Columbia Funds Complex > Columbia Funds Series Trust I
Columbia Multi Strategy Alternatives Fund
$640.73M
Avg Monthly Net Assets
$788.34M
Total Assets
$248.28M
Total Liabilities
$540.06M
Net Assets
Columbia Multi Strategy Alternatives 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 four share classes
and monthly net assets of $640.73M.
On July 26th, 2024 it reported 1,000 holdings, the largest
being COLUMBIA SHORT TERM CASH FUND (42.5%), UNITED STATES TREASURY (8.7%) and UNITED STATES TREASURY (7.4%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Advisor Class | C000151805 | CLFUX | |
| Class A | C000151801 | CLAAX | |
| Class C | C000151802 | CLABX | |
| Institutional Class | C000151809 | CLAZX |
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 |
|---|---|---|---|---|---|---|
| 10YR MINI JGB JUN 24 (Morgan Stanley) | Derivative-interest rate | SG | $-5K | – | -0.00 | |
| ACHV_23-1PL (ACHV ABS TRUST ACHV_23-1PL) | Long | ABS-mortgage backed security | US | $201K | – | 0.04 |
| ADMT_24-NQM1 (A&D MTG TR ADMT_24-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $333K | – | 0.06 |
| AFFRM_24-X1 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_24-X1) | Long | ABS-mortgage backed security | US | $643K | – | 0.12 |
| AJAXM_21-C (AJAX MORTGAGE LOAN TRUST AJAXM_21-C) | Long | ABS-collateralized bond/debt obligation | US | $220K | – | 0.04 |
| AMSTERDAM INDEX JUN 24 (JPMorgan) | Derivative-equity | NL | $13K | – | 0.00 | |
| AOMT_19-2 (ANGEL OAK MORTGAGE TRUST AOMT_19-2) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.50 |
| AOMT_21-5 (ANGEL OAK MORTGAGE TRUST AOMT_21-5) | Long | ABS-collateralized bond/debt obligation | US | $268K | – | 0.05 |
| ARES_17-44A (ARES CLO LTD ARES_17-44A) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| ARRW_20-1 (ARROYO MORTGAGE TRUST ARRW_20-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.29 |
| AUST 10YR BOND JUN 24 (JPMorgan) | Derivative-interest rate | AU | $192K | – | 0.04 | |
| AUST 10YR BOND JUN 24 (Morgan Stanley) | Derivative-interest rate | AU | $-430K | – | -0.08 | |
| AUST 10YR BOND JUN 24 (JPMorgan) | Derivative-interest rate | AU | $-1M | – | -0.19 | |
| AUST 3YR BOND JUN 24 (JPMorgan) | Derivative-interest rate | AU | $28K | – | 0.01 | |
| AUSTRALIA DOLLAR (Citi) | Derivative-foreign exchange | AU | $731K | – | 0.14 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $40K | – | 0.01 | |
| AUSTRALIA DOLLAR (Morgan Stanley) | Derivative-foreign exchange | AU | $32K | – | 0.01 | |
| AUSTRALIA DOLLAR (Morgan Stanley) | Derivative-foreign exchange | AU | $21K | – | 0.00 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $22.36 | – | 0.00 | |
| AUSTRALIA DOLLAR (Citi) | Derivative-foreign exchange | AU | $22.33 | – | 0.00 | |
| AUSTRALIA DOLLAR (Morgan Stanley) | Derivative-foreign exchange | AU | $-5K | – | -0.00 | |
| AUSTRALIA DOLLAR (JPMorgan) | Derivative-foreign exchange | AU | $-11K | – | -0.00 | |
| AUSTRALIA DOLLAR (Citi) | Derivative-foreign exchange | AU | $-38K | – | -0.01 | |
| BAMLL_13-WBRK | Long | ABS-mortgage backed security | US | $373K | – | 0.07 |
| BIST 30 FUTURES JUN 24 (Morgan Stanley) | Derivative-equity | TR | $142K | – | 0.03 | |
| BRAVO_20-NQM1 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $386K | – | 0.07 |
| BRAVO_20-NQM1 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_20-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $286K | – | 0.05 |
| BRAVO_21-HE2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-HE2) | Long | ABS-collateralized bond/debt obligation | US | $357K | – | 0.07 |
| BRAVO_21-HE2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-HE2) | Long | ABS-collateralized bond/debt obligation | US | $339K | – | 0.06 |
| BRAVO_21-NQM2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.04 |
| BRAVO_21-NQM2 (BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $170K | – | 0.03 |
| BRAZIL REAL (JPMorgan) | Derivative-foreign exchange | BR | $11K | – | 0.00 | |
| BRAZIL REAL (Citi) | Derivative-foreign exchange | BR | $11K | – | 0.00 | |
| BRAZIL REAL (JPMorgan) | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BRAZIL REAL (Citi) | Derivative-foreign exchange | BR | $-12K | – | -0.00 | |
| BRAZIL REAL (JPMorgan) | Derivative-foreign exchange | BR | $-102K | – | -0.02 | |
| BRAZIL REAL (Morgan Stanley) | Derivative-foreign exchange | BR | $-426K | – | -0.08 | |
| BRAZIL REAL (Citi) | Derivative-foreign exchange | BR | $-755K | – | -0.14 | |
| BRENT CRUDE (ICE) AUG 24 (Goldman Sachs) | Derivative-commodity | GB | $-78K | – | -0.01 | |
| BRENT CRUDE (ICE) JAN 25 (JPMorgan) | Derivative-commodity | GB | $-218K | – | -0.04 | |
| BRENT CRUDE (ICE) MAR 25 (JPMorgan) | Derivative-commodity | GB | $-15K | – | -0.00 | |
| BRENT CRUDE (ICE) NOV 24 (JPMorgan) | Derivative-commodity | GB | $-31K | – | -0.01 | |
| BRENT CRUDE (ICE) SEP 24 (JPMorgan) | Derivative-commodity | GB | $84K | – | 0.02 | |
| BRITISH POUND (Citi) | Derivative-foreign exchange | GB | $244K | – | 0.05 | |
| BRITISH POUND (JPMorgan) | Derivative-foreign exchange | GB | $165K | – | 0.03 | |
| BRITISH POUND (Morgan Stanley) | Derivative-foreign exchange | GB | $96K | – | 0.02 | |
| BRITISH POUND (JPMorgan) | Derivative-foreign exchange | GB | $-8K | – | -0.00 | |
| BRITISH POUND (Citi) | Derivative-foreign exchange | GB | $-43K | – | -0.01 | |
| BVRT_21-3F (BVRT FINANCING TRUST BVRT_21-3F) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.44 |
| BVRT_21-CRT1 (BVRT FINANCING TRUST BVRT_21-CRT1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.22 |
| BXP_21-601L (BXP TRUST BXP_21-601L) | Long | ABS-mortgage backed security | US | $912K | – | 0.17 |
| CAC40 10 EURO JUN 24 (Morgan Stanley) | Derivative-equity | FR | $95K | – | 0.02 | |
| CAC40 10 EURO JUN 24 (JPMorgan) | Derivative-equity | FR | $72K | – | 0.01 | |
| CAC40 10 EURO JUN 24 (JPMorgan) | Derivative-equity | FR | $-51K | – | -0.01 | |
| CAN 10YR BOND SEP 24 (JPMorgan) | Derivative-interest rate | CA | $48K | – | 0.01 | |
| CAN 10YR BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | CA | $-40K | – | -0.01 | |
| CAN 10YR BOND SEP 24 (JPMorgan) | Derivative-interest rate | CA | $-57K | – | -0.01 | |
| CANADIAN DOLLAR (Morgan Stanley) | Derivative-foreign exchange | CA | $353K | – | 0.07 | |
| CANADIAN DOLLAR (JPMorgan) | Derivative-foreign exchange | CA | $97K | – | 0.02 | |
| CANADIAN DOLLAR (UBS) | Derivative-foreign exchange | CA | $78K | – | 0.01 | |
| CANADIAN DOLLAR (JPMorgan) | Derivative-foreign exchange | CA | $-29K | – | -0.01 | |
| CANADIAN DOLLAR (Citi) | Derivative-foreign exchange | CA | $-519K | – | -0.10 | |
| CAS_21-R02 (CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02) | Long | ABS-collateralized bond/debt obligation | US | $846K | – | 0.16 |
| CAS_21-R03 (CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R03) | Long | ABS-collateralized bond/debt obligation | US | $576K | – | 0.11 |
| CAS_22-R01 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01) | Long | ABS-collateralized bond/debt obligation | US | $953K | – | 0.18 |
| CATTLE FEEDER AUG 24 (JPMorgan) | Derivative-commodity | US | $3K | – | 0.00 | |
| CATTLE FEEDER AUG 24 (JPMorgan) | Derivative-commodity | US | $-251K | – | -0.05 | |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $-97K | – | -0.02 | |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $-234K | – | -0.04 | |
| CDS: (CMBX.NA.10.BBB-) (Morgan Stanley) | Derivative-credit | US | $-389K | – | -0.07 | |
| CHILEAN PESO (Citi) | Derivative-foreign exchange | CL | $922K | – | 0.17 | |
| CHILEAN PESO (JPMorgan) | Derivative-foreign exchange | CL | $93K | – | 0.02 | |
| CHILEAN PESO (JPMorgan) | Derivative-foreign exchange | CL | $1K | – | 0.00 | |
| CHILEAN PESO (Citi) | Derivative-foreign exchange | CL | $1K | – | 0.00 | |
| CHILEAN PESO (JPMorgan) | Derivative-foreign exchange | CL | $-30K | – | -0.01 | |
| CHILEAN PESO (JPMorgan) | Derivative-foreign exchange | CL | $-31K | – | -0.01 | |
| CHILEAN PESO (Citi) | Derivative-foreign exchange | CL | $-31K | – | -0.01 | |
| CHILEAN PESO (Citi) | Derivative-foreign exchange | CL | $-36K | – | -0.01 | |
| CHINESE OFFSHORE YUAN (HONG KONG) (Citi) | Derivative-foreign exchange | CN | $570.6 | – | 0.00 | |
| CHINESE OFFSHORE YUAN (HONG KONG) (JPMorgan) | Derivative-foreign exchange | CN | $433.93 | – | 0.00 | |
| CHINESE OFFSHORE YUAN (HONG KONG) (JPMorgan) | Derivative-foreign exchange | CN | $370.56 | – | 0.00 | |
| CHINESE OFFSHORE YUAN (HONG KONG) (Citi) | Derivative-foreign exchange | CN | $367.67 | – | 0.00 | |
| CHINESE OFFSHORE YUAN (HONG KONG) (JPMorgan) | Derivative-foreign exchange | CN | $-30K | – | -0.01 | |
| CHINESE OFFSHORE YUAN (HONG KONG) (Citi) | Derivative-foreign exchange | CN | $-63K | – | -0.01 | |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $527K | – | 0.10 |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $362K | – | 0.07 |
| CHNGE_22-1 | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.05 |
| CHNGE_22-NQM1 (CHNGE MORTGAGE TRUST CHNGE_22-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.04 |
| CHNGE_23-1 (CHNGE MORTGAGE TRUST CHNGE_23-1) | Long | ABS-collateralized bond/debt obligation | US | $463K | – | 0.09 |
| CHNGE_23-1 (CHNGE MORTGAGE TRUST CHNGE_23-1) | Long | ABS-collateralized bond/debt obligation | US | $284K | – | 0.05 |
| CHNGE_23-2 (CHNGE MORTGAGE TRUST CHNGE_23-2) | Long | ABS-collateralized bond/debt obligation | US | $196K | – | 0.04 |
| CHNGE_23-3 (CHNGE MORTGAGE TRUST CHNGE_23-3) | Long | ABS-collateralized bond/debt obligation | US | $810K | – | 0.15 |
| CHNGE_23-3 (CHNGE MORTGAGE TRUST CHNGE_23-3) | Long | ABS-collateralized bond/debt obligation | US | $293K | – | 0.05 |
| CIM_21-NR1 (CIM TRUST CIM_21-NR1) | Long | ABS-collateralized bond/debt obligation | US | $481K | – | 0.09 |
| CIM_21-NR4 (CIM TRUST CIM_21-NR4) | Long | ABS-collateralized bond/debt obligation | US | $337K | – | 0.06 |
| CMLTI_15-RP2 (CITIGROUP MORTGAGE LOAN TRUST IN) | Long | ABS-collateralized bond/debt obligation | US | $701K | – | 0.13 |
| COCOA FUTURE (LIFFE) JUL 24 (Goldman Sachs) | Derivative-commodity | GB | $-22K | – | -0.00 | |
| COCOA JUL 24 (Goldman Sachs) | Derivative-commodity | US | $4K | – | 0.00 | |
| COCOA SEP 24 (JPMorgan) | Derivative-commodity | US | $244K | – | 0.05 | |
| COFFEE DEC 24 (JPMorgan) | Derivative-commodity | US | $210K | – | 0.04 | |
| COFFEE DEC 24 (JPMorgan) | Derivative-commodity | US | $-3K | – | -0.00 | |
| COFFEE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $107K | – | 0.02 | |
| COFFEE JUL 24 (JPMorgan) | Derivative-commodity | US | $-315K | – | -0.06 | |
| COFFEE JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-384K | – | -0.07 | |
| COFFEE MAR 25 (JPMorgan) | Derivative-commodity | US | $128K | – | 0.02 | |
| COFFEE SEP 24 (JPMorgan) | Derivative-commodity | US | $190K | – | 0.04 | |
| COLOMBIAN PESO (Citi) | Derivative-foreign exchange | CO | $279K | – | 0.05 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | CO | $65K | – | 0.01 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | CO | $3K | – | 0.00 | |
| COLOMBIAN PESO (Citi) | Derivative-foreign exchange | CO | $3K | – | 0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | CO | $-55.86 | – | -0.00 | |
| COLOMBIAN PESO (Citi) | Derivative-foreign exchange | CO | $-56.24 | – | -0.00 | |
| COLOMBIAN PESO (Citi) | Derivative-foreign exchange | CO | $-5K | – | -0.00 | |
| COLOMBIAN PESO (JPMorgan) | Derivative-foreign exchange | CO | $-13K | – | -0.00 | |
| COLT_20-2 (COLT FUNDING LLC COLT_20-2) | Long | ABS-collateralized bond/debt obligation | US | $192K | – | 0.04 |
| COLT_21-3 (COLT MORTGAGE LOAN TRUST COLT_21-3) | Long | ABS-collateralized bond/debt obligation | US | $422K | – | 0.08 |
| COLT_21-3 (COLT MORTGAGE LOAN TRUST COLT_21-3) | Long | ABS-collateralized bond/debt obligation | US | $123K | – | 0.02 |
| COLT_21-4 (COLT MORTGAGE LOAN TRUST COLT_21-4) | Long | ABS-collateralized bond/debt obligation | US | $294K | – | 0.05 |
| COLT_22-4 (COLT MORTGAGE LOAN TRUST COLT_22-4) | Long | ABS-collateralized bond/debt obligation | US | $331K | – | 0.06 |
| COLUMBIA SHORT TERM CASH FUND | Long | Short-term investment vehicle | US | $229M | 230M | 42.49 |
| COMM_20-CBM (COMM MORTGAGE TRUST COMM_20-CBM) | Long | ABS-mortgage backed security | US | $2M | – | 0.38 |
| CONN_23-A (CONN FUNDING II LP CONN_23-A) | Long | ABS-mortgage backed security | US | $57K | – | 0.01 |
| COPPER DEC 24 (JPMorgan) | Derivative-commodity | US | $410K | – | 0.08 | |
| COPPER JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-21K | – | -0.00 | |
| COPPER JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-210K | – | -0.04 | |
| COPPER JUL 24 (JPMorgan) | Derivative-commodity | US | $-628K | – | -0.12 | |
| COPPER MAR 25 (JPMorgan) | Derivative-commodity | US | $5K | – | 0.00 | |
| COPPER MAR 25 (JPMorgan) | Derivative-commodity | US | $-329.8 | – | -0.00 | |
| COPPER SEP 24 (JPMorgan) | Derivative-commodity | US | $361K | – | 0.07 | |
| CORN DEC 24 (JPMorgan) | Derivative-commodity | US | $-49K | – | -0.01 | |
| CORN JUL 24 (JPMorgan) | Derivative-commodity | US | $191K | – | 0.04 | |
| CORN JUL 24 (Goldman Sachs) | Derivative-commodity | US | $37K | – | 0.01 | |
| CORN JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-17K | – | -0.00 | |
| CORN MAR 25 (JPMorgan) | Derivative-commodity | US | $-76K | – | -0.01 | |
| CORN SEP 24 (JPMorgan) | Derivative-commodity | US | $-67K | – | -0.01 | |
| COTTON NO.2 DEC 24 (JPMorgan) | Derivative-commodity | US | $-156K | – | -0.03 | |
| COTTON NO.2 JUL 24 (Morgan Stanley) | Derivative-commodity | US | $101K | – | 0.02 | |
| COTTON NO.2 JUL 24 (JPMorgan) | Derivative-commodity | US | $91K | – | 0.02 | |
| COTTON NO.2 JUL 24 (Goldman Sachs) | Derivative-commodity | US | $13K | – | 0.00 | |
| COTTON NO.2 MAR 25 (JPMorgan) | Derivative-commodity | US | $106.78 | – | 0.00 | |
| COTTON NO.2 MAR 25 (JPMorgan) | Derivative-commodity | US | $-6K | – | -0.00 | |
| CSMC_14-USA | Long | ABS-mortgage backed security | US | $844K | – | 0.16 |
| CSMC_20-RPL2 (CREDIT SUISSE MORTGAGE CAPITAL CSMC_20-RPL2) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| CSMC_21-JR2 | Long | ABS-collateralized bond/debt obligation | US | $208K | – | 0.04 |
| CSMC_22-JR1 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-JR1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.20 |
| CSMC_22-RPL3 (CREDIT SUISSE MORTGAGE TRUST CSMC_22-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $777K | – | 0.14 |
| CZECH KORUNA (Citi) | Derivative-foreign exchange | CZ | $397K | – | 0.07 | |
| CZECH KORUNA (JPMorgan) | Derivative-foreign exchange | CZ | $4K | – | 0.00 | |
| CZECH KORUNA (JPMorgan) | Derivative-foreign exchange | CZ | $1K | – | 0.00 | |
| CZECH KORUNA (Citi) | Derivative-foreign exchange | CZ | $1K | – | 0.00 | |
| CZECH KORUNA (Citi) | Derivative-foreign exchange | CZ | $-2K | – | -0.00 | |
| DAX INDEX JUN 24 (Morgan Stanley) | Derivative-equity | DE | $79K | – | 0.01 | |
| DAX INDEX JUN 24 (JPMorgan) | Derivative-equity | DE | $-248K | – | -0.05 | |
| DJIA MINI e-CBOT JUN 24 (JPMorgan) | Derivative-equity | US | $-5K | – | -0.00 | |
| EART_21-2A (EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-2A) | Long | ABS-mortgage backed security | US | $844K | – | 0.16 |
| ENVA_23-A | Long | ABS-mortgage backed security | US | $422K | – | 0.08 |
| EURO BUXL 30YR BOND SEP 24 (JPMorgan) | Derivative-interest rate | DE | $-5K | – | -0.00 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $257K | – | 0.05 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $241K | – | 0.04 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $23K | – | 0.00 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $23K | – | 0.00 | |
| EURO COUNTRIES (JPMorgan) | Derivative-foreign exchange | XX | $-14K | – | -0.00 | |
| EURO COUNTRIES (Morgan Stanley) | Derivative-foreign exchange | XX | $-117K | – | -0.02 | |
| EURO COUNTRIES (Citi) | Derivative-foreign exchange | XX | $-333K | – | -0.06 | |
| EURO STOXX 50 JUN 24 (JPMorgan) | Derivative-equity | DE | $10K | – | 0.00 | |
| EURO STOXX 50 JUN 24 (Morgan Stanley) | Derivative-equity | DE | $-265.17 | – | -0.00 | |
| EURO STOXX 50 JUN 24 (JPMorgan) | Derivative-equity | DE | $-14K | – | -0.00 | |
| EURO-BOBL SEP 24 (JPMorgan) | Derivative-interest rate | DE | $12K | – | 0.00 | |
| EURO-BTP (ITALY GOVT) SEP 24 (JPMorgan) | Derivative-interest rate | DE | $-2K | – | -0.00 | |
| EURO-BUND JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $448K | – | 0.08 | |
| EURO-BUND SEP 24 (JPMorgan) | Derivative-interest rate | DE | $-52K | – | -0.01 | |
| EURO-OAT JUN 24 (Morgan Stanley) | Derivative-interest rate | DE | $10K | – | 0.00 | |
| EURO-OAT SEP 24 (JPMorgan) | Derivative-interest rate | DE | $-22K | – | -0.00 | |
| EURO-SCHATZ SEP 24 (JPMorgan) | Derivative-interest rate | DE | $6K | – | 0.00 | |
| FHLMC 30YR UMBS (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.78 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.35 |
| FHLMC 30YR UMBS SUPER (FEDERAL HOME LOAN MORTGAGE CORPORATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.30 |
| FHLMC_4606 (FREDDIE MAC FHLMC_4606) | Long | ABS-collateralized bond/debt obligation | US | $300K | – | 0.06 |
| FHLMC_4979 (FREDDIE MAC FHLMC_4979) | Long | ABS-collateralized bond/debt obligation | US | $162K | – | 0.03 |
| FHLMC_4987 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4987) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.03 |
| FHLMC_4993 (FREDDIE MAC FHLMC_4993) | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.04 |
| FHLMC_5105 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5105) | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.08 |
| FHLMC_5138 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5138) | Long | ABS-collateralized bond/debt obligation | US | $220K | – | 0.04 |
| FHLMC_5183 (FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5183) | Long | ABS-collateralized bond/debt obligation | US | $657K | – | 0.12 |
| FIGRE_24-HE1 (FIGURE LENDING FIGRE_24-HE1) | Long | ABS-collateralized bond/debt obligation | US | $248K | – | 0.05 |
| FIGRE_24-HE1 (FIGURE LENDING FIGRE_24-HE1) | Long | ABS-collateralized bond/debt obligation | US | $149K | – | 0.03 |
| FNMA 30YR UMBS (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.33 |
| FNMA_13-101 (FANNIE MAE FNMA_13-101) | Long | ABS-collateralized bond/debt obligation | US | $72K | – | 0.01 |
| FNMA_16-53 (FANNIE MAE FNMA_16-53) | Long | ABS-collateralized bond/debt obligation | US | $975K | – | 0.18 |
| FNMA_17-81 (FANNIE MAE FNMA_17-81) | Long | ABS-collateralized bond/debt obligation | US | $202K | – | 0.04 |
| FNMA_18-64 (FANNIE MAE FNMA_18-64) | Long | ABS-collateralized bond/debt obligation | US | $174K | – | 0.03 |
| FNMA_20-22 (FANNIE MAE FNMA_20-22) | Long | ABS-collateralized bond/debt obligation | US | $320K | – | 0.06 |
| FNMA_20-34 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-34) | Long | ABS-collateralized bond/debt obligation | US | $334K | – | 0.06 |
| FNMA_20-38 (FANNIE MAE FNMA_20-38) | Long | ABS-collateralized bond/debt obligation | US | $183K | – | 0.03 |
| FNMA_20-54 (FANNIE MAE FNMA_20-54) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.04 |
| FNMA_22-90 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $303K | – | 0.06 |
| FNMA_23-46 (FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-46) | Long | ABS-collateralized bond/debt obligation | US | $444K | – | 0.08 |
| FSWP: AUD 4.000000 10-SEP-2026 AUD (JPMorgan) | Derivative-interest rate | US | $226K | – | 0.04 | |
| FSWP: AUD 4.000000 11-JUN-2026 AUD (JPMorgan) | Derivative-interest rate | GB | $660K | – | 0.12 | |
| FSWP: AUD 4.500000 07-SEP-2034 AUD (JPMorgan) | Derivative-interest rate | GB | $-446.74 | – | -0.00 | |
| FSWP: AUD 4.500000 07-SEP-2034 AUD (JPMorgan) | Derivative-interest rate | GB | $-120K | – | -0.02 | |
| FSWP: AUD 4.500000 08-JUN-2034 AUD (JPMorgan) | Derivative-interest rate | US | $-179K | – | -0.03 | |
| FSWP: AUD 4.500000 13-SEP-2029 AUD (JPMorgan) | Derivative-interest rate | GB | $-435.47 | – | -0.00 | |
| FSWP: AUD 4.500000 13-SEP-2029 AUD (JPMorgan) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| FSWP: EUR 2.500000 16-SEP-2054 EUR (JPMorgan) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: EUR 2.500000 19-SEP-2029 EUR (JPMorgan) | Derivative-interest rate | US | $-4K | – | -0.00 | |
| FSWP: EUR 2.500000 20-SEP-2034 EUR (JPMorgan) | Derivative-interest rate | GB | $633K | – | 0.12 | |
| FSWP: EUR 2.500000 20-SEP-2034 EUR (JPMorgan) | Derivative-interest rate | GB | $3K | – | 0.00 | |
| FSWP: EUR 3.000000 16-SEP-2026 EUR (JPMorgan) | Derivative-interest rate | GB | $-835K | – | -0.15 | |
| FSWP: NOK 4.000000 19-SEP-2029 6M (JPMorgan) | Derivative-interest rate | GB | $794.18 | – | 0.00 | |
| FSWP: NOK 4.000000 20-JUN-2029 6M (JPMorgan) | Derivative-interest rate | US | $484.93 | – | 0.00 | |
| FSWP: NOK 4.000000 20-SEP-2034 6M (JPMorgan) | Derivative-interest rate | US | $58K | – | 0.01 | |
| FSWP: NOK 4.000000 21-JUN-2034 6M (JPMorgan) | Derivative-interest rate | US | $-631.55 | – | -0.00 | |
| FSWP: NOK 4.500000 16-SEP-2026 6M (JPMorgan) | Derivative-interest rate | US | $-42K | – | -0.01 | |
| FSWP: NOK 4.500000 17-JUN-2026 6M (JPMorgan) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: NZD 4.500000 13-SEP-2034 3M (JPMorgan) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| FSWP: NZD 4.500000 13-SEP-2034 3M (JPMorgan) | Derivative-interest rate | US | $-131K | – | -0.02 | |
| FSWP: NZD 4.500000 14-JUN-2034 3M (JPMorgan) | Derivative-interest rate | GB | $-182K | – | -0.03 | |
| FSWP: NZD 5.000000 10-JUN-2026 3M (JPMorgan) | Derivative-interest rate | US | $100K | – | 0.02 | |
| FSWP: NZD 5.000000 16-SEP-2026 3M (JPMorgan) | Derivative-interest rate | US | $-69K | – | -0.01 | |
| FSWP: OIS 0.500000 16-SEP-2026 FTO (JPMorgan) | Derivative-interest rate | US | $-164K | – | -0.03 | |
| FSWP: OIS 0.500000 17-JUN-2026 FTO (JPMorgan) | Derivative-interest rate | US | $4K | – | 0.00 | |
| FSWP: OIS 0.500000 19-SEP-2029 FTO (JPMorgan) | Derivative-interest rate | GB | $32K | – | 0.01 | |
| FSWP: OIS 1.000000 16-SEP-2026 SAR (JPMorgan) | Derivative-interest rate | US | $-994K | – | -0.18 | |
| FSWP: OIS 1.000000 17-JUN-2026 SAR (JPMorgan) | Derivative-interest rate | US | $-1M | – | -0.24 | |
| FSWP: OIS 1.000000 19-SEP-2029 SAR (JPMorgan) | Derivative-interest rate | US | $-3K | – | -0.00 | |
| FSWP: OIS 1.000000 20-SEP-2034 FTO (JPMorgan) | Derivative-interest rate | GB | $584K | – | 0.11 | |
| FSWP: OIS 1.000000 20-SEP-2034 SAR (JPMorgan) | Derivative-interest rate | US | $763K | – | 0.14 | |
| FSWP: OIS 1.000000 21-JUN-2034 FTO (JPMorgan) | Derivative-interest rate | US | $67K | – | 0.01 | |
| FSWP: OIS 1.000000 21-JUN-2034 SAR (JPMorgan) | Derivative-interest rate | US | $1M | – | 0.24 | |
| FSWP: OIS 3.500000 19-SEP-2029 CAD (JPMorgan) | Derivative-interest rate | GB | $277.25 | – | 0.00 | |
| FSWP: OIS 3.500000 20-JUN-2029 CAD (JPMorgan) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: OIS 3.500000 20-SEP-2034 CAD (JPMorgan) | Derivative-interest rate | US | $-7K | – | -0.00 | |
| FSWP: OIS 3.500000 20-SEP-2034 CAD (JPMorgan) | Derivative-interest rate | US | $-90K | – | -0.02 | |
| FSWP: OIS 4.000000 16-SEP-2026 CAD (JPMorgan) | Derivative-interest rate | GB | $-37K | – | -0.01 | |
| FSWP: OIS 4.000000 16-SEP-2054 SOF (JPMorgan) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: OIS 4.000000 16-SEP-2054 SON (JPMorgan) | Derivative-interest rate | US | $-17K | – | -0.00 | |
| FSWP: OIS 4.000000 17-JUN-2026 CAD (JPMorgan) | Derivative-interest rate | US | $87K | – | 0.02 | |
| FSWP: OIS 4.000000 17-JUN-2054 SON (JPMorgan) | Derivative-interest rate | US | $-2K | – | -0.00 | |
| FSWP: OIS 4.000000 19-SEP-2029 SOF (JPMorgan) | Derivative-interest rate | US | $-36K | – | -0.01 | |
| FSWP: OIS 4.000000 19-SEP-2029 SOF (JPMorgan) | Derivative-interest rate | US | $-40K | – | -0.01 | |
| FSWP: OIS 4.000000 19-SEP-2029 SON (JPMorgan) | Derivative-interest rate | US | $34K | – | 0.01 | |
| FSWP: OIS 4.000000 20-JUN-2029 SOF (JPMorgan) | Derivative-interest rate | US | $6K | – | 0.00 | |
| FSWP: OIS 4.000000 20-SEP-2034 SOF (JPMorgan) | Derivative-interest rate | GB | $-219K | – | -0.04 | |
| FSWP: OIS 4.000000 20-SEP-2034 SOF (JPMorgan) | Derivative-interest rate | GB | $-367K | – | -0.07 | |
| FSWP: OIS 4.000000 20-SEP-2034 SON (JPMorgan) | Derivative-interest rate | US | $-559.77 | – | -0.00 | |
| FSWP: OIS 4.000000 20-SEP-2034 SON (JPMorgan) | Derivative-interest rate | US | $-68K | – | -0.01 | |
| FSWP: OIS 4.000000 21-JUN-2034 SOF (JPMorgan) | Derivative-interest rate | GB | $-19K | – | -0.00 | |
| FSWP: OIS 4.500000 16-SEP-2026 SON (JPMorgan) | Derivative-interest rate | US | $-18K | – | -0.00 | |
| FSWP: OIS 4.500000 16-SEP-2026 SON (JPMorgan) | Derivative-interest rate | US | $-314K | – | -0.06 | |
| FSWP: SEK 3.000000 16-SEP-2026 3M (JPMorgan) | Derivative-interest rate | US | $394K | – | 0.07 | |
| FSWP: SEK 3.000000 16-SEP-2026 3M (JPMorgan) | Derivative-interest rate | US | $716.22 | – | 0.00 | |
| FSWP: SEK 3.000000 17-JUN-2026 3M (JPMorgan) | Derivative-interest rate | US | $312K | – | 0.06 | |
| FSWP: SEK 3.000000 19-SEP-2029 3M (JPMorgan) | Derivative-interest rate | GB | $-694.46 | – | -0.00 | |
| FSWP: SEK 3.000000 19-SEP-2029 3M (JPMorgan) | Derivative-interest rate | GB | $-2K | – | -0.00 | |
| FSWP: SEK 3.000000 20-SEP-2034 3M (JPMorgan) | Derivative-interest rate | GB | $334K | – | 0.06 | |
| FSWP: SEK 3.000000 21-JUN-2034 3M (JPMorgan) | Derivative-interest rate | US | $116K | – | 0.02 | |
| FSWP: SEK 3.000000 21-JUN-2034 3M (JPMorgan) | Derivative-interest rate | US | $8K | – | 0.00 | |
| FSWP: USD 4.500000 16-SEP-2026 SOF (JPMorgan) | Derivative-interest rate | US | $501K | – | 0.09 | |
| FSWP: USD 4.500000 16-SEP-2026 SOF (JPMorgan) | Derivative-interest rate | US | $386K | – | 0.07 | |
| FSWP: USD 4.500000 17-JUN-2026 SOF (JPMorgan) | Derivative-interest rate | US | $115K | – | 0.02 | |
| FSWP: USD 4.500000 17-JUN-2026 SOF (JPMorgan) | Derivative-interest rate | US | $28K | – | 0.01 | |
| FTAB_21-NPL2 (510 ASSETS BACKED TRUST FTAB_21-NPL2) | Long | ABS-collateralized bond/debt obligation | US | $446K | – | 0.08 |
| FTSE 100 INDEX JUN 24 (Goldman Sachs) | Derivative-equity | GB | $333K | – | 0.06 | |
| FTSE 100 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | GB | $-298K | – | -0.06 | |
| FTSE 100 INDEX JUN 24 (JPMorgan) | Derivative-equity | GB | $-1M | – | -0.19 | |
| FTSE CHINA A50 JUN 24 (Morgan Stanley) | Derivative-equity | SG | $116K | – | 0.02 | |
| FTSE TAIWAN JUN 24 (JPMorgan) | Derivative-equity | SG | $30K | – | 0.01 | |
| FTSE TAIWAN JUN 24 (Morgan Stanley) | Derivative-equity | SG | $-6K | – | -0.00 | |
| FTSE/JSE TOP 40 JUN 24 (Morgan Stanley) | Derivative-equity | ZA | $20K | – | 0.00 | |
| FTSE/JSE TOP 40 JUN 24 (JPMorgan) | Derivative-equity | ZA | $-149K | – | -0.03 | |
| FTSE/MIB INDEX JUN 24 (JPMorgan) | Derivative-equity | IT | $225K | – | 0.04 | |
| FTSE/MIB INDEX JUN 24 (Goldman Sachs) | Derivative-equity | IT | $7K | – | 0.00 | |
| GAS OIL JAN 25 (JPMorgan) | Derivative-commodity | GB | $-81K | – | -0.01 | |
| GAS OIL JUL 24 (Goldman Sachs) | Derivative-commodity | GB | $-38K | – | -0.01 | |
| GAS OIL JUL 24 (JPMorgan) | Derivative-commodity | GB | $-86K | – | -0.02 | |
| GAS OIL NOV 24 (JPMorgan) | Derivative-commodity | GB | $-48K | – | -0.01 | |
| GAS OIL SEP 24 (JPMorgan) | Derivative-commodity | GB | $-38K | – | -0.01 | |
| GASOLINE RBOB JAN 25 (JPMorgan) | Derivative-commodity | US | $-51K | – | -0.01 | |
| GASOLINE RBOB JUL 24 (Goldman Sachs) | Derivative-commodity | US | $54K | – | 0.01 | |
| GASOLINE RBOB JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-8K | – | -0.00 | |
| GASOLINE RBOB JUL 24 (JPMorgan) | Derivative-commodity | US | $-270K | – | -0.05 | |
| GASOLINE RBOB NOV 24 (JPMorgan) | Derivative-commodity | US | $-24K | – | -0.00 | |
| GASOLINE RBOB SEP 24 (JPMorgan) | Derivative-commodity | US | $5K | – | 0.00 | |
| GASOLINE RBOB SEP 24 (JPMorgan) | Derivative-commodity | US | $-19K | – | -0.00 | |
| GCAR_22-1A-B (GLS AUTO RECEIVABLES TRUST GCAR_22-1A) | Long | ABS-mortgage backed security | US | $103K | – | 0.02 |
| GCAT_19-NQM3 | Long | ABS-collateralized bond/debt obligation | US | $517K | – | 0.10 |
| GNMA_10-9 (GOVERNMENT NATIONAL MORTGAGE ASS) | Long | ABS-collateralized bond/debt obligation | US | $151K | – | 0.03 |
| GNMA_19-102 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-102) | Long | ABS-mortgage backed security | US | $66K | – | 0.01 |
| GNMA_19-103 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-103) | Long | ABS-collateralized bond/debt obligation | US | $201K | – | 0.04 |
| GNMA_19-120 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-120) | Long | ABS-collateralized bond/debt obligation | US | $141K | – | 0.03 |
| GNMA_19-131 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-131) | Long | ABS-mortgage backed security | US | $148K | – | 0.03 |
| GNMA_19-21 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-21) | Long | ABS-collateralized bond/debt obligation | US | $212K | – | 0.04 |
| GNMA_19-92 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-92) | Long | ABS-collateralized bond/debt obligation | US | $233K | – | 0.04 |
| GNMA_19-98 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-98) | Long | ABS-collateralized bond/debt obligation | US | $641K | – | 0.12 |
| GNMA_20-104 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-104) | Long | ABS-collateralized bond/debt obligation | US | $125K | – | 0.02 |
| GNMA_20-133 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133) | Long | ABS-collateralized bond/debt obligation | US | $509K | – | 0.09 |
| GNMA_20-138 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-138) | Long | ABS-collateralized bond/debt obligation | US | $590K | – | 0.11 |
| GNMA_20-146 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.38 |
| GNMA_20-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-160) | Long | ABS-collateralized bond/debt obligation | US | $921K | – | 0.17 |
| GNMA_20-164 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-164) | Long | ABS-collateralized bond/debt obligation | US | $308K | – | 0.06 |
| GNMA_20-175 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-175) | Long | ABS-collateralized bond/debt obligation | US | $401K | – | 0.07 |
| GNMA_20-19 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-19) | Long | ABS-mortgage backed security | US | $77K | – | 0.01 |
| GNMA_20-191 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-191) | Long | ABS-collateralized bond/debt obligation | US | $412K | – | 0.08 |
| GNMA_20-3 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-3) | Long | ABS-mortgage backed security | US | $79K | – | 0.01 |
| GNMA_20-34 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-34) | Long | ABS-collateralized bond/debt obligation | US | $203K | – | 0.04 |
| GNMA_20-78 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-78) | Long | ABS-collateralized bond/debt obligation | US | $219K | – | 0.04 |
| GNMA_21-117 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-117) | Long | ABS-collateralized bond/debt obligation | US | $243K | – | 0.05 |
| GNMA_21-119 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-119) | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 0.06 |
| GNMA_21-122 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122) | Long | ABS-collateralized bond/debt obligation | US | $369K | – | 0.07 |
| GNMA_21-122 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-122) | Long | ABS-collateralized bond/debt obligation | US | $52K | – | 0.01 |
| GNMA_21-142 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-142) | Long | ABS-collateralized bond/debt obligation | US | $533K | – | 0.10 |
| GNMA_21-156 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-156) | Long | ABS-collateralized bond/debt obligation | US | $397K | – | 0.07 |
| GNMA_21-158 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-158) | Long | ABS-collateralized bond/debt obligation | US | $373K | – | 0.07 |
| GNMA_21-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160) | Long | ABS-collateralized bond/debt obligation | US | $612K | – | 0.11 |
| GNMA_21-160 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-160) | Long | ABS-collateralized bond/debt obligation | US | $38K | – | 0.01 |
| GNMA_21-161 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-161) | Long | ABS-collateralized bond/debt obligation | US | $387K | – | 0.07 |
| GNMA_21-193 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-193) | Long | ABS-collateralized bond/debt obligation | US | $40K | – | 0.01 |
| GNMA_21-24 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-24) | Long | ABS-collateralized bond/debt obligation | US | $307K | – | 0.06 |
| GNMA_21-25 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-25) | Long | ABS-collateralized bond/debt obligation | US | $567K | – | 0.11 |
| GNMA_21-42 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42) | Long | ABS-collateralized bond/debt obligation | US | $405K | – | 0.07 |
| GNMA_21-42 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-42) | Long | ABS-collateralized bond/debt obligation | US | $277K | – | 0.05 |
| GNMA_21-7 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-7) | Long | ABS-collateralized bond/debt obligation | US | $330K | – | 0.06 |
| GNMA_21-96 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-96) | Long | ABS-collateralized bond/debt obligation | US | $50K | – | 0.01 |
| GNMA_21-97 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97) | Long | ABS-collateralized bond/debt obligation | US | $349K | – | 0.06 |
| GNMA_22-168 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-168) | Long | ABS-collateralized bond/debt obligation | US | $363K | – | 0.07 |
| GNMA_22-46 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-46) | Long | ABS-collateralized bond/debt obligation | US | $35K | – | 0.01 |
| GNMA_22-90 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-90) | Long | ABS-collateralized bond/debt obligation | US | $306K | – | 0.06 |
| GNMA_23-113 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113) | Long | ABS-collateralized bond/debt obligation | US | $395K | – | 0.07 |
| GNMA_23-113 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-113) | Long | ABS-collateralized bond/debt obligation | US | $77K | – | 0.01 |
| GNMA_23-115 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATiON GNMA_23-115) | Long | ABS-collateralized bond/debt obligation | US | $161K | – | 0.03 |
| GNMA_23-141 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-141) | Long | ABS-collateralized bond/debt obligation | US | $272K | – | 0.05 |
| GNMA_23-173 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-173) | Long | ABS-collateralized bond/debt obligation | US | $283K | – | 0.05 |
| GNMA_23-47 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-47) | Long | ABS-collateralized bond/debt obligation | US | $172K | – | 0.03 |
| GNMA_23-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66) | Long | ABS-collateralized bond/debt obligation | US | $215K | – | 0.04 |
| GNMA_23-66 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-66) | Long | ABS-collateralized bond/debt obligation | US | $166K | – | 0.03 |
| GNMA_24-51 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51) | Long | ABS-collateralized bond/debt obligation | US | $145K | – | 0.03 |
| GNMA_24-64 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-64) | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.04 |
| GNMA2 30YR TBA(REG C) (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2) | Long | ABS-mortgage backed security | US | $19M | – | 3.50 |
| GOLD 100 OZ AUG 24 (Morgan Stanley) | Derivative-commodity | US | $-22K | – | -0.00 | |
| GOLD 100 OZ AUG 24 (Goldman Sachs) | Derivative-commodity | US | $-92K | – | -0.02 | |
| GRADE_22-INV1 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1) | Long | ABS-collateralized bond/debt obligation | US | $292K | – | 0.05 |
| GRADE_22-INV1 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_22-INV1) | Long | ABS-collateralized bond/debt obligation | US | $263K | – | 0.05 |
| GRADE_23-FIG3 (SALUDA GRADE ALTERNATIVE MORTGAGE TRUST GRADE_23-FIG3) | Long | ABS-collateralized bond/debt obligation | US | $952K | – | 0.18 |
| HILT_16-SFP | Long | ABS-mortgage backed security | US | $128K | – | 0.02 |
| HMIR_18-1 (HOME RE 2018-1 LTD HMIR_18-1) | Long | ABS-collateralized bond/debt obligation | US | $163K | – | 0.03 |
| HOF_20-2 (HOMEWARD OPPORTUNITIES FUND I TRUST HOF_20-2) | Long | ABS-collateralized bond/debt obligation | US | $240K | – | 0.04 |
| HPA_19-2 (HOME PARTNERS OF AMERICA TRUST HPA_19-2) | Long | ABS-mortgage backed security | US | $294K | – | 0.05 |
| HUNGARIAN FURINT (Citi) | Derivative-foreign exchange | HU | $199K | – | 0.04 | |
| HUNGARIAN FURINT (JPMorgan) | Derivative-foreign exchange | HU | $120K | – | 0.02 | |
| HUNGARIAN FURINT (JPMorgan) | Derivative-foreign exchange | HU | $3K | – | 0.00 | |
| HUNGARIAN FURINT (Citi) | Derivative-foreign exchange | HU | $3K | – | 0.00 | |
| HUNGARIAN FURINT (JPMorgan) | Derivative-foreign exchange | HU | $-7K | – | -0.00 | |
| HUNGARIAN FURINT (JPMorgan) | Derivative-foreign exchange | HU | $-7K | – | -0.00 | |
| HUNGARIAN FURINT (Citi) | Derivative-foreign exchange | HU | $-7K | – | -0.00 | |
| HUNGARIAN FURINT (Citi) | Derivative-foreign exchange | HU | $-20K | – | -0.00 | |
| IBEX 35 INDEX JUN 24 (JPMorgan) | Derivative-equity | ES | $136K | – | 0.03 | |
| IBEX 35 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | ES | $24K | – | 0.00 | |
| ICE: (CDX.NA.HY.42.V1) (Morgan Stanley) | Derivative-credit | US | $-400K | – | -0.07 | |
| IFSC NIFTY 50 JUN 24 (JPMorgan) | Derivative-equity | IN | $55K | – | 0.01 | |
| IFSC NIFTY 50 JUN 24 (Morgan Stanley) | Derivative-equity | IN | $-32K | – | -0.01 | |
| IMPRL_21-NQM3 (IMPERIAL FUND MORTGAGE TRUST IMPRL_21-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $375K | – | 0.07 |
| IMPRL_22-NQM3 (IMPERIAL FUND MORTGAGE TRUST IMPRL_22-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $271K | – | 0.05 |
| INDIAN RUPEE (Morgan Stanley) | Derivative-foreign exchange | IN | $3K | – | 0.00 | |
| INDIAN RUPEE (Citi) | Derivative-foreign exchange | IN | $-5K | – | -0.00 | |
| INDIAN RUPEE (JPMorgan) | Derivative-foreign exchange | IN | $-5K | – | -0.00 | |
| INDIAN RUPEE (Morgan Stanley) | Derivative-foreign exchange | IN | $-42K | – | -0.01 | |
| INDIAN RUPEE (Citi) | Derivative-foreign exchange | IN | $-193K | – | -0.04 | |
| INDONESIAN RUPIA (Citi) | Derivative-foreign exchange | ID | $270.39 | – | 0.00 | |
| INDONESIAN RUPIA (Citi) | Derivative-foreign exchange | ID | $-849.48 | – | -0.00 | |
| INDONESIAN RUPIA (JPMorgan) | Derivative-foreign exchange | ID | $-853.52 | – | -0.00 | |
| INDONESIAN RUPIA (Citi) | Derivative-foreign exchange | ID | $-14K | – | -0.00 | |
| ISRAELI SHEKEL (Citi) | Derivative-foreign exchange | IL | $37K | – | 0.01 | |
| ISRAELI SHEKEL (JPMorgan) | Derivative-foreign exchange | IL | $10K | – | 0.00 | |
| ISRAELI SHEKEL (JPMorgan) | Derivative-foreign exchange | IL | $64.54 | – | 0.00 | |
| ISRAELI SHEKEL (Citi) | Derivative-foreign exchange | IL | $64.49 | – | 0.00 | |
| ISRAELI SHEKEL (JPMorgan) | Derivative-foreign exchange | IL | $-37.45 | – | -0.00 | |
| ISRAELI SHEKEL (Citi) | Derivative-foreign exchange | IL | $-37.5 | – | -0.00 | |
| ISRAELI SHEKEL (JPMorgan) | Derivative-foreign exchange | IL | $-8K | – | -0.00 | |
| ISRAELI SHEKEL (Citi) | Derivative-foreign exchange | IL | $-21K | – | -0.00 | |
| JAPANESE YEN (Citi) | Derivative-foreign exchange | JP | $2K | – | 0.00 | |
| JAPANESE YEN (JPMorgan) | Derivative-foreign exchange | JP | $2K | – | 0.00 | |
| JAPANESE YEN (JPMorgan) | Derivative-foreign exchange | JP | $353.25 | – | 0.00 | |
| JAPANESE YEN (Citi) | Derivative-foreign exchange | JP | $350.66 | – | 0.00 | |
| JAPANESE YEN (Goldman Sachs International) | Derivative-foreign exchange | JP | $-950.2 | – | -0.00 | |
| JAPANESE YEN (JPMorgan) | Derivative-foreign exchange | JP | $-71K | – | -0.01 | |
| JAPANESE YEN (Wells Fargo) | Derivative-foreign exchange | JP | $-391K | – | -0.07 | |
| JAPANESE YEN (Morgan Stanley) | Derivative-foreign exchange | JP | $-2M | – | -0.31 | |
| JAPANESE YEN (Citi) | Derivative-foreign exchange | JP | $-3M | – | -0.59 | |
| JPN 10YR BOND (OSE) JUN 24 (JPMorgan) | Derivative-interest rate | JP | $299K | – | 0.06 | |
| JPN 10YR BOND (OSE) JUN 24 (JPMorgan) | Derivative-interest rate | JP | $-288K | – | -0.05 | |
| JPN 10YR BOND (OSE) JUN 24 (Morgan Stanley) | Derivative-interest rate | JP | $-291K | – | -0.05 | |
| KL COMPOSITE INDX JUN 24 (JPMorgan) | Derivative-equity | MY | $7K | – | 0.00 | |
| KOREAN WON (JPMorgan) | Derivative-foreign exchange | KW | $-45K | – | -0.01 | |
| KOREAN WON (Morgan Stanley) | Derivative-foreign exchange | KW | $-120K | – | -0.02 | |
| KOREAN WON (Citi) | Derivative-foreign exchange | KW | $-388K | – | -0.07 | |
| KOSPI2 INDEX JUN 24 (JPMorgan) | Derivative-equity | KR | $-213K | – | -0.04 | |
| LCRT_20-2 (LENDING CLUB RECEIVABLES TRUST LCRT_20-2) | Long | ABS-mortgage backed security | US | $106K | – | 0.02 |
| LDMSR_18-GT1 (LOANDEPOT GMSR MASTER TRUST LDMSR _18-GT1) | Long | ABS-collateralized bond/debt obligation | US | $847K | – | 0.16 |
| LDPT_21-1 (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-1) | Long | ABS-mortgage backed security | US | $762K | – | 0.14 |
| LDPT_21-A (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A) | Long | ABS-mortgage backed security | US | $522K | – | 0.10 |
| LDPT_22-C (LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-C) | Long | ABS-mortgage backed security | US | $120K | – | 0.02 |
| LEAN HOGS AUG 24 (Morgan Stanley) | Derivative-commodity | US | $-29K | – | -0.01 | |
| LEAN HOGS DEC 24 (JPMorgan) | Derivative-commodity | US | $-52K | – | -0.01 | |
| LEAN HOGS FEB 25 (JPMorgan) | Derivative-commodity | US | $374.85 | – | 0.00 | |
| LEAN HOGS FEB 25 (JPMorgan) | Derivative-commodity | US | $-1K | – | -0.00 | |
| LEAN HOGS JUL 24 (JPMorgan) | Derivative-commodity | US | $64K | – | 0.01 | |
| LEAN HOGS JUL 24 (Goldman Sachs) | Derivative-commodity | US | $42K | – | 0.01 | |
| LEAN HOGS OCT 24 (JPMorgan) | Derivative-commodity | US | $-25K | – | -0.00 | |
| LHOME_23-RTL3 (LHOME MORTGAGE TRUST LHOME_23-RTL3) | Long | ABS-collateralized bond/debt obligation | US | $596K | – | 0.11 |
| LHOME_24-RTL1 (LHOME MORTGAGE TRUST LHOME_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $402K | – | 0.07 |
| LHOME_24-RTL1 (LHOME MORTGAGE TRUST LHOME_24-RTL1) | Long | ABS-collateralized bond/debt obligation | US | $302K | – | 0.06 |
| LIVE CATTLE AUG 24 (Goldman Sachs) | Derivative-commodity | US | $7K | – | 0.00 | |
| LIVE CATTLE AUG 24 (Morgan Stanley) | Derivative-commodity | US | $-24K | – | -0.00 | |
| LIVE CATTLE AUG 24 (JPMorgan) | Derivative-commodity | US | $-143K | – | -0.03 | |
| LIVE CATTLE DEC 24 (JPMorgan) | Derivative-commodity | US | $27K | – | 0.01 | |
| LIVE CATTLE DEC 24 (JPMorgan) | Derivative-commodity | US | $-5K | – | -0.00 | |
| LIVE CATTLE FEB 25 (JPMorgan) | Derivative-commodity | US | $13K | – | 0.00 | |
| LIVE CATTLE OCT 24 (JPMorgan) | Derivative-commodity | US | $-30K | – | -0.01 | |
| LMAT_21-GS1 (LEGACY MORTGAGE ASSET TRUST LMAT_21-GS1) | Long | ABS-collateralized bond/debt obligation | US | $339K | – | 0.06 |
| LMAT_21-SL2 (LEGACY MORTGAGE ASSET TRUST LMAT_21-SL2) | Long | ABS-collateralized bond/debt obligation | US | $514K | – | 0.10 |
| LME COPPER JUN 24 (Morgan Stanley) | Derivative-commodity | GB | $-42K | – | -0.01 | |
| LME LEAD JAN 25 (JPMorgan) | Derivative-commodity | GB | $20K | – | 0.00 | |
| LME LEAD JUL 24 (JPMorgan) | Derivative-commodity | GB | $-17K | – | -0.00 | |
| LME LEAD NOV 24 (JPMorgan) | Derivative-commodity | GB | $19K | – | 0.00 | |
| LME LEAD SEP 24 (JPMorgan) | Derivative-commodity | GB | $19K | – | 0.00 | |
| LME NICKEL JAN 25 (JPMorgan) | Derivative-commodity | GB | $111K | – | 0.02 | |
| LME NICKEL JUL 24 (Morgan Stanley) | Derivative-commodity | GB | $25K | – | 0.00 | |
| LME NICKEL JUL 24 (JPMorgan) | Derivative-commodity | GB | $-564K | – | -0.10 | |
| LME NICKEL JUN 24 (JPMorgan) | Derivative-commodity | GB | $-28K | – | -0.01 | |
| LME NICKEL NOV 24 (JPMorgan) | Derivative-commodity | GB | $74K | – | 0.01 | |
| LME NICKEL SEP 24 (JPMorgan) | Derivative-commodity | GB | $151K | – | 0.03 | |
| LME PRI ALUM JAN 25 (JPMorgan) | Derivative-commodity | GB | $157K | – | 0.03 | |
| LME PRI ALUM JUL 24 (Morgan Stanley) | Derivative-commodity | GB | $51K | – | 0.01 | |
| LME PRI ALUM JUL 24 (JPMorgan) | Derivative-commodity | GB | $-594K | – | -0.11 | |
| LME PRI ALUM JUN 24 (JPMorgan) | Derivative-commodity | GB | $6K | – | 0.00 | |
| LME PRI ALUM NOV 24 (JPMorgan) | Derivative-commodity | GB | $198K | – | 0.04 | |
| LME PRI ALUM SEP 24 (JPMorgan) | Derivative-commodity | GB | $215K | – | 0.04 | |
| LME PRI ALUM SEP 24 (JPMorgan) | Derivative-commodity | GB | $-21K | – | -0.00 | |
| LME ZINC JAN 25 (JPMorgan) | Derivative-commodity | GB | $103K | – | 0.02 | |
| LME ZINC JUL 24 (JPMorgan) | Derivative-commodity | GB | $104K | – | 0.02 | |
| LME ZINC JUL 24 (Morgan Stanley) | Derivative-commodity | GB | $-10K | – | -0.00 | |
| LME ZINC JUN 24 (JPMorgan) | Derivative-commodity | GB | $-9K | – | -0.00 | |
| LME ZINC NOV 24 (JPMorgan) | Derivative-commodity | GB | $127K | – | 0.02 | |
| LME ZINC SEP 24 (JPMorgan) | Derivative-commodity | GB | $154K | – | 0.03 | |
| LME ZINC SEP 24 (JPMorgan) | Derivative-commodity | GB | $15K | – | 0.00 | |
| LONG GILT SEP 24 (Morgan Stanley) | Derivative-interest rate | GB | $34K | – | 0.01 | |
| LONG GILT SEP 24 (JPMorgan) | Derivative-interest rate | GB | $-135K | – | -0.02 | |
| LPLMS_21-2A | Long | ABS-mortgage backed security | US | $288K | – | 0.05 |
| MELLO_24-SD1 (MELLO MORTGAGE CAPITAL ACCEPTANCE MELLO_24-SD1) | Long | ABS-collateralized bond/debt obligation | US | $388K | – | 0.07 |
| MEXICAN BOLSA INDEX FUTURE JUN 24 (Morgan Stanley) | Derivative-equity | AU | $140K | – | 0.03 | |
| MEXICAN BOLSA INDEX FUTURE JUN 24 (Goldman Sachs) | Derivative-equity | AU | $13K | – | 0.00 | |
| MEXICAN PESO (Citi) | Derivative-foreign exchange | MX | $364K | – | 0.07 | |
| MEXICAN PESO (Morgan Stanley) | Derivative-foreign exchange | MX | $32K | – | 0.01 | |
| MEXICAN PESO (JPMorgan) | Derivative-foreign exchange | MX | $137.38 | – | 0.00 | |
| MEXICAN PESO (JPMorgan) | Derivative-foreign exchange | MX | $-19K | – | -0.00 | |
| MEXICAN PESO (Citi) | Derivative-foreign exchange | MX | $-19K | – | -0.00 | |
| MEXICAN PESO (Citi) | Derivative-foreign exchange | MX | $-83K | – | -0.02 | |
| MEXICAN PESO (Morgan Stanley) | Derivative-foreign exchange | MX | $-88K | – | -0.02 | |
| MEXICAN PESO (JPMorgan) | Derivative-foreign exchange | MX | $-281K | – | -0.05 | |
| MFT_21-1A (MARLETTE FUNDING TRUST MFT_21-1A) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| MFT_22-3A (MARLETTE FUNDING TRUST MFT_22-3) | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| MSC_19-MEAD (MORGAN STANLEY CAPITAL I TRUST MSC_19-MEAD) | Long | ABS-mortgage backed security | US | $535K | – | 0.10 |
| MSCI EAFE INDEX JUN 24 (JPMorgan) | Derivative-equity | US | $18K | – | 0.00 | |
| MSCI EMER MKT INDEX (ICE) JUN 24 (JPMorgan) | Derivative-equity | US | $33K | – | 0.01 | |
| MSCI EMER MKT INDEX (ICE) JUN 24 (JPMorgan) | Derivative-equity | US | $-18K | – | -0.00 | |
| MSCI SING IX ETS JUN 24 (JPMorgan) | Derivative-equity | SG | $54K | – | 0.01 | |
| NASDAQ 100 E-MINI JUN 24 (JPMorgan) | Derivative-equity | US | $7K | – | 0.00 | |
| NATURAL GAS JAN 25 (JPMorgan) | Derivative-commodity | US | $117K | – | 0.02 | |
| NATURAL GAS JUL 24 (Morgan Stanley) | Derivative-commodity | US | $47K | – | 0.01 | |
| NATURAL GAS JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-14K | – | -0.00 | |
| NATURAL GAS JUL 24 (JPMorgan) | Derivative-commodity | US | $-1M | – | -0.27 | |
| NATURAL GAS NOV 24 (JPMorgan) | Derivative-commodity | US | $179K | – | 0.03 | |
| NATURAL GAS SEP 24 (JPMorgan) | Derivative-commodity | US | $100K | – | 0.02 | |
| NEW ZEALAND DOLLAR (Morgan Stanley) | Derivative-foreign exchange | NZ | $1M | – | 0.25 | |
| NEW ZEALAND DOLLAR (Citi) | Derivative-foreign exchange | NZ | $439K | – | 0.08 | |
| NEW ZEALAND DOLLAR (Morgan Stanley) | Derivative-foreign exchange | NZ | $205K | – | 0.04 | |
| NEW ZEALAND DOLLAR (Citi) | Derivative-foreign exchange | NZ | $163K | – | 0.03 | |
| NEW ZEALAND DOLLAR (JPMorgan) | Derivative-foreign exchange | NZ | $24K | – | 0.00 | |
| NEW ZEALAND DOLLAR (Barclays) | Derivative-foreign exchange | NZ | $8K | – | 0.00 | |
| NEW ZEALAND DOLLAR (JPMorgan) | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| NEW ZEALAND DOLLAR (Citi) | Derivative-foreign exchange | NZ | $5K | – | 0.00 | |
| NEW ZEALAND DOLLAR (Wells Fargo) | Derivative-foreign exchange | NZ | $-132.01 | – | -0.00 | |
| NEW ZEALAND DOLLAR (Citi) | Derivative-foreign exchange | NZ | $-16K | – | -0.00 | |
| NIKKEI 225 (OSE) JUN 24 (Goldman Sachs) | Derivative-equity | JP | $-3K | – | -0.00 | |
| NORWAY KRONA (Citi) | Derivative-foreign exchange | NO | $568K | – | 0.11 | |
| NORWAY KRONA (JPMorgan) | Derivative-foreign exchange | NO | $433K | – | 0.08 | |
| NORWAY KRONA (HSBC) | Derivative-foreign exchange | NO | $294K | – | 0.05 | |
| NORWAY KRONA (Morgan Stanley) | Derivative-foreign exchange | NO | $201K | – | 0.04 | |
| NORWAY KRONA (Citi) | Derivative-foreign exchange | NO | $143K | – | 0.03 | |
| NORWAY KRONA (JPMorgan) | Derivative-foreign exchange | NO | $10K | – | 0.00 | |
| NORWAY KRONA (Citi) | Derivative-foreign exchange | NO | $10K | – | 0.00 | |
| NORWAY KRONA (JPMorgan) | Derivative-foreign exchange | NO | $-2K | – | -0.00 | |
| NORWAY KRONA (Citi) | Derivative-foreign exchange | NO | $-2K | – | -0.00 | |
| NORWAY KRONA (UBS) | Derivative-foreign exchange | NO | $-8K | – | -0.00 | |
| NORWAY KRONA (Citi) | Derivative-foreign exchange | NO | $-100K | – | -0.02 | |
| NRZT_19-RPL3 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_19-RPL3) | Long | ABS-collateralized bond/debt obligation | US | $501K | – | 0.09 |
| NRZT_22-NQM2 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.36 |
| NRZT_22-NQM2 (NEW RESIDENTIAL MORTGAGE LOAN TRUST NRZT_22-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $129K | – | 0.02 |
| NY HARBOR ULSD (HEAT OIL) JAN 25 (JPMorgan) | Derivative-commodity | US | $-68K | – | -0.01 | |
| NY HARBOR ULSD (HEAT OIL) JUL 24 (Goldman Sachs) | Derivative-commodity | US | $111K | – | 0.02 | |
| NY HARBOR ULSD (HEAT OIL) JUL 24 (JPMorgan) | Derivative-commodity | US | $42K | – | 0.01 | |
| NY HARBOR ULSD (HEAT OIL) JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-102K | – | -0.02 | |
| NY HARBOR ULSD (HEAT OIL) NOV 24 (JPMorgan) | Derivative-commodity | US | $-45K | – | -0.01 | |
| NY HARBOR ULSD (HEAT OIL) SEP 24 (JPMorgan) | Derivative-commodity | US | $-23K | – | -0.00 | |
| NYMT_24-BPL1 (NEW YORK MORTGAGE TRUST NYMT_24-BPL1) | Long | ABS-collateralized bond/debt obligation | US | $500K | – | 0.09 |
| NYMT_24-CP1 (NEW YORK MORTGAGE TRUST NYMT_24-CP1) | Long | ABS-collateralized bond/debt obligation | US | $307K | – | 0.06 |
| NYMT_24-CP1 (NEW YORK MORTGAGE TRUST NYMT_24-CP1) | Long | ABS-collateralized bond/debt obligation | US | $109K | – | 0.02 |
| OCT47_20-1A (OCTAGON INVESTMENT PARTNERS 48 OCT47_20-1A) | Long | ABS-mortgage backed security | KY | $733K | – | 0.14 |
| OMIR_20-2A (OAKTOWN RE LTD OMIR_20-2A) | Long | ABS-collateralized bond/debt obligation | US | $375K | – | 0.07 |
| OMIR_21-1A (OAKTOWN RE LTD OMIR_21-1A) | Long | ABS-collateralized bond/debt obligation | US | $513K | – | 0.10 |
| OMXS30 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | SE | $-3K | – | -0.00 | |
| OMXS30 INDEX JUN 24 (Goldman Sachs) | Derivative-equity | SE | $-95K | – | -0.02 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $165K | – | 0.03 | |
| OTC (GENERIC) 0 YEAR (Morgan Stanley) | Derivative-interest rate | US | $157K | – | 0.03 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $88K | – | 0.02 | |
| OTC (GENERIC) 0 YEAR (Citi) | Derivative-interest rate | US | $48K | – | 0.01 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $423K | – | 0.08 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $421K | – | 0.08 | |
| OTC (GENERIC) 1 YEAR (Goldman Sachs International) | Derivative-interest rate | GB | $311K | – | 0.06 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $244K | – | 0.05 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $127K | – | 0.02 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $123K | – | 0.02 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $79K | – | 0.01 | |
| OTC (GENERIC) 1 YEAR (Citi) | Derivative-interest rate | US | $73K | – | 0.01 | |
| OTC (GENERIC) 1 YEAR (Morgan Stanley) | Derivative-interest rate | US | $56K | – | 0.01 | |
| PAID_20-3 (PAGAYA AI DEBT SELECTION TRUST PAID_20-3) | Long | ABS-mortgage backed security | US | $176K | – | 0.03 |
| PAID_21-1 (PAGAYA AI DEBT SELECTION TRUST PAID_21-1) | Long | ABS-mortgage backed security | US | $2K | – | 0.00 |
| PAID_21-2 (PAGAYA AI DEBT SELECTION TRUST PAID_21-2) | Long | ABS-mortgage backed security | US | $119K | – | 0.02 |
| PAID_21-5 (PAGAYA AI DEBT SELECTION TRUST PAID_21-5) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| PAID_22-1 (PAGAYA AI DEBT SELECTION TRUST PAID_22-1) | Long | ABS-mortgage backed security | US | $173K | – | 0.03 |
| PAID_22-2 (PAGAYA AI DEBT SELECTION TRUST PAID_22-2) | Long | ABS-mortgage backed security | US | $400K | – | 0.07 |
| PAID_22-2 (PAGAYA AI DEBT SELECTION TRUST PAID_22-2) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| PAID_22-3 (PAGAYA AI DEBT SELECTION TRUST PAID_22-3) | Long | ABS-mortgage backed security | US | $806K | – | 0.15 |
| PAID_22-5 (PAGAYA AI DEBT SELECTION TRUST PAID_22-5) | Long | ABS-mortgage backed security | US | $435K | – | 0.08 |
| PAID_23-1 (PAGAYA AI DEBT SELECTION TRUST PAID_23-1) | Long | ABS-mortgage backed security | US | $3M | – | 0.54 |
| PAID_23-5 (PAGAYA AI DEBT SELECTION TRUST PAID_23-5) | Long | ABS-mortgage backed security | US | $871K | – | 0.16 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $610K | – | 0.11 |
| PAID_23-6 (PAGAYA AI DEBT SELECTION TRUST PAID_23-6) | Long | ABS-mortgage backed security | US | $206K | – | 0.04 |
| PAID_24-1 (PAGAYA AI DEBT SELECTION TRUST PAID_24-1) | Long | ABS-mortgage backed security | US | $409K | – | 0.08 |
| PAID_24-1 (PAGAYA AI DEBT SELECTION TRUST PAID_24-1) | Long | ABS-mortgage backed security | US | $403K | – | 0.07 |
| PAID_24-1 (PAGAYA AI DEBT SELECTION TRUST PAID_24-1) | Long | ABS-mortgage backed security | US | $252K | – | 0.05 |
| PAID_24-2 (PAGAYA AI DEBT SELECTION TRUST PAID_24-2) | Long | ABS-mortgage backed security | US | $351K | – | 0.07 |
| PAID_24-3 (PAGAYA AI DEBT SELECTION TRUST PAID_24-3) | Long | ABS-mortgage backed security | US | $901K | – | 0.17 |
| PALLADIUM SEP 24 (Goldman Sachs) | Derivative-commodity | US | $56K | – | 0.01 | |
| PERUVIAN SOL (Citi) | Derivative-foreign exchange | PE | $10K | – | 0.00 | |
| PERUVIAN SOL (JPMorgan) | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| PERUVIAN SOL (Citi) | Derivative-foreign exchange | PE | $1K | – | 0.00 | |
| PERUVIAN SOL (Citi) | Derivative-foreign exchange | PE | $-141.61 | – | -0.00 | |
| PHILIPPINE PESO (Citi) | Derivative-foreign exchange | PH | $3K | – | 0.00 | |
| PHILIPPINE PESO (JPMorgan) | Derivative-foreign exchange | PH | $2K | – | 0.00 | |
| PHILIPPINE PESO (JPMorgan) | Derivative-foreign exchange | PH | $-3K | – | -0.00 | |
| PHILIPPINE PESO (Citi) | Derivative-foreign exchange | PH | $-68K | – | -0.01 | |
| PLATINUM JUL 24 (Goldman Sachs) | Derivative-commodity | US | $11K | – | 0.00 | |
| PMIT_24-1A (PROSPER MARKETPLACE ISSUANCE TRUST SERIES PMIT_24-1) | Long | ABS-mortgage backed security | US | $566K | – | 0.10 |
| PMTCR_19-2R (PMT CREDIT RISK TRANSFER TRUST PMTCR_19-2R) | Long | ABS-collateralized bond/debt obligation | US | $608K | – | 0.11 |
| PNT_21-1 | Long | ABS-collateralized bond/debt obligation | US | $736K | – | 0.14 |
| POLISH ZLOTY (Citi) | Derivative-foreign exchange | PL | $475K | – | 0.09 | |
| POLISH ZLOTY (JPMorgan) | Derivative-foreign exchange | PL | $144K | – | 0.03 | |
| POLISH ZLOTY (Morgan Stanley) | Derivative-foreign exchange | PL | $102K | – | 0.02 | |
| POLISH ZLOTY (JPMorgan) | Derivative-foreign exchange | PL | $-3K | – | -0.00 | |
| POLISH ZLOTY (Citi) | Derivative-foreign exchange | PL | $-4K | – | -0.00 | |
| POLISH ZLOTY (JPMorgan) | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| POLISH ZLOTY (Citi) | Derivative-foreign exchange | PL | $-6K | – | -0.00 | |
| PRET_21-NPL6 (PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $834K | – | 0.15 |
| PRET_21-RN2 (PRET LLC PRET_21-RN2) | Long | ABS-collateralized bond/debt obligation | US | $314K | – | 0.06 |
| PRET_22-NPL1 (PRET LLC PRET_22-NPL1) | Long | ABS-collateralized bond/debt obligation | US | $510K | – | 0.09 |
| PRET_24-NPL1 | Long | ABS-collateralized bond/debt obligation | US | $986K | – | 0.18 |
| PRET_24-NPL1 | Long | ABS-collateralized bond/debt obligation | US | $362K | – | 0.07 |
| PRET_24-NPL2 | Long | ABS-collateralized bond/debt obligation | US | $496K | – | 0.09 |
| PRET_24-NPL3 | Long | ABS-collateralized bond/debt obligation | US | $399K | – | 0.07 |
| PRET_24-NPL3 | Long | ABS-collateralized bond/debt obligation | US | $399K | – | 0.07 |
| PRET_24-RN1 | Long | ABS-collateralized bond/debt obligation | US | $774K | – | 0.14 |
| PRKCM_21-AFC1 (PRKCM_21-AFC1 TRUST) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.23 |
| PRKCM_22-AFC1 (PRKCM TRUST PRKCM_22-AFC1) | Long | ABS-collateralized bond/debt obligation | US | $467K | – | 0.09 |
| PROG_20-SFR1 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR1) | Long | ABS-mortgage backed security | US | $557K | – | 0.10 |
| PROG_20-SFR2 (PROGRESS RESIDENTIAL TRUST PROG_20-SFR2) | Long | ABS-mortgage backed security | US | $494K | – | 0.09 |
| PRPM_20-6 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_20-6) | Long | ABS-collateralized bond/debt obligation | US | $198K | – | 0.04 |
| PRPM_21-10 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-10) | Long | ABS-collateralized bond/debt obligation | US | $693K | – | 0.13 |
| PRPM_21-2 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-2) | Long | ABS-collateralized bond/debt obligation | US | $995K | – | 0.18 |
| PRPM_21-3 (PRESTON RIDGE PARTNERS MORTGAGE PRPM_21-3) | Long | ABS-collateralized bond/debt obligation | US | $423K | – | 0.08 |
| PRPM_21-4 | Long | ABS-collateralized bond/debt obligation | US | $381K | – | 0.07 |
| PRPM_21-5 (PRPM LLC PRPM_21-5) | Long | ABS-collateralized bond/debt obligation | US | $682K | – | 0.13 |
| PRPM_21-7 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-7) | Long | ABS-collateralized bond/debt obligation | US | $945K | – | 0.17 |
| PRPM_21-7 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_21-7) | Long | ABS-collateralized bond/debt obligation | US | $385K | – | 0.07 |
| PRPM_23-NQM1 (PRPM LLC PRPM_23-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.32 |
| PRPM_23-NQM1 (PRPM LLC PRPM_23-NQM1) | Long | ABS-collateralized bond/debt obligation | US | $280K | – | 0.05 |
| PRPM_23-NQM3 (PRPM LLC PRPM_23-NQM3) | Long | ABS-collateralized bond/debt obligation | US | $142K | – | 0.03 |
| PRPM_23-RCF1 (PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_23-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $581K | – | 0.11 |
| PRPM_24-RCF1 (PRPM LLC PRPM_24-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $603K | – | 0.11 |
| PRPM_24-RCF1 (PRPM LLC PRPM_24-RCF1) | Long | ABS-collateralized bond/debt obligation | US | $134K | – | 0.02 |
| PRPM_24-RCF2 (PRPM LLC PRPM_24-RCF2) | Long | ABS-collateralized bond/debt obligation | US | $665K | – | 0.12 |
| PRPM_24-RCF2 (PRPM LLC PRPM_24-RCF2) | Long | ABS-collateralized bond/debt obligation | US | $175K | – | 0.03 |
| RCO_24-1 (RCO VIII MORTGAGE LLC RCO_24-1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.21 |
| REACH_22-2A (REACH FINANCIAL LLC REACH_22-2) | Long | ABS-mortgage backed security | US | $1M | – | 0.19 |
| RMLT_19-3 (RESIDENTIAL MORTGAGE LOAN TRUST RMLT_19-3) | Long | ABS-collateralized bond/debt obligation | US | $667K | – | 0.12 |
| RPM_21-2A (RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST I RPM_21-2A) | Long | ABS-mortgage backed security | US | $375K | – | 0.07 |
| RRAM_21-16A (RR LTD RRAM_21-16A) | Long | ABS-mortgage backed security | KY | $267K | – | 0.05 |
| S&P MID 400 EMINI JUN 24 (JPMorgan) | Derivative-equity | US | $-23K | – | -0.00 | |
| S&P/TSE 60 INDEX JUN 24 (Goldman Sachs) | Derivative-equity | CA | $17K | – | 0.00 | |
| S&P/TSE 60 INDEX JUN 24 (Morgan Stanley) | Derivative-equity | CA | $-15K | – | -0.00 | |
| S&P/TSE 60 INDEX JUN 24 (JPMorgan) | Derivative-equity | CA | $-97K | – | -0.02 | |
| S&P500 EMINI JUN 24 (Morgan Stanley) | Derivative-equity | US | $209K | – | 0.04 | |
| S&P500 EMINI JUN 24 (JPMorgan) | Derivative-equity | US | $167K | – | 0.03 | |
| S&P500 EMINI JUN 24 (JPMorgan) | Derivative-equity | US | $-33K | – | -0.01 | |
| SAFCO_24-1A (SAFCO AUTO RECEIVABLES TRUST SAFCO_24-1) | Long | ABS-mortgage backed security | US | $335K | – | 0.06 |
| SET50 FUTURES JUN 24 (JPMorgan) | Derivative-equity | TH | $164K | – | 0.03 | |
| SILVER JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-210K | – | -0.04 | |
| SINGAPORE DOLLAR (Citi) | Derivative-foreign exchange | SG | $27K | – | 0.00 | |
| SINGAPORE DOLLAR (Citi) | Derivative-foreign exchange | SG | $-54K | – | -0.01 | |
| SOUTH AFRICA COMM. RD (Morgan Stanley) | Derivative-foreign exchange | ZA | $146K | – | 0.03 | |
| SOUTH AFRICA COMM. RD (Citi) | Derivative-foreign exchange | ZA | $120K | – | 0.02 | |
| SOUTH AFRICA COMM. RD (JPMorgan) | Derivative-foreign exchange | ZA | $29K | – | 0.01 | |
| SOUTH AFRICA COMM. RD (Morgan Stanley) | Derivative-foreign exchange | ZA | $-37K | – | -0.01 | |
| SOUTH AFRICA COMM. RD (JPMorgan) | Derivative-foreign exchange | ZA | $-83K | – | -0.02 | |
| SOUTH AFRICA COMM. RD (Citi) | Derivative-foreign exchange | ZA | $-105K | – | -0.02 | |
| SOYBEAN JAN 25 (JPMorgan) | Derivative-commodity | US | $-42K | – | -0.01 | |
| SOYBEAN JUL 24 (JPMorgan) | Derivative-commodity | US | $7K | – | 0.00 | |
| SOYBEAN JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-3K | – | -0.00 | |
| SOYBEAN JUL 24 (JPMorgan) | Derivative-commodity | US | $-24K | – | -0.00 | |
| SOYBEAN JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-49K | – | -0.01 | |
| SOYBEAN MEAL (CBT) DEC 24 (JPMorgan) | Derivative-commodity | US | $70K | – | 0.01 | |
| SOYBEAN MEAL (CBT) JAN 25 (JPMorgan) | Derivative-commodity | US | $28K | – | 0.01 | |
| SOYBEAN MEAL (CBT) JAN 25 (JPMorgan) | Derivative-commodity | US | $-28K | – | -0.01 | |
| SOYBEAN MEAL (CBT) JUL 24 (JPMorgan) | Derivative-commodity | US | $27K | – | 0.01 | |
| SOYBEAN MEAL (CBT) JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-964.74 | – | -0.00 | |
| SOYBEAN NOV 24 (JPMorgan) | Derivative-commodity | US | $36K | – | 0.01 | |
| SOYBEAN NOV 24 (JPMorgan) | Derivative-commodity | US | $-5K | – | -0.00 | |
| SOYBEAN OIL DEC 24 (JPMorgan) | Derivative-commodity | US | $-24K | – | -0.00 | |
| SOYBEAN OIL JAN 25 (JPMorgan) | Derivative-commodity | US | $19K | – | 0.00 | |
| SOYBEAN OIL JAN 25 (JPMorgan) | Derivative-commodity | US | $-51K | – | -0.01 | |
| SOYBEAN OIL JUL 24 (JPMorgan) | Derivative-commodity | US | $126K | – | 0.02 | |
| SOYBEAN OIL JUL 24 (Goldman Sachs) | Derivative-commodity | US | $48K | – | 0.01 | |
| SOYBEAN OIL JUL 24 (JPMorgan) | Derivative-commodity | US | $-7K | – | -0.00 | |
| SOYBEAN OIL JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-31K | – | -0.01 | |
| SPI 200 JUN 24 (JPMorgan) | Derivative-equity | AU | $169K | – | 0.03 | |
| SPI 200 JUN 24 (Morgan Stanley) | Derivative-equity | AU | $-86K | – | -0.02 | |
| STACR_19-CS02 | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.25 |
| STACR_20-CS02 (FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES STACR_20-CS) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.30 |
| STACR_20-DNA6 (FREDDIE MAC - STACR_20-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.21 |
| STACR_20-HQA4 (STRUCTURED AGENCY CREDIT RISK STACR_20-HQA4) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.41 |
| STACR_20-HQA5 (STRUCTURED AGENCY CREDIT RISK STACR_20-HQA5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.40 |
| STACR_21-DNA1 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.21 |
| STACR_21-DNA5 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA5) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.34 |
| STACR_21-DNA6 (STRUCTURED AGENCY CREDIT RISK STACR_21-DNA6) | Long | ABS-collateralized bond/debt obligation | US | $599K | – | 0.11 |
| STAR_20-3 | Long | ABS-collateralized bond/debt obligation | US | $216K | – | 0.04 |
| STAR_21-3 (STARWOOD MORTGAGE RESIDENTIAL TRUST STAR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $238K | – | 0.04 |
| STWH_21-NPB1 (STANWICH MORTGAGE LOAN COMPANY STWH_21-NPB1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.24 |
| SUGAR #11 JUL 24 (JPMorgan) | Derivative-commodity | US | $85K | – | 0.02 | |
| SUGAR #11 JUL 24 (Goldman Sachs) | Derivative-commodity | US | $5K | – | 0.00 | |
| SUGAR #11 JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-75K | – | -0.01 | |
| SUGAR #11 MAR 25 (JPMorgan) | Derivative-commodity | US | $-316K | – | -0.06 | |
| SUGAR #11 OCT 24 (JPMorgan) | Derivative-commodity | US | $-185K | – | -0.03 | |
| SWEDISH KRONA (Citi) | Derivative-foreign exchange | SE | $929K | – | 0.17 | |
| SWEDISH KRONA (Citi) | Derivative-foreign exchange | SE | $343K | – | 0.06 | |
| SWEDISH KRONA (Morgan Stanley) | Derivative-foreign exchange | SE | $220K | – | 0.04 | |
| SWEDISH KRONA (JPMorgan) | Derivative-foreign exchange | SE | $107K | – | 0.02 | |
| SWEDISH KRONA (JPMorgan) | Derivative-foreign exchange | SE | $-1K | – | -0.00 | |
| SWEDISH KRONA (Morgan Stanley) | Derivative-foreign exchange | SE | $-166K | – | -0.03 | |
| SWEDISH KRONA (Citi) | Derivative-foreign exchange | SE | $-326K | – | -0.06 | |
| SWISS FRANC (Citi) | Derivative-foreign exchange | CH | $138K | – | 0.03 | |
| SWISS FRANC (Wells Fargo) | Derivative-foreign exchange | CH | $72K | – | 0.01 | |
| SWISS FRANC (Morgan Stanley) | Derivative-foreign exchange | CH | $58K | – | 0.01 | |
| SWISS FRANC (Morgan Stanley) | Derivative-foreign exchange | CH | $49K | – | 0.01 | |
| SWISS FRANC (JPMorgan) | Derivative-foreign exchange | CH | $39K | – | 0.01 | |
| SWISS FRANC (Citi) | Derivative-foreign exchange | CH | $32K | – | 0.01 | |
| SWISS FRANC (JPMorgan) | Derivative-foreign exchange | CH | $12K | – | 0.00 | |
| SWISS FRANC (Citi) | Derivative-foreign exchange | CH | $12K | – | 0.00 | |
| SWISS FRANC (Barclays) | Derivative-foreign exchange | CH | $5K | – | 0.00 | |
| SWISS FRANC (Citi) | Derivative-foreign exchange | CH | $-452K | – | -0.08 | |
| SWP: NZD 4.320000 05-FEB-2034 3M (Morgan Stanley) | Derivative-interest rate | US | $-191K | – | -0.04 | |
| SWP: OIS 3.500000 21-JUN-2034 CAD (JPMorgan) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| SWP: OIS 4.000000 21-JUN-2034 SON (JPMorgan) | Derivative-interest rate | US | $496.58 | – | 0.00 | |
| SWP: OIS 4.500000 17-JUN-2026 SON (JPMorgan) | Derivative-interest rate | US | $-55K | – | -0.01 | |
| SWP: SEK 2.762500 04-APR-2034 3M (Morgan Stanley) | Derivative-interest rate | US | $-91K | – | -0.02 | |
| SYN BOVESPA (IBOVESPA) INDEX JUN (Morgan Stanley International) | Derivative-equity | BR | $-798K | – | -0.15 | |
| SYN DTOP INDEX JUN 24 (Goldman Sachs International) | Derivative-equity | ZA | $-3K | – | -0.00 | |
| SYN KOSPI2 INDEX JUN 24 (Morgan Stanley International) | Derivative-equity | KR | $-445K | – | -0.08 | |
| SYN SWISS MKT IX JUN 24 (Morgan Stanley International) | Derivative-equity | DE | $232K | – | 0.04 | |
| SYN TAIEX JUN 24 (Goldman Sachs International) | Derivative-equity | TW | $75K | – | 0.01 | |
| SYN WIG20(PLN20) INDEX JUN 24 (Goldman Sachs International) | Derivative-equity | PL | $-8K | – | -0.00 | |
| TAIWAN NEW DOLLAR (Citi) | Derivative-foreign exchange | TW | $152.8 | – | 0.00 | |
| TAIWAN NEW DOLLAR (JPMorgan) | Derivative-foreign exchange | TW | $64.13 | – | 0.00 | |
| TAIWAN NEW DOLLAR (JPMorgan) | Derivative-foreign exchange | TW | $-10K | – | -0.00 | |
| TAIWAN NEW DOLLAR (Citi) | Derivative-foreign exchange | TW | $-10K | – | -0.00 | |
| TAIWAN NEW DOLLAR (JPMorgan) | Derivative-foreign exchange | TW | $-51K | – | -0.01 | |
| TAIWAN NEW DOLLAR (Citi) | Derivative-foreign exchange | TW | $-267K | – | -0.05 | |
| THAI BAHT (Citi) | Derivative-foreign exchange | TH | $3K | – | 0.00 | |
| THAI BAHT (JPMorgan) | Derivative-foreign exchange | TH | $321.14 | – | 0.00 | |
| THAI BAHT (JPMorgan) | Derivative-foreign exchange | TH | $-439.38 | – | -0.00 | |
| THAI BAHT (Citi) | Derivative-foreign exchange | TH | $-28K | – | -0.01 | |
| THRM_22-1A (THEOREM FUNDING TRUST THRM_22-1) | Long | ABS-mortgage backed security | US | $833K | – | 0.15 |
| TMIR_21-2 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-2) | Long | ABS-collateralized bond/debt obligation | BM | $698K | – | 0.13 |
| TMIR_21-3 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.36 |
| TMIR_21-3 (GENWORTH MORTGAGE INSURANCE CORPORATION TMIR_21-3) | Long | ABS-collateralized bond/debt obligation | US | $514K | – | 0.10 |
| TOPIX INDEX JUN 24 (JPMorgan) | Derivative-equity | JP | $643K | – | 0.12 | |
| TOPIX INDEX JUN 24 (Morgan Stanley) | Derivative-equity | JP | $153K | – | 0.03 | |
| TREASURY BILL (UNITED STATES TREASURY) | Long | Debt | US | $47M | – | 8.74 |
| TREASURY BILL (UNITED STATES TREASURY) | Long | Debt | US | $40M | – | 7.38 |
| TRK_21-1 (TOORAK MORTGAGE TRUST TRK_21-1) | Long | ABS-collateralized bond/debt obligation | US | $239K | – | 0.04 |
| TRK_24-RRTL1 (TOORAK MORTGAGE TRUST TRK_24-RRTL1) | Long | ABS-collateralized bond/debt obligation | US | $244K | – | 0.05 |
| TRSWAP : MSCI SOUTH AFRICA INDEX (JPMorgan) | Derivative-equity | US | $9K | – | 0.00 | |
| TRSWAP: MSCI AUSTRALIA 06/19/2024 (JPMorgan) | Derivative-equity | US | $16K | – | 0.00 | |
| TRSWAP: MSCI BRAZIL 06/19/2024 (JPMorgan) | Derivative-equity | US | $-321.94 | – | -0.00 | |
| TRSWAP: MSCI BRAZIL 06/19/2024 (JPMorgan) | Derivative-equity | US | $-4K | – | -0.00 | |
| TRSWAP: MSCI BRAZIL 06/19/2024 (JPMorgan) | Derivative-equity | US | $-4K | – | -0.00 | |
| TRSWAP: MSCI BRAZIL 06/19/2024 (JPMorgan) | Derivative-equity | US | $-7K | – | -0.00 | |
| TRSWAP: MSCI BRAZIL 06/19/2024 (JPMorgan) | Derivative-equity | US | $-13K | – | -0.00 | |
| TRSWAP: MSCI BRAZIL 06/19/2024 (JPMorgan) | Derivative-equity | US | $-30K | – | -0.01 | |
| TRSWAP: MSCI BRAZIL 06/19/2024 (JPMorgan) | Derivative-equity | US | $-383K | – | -0.07 | |
| TRSWAP: MSCI CANADA 06/19/2024 (JPMorgan) | Derivative-equity | US | $-72.7 | – | -0.00 | |
| TRSWAP: MSCI CANADA 06/19/2024 (JPMorgan) | Derivative-equity | US | $-362.68 | – | -0.00 | |
| TRSWAP: MSCI CANADA 06/19/2024 (JPMorgan) | Derivative-equity | US | $-1K | – | -0.00 | |
| TRSWAP: MSCI ITALY INDEX 6/19/24 (JPMorgan) | Derivative-equity | US | $-124K | – | -0.02 | |
| TRSWAP: MSCI JAPAN INDEX 06/19/24 (JPMorgan) | Derivative-equity | US | $70K | – | 0.01 | |
| TRSWAP: MSCI JAPAN INDEX 06/19/24 (JPMorgan) | Derivative-equity | US | $7K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $36K | – | 0.01 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $33K | – | 0.01 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $17K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $15K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $14K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $14K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $13K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $11K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $11K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $11K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $9K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $7K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $6K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $5K | – | 0.00 | |
| TRSWAP: MSCI MEXICO 06/19/2024 (JPMorgan) | Derivative-equity | US | $-15.61 | – | -0.00 | |
| TRSWAP: MSCI NETHERLAND 06/19/2024 (JPMorgan) | Derivative-equity | US | $-345.62 | – | -0.00 | |
| TRSWAP: MSCI POLAND 06/19/2024 (JPMorgan) | Derivative-equity | US | $-1K | – | -0.00 | |
| TRSWAP: MSCI SINGAPORE 06/19/2024 (JPMorgan) | Derivative-equity | US | $-1K | – | -0.00 | |
| TRSWAP: MSCI SINGAPORE 06/19/2024 (JPMorgan) | Derivative-equity | US | $-3K | – | -0.00 | |
| TRSWAP: MSCI SINGAPORE 06/19/2024 (JPMorgan) | Derivative-equity | US | $-4K | – | -0.00 | |
| TRSWAP: MSCI SINGAPORE 06/19/2024 (JPMorgan) | Derivative-equity | US | $-52K | – | -0.01 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/20 (JPMorgan) | Derivative-equity | US | $18K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/20 (JPMorgan) | Derivative-equity | US | $10K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/20 (JPMorgan) | Derivative-equity | US | $9K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/20 (JPMorgan) | Derivative-equity | US | $7K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $135K | – | 0.03 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $83K | – | 0.02 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $27K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $26K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $20K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $12K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $12K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $12K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $11K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $11K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $10K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $10K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $10K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $10K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $9K | – | 0.00 | |
| TRSWAP: MSCI SOUTH AFRICA 06/19/24 (JPMorgan) | Derivative-equity | US | $2K | – | 0.00 | |
| TRSWAP: MSCI SPAIN INDEX 06/19/24 (JPMorgan) | Derivative-equity | US | $3K | – | 0.00 | |
| TRSWAP: MSCI SPAIN INDEX 06/19/24 (JPMorgan) | Derivative-equity | US | $402.29 | – | 0.00 | |
| TRSWAP: MSCI SPAIN INDEX 06/19/24 (JPMorgan) | Derivative-equity | US | $89.62 | – | 0.00 | |
| TRSWAP: MSCI SPAIN INDEX 06/19/24 (JPMorgan) | Derivative-equity | US | $-1K | – | -0.00 | |
| TRSWAP: MSCI SPAIN INDEX 06/19/24 (JPMorgan) | Derivative-equity | US | $-6K | – | -0.00 | |
| TRSWAP: MSCI SWEDEN 06/19/2024 (JPMorgan) | Derivative-equity | US | $-4K | – | -0.00 | |
| TRSWAP: MSCI SWEDEN 06/19/2024 (JPMorgan) | Derivative-equity | US | $-4K | – | -0.00 | |
| TRSWAP: MSCI SWEDEN 06/19/2024 (JPMorgan) | Derivative-equity | US | $-6K | – | -0.00 | |
| TRSWAP: MSCI SWITZERLAND 06/19/202 (JPMorgan) | Derivative-equity | US | $23K | – | 0.00 | |
| TRSWAP: MSCI SWITZERLAND 06/19/24 (JPMorgan) | Derivative-equity | US | $22K | – | 0.00 | |
| TRSWAP: MSCI UNITED KINGDOM INDEX (JPMorgan) | Derivative-equity | US | $7K | – | 0.00 | |
| TRSWAP:MSCI SWITZERLAND 06/19/2024 (JPMorgan) | Derivative-equity | US | $6K | – | 0.00 | |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $34M | – | 6.30 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $29M | – | 5.29 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $27M | – | 5.03 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $26M | – | 4.80 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $20M | – | 3.74 |
| UMBS 30YR TBA(REG A) | Long | ABS-mortgage backed security | US | $20M | – | 3.71 |
| UPSPT_21-ST1 (UPSTART PASS-THROUGH TRUST UPSPT_21-ST1) | Long | ABS-mortgage backed security | US | $83K | – | 0.02 |
| UPST_23-1 (UPSTART SECURITIZATION TRUST UPST_23-1) | Long | ABS-mortgage backed security | US | $1M | – | 0.28 |
| US 10YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $593K | – | 0.11 | |
| US 10YR NOTE SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $34K | – | 0.01 | |
| US 10YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $-26K | – | -0.00 | |
| US 2YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $45K | – | 0.01 | |
| US 2YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $6K | – | 0.00 | |
| US 5YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $74K | – | 0.01 | |
| US 5YR NOTE SEP 24 (JPMorgan) | Derivative-interest rate | US | $-79K | – | -0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | JP | $4M | – | 0.69 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CH | $2M | – | 0.35 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | JP | $1M | – | 0.23 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | SE | $907K | – | 0.17 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | CH | $870K | – | 0.16 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | BR | $769K | – | 0.14 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | BR | $609K | – | 0.11 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | KW | $580K | – | 0.11 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | JP | $515K | – | 0.10 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | PH | $510K | – | 0.09 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | KW | $485K | – | 0.09 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | SG | $445K | – | 0.08 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | IL | $296K | – | 0.05 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | TH | $239K | – | 0.04 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | TW | $183K | – | 0.03 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | BR | $170K | – | 0.03 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $155K | – | 0.03 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | CA | $119K | – | 0.02 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CN | $115K | – | 0.02 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CA | $113K | – | 0.02 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | PH | $109K | – | 0.02 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | ID | $91K | – | 0.02 | |
| US DOLLARS (UBS) | Derivative-foreign exchange | AU | $89K | – | 0.02 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | IN | $68K | – | 0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | PL | $54K | – | 0.01 | |
| US DOLLARS (Wells Fargo) | Derivative-foreign exchange | AU | $51K | – | 0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CO | $51K | – | 0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CO | $48K | – | 0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | ZA | $33K | – | 0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | ZA | $33K | – | 0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NZ | $27K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | IN | $26K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | MX | $23K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CL | $21K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CN | $19K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | GB | $18K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | BR | $15K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | BR | $15K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | HU | $15K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CL | $15K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CH | $13K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | MX | $13K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | MX | $13K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | KW | $12K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NO | $12K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | MX | $11K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | IL | $11K | – | 0.00 | |
| US DOLLARS (Wells Fargo) | Derivative-foreign exchange | JP | $8K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | HU | $8K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | HU | $8K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | HU | $8K | – | 0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | XX | $6K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | IL | $5K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | IL | $5K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | TW | $5K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | ZA | $5K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | PH | $5K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | PH | $5K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | PL | $4K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | PL | $4K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | PL | $4K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CL | $3K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CL | $3K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | AU | $3K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | ID | $3K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | ID | $3K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | SG | $2K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | TH | $2K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | TH | $2K | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | TW | $1K | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CA | $963.85 | – | 0.00 | |
| US DOLLARS (Wells Fargo) | Derivative-foreign exchange | CA | $928.6 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | TH | $919.24 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CN | $722.35 | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CN | $718.66 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | JP | $320.04 | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | JP | $296.52 | – | 0.00 | |
| US DOLLARS (Wells Fargo) | Derivative-foreign exchange | AU | $233.06 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | XX | $157.19 | – | 0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | AU | $99.58 | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | AU | $98.83 | – | 0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | IL | $-127.13 | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CL | $-339.93 | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CL | $-340.6 | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CN | $-451.27 | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CN | $-455.28 | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CN | $-484.81 | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | JP | $-615.76 | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CN | $-646.1 | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | NO | $-933.37 | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NO | $-934.61 | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | SG | $-2K | – | -0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | CA | $-2K | – | -0.00 | |
| US DOLLARS (Wells Fargo) | Derivative-foreign exchange | CH | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | HU | $-2K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | HU | $-2K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | PE | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | PH | $-2K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | KW | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | TH | $-2K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | TH | $-2K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | JP | $-3K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | PH | $-3K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | BR | $-3K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $-5K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | KW | $-6K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | IL | $-7K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | IL | $-7K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | NO | $-7K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CO | $-12K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | HU | $-13K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CZ | $-16K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CZ | $-16K | – | -0.00 | |
| US DOLLARS (Wells Fargo) | Derivative-foreign exchange | SE | $-22K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CH | $-24K | – | -0.00 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | IL | $-25K | – | -0.00 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | GB | $-26K | – | -0.00 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | IN | $-27K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | NZ | $-28K | – | -0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NZ | $-28K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CA | $-30K | – | -0.01 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | AU | $-32K | – | -0.01 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | PL | $-35K | – | -0.01 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | CH | $-40K | – | -0.01 | |
| US DOLLARS (Goldman Sachs International) | Derivative-foreign exchange | CA | $-40K | – | -0.01 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | XX | $-41K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | AU | $-42K | – | -0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | AU | $-42K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CL | $-57K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | MX | $-57K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CH | $-67K | – | -0.01 | |
| US DOLLARS (Wells Fargo) | Derivative-foreign exchange | CH | $-68K | – | -0.01 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | SE | $-69K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | SE | $-70K | – | -0.01 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | CH | $-76K | – | -0.01 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | MX | $-78K | – | -0.01 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CH | $-81K | – | -0.02 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CH | $-81K | – | -0.02 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | CZ | $-92K | – | -0.02 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | GB | $-99K | – | -0.02 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | ZA | $-105K | – | -0.02 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CO | $-137K | – | -0.03 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | XX | $-159K | – | -0.03 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NZ | $-163K | – | -0.03 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | MX | $-202K | – | -0.04 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CA | $-220K | – | -0.04 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | HU | $-239K | – | -0.04 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | GB | $-239K | – | -0.04 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | TR | $-246K | – | -0.05 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | AU | $-247K | – | -0.05 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NO | $-346K | – | -0.06 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | ZA | $-427K | – | -0.08 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | PL | $-470K | – | -0.09 | |
| US DOLLARS (State Street) | Derivative-foreign exchange | NO | $-474K | – | -0.09 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | AU | $-543K | – | -0.10 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | NZ | $-544K | – | -0.10 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | NO | $-544K | – | -0.10 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | XX | $-560K | – | -0.10 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | ZA | $-579K | – | -0.11 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | SE | $-594K | – | -0.11 | |
| US DOLLARS (JPMorgan) | Derivative-foreign exchange | NZ | $-613K | – | -0.11 | |
| US DOLLARS (Barclays) | Derivative-foreign exchange | NZ | $-657K | – | -0.12 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | NZ | $-668K | – | -0.12 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CZ | $-884K | – | -0.16 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | CL | $-935K | – | -0.17 | |
| US DOLLARS (Morgan Stanley) | Derivative-foreign exchange | NO | $-991K | – | -0.18 | |
| US DOLLARS (Citi) | Derivative-foreign exchange | AU | $-1M | – | -0.22 | |
| US LONG BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $286K | – | 0.05 | |
| US ULTRA T-BOND SEP 24 (JPMorgan) | Derivative-interest rate | US | $70K | – | 0.01 | |
| US ULTRA T-BOND SEP 24 (Morgan Stanley) | Derivative-interest rate | US | $-8K | – | -0.00 | |
| USAUT_21-1A (USASF RECEIVABLES LLC USAUT_21-1A) | Long | ABS-mortgage backed security | US | $303K | – | 0.06 |
| VCAT_21-NPL3 (VCAT VCAT_21-NPL3) | Long | ABS-collateralized bond/debt obligation | US | $283K | – | 0.05 |
| VCAT_21-NPL6 (VWH CAPITAL VCAT_21-NPL6) | Long | ABS-collateralized bond/debt obligation | US | $700K | – | 0.13 |
| VERUS_19-4 (VERUS SECURITIZATION TRUST VERUS_19-4) | Long | ABS-collateralized bond/debt obligation | US | $450K | – | 0.08 |
| VERUS_20-4 (VERUS SECURITIZATION TRUST VERUS_20-4) | Long | ABS-collateralized bond/debt obligation | US | $294K | – | 0.05 |
| VERUS_20-INV1 (VERUS SECURITIZATION TRUST VERUS_20-INV1) | Long | ABS-collateralized bond/debt obligation | US | $147K | – | 0.03 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $197K | – | 0.04 |
| VERUS_21-5 (VERUS SECURITIZATION TRUST VERUS_21-5) | Long | ABS-collateralized bond/debt obligation | US | $169K | – | 0.03 |
| VERUS_21-R2 (VERUS SECURITIZATION TRUST VERUS_21-R2) | Long | ABS-collateralized bond/debt obligation | US | $389K | – | 0.07 |
| VERUS_23-1 (VERUS SECURITIZATION TRUST VERUS_23-1) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.46 |
| VERUS_23-1 (VERUS SECURITIZATION TRUST VERUS_23-1) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.31 |
| VERUS_23-INV1 (VERUS SECURITIZATION TRUST VERUS_23-INV1) | Long | ABS-collateralized bond/debt obligation | US | $810K | – | 0.15 |
| VERUS_23-INV1 (VERUS SECURITIZATION TRUST VERUS_23-INV1) | Long | ABS-collateralized bond/debt obligation | US | $442K | – | 0.08 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $173K | – | 0.03 |
| VISIO_19-2 | Long | ABS-collateralized bond/debt obligation | US | $90K | – | 0.02 |
| VOLT_21-NPL4 (VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_21-NPL4) | Long | ABS-collateralized bond/debt obligation | US | $386K | – | 0.07 |
| VSTA_20-1 | Long | ABS-collateralized bond/debt obligation | US | $752K | – | 0.14 |
| WFCM_17-SMP (WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_17-SMP) | Long | ABS-mortgage backed security | US | $948K | – | 0.18 |
| WHEAT DEC 24 (JPMorgan) | Derivative-commodity | US | $314K | – | 0.06 | |
| WHEAT JUL 24 (Morgan Stanley) | Derivative-commodity | US | $78K | – | 0.01 | |
| WHEAT JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-69K | – | -0.01 | |
| WHEAT JUL 24 (JPMorgan) | Derivative-commodity | US | $-962K | – | -0.18 | |
| WHEAT KCBT FUTURE DEC 24 (JPMorgan) | Derivative-commodity | US | $228K | – | 0.04 | |
| WHEAT KCBT FUTURE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-160K | – | -0.03 | |
| WHEAT KCBT FUTURE JUL 24 (JPMorgan) | Derivative-commodity | US | $-522K | – | -0.10 | |
| WHEAT KCBT FUTURE MAR 25 (JPMorgan) | Derivative-commodity | US | $33K | – | 0.01 | |
| WHEAT KCBT FUTURE SEP 24 (JPMorgan) | Derivative-commodity | US | $106K | – | 0.02 | |
| WHEAT MAR 25 (JPMorgan) | Derivative-commodity | US | $32K | – | 0.01 | |
| WHEAT SEP 24 (JPMorgan) | Derivative-commodity | US | $122K | – | 0.02 | |
| WIG20(PLN20) INDEX JUN 24 (Morgan Stanley) | Derivative-equity | PL | $102K | – | 0.02 | |
| WTI CRUDE JAN 25 (JPMorgan) | Derivative-commodity | US | $-145K | – | -0.03 | |
| WTI CRUDE JUL 24 (JPMorgan) | Derivative-commodity | US | $164K | – | 0.03 | |
| WTI CRUDE JUL 24 (Goldman Sachs) | Derivative-commodity | US | $-17K | – | -0.00 | |
| WTI CRUDE JUL 24 (Morgan Stanley) | Derivative-commodity | US | $-78K | – | -0.01 | |
| WTI CRUDE NOV 24 (JPMorgan) | Derivative-commodity | US | $-45K | – | -0.01 | |
| WTI CRUDE SEP 24 (JPMorgan) | Derivative-commodity | US | $28K | – | 0.01 | |
| WTI CRUDE SEP 24 (JPMorgan) | Derivative-commodity | US | $-1K | – | -0.00 | |
| YEN DENOM NIKKEI 225 (CME) JUN 24 (Morgan Stanley) | Derivative-equity | US | $2K | – | 0.00 |
Address
Columbia Funds Series Trust I
290 Congress Street
Boston
Massachusetts
02210
United States of America
Websites
Directors
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.
Yeager, Sandra
Transfer Agents
Columbia Management Investment Services Corp.
SS&C GIDS, Inc.
Pricing Services
ICE Data Pricing and Reference Data, LLC
PricingDirect Inc.
Bloomberg Finance L.P.
IHS Markit Ltd.
REFINITIV US LLC
Custodians
JPMORGAN CHASE BANK, N.A.
BANCO NACIONAL DE MEXICO, S.A.
BANCO SANTANDER CHILE
BANK HANDLOWY W. WARSZAWIE S.A.
BANK LEUMI LE-ISRAEL B.M.
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
EUROCLEAR BANK S.A.
FIRSTRAND BANK LIMITED
HSBC BANK MALAYSIA BERHAD
J.P. MORGAN BANK LUXEMBOURG 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.
JPMORGAN CHASE BANK, N.A.
MIZUHO BANK, LTD.
PT BANK HSBC INDONESIA
ROYAL BANK OF CANADA
SKANDINAVISKA ENSKILDA BANKEN
SKANDINAVISKA ENSKILDA BANKEN
SKANDINAVISKA ENSKILDA BANKEN, HELSINKI BRANCH
STANDARD CHARTERED BANK KOREA LIMITED
THE HONGKONG AND SHANGHAI BANKING CORPORATION LIMITED
UNICREDIT BANK AUSTRIA AG
UNICREDIT BANK CZECH REPUBLIC AND SLOVAKIA, A.S.
Shareholder Servicing Agents
SS&C GIDS, Inc.
Columbia Management Investment Services Corp.
Admins
Columbia Management Investment Advisers, LLC
Brokers
Goldman Sachs
UBS
Morgan Stanley
JPMorgan
Virtu Americas LLC
Goldman Sachs International
ABG Sundal Collier Inc
Keybanc Capital Markets Inc
Robert W Baird & Co Incorporated
Truist Securities, Inc.