600 JUN 24 (Morgan Stanley) | Derivative-equity | LU | $-2K | – | -0.00 | |
| STWD_19-FL1 (STARWOOD COMMERICAL MORTGAGE TRUST STWD_19-FL1) | Long | ABS-mortgage backed security | KY | $390K | – | 0.08 |
| SUGAR #11 JUL 24 (Morgan Stanley) | Derivative-commodity | US | $127K | – | 0.03 | |
| SUGAR #11 JUL 24 (JPMorgan) | Derivative-commodity | US | $37K | – | 0.01 | |
| SUGAR #11 MAR 25 (JPMorgan) | Derivative-commodity | US | $26K | – | 0.01 | |
| SUGAR #11 MAY 25 (JPMorgan) | Derivative-commodity | US | $10K | – | 0.00 | |
| SUGAR #11 OCT 24 (JPMorgan) | Derivative-commodity | US | $43K | – | 0.01 | |
| SUNAC CHINA HOLDINGS LTD | Long | Debt | KY | $4K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD | Long | Debt | KY | $2K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD | Long | Debt | KY | $2K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD | Long | Debt | KY | $2K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD PIK | Long | Debt | KY | $6K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD PIK | Long | Debt | KY | $5K | – | 0.00 |
| SUNAC CHINA HOLDINGS LTD PIK | Long | Debt | KY | $2K | – | 0.00 |
| SUNOCO LP | Long | Debt | US | $207K | – | 0.04 |
| SVHE_06-OPT5 (SOUNDVIEW HOME EQUITY LOAN TRUST) | Long | ABS-collateralized bond/debt obligation | US | $222K | – | 0.05 |
| SWEDISH KRONA (JPMorgan) | Derivative-foreign exchange | NO | $19K | – | 0.00 | |
| SWEDISH KRONA (Morgan Stanley) | Derivative-foreign exchange | SE | $2K | – | 0.00 | |
| SWISS FRANC (JPMorgan) | Derivative-foreign exchange | CH | $30K | – | 0.01 | |
| SWP: USD 3.520000 20-DEC-2053 US3 (Citi) | Derivative-interest rate | US | $53K | – | 0.01 | |
| T-MOBILE USA INC | Long | Debt | US | $322K | – | 0.07 |
| T-MOBILE USA INC | Long | Debt | US | $230K | – | 0.05 |
| T-MOBILE USA INC | Long | Debt | US | $196K | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $116K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $113K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $108K | – | 0.02 |
| T-MOBILE USA INC | Long | Debt | US | $19K | – | 0.00 |
| TAL_20-1A (TAL ADVANTAGE LLC TAL_20-1A) | Long | ABS-mortgage backed security | US | $257K | – | 0.05 |
| TELE COLUMBUS AG PIK | Long | Debt | DE | $74K | – | 0.02 |
| Temple Independent School District/TX (TEMPLE TEX INDPT SCH DIST) | Long | Debt | US | $19K | – | 0.00 |
| Texas Natural Gas Securitization Finance Corp (TEXAS NAT GAS SECURITIZATION FIN CORP REV) | Long | Debt | US | $456K | – | 0.10 |
| THERMO FISHER SCIENTIFIC INC | Long | Debt | US | $306K | – | 0.06 |
| THREE MONTH SONIA (ICE) SEP 24 (Morgan Stanley) | Derivative-interest rate | GB | $59K | – | 0.01 | |
| THREE-MONTH SOFR FUTURE DEC 24 (Goldman Sachs) | Derivative-interest rate | US | $894.6 | – | 0.00 | |
| THREE-MONTH SOFR FUTURE MAR 25 (Goldman Sachs) | Derivative-interest rate | US | $78K | – | 0.02 | |
| THREE-MONTH SOFR FUTURE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $151K | – | 0.03 | |
| TIF_20-1A (TRITON INTERNAL FINANCE TIF_20-1) | Long | ABS-mortgage backed security | US | $140K | – | 0.03 |
| TIME WARNER CABLE INC (TIME WARNER CABLE LLC) | Long | Debt | US | $450K | – | 0.09 |
| TMCL_20-2A (TEXTAINER MARINE CONTAINERS LIMITED TMCL_20-2) | Long | ABS-mortgage backed security | BM | $180K | – | 0.04 |
| TMCL_20-3A (TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A) | Long | ABS-mortgage backed security | US | $217K | – | 0.05 |
| TMCL_21-2A (TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2A) | Long | ABS-mortgage backed security | US | $522K | – | 0.11 |
| TMS ISSUER SARL | Long | Debt | LU | $305K | – | 0.06 |
| TMST_04-3 (THORNBURG MORTGAGE SECURITIES TRUST TMST_04-3) | Long | ABS-collateralized bond/debt obligation | US | $258K | – | 0.05 |
| TMUST_22-1A (T-MOBILE US TRUST TMUST_22-1) | Long | ABS-mortgage backed security | US | $487K | – | 0.10 |
| TOPIX INDEX JUN 24 (Morgan Stanley) | Derivative-equity | JP | $65K | – | 0.01 | |
| TOPIX INDEX JUN 24 (JPMorgan) | Derivative-equity | JP | $41K | – | 0.01 | |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $446K | – | 0.09 |
| TORONTO-DOMINION BANK/THE | Long | Debt | CA | $428K | – | 0.09 |
| Town of Maynard MA (MAYNARD MASS) | Long | Debt | US | $89K | – | 0.02 |
| TOWN_22-STAY (INTOWN MORTGAGE TRUST TOWN_22-STAY) | Long | ABS-mortgage backed security | US | $152K | – | 0.03 |
| TPGI_21-DGWD (TPGI TRUST TPGI_21-DGWD) | Long | ABS-mortgage backed security | US | $358K | – | 0.07 |
| TPMT_17-2 (TOWD POINT MORTGAGE TRUST TPMT_1) | Long | ABS-collateralized bond/debt obligation | US | $702K | – | 0.15 |
| TPMT_17-4 (TOWD POINT MORTGAGE TRUST TPMT_1) | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.17 |
| TPMT_17-5 (TOWD POINT MORTGAGE TRUST TPMT_17-5) | Long | ABS-collateralized bond/debt obligation | US | $39K | – | 0.01 |
| TPMT_18-2 (TOWD POINT MORTGAGE TRUST TPMT_18-2) | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.17 |
| TPMT_19-2 (TOWD POINT MORTGAGE TRUST TPMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.05 |
| TPMT_19-HY3 (TOWD POINT MORTGAGE TRUST TPMT_19-HY3) | Long | ABS-collateralized bond/debt obligation | US | $661K | – | 0.14 |
| TRANSCANADA PIPELINES LIMITED (TRANSCANADA PIPELINES LTD) | Long | Debt | CA | $5K | – | 0.00 |
| TRANSCANADA PIPELINES LTD | Long | Debt | CA | $596K | – | 0.12 |
| TRANSCONTINENTAL GAS PIPE LINE CO (TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC) | Long | Debt | US | $72K | – | 0.01 |
| TRANSDIGM INC | Long | Debt | US | $750K | – | 0.16 |
| TRANSDIGM INC | Long | Debt | US | $263K | – | 0.05 |
| TRANSDIGM INC TLK 2.75 | Long | Loan | US | $55K | – | 0.01 |
| TRANSDIGM TLJ 2.50 (TRANSDIGM INC) | Long | Loan | US | $55K | – | 0.01 |
| TRANSMONTAIGE PARTNERS LP / FIN CO (TRANSMONTAIGNE PARTNERS LLC) | Long | Debt | US | $134K | – | 0.03 |
| TRAVEL + LEISURE CO | Long | Debt | US | $346K | – | 0.07 |
| TRAVEL + LEISURE CO TLB1 3.25 | Long | Loan | US | $151K | – | 0.03 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.38 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $1M | – | 0.21 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $893K | – | 0.19 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $611K | – | 0.13 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $446K | – | 0.09 |
| TREASURY BOND (UNITED STATES TREASURY) | Long | Debt | US | $407K | – | 0.08 |
| TREASURY CORP OF VICTORIA (TREASURY CORPORATION OF VICTORIA) | Long | Debt | AU | $320K | – | 0.07 |
| TREASURY CORPORATION OF VICTORIA | Long | Debt | AU | $233K | – | 0.05 |
| TREASURY CORPORATION OF VICTORIA | Long | Debt | AU | $108K | – | 0.02 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $3M | – | 0.64 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.42 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.40 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $2M | – | 0.32 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $798K | – | 0.17 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $753K | – | 0.16 |
| TREASURY NOTE (UNITED STATES TREASURY) | Long | Debt | US | $325K | – | 0.07 |
| TRIVIUM PACKAGING FINANCE BV | Long | Debt | NL | $138K | – | 0.03 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $343K | – | 0.07 |
| UBER TECHNOLOGIES INC | Long | Debt | US | $248K | – | 0.05 |
| UK CONV GILT (UNITED KINGDOM (GOVERNMENT OF)) | Long | Debt | GB | $355K | – | 0.07 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $4M | – | 0.84 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $3M | – | 0.55 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $2M | – | 0.50 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $2M | – | 0.49 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $1M | – | 0.21 |
| UNITED AIRLINES HOLDINGS TLB 5.25 (UNITED AIRLINES HOLDINGS INC) | Long | Loan | US | $241K | – | 0.05 |
| UNITED AIRLINES INC TLB 3.0 | Long | Loan | US | $391K | – | 0.08 |
| UNITED ELEC SECURITIZATION (UNITED ELECTRIC SECURITIZATION LLC) | Long | Debt | US | $92K | – | 0.02 |
| UNITED KINGDOM OF GREAT BRITAIN (UNITED KINGDOM (GOVERNMENT OF)) | Long | Debt | GB | $102K | – | 0.02 |
| UNITED KINGDOM OF GREAT BRITAIN AN (UNITED KINGDOM (GOVERNMENT OF)) | Long | Debt | GB | $298K | – | 0.06 |
| UNITED MEXICAN STATES (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $164K | – | 0.03 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $327K | – | 0.07 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $303K | – | 0.06 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $299K | – | 0.06 |
| UNITED RENTALS NA INC (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $144K | – | 0.03 |
| University of Nebraska Facilities Corp (UNIVERSITY NEB FACS CORP) | Long | Debt | US | $65K | – | 0.01 |
| University of Texas System/The | Long | Debt | US | $462K | – | 0.10 |
| US 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $58K | – | 0.01 | |
| US 10YR NOTE SEP 24 (Goldman Sachs) | Derivative-interest rate | US | $4K | – | 0.00 | |
| US 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| US 10YR NOTE SEP 24 (Goldman Sachs) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| US 2YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $28K | – | 0.01 | |
| US 2YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $7K | – | 0.00 | |
| US 2YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| US 5YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $61K | – | 0.01 | |
| US 5YR NOTE SEP 24 (Goldman Sachs) | Derivative-interest rate | US | $17K | – | 0.00 | |
| US 5YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-264.13 | – | -0.00 | |
| US 5YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $-73K | – | -0.02 | |
| US BANCORP | Long | Debt | US | $307K | – | 0.06 |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $131K | – | 0.03 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | SG | $131K | – | 0.03 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $114K | – | 0.02 | |
| US DOLLARS (Goldman Sachs) | Derivative-foreign exchange | JP | $68K | – | 0.01 | |
| US DOLLARS (State Street) | Derivative-foreign exchange | XX | $66K | – | 0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $50K | – | 0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $35K | – | 0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | SG | $30K | – | 0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CA | $30K | – | 0.01 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | JP | $29K | – | 0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $22K | – | 0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | GB | $16K | – | 0.00 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | SG | $10K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | JP | $9K | – | 0.00 | |
| US DOLLARS (CIBC) | Derivative-foreign exchange | SG | $6K | – | 0.00 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | NO | $5K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | SG | $5K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| US DOLLARS (RBC Capital Markets) | Derivative-foreign exchange | MX | $4K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $4K | – | 0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | MX | $4K | – | 0.00 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | CA | $3K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | JP | $3K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NZ | $2K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| US DOLLARS (BNY Capital Markets) | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | MX | $2K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | XX | $2K | – | 0.00 | |
| US DOLLARS (TD Securities) | Derivative-foreign exchange | AU | $2K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $2K | – | 0.00 | |
| US DOLLARS (Standard Chartered) | Derivative-foreign exchange | AU | $1K | – | 0.00 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | XX | $1K | – | 0.00 | |
| US DOLLARS (CIBC) | Derivative-foreign exchange | MX | $1K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $1K | – | 0.00 | |
| US DOLLARS (State Street) | Derivative-foreign exchange | MX | $1K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $965.04 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $951.14 | – | 0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | SG | $910.25 | – | 0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | MX | $675.53 | – | 0.00 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | CA | $437.26 | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $393.34 | – | 0.00 | |
| US DOLLARS (ANZ Securities) | Derivative-foreign exchange | NZ | $323.77 | – | 0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | CA | $252.88 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $141.52 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $67.33 | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $-8.95 | – | -0.00 | |
| US DOLLARS (CIBC) | Derivative-foreign exchange | CA | $-188.46 | – | -0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | SE | $-230.18 | – | -0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | SG | $-328.65 | – | -0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | CA | $-364.82 | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-669.39 | – | -0.00 | |
| US DOLLARS (State Street) | Derivative-foreign exchange | CA | $-732.04 | – | -0.00 | |
| US DOLLARS (State Street) | Derivative-foreign exchange | MX | $-739.28 | – | -0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | MX | $-928.63 | – | -0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CA | $-1K | – | -0.00 | |
| US DOLLARS (CIBC) | Derivative-foreign exchange | MX | $-1K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| US DOLLARS (RBC Capital Markets) | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | MX | $-3K | – | -0.00 | |
| US DOLLARS (State Street) | Derivative-foreign exchange | NO | $-3K | – | -0.00 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | CA | $-3K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-3K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | NZ | $-4K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | AU | $-4K | – | -0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | AU | $-5K | – | -0.00 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | MX | $-5K | – | -0.00 | |
| US DOLLARS (Goldman Sachs) | Derivative-foreign exchange | MX | $-6K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | XX | $-6K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-6K | – | -0.00 | |
| US DOLLARS (ANZ Securities) | Derivative-foreign exchange | AU | $-7K | – | -0.00 | |
| US DOLLARS (CIBC) | Derivative-foreign exchange | SG | $-7K | – | -0.00 | |
| US DOLLARS (State Street) | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | NZ | $-8K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | GB | $-9K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $-11K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | SG | $-11K | – | -0.00 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | AU | $-12K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | AU | $-13K | – | -0.00 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | NZ | $-14K | – | -0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | GB | $-14K | – | -0.00 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | AU | $-15K | – | -0.00 | |
| US DOLLARS (RBC Capital Markets) | Derivative-foreign exchange | XX | $-19K | – | -0.00 | |
| US DOLLARS (HSBC) | Derivative-foreign exchange | SG | $-19K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-19K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | AU | $-19K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | XX | $-20K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-21K | – | -0.00 | |
| US DOLLARS (CIBC) | Derivative-foreign exchange | AU | $-21K | – | -0.00 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | XX | $-21K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NZ | $-22K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | NZ | $-23K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | US | $-34K | – | -0.01 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | NZ | $-82K | – | -0.02 | |
| US LONG BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $24K | – | 0.00 | |
| US LONG BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $23K | – | 0.00 | |
| US LONG BOND SEP 24 (Goldman Sachs) | Derivative-interest rate | US | $16K | – | 0.00 | |
| US LONG BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-4.2 | – | -0.00 | |
| US ULTRA 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $42K | – | 0.01 | |
| US ULTRA 10YR NOTE SEP 24 (Citi) | Derivative-interest rate | US | $31K | – | 0.01 | |
| US ULTRA 10YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $18K | – | 0.00 | |
| US ULTRA 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| US ULTRA T-BOND SEP 24 (Citi) | Derivative-interest rate | US | $74K | – | 0.02 | |
| US ULTRA T-BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $27K | – | 0.01 | |
| US ULTRA T-BOND SEP 24 (Goldman Sachs) | Derivative-interest rate | US | $23K | – | 0.00 | |
| US ULTRA T-BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-5K | – | -0.00 | |
| USA COM PARTNERS LP / USA COM FIN (USA COMPRESSION PARTNERS LP) | Long | Debt | US | $180K | – | 0.04 |
| USD/CNH PH (XCME) JUN 24 (JPMorgan) | Derivative-foreign exchange | US | $721.84 | – | 0.00 | |
| VA NORFOLK (NORFOLK VA) | Long | Debt | US | $86K | – | 0.02 |
| VA ST CMWLTH UNIV HLTH SYS AUTH (VIRGINIA COMWLTH UNIV HEALTH SYS AUTH) | Long | Debt | US | $110K | – | 0.02 |
| VA UNIVERSITYOF VA REV (UNIVERSITY OF VIRGINIA) | Long | Debt | US | $328K | – | 0.07 |
| VAR ENERGI ASA | Long | Debt | NO | $210K | – | 0.04 |
| VDC_20-1A (VANTAGE DATA CENTERS ISSUER LLC VDC_20-1) | Long | ABS-mortgage backed security | US | $372K | – | 0.08 |
| VENTURE GLOBAL CALCASIEU PASS LLC | Long | Debt | US | $177K | – | 0.04 |
| VENTURE GLOBAL LNG INC | Long | Debt | US | $179K | – | 0.04 |
| VERUS_22-1 (VERUS SECURITIZATION TRUST VERUS_22-1) | Long | ABS-collateralized bond/debt obligation | US | $131K | – | 0.03 |
| VERUS_22-8 (VERUS SECURITIZATION TRUST VERUS_22-8) | Long | ABS-collateralized bond/debt obligation | US | $84K | – | 0.02 |
| VERUS_22-INV1 (VERUS SECURITIZATION TRUST VERUS_22-INV1) | Long | ABS-collateralized bond/debt obligation | US | $265K | – | 0.06 |
| VERUS_23-2 (VERUS SECURITIZATION TRUST VERUS_23-2) | Long | ABS-collateralized bond/debt obligation | US | $541K | – | 0.11 |
| VERUS_23-4 (VERUS SECURITIZATION TRUST VERUS_23-4) | Long | ABS-collateralized bond/debt obligation | US | $812K | – | 0.17 |
| VERUS_24-1 (VERUS SECURITIZATION TRUST VERUS_24-1) | Long | ABS-collateralized bond/debt obligation | US | $95K | – | 0.02 |
| VERUS_24-2 (VERUS SECURITIZATION TRUST VERUS_24-2) | Long | ABS-collateralized bond/debt obligation | US | $467K | – | 0.10 |
| VICI PROPERTIES LP | Long | Debt | US | $537K | – | 0.11 |
| VICI PROPERTIES LP | Long | Debt | US | $23K | – | 0.00 |
| VICI PROPERTIES LP / VICI NOTE CO | Long | Debt | US | $405K | – | 0.08 |
| VICI PROPERTIES LP / VICI NOTE CO | Long | Debt | US | $173K | – | 0.04 |
| VICI PROPERTIES LP/VICI NOTE CO | Long | Debt | US | $28K | – | 0.01 |
| VIRGIN MEDIA FINANCE PLC | Long | Debt | GB | $332K | – | 0.07 |
| VIRGIN MEDIA SECURED FINANCE PLC | Long | Debt | GB | $462K | – | 0.10 |
| VIRGIN MEDIA SECURED FINANCE PLC | Long | Debt | GB | $168K | – | 0.03 |
| VMC_21-FL4 (VMC FINANCE LLC VMC_21-FL4) | Long | ABS-mortgage backed security | US | $283K | – | 0.06 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $519K | – | 0.11 |
| VMED O2 UK FINANCING I PLC | Long | Debt | GB | $287K | – | 0.06 |
| VSTOXX MINI FUTURE JUN 24 (Goldman Sachs) | Derivative-equity | DE | $-162.81 | – | -0.00 | |
| VT TOPCO INC | Long | Debt | US | $183K | – | 0.04 |
| VZ SECURED FINANCING BV | Long | Debt | NL | $289K | – | 0.06 |
| WAMU_05-AR15 | Long | ABS-collateralized bond/debt obligation | US | $865K | – | 0.18 |
| WAMU_05-AR8 | Long | ABS-collateralized bond/debt obligation | US | $287K | – | 0.06 |
| WAMU_07-OA4 | Long | ABS-collateralized bond/debt obligation | US | $418K | – | 0.09 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $642K | – | 0.13 |
| WARNERMEDIA HOLDINGS INC | Long | Debt | US | $252K | – | 0.05 |
| WASTE PRO USA INC | Long | Debt | US | $125K | – | 0.03 |
| WEBSTER FINANCIAL CORPORATION (WEBSTER FINL CORP) | Long | Debt | US | $230K | – | 0.05 |
| WELLS FARGO & COMPANY | Long | Debt | US | $1M | – | 0.25 |
| WELLS FARGO & COMPANY | Long | Debt | US | $532K | – | 0.11 |
| WELLS FARGO & COMPANY | Long | Debt | US | $241K | – | 0.05 |
| WELLS FARGO & COMPANY | Long | Debt | US | $128K | – | 0.03 |
| WESTERN MIDSTREAM OPERATING LP | Long | Debt | US | $413K | – | 0.09 |
| WFCM_18-C47 (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_18-C47) | Long | ABS-mortgage backed security | US | $532K | – | 0.11 |
| WFCM_19-JDWR (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-JWDR) | Long | ABS-mortgage backed security | US | $397K | – | 0.08 |
| WFCM_24-SVEN (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_24-SVEN) | Long | ABS-mortgage backed security | US | $651K | – | 0.14 |
| WFHET_07-1 | Long | ABS-collateralized bond/debt obligation | US | $798K | – | 0.17 |
| WFMBS_07-7 | Long | ABS-collateralized bond/debt obligation | US | $668K | – | 0.14 |
| WFRBS_14-C24 | Long | ABS-mortgage backed security | US | $776.8 | – | 0.00 |
| WHEAT DEC 24 (JPMorgan) | Derivative-commodity | US | $8K | – | 0.00 | |
| WHEAT JUL 24 (JPMorgan) | Derivative-commodity | US | $10K | – | 0.00 | |
| WHEAT JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-9K | – | -0.00 | |
| WHEAT KCBT FUTURE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $11K | – | 0.00 | |
| WHEAT KCBT FUTURE JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-590.82 | – | -0.00 | |
| WHEAT KCBT FUTURE SEP 24 (Goldman Sachs) | Derivative-commodity | US | $13K | – | 0.00 | |
| WHEAT SEP 24 (JPMorgan) | Derivative-commodity | US | $13K | – | 0.00 | |
| WHITE SUGAR (LIFFE) AUG 24 (JPMorgan) | Derivative-commodity | GB | $11K | – | 0.00 | |
| WHITE SUGAR (LIFFE) OCT 24 (JPMorgan) | Derivative-commodity | GB | $5K | – | 0.00 | |
| WIG20(PLN20) INDEX JUN 24 (JPMorgan) | Derivative-equity | PL | $10K | – | 0.00 | |
| WMALT_06-AR2 (WASHINGTON MUTUAL MORTGAGE PASS-) | Long | ABS-collateralized bond/debt obligation | US | $154K | – | 0.03 |
| WMG ACQUISITION CORP | Long | Debt | US | $556K | – | 0.12 |
| WMHE_07-HE1 | Long | ABS-collateralized bond/debt obligation | US | $482K | – | 0.10 |
| WTI CRUDE AUG 24 (Goldman Sachs) | Derivative-commodity | GB | $38.98 | – | 0.00 | |
| WTI CRUDE DEC 24 (Goldman Sachs) | Derivative-commodity | US | $2K | – | 0.00 | |
| WTI CRUDE JUL 24 (Goldman Sachs) | Derivative-commodity | GB | $9K | – | 0.00 | |
| WTI CRUDE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $5K | – | 0.00 | |
| WTI CRUDE JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-68K | – | -0.01 | |
| WTI CRUDE OCT 24 (Goldman Sachs) | Derivative-commodity | GB | $-51.02 | – | -0.00 | |
| WTI CRUDE SEP 24 (Goldman Sachs) | Derivative-commodity | US | $138.4 | – | 0.00 | |
| WTI CRUDE SEP 24 (Goldman Sachs) | Derivative-commodity | US | $-51.02 | – | -0.00 | |
| XAI INDUSTRIAL JUN 24 (JPMorgan) | Derivative-equity | US | $937.04 | – | 0.00 | |
| YEN DENOM NIKKEI 225 (CME) JUN 24 (Goldman Sachs) | Derivative-equity | US | $-50K | – | -0.01 | |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $679K | – | 0.14 |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $610K | – | 0.13 |
| YUM! BRANDS INC (YUM! BRANDS INC.) | Long | Debt | US | $273K | – | 0.06 |
| YUM! BRANDS INC TLB 1.75 (KFC HOLDING CO) | Long | Loan | US | $74.31 | – | 0.00 |
| ZAR/USD FUTURE (CME) JUN 24 (JPMorgan) | Derivative-foreign exchange | TW | $348.9 | – | 0.00 | |
| ZAR/USD FUTURE (CME) JUN 24 (Morgan Stanley) | Derivative-foreign exchange | TW | $-102K | – | -0.02 |
Address
Columbia Funds Series Trust I
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
Yeager, Sandra
Batejan, George S.
Beckman, Daniel J.
Blatz, Kathleen
Carlton, Pamela G.
Carrig, Janet Langford
Connaughton, J. Kevin
Darragh, Olive
Flynn, Patricia M.
Gallagher, Brian J.
Hacker, Douglas A.
Lukitsh, Nancy T.
Moffett, David M.
Paglia, Catherine James
Trunow, Natalie A.
Transfer Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Pricing Services
REFINITIV US LLC
IHS Markit Ltd.
Bloomberg Finance L.P.
PricingDirect Inc.
ICE Data Pricing and Reference Data, LLC
Custodians
JPMORGAN CHASE BANK, N.A.
BANCO NACIONAL DE MEXICO, S.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
BNP PARIBAS SECURITIES SERVICES S.C.A.
CACEIS BANK SPAIN, S.A.U.
DBS BANK LTD
DEUTSCHE BANK AG
DEUTSCHE BANK AG
EUROCLEAR BANK S.A.
FIRSTRAND BANK LIMITED
HSBC BANK ARGENTINA S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN BANK LUXEMBOURG S.A.
J.P. MORGAN S.A. DTVM
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
PT BANK HSBC INDONESIA
ROYAL BANK OF CANADA
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
UBS SWITZERLAND AG
UNICREDIT BANK AUSTRIA AG
Shareholder Servicing Agents
Columbia Management Investment Services Corp.
SS&C Global Investor & Distribution Solutions, Inc.
Admins
Columbia Management Investment Advisers, LLC
Brokers
Goldman Sachs
Virtu Americas LLC
Morgan Stanley
RBC Capital Markets
Wells Fargo
JPMorgan
Jefferies LLC
Citi
UBS
BMO Capital Markets Corp.