Capital Group Fund Group > CAPITAL WORLD BOND FUND
CAPITAL WORLD BOND FUND
$9.44B
Avg Monthly Net Assets
$15.35B
Total Assets
$5.40B
Total Liabilities
$9.95B
Net Assets
CAPITAL WORLD BOND FUND is a Mutual Fund in CAPITAL WORLD BOND FUND
from Capital Group Fund Group,
based in California,
United States of America.
The fund has 21 share classes
and monthly net assets of $9.44B.
On August 28th, 2024 it reported 2,069 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (14.7%), UNIFORM MBS (2.2%) and UNIFORM MBS (1.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 529-A | C000025184 | CCWAX | |
| Class 529-C | C000025186 | CCWCX | |
| Class 529-E | C000025187 | CCWEX | |
| Class 529-F-1 | C000025188 | CCWFX | |
| Class 529-F-2 | C000224631 | FCWBX | |
| Class 529-F-3 | C000224632 | FWBCX | |
| Class 529-T | C000189438 | TWCBX | |
| Class A | C000025175 | CWBFX | |
| Class C | C000025182 | CWBCX | |
| Class F-1 | C000025183 | WBFFX | |
| Class F-2 | C000068532 | BFWFX | |
| Class F-3 | C000180005 | WFBFX | |
| Class R-1 | C000025176 | RCWAX | |
| Class R-2 | C000025177 | RCWBX | |
| Class R-2E | C000148402 | RCEBX | |
| Class R-3 | C000025178 | RCWCX | |
| Class R-4 | C000025179 | RCWEX | |
| Class R-5 | C000025180 | RCWFX | |
| Class R-5E | C000164817 | RCWHX | |
| Class R-6 | C000077921 | RCWGX | |
| Class T | C000189439 | TWCWX |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3R LUX SARL 144A LIFE SR SEC 1ST LIEN 9.75% 02-05-31 | Long | Debt | LU | $11M | – | 0.11 |
| 3R LUX SARL REG S SR SEC 1ST LIEN 9.75% 02-05-31 | Long | Debt | LU | $10M | – | 0.10 |
| AAR ESCROW ISSUER LLC 144A LIFE SR UNSEC 6.75% 03-15-29 | Long | Debt | US | $170K | – | 0.00 |
| ABBVIE INC SR UNSEC 5.05% 03-15-34 | Long | Debt | US | $14M | – | 0.14 |
| ABBVIE INC SR UNSEC 5.4% 03-15-54 | Long | Debt | US | $6M | – | 0.06 |
| ABERTIS INFRAESTRUCTURAS SA GBP REG S SR UNSEC (B) 3.375% 11-27-26 | Long | Debt | ES | $5M | – | 0.05 |
| ABU DHABI CRUDE OIL PIPELINE LLC REG S SR SEC 1ST LIEN SF 4.6% 11-02-47 | Long | Debt | AE | $3M | – | 0.03 |
| ACAR 22-3 C 144A 4.86% 10-13-28/04-14-25 (AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_22-3) | Long | ABS-other | US | $923K | – | 0.01 |
| ACHV 23-4CP B 7.24% 11-25-30/06-25-25 (ACHV ABS TRUST ACHV_23-4CP) | Long | ABS-other | US | $5M | – | 0.05 |
| ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $475K | 277.309 | 0.00 |
| ADOBE INC SR UNSEC 2.15% 02-01-27 | Long | Debt | US | $6M | – | 0.06 |
| AEGEA FINANCE SARL 144A LIFE SR UNSEC 9.0% 01-20-31 | Long | Debt | LU | $390K | – | 0.00 |
| AEP TRANSMISSION CO LLC SR UNSEC 5.15% 04-01-34 (AEP TRANSMISSION COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61 | Long | Debt | PA | $4M | – | 0.04 |
| AEROPUERTOS DOMINICANOS SIGLO XXI SA 144A LIFE SR SEC 1ST LIEN 7.0% 06-30-34 | Long | Debt | DO | $203K | – | 0.00 |
| AESOP 23-2 A 144A 5.2% 10-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2) | Long | ABS-other | US | $12M | – | 0.12 |
| AESOP 23-6 A 144A 5.81% 12-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6) | Long | ABS-other | US | $7M | – | 0.07 |
| AFFRM 23-X1 A 144A 7.11% 11-15-28 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1) | Long | ABS-other | US | $1M | – | 0.01 |
| AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28 | Long | Debt | US | $746K | – | 0.01 |
| AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27 | Long | Debt | US | $531K | – | 0.01 |
| AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28 | Long | Debt | HK | $22M | – | 0.22 |
| AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34 | Long | Debt | IE | $8M | – | 0.08 |
| AIB GROUP PLC EUR REG S SUB (B) 2.875% 05-30-31/26 | Long | Debt | IE | $2M | – | 0.02 |
| AIRBNB INC CV SR UNSEC 0.0% 03-15-26 | Long | Debt | US | $497K | – | 0.00 |
| ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51 | Long | Debt | CL | $2M | – | 0.02 |
| ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29 | Long | Debt | US | $613K | – | 0.01 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31 | Long | Debt | US | $233K | – | 0.00 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29 | Long | Debt | US | $738K | – | 0.01 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27 | Long | Debt | US | $984K | – | 0.01 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 9.75% 07-15-27 | Long | Debt | US | $791K | – | 0.01 |
| ALLWYN ENTERTAINMENT FINANCING UK PLC 144A LIFE SR SEC 1ST LIEN 7.875% 04-30-29 (ALLWYN ENTERTAINMENT FINANCING (UK) PLC) | Long | Debt | GB | $207K | – | 0.00 |
| ALPHA SERVICES AND HOLDINGS SA EUR REG S SUB (B) 5.5% 06-11-31/26 | Long | Debt | GR | $5M | – | 0.05 |
| ALTA EQUIPMENT GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 06-01-29 | Long | Debt | US | $209K | – | 0.00 |
| ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | GB | $6K | 77.12 | 0.00 |
| ALTICE FRANCE HOLDING SA 144A LIFE SR SEC 1ST LIEN 10.5% 05-15-27 | Long | Debt | LU | $96K | – | 0.00 |
| ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 5.125% 07-15-29 (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $718K | – | 0.01 |
| ALTICE FRANCE SA 144A LIFE SR SEC 1ST LIEN 5.5% 10-15-29 (ALTICE FRANCE SA (FRANCE)) | Long | Debt | FR | $337K | – | 0.00 |
| ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27 | Long | Debt | US | $4M | – | 0.04 |
| AMAZON.COM INC SR UNSEC 3.45% 04-13-29 | Long | Debt | US | $627K | – | 0.01 |
| AMAZON.COM INC SR UNSEC 3.875% 08-22-37 | Long | Debt | US | $331K | – | 0.00 |
| AMAZON.COM INC SR UNSEC 4.6% 12-01-25 | Long | Debt | US | $3M | – | 0.03 |
| AMAZON.COM INC SR UNSEC 4.7% 12-01-32 | Long | Debt | US | $295K | – | 0.00 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29 | Long | Debt | MX | $8M | – | 0.08 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 8.46% 12-18-36 | Long | Debt | MX | $689K | – | 0.01 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31 | Long | Debt | MX | $41M | – | 0.41 |
| AMERICAN AIRLINES INC 144A LIFE SR SEC 1ST LIEN 8.5% 05-15-29 | Long | Debt | US | $603K | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 5.043% 05-01-34/33 | Long | Debt | US | $4M | – | 0.04 |
| AMERICAN EXPRESS CO SR UNSEC 5.098% 02-16-28/27 | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29 | Long | Debt | US | $7M | – | 0.07 |
| AMERICAN INTERNATIONAL GROUP INC SR UNSEC 4.375% 06-30-50 | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN INTERNATIONAL GROUP INC SR UNSEC 5.125% 03-27-33 | Long | Debt | US | $285K | – | 0.00 |
| AMERICAN MEDICAL SYSTEMS EUROPE BV EUR SR UNSEC 1.375% 03-08-28 | Long | Debt | US | $935K | – | 0.01 |
| AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27 | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN TOWER CORP EUR SR UNSEC 0.875% 05-21-29 | Long | Debt | US | $1M | – | 0.01 |
| AMERICAN TOWER CORP EUR SR UNSEC 4.625% 05-16-31 | Long | Debt | US | $456K | – | 0.00 |
| AMGEN INC SR UNSEC 1.9% 02-21-25 | Long | Debt | US | $2M | – | 0.02 |
| AMGEN INC SR UNSEC 2.2% 02-21-27 | Long | Debt | US | $1M | – | 0.01 |
| AMGEN INC SR UNSEC 4.2% 03-01-33 | Long | Debt | US | $2M | – | 0.02 |
| AMGEN INC SR UNSEC 4.875% 03-01-53 | Long | Debt | US | $805K | – | 0.01 |
| AMGEN INC SR UNSEC 5.25% 03-02-33 | Long | Debt | US | $16M | – | 0.16 |
| AMGEN INC SR UNSEC 5.65% 03-02-53 | Long | Debt | US | $12M | – | 0.12 |
| AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29 | Long | Debt | US | $477K | – | 0.00 |
| AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29 | Long | Debt | US | $885K | – | 0.01 |
| ANALOG DEVICES INC SR UNSEC 2.1% 10-01-31 | Long | Debt | US | $274K | – | 0.00 |
| ANALOG DEVICES INC SR UNSEC 5.3% 04-01-54 | Long | Debt | US | $1M | – | 0.01 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.25% 05-09-28 (ANGOLA (REPUBLIC OF)) | Long | Debt | AO | $7M | – | 0.07 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.125% 11-26-49 (ANGOLA (REPUBLIC OF)) | Long | Debt | AO | $3M | – | 0.03 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.5% 11-12-25 (ANGOLA (REPUBLIC OF)) | Long | Debt | AO | $28M | – | 0.28 |
| ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 1.125% 07-01-27 (ANHEUSER-BUSCH INBEV SA/NV) | Long | Debt | BE | $681K | – | 0.01 |
| ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 2.875% 04-02-32 (ANHEUSER-BUSCH INBEV SA/NV) | Long | Debt | BE | $1M | – | 0.01 |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC SR UNSEC 5.55% 01-23-49 | Long | Debt | US | $515K | – | 0.01 |
| ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30 | Long | Debt | US | $260K | – | 0.00 |
| ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29 | Long | Debt | US | $536K | – | 0.01 |
| AON CORP SR UNSEC 3.9% 02-28-52 | Long | Debt | US | $741K | – | 0.01 |
| AON CORP SR UNSEC 5.35% 02-28-33 | Long | Debt | US | $1M | – | 0.01 |
| AON NORTH AMERICA INC SR UNSEC 5.3% 03-01-31 | Long | Debt | US | $249K | – | 0.00 |
| AON NORTH AMERICA INC SR UNSEC 5.45% 03-01-34 | Long | Debt | US | $1M | – | 0.01 |
| AON NORTH AMERICA INC SR UNSEC 5.75% 03-01-54 | Long | Debt | US | $1M | – | 0.01 |
| ARAMARK SERVICES INC 144A LIFE SR UNSEC 5.0% 04-01-25 | Long | Debt | US | $129K | – | 0.00 |
| ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30 | Long | Debt | US | $806K | – | 0.01 |
| ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29 | Long | Debt | US | $1M | – | 0.01 |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 0.75% 07-09-30 (ARGENTINA REPUBLIC OF GOVERNMENT) | Long | Debt | AR | $5M | – | 0.06 |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 3.625% 07-09-35 (ARGENTINA REPUBLIC OF GOVERNMENT) | Long | Debt | AR | $2M | – | 0.02 |
| ARIS MINING CORP REG S SR UNSEC 6.875% 08-09-26 | Long | Debt | CA | $3M | – | 0.03 |
| ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32 | Long | Debt | US | $725K | – | 0.01 |
| ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29 | Long | Debt | US | $98K | – | 0.00 |
| ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 12-31-28 | Long | Debt | US | $607K | – | 0.01 |
| ASIAN DEV BK GBP SR UNSEC 1.125% 06-10-25 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $3M | – | 0.04 |
| ASIAN DEV BK INR 6.2% 10-06-26 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $1M | – | 0.01 |
| ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28 | Long | Debt | PH | $11M | – | 0.11 |
| ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29 | Long | Debt | US | $1M | – | 0.01 |
| ASTRAZENECA FINANCE LLC SR UNSEC 5.0% 02-26-34 | Long | Debt | US | $3M | – | 0.03 |
| AT&T INC EUR SR UNSEC 2.05% 05-19-32 | Long | Debt | US | $6M | – | 0.06 |
| AT&T INC EUR SR UNSEC 2.6% 05-19-38 | Long | Debt | US | $620K | – | 0.01 |
| AT&T INC EUR SR UNSEC 3.15% 09-04-36 | Long | Debt | US | $949K | – | 0.01 |
| AT&T INC EUR SR UNSEC 3.55% 11-18-25 | Long | Debt | US | $3M | – | 0.03 |
| AT&T INC EUR SR UNSEC 4.3% 11-18-34 | Long | Debt | US | $2M | – | 0.02 |
| AT&T INC SR UNSEC 2.25% 02-01-32 | Long | Debt | US | $5M | – | 0.05 |
| AT&T INC SR UNSEC 3.5% 09-15-53 | Long | Debt | US | $372K | – | 0.00 |
| AT&T INC SR UNSEC 5.4% 02-15-34 | Long | Debt | US | $5M | – | 0.05 |
| ATHENAHEALTH GROUP INC 144A LIFE SR UNSEC 6.5% 02-15-30 | Long | Debt | US | $415K | – | 0.00 |
| ATI INC SR UNSEC 7.25% 08-15-30 | Long | Debt | US | $837K | – | 0.01 |
| AUD FWD PUR FROM USD 7/17/2024 | Derivative-foreign exchange | $76K | – | 0.00 | ||
| AUD FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $194K | – | 0.00 | ||
| AUD FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| AUD FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $-17K | – | -0.00 | ||
| AUD FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $-29K | – | -0.00 | ||
| AUD FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| AUD FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $-15K | – | -0.00 | ||
| AUD FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| AUD FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| AUD FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| AUD FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-29K | – | -0.00 | ||
| AUD FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-145K | – | -0.00 | ||
| AUS GB 10YR FUT XMU4 09-16-24 (ASX LTD) | Derivative-interest rate | AU | $96K | – | 0.00 | |
| AUSTRALIA GOVERNMENT BOND AUD REG S 0.25% 11-21-25 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $5M | – | 0.05 |
| AUSTRALIA GOVERNMENT BOND AUD REG S 1.5% 06-21-31 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $11M | – | 0.11 |
| AUSTRALIA GOVERNMENT BOND AUD REG S 3.0% 11-21-33 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $3M | – | 0.03 |
| AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $23M | – | 0.23 |
| AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 4.75% 04-01-28 | Long | Debt | US | $41K | – | 0.00 |
| AVIS BUDGET CAR RENTAL LLC 144A LIFE SR UNSEC 8.0% 02-15-31 (AVIS BUDGET CAR RENTAL LLC/AVIS BUDGET FINANCE INC) | Long | Debt | US | $337K | – | 0.00 |
| AXIATA SPV2 BHD SUKUK REG S SR UNSEC 2.163% 08-19-30 | Long | Debt | MY | $211K | – | 0.00 |
| B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28 | Long | Debt | US | $321K | – | 0.00 |
| B&G FOODS INC SR UNSEC 5.25% 04-01-25 | Long | Debt | US | $54K | – | 0.00 |
| B&G FOODS INC SR UNSEC 5.25% 09-15-27 | Long | Debt | US | $872K | – | 0.01 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.0% 03-26-27 | Long | Debt | GB | $4M | – | 0.04 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.125% 03-26-29 | Long | Debt | GB | $3M | – | 0.03 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.25% 03-26-31 | Long | Debt | GB | $2M | – | 0.02 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.3% 03-26-34 | Long | Debt | GB | $2M | – | 0.02 |
| BAE SYSTEMS PLC 144A LIFE SR UNSEC 5.5% 03-26-54 | Long | Debt | GB | $376K | – | 0.00 |
| BALDWIN INSURANCE GROUP HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 7.125% 05-15-31 (BALDWIN INSURANCE GROUP HOLDINGS LLC / BALDWIN INSURANCE GROUP HOLDINGS FINANCE) | Long | Debt | US | $116K | – | 0.00 |
| BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28 | Long | Debt | ES | $25M | – | 0.25 |
| BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28 | Long | Debt | ES | $11M | – | 0.11 |
| BANCO SANTANDER SA EUR REG S SUB (B) 3.25% 04-04-26 | Long | Debt | ES | $8M | – | 0.08 |
| BANGKOK BANK PCL 144A LIFE SUB 3.733% 09-25-34/29 (BANGKOK BANK PCL/HONG KONG) | Long | Debt | HK | $257K | – | 0.00 |
| BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29 (BANGKOK BANK PCL/HONG KONG) | Long | Debt | HK | $9M | – | 0.09 |
| BANK NEGARA INDONESIA PERSERO TBK PT PRP REG S SUB (H) 4.3% 12-31-79/03-24-27 | Long | Debt | ID | $20M | – | 0.20 |
| BANK OF AMERICA CORP EUR REG S SR UNSEC 0.58% 08-08-29/28 | Long | Debt | US | $3M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSEC 1.898% 07-23-31/30 | Long | Debt | US | $5M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSEC 2.592% 04-29-31/30 | Long | Debt | US | $3M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSEC 5.468% 01-23-35/34 | Long | Debt | US | $5M | – | 0.05 |
| BANK OF AMERICA CORP SR UNSEC 5.872% 09-15-34/33 | Long | Debt | US | $7M | – | 0.07 |
| BANK OF IRELAND GROUP PLC 144A LIFE SR UNSEC 6.253% 09-16-26/25 | Long | Debt | IE | $352K | – | 0.00 |
| BANK OF IRELAND GROUP PLC EUR REG S SUB 1.375% 08-11-31 | Long | Debt | IE | $4M | – | 0.04 |
| BANK OF NEW YORK MELLON CORP SR UNSEC 5.188% 03-14-35/34 | Long | Debt | US | $4M | – | 0.04 |
| BANK OF NOVA SCOTIA SUB (H) 8.0% 01-27-84/29 (BANK OF NOVA SCOTIA/THE) | Long | Debt | CA | $6M | – | 0.06 |
| BANK5 23-5YR4 AS FRN 12-15-56/28 (BANK5 BANK5_23-5YR4) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27 | Long | Debt | FR | $2M | – | 0.02 |
| BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26 | Long | Debt | US | $2K | – | 0.00 |
| BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29 | Long | Debt | US | $5M | – | 0.05 |
| BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27 | Long | Debt | US | $1M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 6.421% 08-02-33 | Long | Debt | US | $1M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 7.079% 08-02-43 | Long | Debt | US | $2M | – | 0.02 |
| BAT INTERNATIONAL FINANCE PLC EUR REG S SR UNSEC (B) 2.75% 03-25-25 | Long | Debt | GB | $4M | – | 0.04 |
| BATH & BODY WORKS INC SR UNSEC 6.75% 07-01-36 | Long | Debt | US | $453K | – | 0.00 |
| BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35 | Long | Debt | US | $558K | – | 0.01 |
| BAUSCH + LOMB CORP TL B (TSFR3M+325)(FLR 0.5) FRN 05-10-27 | Long | Loan | CA | $364K | – | 0.00 |
| BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 8.5% 01-31-27 | Long | Debt | CA | $338K | – | 0.00 |
| BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26 | Long | Debt | CA | $1M | – | 0.01 |
| BAUSCH HEALTH COMPANIES INC TL 1ST LIEN (TSFR3M+525) (FLR 0.5) FRN 02-01-27 | Long | Loan | CA | $264K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A LIFE SR SEC 1ST LIEN 5.75% 08-15-27 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $251K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 02-15-31 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $256K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 7.25% 05-30-29 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $365K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 9.0% 12-15-25 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $340K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A SR SEC 1ST LIEN 5.5% 11-01-25 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $2M | – | 0.02 |
| BAXTER INTERNATIONAL INC EUR SR UNSEC 1.3% 05-15-29 | Long | Debt | US | $963K | – | 0.01 |
| BAXTER INTERNATIONAL INC SR UNSEC 2.539% 02-01-32 | Long | Debt | US | $6M | – | 0.06 |
| BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32 | Long | Debt | CA | $1M | – | 0.01 |
| BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33 (BBVA BANCOMER SA (TEXAS BRANCH)) | Long | Debt | US | $17M | – | 0.17 |
| BECTON DICKINSON & CO SR UNSEC 4.874% 02-08-29 (BECTON DICKINSON AND CO) | Long | Debt | US | $4M | – | 0.04 |
| BECTON DICKINSON & CO SR UNSEC 5.081% 06-07-29 (BECTON DICKINSON AND CO) | Long | Debt | US | $1M | – | 0.01 |
| BECTON DICKINSON & CO SR UNSEC 5.11% 02-08-34 (BECTON DICKINSON AND CO) | Long | Debt | US | $1M | – | 0.01 |
| BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.6% 05-01-53 | Long | Debt | US | $615K | – | 0.01 |
| BERKSHIRE HATHAWAY FINANCE CORP SR UNSEC 2.875% 03-15-32 | Long | Debt | US | $100K | – | 0.00 |
| BHARTI AIRTEL LTD REG S SR UNSEC 4.375% 06-10-25 | Long | Debt | IN | $198K | – | 0.00 |
| BIDVEST GROUP UK PLC REG S SR UNSEC 3.625% 09-23-26 (BIDVEST GROUP (UK) PLC) | Long | Debt | GB | $3M | – | 0.03 |
| BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING) | Long | Equity-common | US | $0 | 3K | – |
| BLACKROCK FUNDING INC SR UNSEC 5.25% 03-14-54 | Long | Debt | US | $1M | – | 0.01 |
| BLACKSTONE HOLDINGS FINANCE CO LLC 144A LIFE SR UNSEC 5.9% 11-03-27 | Long | Debt | US | $2M | – | 0.02 |
| BLACKSTONE HOLDINGS FINANCE CO LLC EUR REG S SR UNSEC 1.5% 04-10-29 | Long | Debt | US | $599K | – | 0.01 |
| BLOCK INC 144A LIFE SR UNSEC 6.5% 05-15-32 | Long | Debt | US | $791K | – | 0.01 |
| BLOCK INC SR UNSEC 2.75% 06-01-26 | Long | Debt | US | $425K | – | 0.00 |
| BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.0% 07-15-29 | Long | Debt | US | $82K | – | 0.00 |
| BLUE RACER MIDSTREAM LLC 144A LIFE SR UNSEC 7.25% 07-15-32 | Long | Debt | US | $298K | – | 0.00 |
| BMARK 24-V5 AM 6.4171% 01-10-57/01-10-29 (BMARK 2024-V5) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| BMW FINANCE NV 144A LIFE SR UNSEC 2.4% 08-14-24 | Long | Debt | NL | $3M | – | 0.03 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25 | Long | Debt | US | $2M | – | 0.02 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 5.05% 08-11-28 | Long | Debt | US | $2M | – | 0.02 |
| BNP PARIBAS SA EUR REG S SUB (B) 2.5% 03-31-32/27 | Long | Debt | FR | $2M | – | 0.02 |
| BOEING CO 144A SR UNSEC 6.388% 05-01-31 | Long | Debt | US | $713K | – | 0.01 |
| BOEING CO 144A SR UNSEC 6.528% 05-01-34 | Long | Debt | US | $3M | – | 0.03 |
| BOEING CO 144A SR UNSEC 6.858% 05-01-54 | Long | Debt | US | $463K | – | 0.00 |
| BOEING CO 144A SR UNSEC 7.008% 05-01-64 | Long | Debt | US | $350K | – | 0.00 |
| BOEING CO SR UNSEC 2.196% 02-04-26 | Long | Debt | US | $470K | – | 0.00 |
| BOEING CO SR UNSEC 2.7% 02-01-27 | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO SR UNSEC 2.75% 02-01-26 | Long | Debt | US | $9M | – | 0.09 |
| BOEING CO SR UNSEC 4.875% 05-01-25 | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO SR UNSEC 5.04% 05-01-27 | Long | Debt | US | $1M | – | 0.01 |
| BOEING CO SR UNSEC 5.15% 05-01-30 | Long | Debt | US | $404K | – | 0.00 |
| BOEING CO SR UNSEC 5.705% 05-01-40 | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO SR UNSEC 5.805% 05-01-50 | Long | Debt | US | $2M | – | 0.02 |
| BOEING CO SR UNSEC 5.93% 05-01-60 | Long | Debt | US | $2M | – | 0.02 |
| BONOS DE LA TESORERIA DE LA REPUBLICA CLP I/L 1.9% 09-01-30 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $1M | – | 0.01 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 5.3% 11-01-37 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $775K | – | 0.01 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 6.0% 04-01-33 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $5M | – | 0.05 |
| BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31 | Long | Debt | US | $130K | – | 0.00 |
| BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28 (BORR IHC LTD) | Long | Debt | BM | $18M | – | 0.18 |
| BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30 | Long | Debt | BM | $7M | – | 0.07 |
| BOSTON PROPERTIES LP SR UNSEC 2.45% 10-01-33 | Long | Debt | US | $87K | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 2.55% 04-01-32 | Long | Debt | US | $414K | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 2.9% 03-15-30 | Long | Debt | US | $345K | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 3.25% 01-30-31 | Long | Debt | US | $146K | – | 0.00 |
| BOSTON PROPERTIES LP SR UNSEC 6.5% 01-15-34 | Long | Debt | US | $1M | – | 0.01 |
| BOSTON SCIENTIFIC CORP SR UNSEC 4.7% 03-01-49 | Long | Debt | US | $106K | – | 0.00 |
| BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31 | Long | Debt | US | $236K | – | 0.00 |
| BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29 | Long | Debt | US | $714K | – | 0.01 |
| BP CAPITAL MARKETS PLC EUR REG S SR UNSEC (B) 1.231% 05-08-31 | Long | Debt | GB | $3M | – | 0.03 |
| BPCE SA 144A LIFE SR NON PREF 2.045% 10-19-27/26 | Long | Debt | FR | $7M | – | 0.07 |
| BPCE SA 144A LIFE SR NON PREF 6.714% 10-19-29/28 | Long | Debt | FR | $3M | – | 0.03 |
| BPCE SA EUR REG S SR NON PREF (B) 1.0% 04-01-25 | Long | Debt | FR | $11M | – | 0.11 |
| BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33 | Long | Debt | FR | $10M | – | 0.10 |
| BRAND INDUSTRIAL SERVICES INC TL-C 1ST LIEN (TSFR3M+450)(FLR 0.5) FRN 08-01-30 | Long | Loan | US | $175K | – | 0.00 |
| BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 7.45% 11-15-29 | Long | Debt | MX | $23M | – | 0.23 |
| BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31 | Long | Debt | NL | $5M | – | 0.05 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30 | Long | Debt | NL | $12M | – | 0.12 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31 | Long | Debt | NL | $31M | – | 0.31 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $19M | – | 0.19 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 04-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $126M | – | 1.26 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 07-01-24 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $1M | – | 0.01 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 07-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $753K | – | 0.01 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.02 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $28M | – | 0.28 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.02 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-27 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $1M | – | 0.01 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $42M | – | 0.42 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $18M | – | 0.18 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-33 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 | Long | Debt | US | $20M | – | 0.20 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54 | Long | Debt | US | $2M | – | 0.02 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 6.25% 11-15-53 | Long | Debt | US | $1M | – | 0.01 |
| BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-27-26 | Long | Debt | GB | $21M | – | 0.21 |
| BRL FWD PUR FROM USD NDF 7/8/2024 | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| BRL FWD SALE TO USD NDF 4/1/2025 | Derivative-foreign exchange | $2M | – | 0.02 | ||
| BRL FWD SALE TO USD NDF 7/1/2024 | Derivative-foreign exchange | $121K | – | 0.00 | ||
| BRL FWD SALE TO USD NDF 7/15/2024 | Derivative-foreign exchange | $2M | – | 0.02 | ||
| BRL FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $4M | – | 0.04 | ||
| BRL FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $94K | – | 0.00 | ||
| BRL FWD SALE TO USD NDF 7/8/2024 | Derivative-foreign exchange | $42K | – | 0.00 | ||
| BROADCOM INC 144A SR UNSEC 3.419% 04-15-33 | Long | Debt | US | $3M | – | 0.03 |
| BROADCOM INC 144A SR UNSEC 4.0% 04-15-29 | Long | Debt | US | $6M | – | 0.06 |
| BROADCOM INC SR UNSEC 4.75% 04-15-29 | Long | Debt | US | $2M | – | 0.02 |
| BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 4.5% 04-01-27 | Long | Debt | US | $289K | – | 0.00 |
| BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 5.75% 05-15-26 | Long | Debt | US | $569K | – | 0.01 |
| BUFFALO ENERGY MEXICO HOLDINGS 144A LIFE SR SEC 1ST LIEN SF 7.875% 02-15-39 (BUFFALO ENERGY MEXICO HOLDINGS SA DE CV) | Long | Debt | MX | $9M | – | 0.09 |
| BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33 (BULGARIA (REPUBLIC OF)) | Long | Debt | BG | $3M | – | 0.03 |
| BUNDESOBLIGATION EUR REG S (B) 2.1% 04-12-29 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $26M | – | 0.26 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $14M | – | 0.14 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $141K | – | 0.00 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 11-15-27 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $21M | – | 0.21 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.25% 02-15-27 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $8M | – | 0.08 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $30M | – | 0.30 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.1% 11-15-29 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $19M | – | 0.19 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.2% 02-15-34 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $13M | – | 0.14 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.3% 02-15-33 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $2M | – | 0.02 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.5% 08-15-54 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $1M | – | 0.01 |
| BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 5.5% 03-15-55 | Long | Debt | US | $2M | – | 0.02 |
| BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29 | Long | Debt | US | $471K | – | 0.00 |
| BX 21-ARIA A 144A FRN (TSFR1M+101.36) 10-15-36/26 (BX TRUST BX_21-ARIA) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.09 |
| CAD FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $49K | – | 0.00 | ||
| CAD FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $64K | – | 0.00 | ||
| CAD FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $29K | – | 0.00 | ||
| CAD FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| CAD FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-16K | – | -0.00 | ||
| CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32 | Long | Debt | US | $317K | – | 0.00 |
| CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30 | Long | Debt | US | $1M | – | 0.01 |
| CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29 | Long | Debt | US | $780K | – | 0.01 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34 | Long | Debt | ES | $2M | – | 0.02 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28 | Long | Debt | ES | $10M | – | 0.10 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33 | Long | Debt | ES | $634K | – | 0.01 |
| CAIXABANK SA EUR REG S SR NON PREF (B) 1.375% 06-19-26 | Long | Debt | ES | $10M | – | 0.10 |
| CAIXABANK SA EUR REG S SUB (B) 2.25% 04-17-30/25 | Long | Debt | ES | $17M | – | 0.17 |
| CAIXABANK SA EUR REG S SUB (B) 6.125% 05-30-34/29 | Long | Debt | ES | $3M | – | 0.03 |
| CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26 | Long | Debt | US | $823K | – | 0.01 |
| CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 8.25% 06-15-29 | Long | Debt | US | $613K | – | 0.01 |
| CAMPBELL SOUP CO SR UNSEC 5.2% 03-21-29 | Long | Debt | US | $1M | – | 0.01 |
| CAMPBELL SOUP CO SR UNSEC 5.4% 03-21-34 | Long | Debt | US | $944K | – | 0.01 |
| CAN GB 10YR FUT CNU4 09-18-24 (TMX GROUP LTD) | Derivative-interest rate | CA | $622K | – | 0.01 | |
| CAN GB 2YR FUT CVU4 09-18-24 (TMX GROUP LTD) | Derivative-interest rate | CA | $140.53 | – | 0.00 | |
| CAN GB 5YR FUT XQU4 09-18-24 (TMX GROUP LTD) | Derivative-interest rate | CA | $101K | – | 0.00 | |
| CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $14M | – | 0.14 |
| CANADIAN GOVERNMENT BOND CAD 3.0% 11-01-24 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $43M | – | 0.43 |
| CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $94M | – | 0.95 |
| CANADIAN IMPERIAL BANK OF COMMERCE SR UNSEC 6.092% 10-03-33 | Long | Debt | CA | $6M | – | 0.06 |
| CANADIAN NATIONAL RAILWAY CO SR UNSEC 5.85% 11-01-33 | Long | Debt | CA | $767K | – | 0.01 |
| CANADIAN NATIONAL RAILWAY CO SR UNSEC 6.125% 11-01-53 | Long | Debt | CA | $230K | – | 0.00 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51 | Long | Debt | CA | $1M | – | 0.01 |
| CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29 | Long | Debt | PL | $229K | – | 0.00 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $1B | 15M | 14.68 |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M) | Long | Equity-common | US | $203K | 25K | 0.00 |
| CAPITAL ONE FINANCIAL CORP EUR SR UNSEC 1.65% 06-12-29 | Long | Debt | US | $3M | – | 0.03 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.051% 02-01-35/34 | Long | Debt | US | $6M | – | 0.06 |
| CAPITAL ONE FINANCIAL CORP SR UNSEC 6.377% 06-08-34/33 | Long | Debt | US | $3M | – | 0.03 |
| CARNIVAL CORP 144A LIFE SR SEC 1ST LIEN 4.0% 08-01-28 | Long | Debt | US | $352K | – | 0.00 |
| CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29 | Long | Debt | US | $1M | – | 0.01 |
| CARNIVAL CORP CV SR UNSEC 5.75% 12-01-27 | Long | Debt | US | $319K | – | 0.00 |
| CARRIER GLOBAL CORP EUR SR UNSEC 4.125% 05-29-28 | Long | Debt | US | $2M | – | 0.02 |
| CARRIER GLOBAL CORP EUR SR UNSEC 4.375% 05-29-25 | Long | Debt | US | $1M | – | 0.01 |
| CARRIER GLOBAL CORP EUR SR UNSEC 4.5% 11-29-32 | Long | Debt | US | $191K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27 | Long | Debt | US | $156K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.7% 02-15-31 | Long | Debt | US | $89K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.722% 02-15-30 | Long | Debt | US | $182K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 3.377% 04-05-40 | Long | Debt | US | $766K | – | 0.01 |
| CARRIER GLOBAL CORP SR UNSEC 3.577% 04-05-50 | Long | Debt | US | $36K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 5.9% 03-15-34 | Long | Debt | US | $494K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 6.2% 03-15-54 | Long | Debt | US | $314K | – | 0.00 |
| CAS 23-R04 1M1 144A FRN (SOFR30A+230) 05-25-43 (CONNECTICUT AVENUE SECURITIES CAS_23-R04) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.10 |
| CAS 23-R04 1M2 144A FRN (SOFR30A+355) 05-25-43 (CONNECTICUT AVENUE SECURITIES CAS_23-R04) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| CAS 23-R05 1M1 144A FRN (SOFR30A+190) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.06 |
| CAS 23-R05 1M2 144A FRN (SOFR30A+310) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CAS 23-R06 1M1 144A FRN (SOFR30A+170) 07-25-43 (FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06) | Long | ABS-collateralized bond/debt obligation | US | $10M | – | 0.10 |
| CAS 24-R01 1M2 144A FRN (SOFR30A+180) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.02 |
| CAS 24-R04 1M2 144A FRN (SOFR30A+165) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 3.5% 04-01-30 | Long | Debt | US | $561K | – | 0.01 |
| CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 5.0% 07-15-27 | Long | Debt | US | $1M | – | 0.01 |
| CATALENT PHARMA SOLUTIONS INC TL-B4 1ST LIEN (TSFR3M+300)(FLR 0.5) FRN 02-22-28 | Long | Loan | US | $116K | – | 0.00 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31 | Long | Debt | US | $752K | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33 | Long | Debt | US | $571K | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30 | Long | Debt | US | $329K | – | 0.00 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.75% 02-01-32 | Long | Debt | US | $533K | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30 | Long | Debt | US | $429K | – | 0.00 |
| CCO HOLDINGS LLC 144A SR UNSEC 5.0% 02-01-28 | Long | Debt | US | $234K | – | 0.00 |
| CDX NA HY S42 5Y 5.0% 06-20-29 0.3 REC ICE (CDX HIGH YIELD ISSUER) | Derivative-credit | US | $663K | – | 0.01 | |
| CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) | Derivative-credit | US | $-758K | – | -0.01 | |
| CELANESE US HOLDINGS LLC EUR SR UNSEC 0.625% 09-10-28 | Long | Debt | US | $2M | – | 0.02 |
| CELANESE US HOLDINGS LLC EUR SR UNSEC 4.777% 07-19-26 | Long | Debt | US | $3M | – | 0.03 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.35% 11-15-28 | Long | Debt | US | $615K | – | 0.01 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32 | Long | Debt | US | $1M | – | 0.01 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.55% 11-15-30 | Long | Debt | US | $342K | – | 0.00 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.7% 11-15-33 | Long | Debt | US | $659K | – | 0.01 |
| CENCORA INC SR UNSEC 2.7% 03-15-31 | Long | Debt | US | $3M | – | 0.03 |
| CENTENE CORP SR UNSEC 2.5% 03-01-31 | Long | Debt | US | $1M | – | 0.01 |
| CENTENE CORP SR UNSEC 2.625% 08-01-31 | Long | Debt | US | $946K | – | 0.01 |
| CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31 | Long | Debt | US | $265K | – | 0.00 |
| CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30 | Long | Debt | US | $678K | – | 0.01 |
| CFG 23-1 A 144A 8.56% 07-25-34/12-28-26 (CFG INVESTMENTS LTD CFG_23-1) | Long | ABS-other | US | $6M | – | 0.06 |
| CGCMT 23-PRM3 A 144A FRN 07-10-28 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 2.3% 02-01-32 | Long | Debt | US | $2M | – | 0.02 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53 | Long | Debt | US | $5M | – | 0.05 |
| CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29 | Long | Debt | US | $1M | – | 0.01 |
| CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29 | Long | Debt | US | $316K | – | 0.00 |
| CHEVRON CORP SR UNSEC 3.078% 05-11-50 | Long | Debt | US | $2M | – | 0.02 |
| CHF FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-44K | – | -0.00 | ||
| CHF FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-166K | – | -0.00 | ||
| CHF FWD SALE TO JPY 9/18/2024 | Derivative-foreign exchange | $-738K | – | -0.01 | ||
| CHILE GOVERNMENT INTERNATIONAL BOND 2.75% 01-31-27 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $188K | – | 0.00 |
| CHILE GOVERNMENT INTERNATIONAL BOND 4.0% 01-31-52 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $259K | – | 0.00 |
| CHILE GOVERNMENT INTERNATIONAL BOND 4.34% 03-07-42 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $618K | – | 0.01 |
| CHILE GOVERNMENT INTERNATIONAL BOND 4.85% 01-22-29 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $782K | – | 0.01 |
| CHINA DEV BANK CNY UNSEC 3.68% 02-26-26 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $6M | – | 0.06 |
| CHINA DEV BANK CNY UNSEC 2.89% 06-22-25 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $36M | – | 0.36 |
| CHINA DEV BANK CNY UNSEC 3.43% 01-14-27 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $8M | – | 0.08 |
| CHINA DEV BANK CNY UNSEC 3.5% 08-13-26 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $7M | – | 0.07 |
| CHINA GOVERNMENT BOND CNY 2.55% 10-15-28 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $14M | – | 0.14 |
| CHINA GOVERNMENT BOND CNY 2.67% 11-25-33 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $2M | – | 0.02 |
| CHINA GOVERNMENT BOND CNY 3.0% 10-15-53 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $5M | – | 0.05 |
| CHINA GOVERNMENT BOND CNY 3.72% 04-12-51 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $2M | – | 0.02 |
| CHINA GOVT BOND CNY 1.99% 04-09-25 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $3M | – | 0.03 |
| CHINA GOVT BOND CNY 2.26% 02-24-25 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $2M | – | 0.02 |
| CHINA GOVT BOND CNY 2.48% 04-15-27 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $1M | – | 0.01 |
| CHINA GOVT BOND CNY 2.69% 08-12-26 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $14M | – | 0.14 |
| CHINA GOVT BOND CNY 2.75% 02-17-32 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $57M | – | 0.58 |
| CHINA GOVT BOND CNY 2.88% 02-25-33 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $21M | – | 0.21 |
| CHINA GOVT BOND CNY 3.02% 05-27-31 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $3M | – | 0.03 |
| CHINA GOVT BOND CNY 3.12% 10-25-52 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $43M | – | 0.43 |
| CHINA GOVT BOND CNY 3.13% 11-21-29 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $11M | – | 0.11 |
| CHINA GOVT BOND CNY 3.19% 04-15-53 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $4M | – | 0.04 |
| CHINA GOVT BOND CNY 3.32% 04-15-52 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $607K | – | 0.01 |
| CHINA GOVT BOND CNY 3.39% 03-16-50 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $3M | – | 0.03 |
| CHINA GOVT BOND CNY 3.53% 10-18-51 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $39M | – | 0.40 |
| CHINA GOVT BOND CNY 3.81% 09-14-50 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $58M | – | 0.59 |
| CHINA GOVT BOND CNY 3.86% 07-22-49 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $84M | – | 0.85 |
| CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING PRP REG S SUB (H) 5.3% 12-31-79/07-05-27 (CHINA HUANENG GROUP HONG KONG TREASURY MANAGEMENT HOLDING LTD) | Long | Debt | CN | $2M | – | 0.02 |
| CHINA OIL & GAS GROUP LTD REG S SR SEC 1ST LIEN 4.7% 06-30-26 (CHINA OIL AND GAS GROUP LTD) | Long | Debt | HK | $33M | – | 0.33 |
| CHINA PEOPLES REP CNY 3.29% 05-23-29 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $21M | – | 0.21 |
| CHS 144A LIFE SR SEC 1ST LIEN 10.875% 01-15-32 (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $177K | – | 0.00 |
| CHS 144A LIFE SR SEC 1ST LIEN 5.625% 03-15-27 (CHS/COMMUNITY HEALTH SYSTEMS INC) | Long | Debt | US | $625K | – | 0.01 |
| CHUBB INA HOLDINGS LLC SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $893K | – | 0.01 |
| CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB REG S SR UNSEC 4.375% 07-22-31 (CIBANCO SA INSTITUCION DE BANCA MULTIPLE TRUST CIB/3332) | Long | Debt | MX | $2M | – | 0.02 |
| CIGNA GROUP SR UNSEC 5.125% 05-15-31 (CIGNA GROUP/THE) | Long | Debt | US | $3M | – | 0.03 |
| CIGNA GROUP SR UNSEC 5.25% 02-15-34 (CIGNA GROUP/THE) | Long | Debt | US | $2M | – | 0.02 |
| CISCO SYSTEMS INC SR UNSEC 4.95% 02-26-31 | Long | Debt | US | $3M | – | 0.03 |
| CISCO SYSTEMS INC SR UNSEC 5.05% 02-26-34 | Long | Debt | US | $5M | – | 0.05 |
| CISCO SYSTEMS INC SR UNSEC 5.3% 02-26-54 | Long | Debt | US | $404K | – | 0.00 |
| CITGO PETROLEUM CORP 144A LIFE SR SEC 1ST LIEN 8.375% 01-15-29 (CITGO PETROLEUM CORPORATION) | Long | Debt | US | $397K | – | 0.00 |
| CITIGROUP INC SR UNSEC 3.106% 04-08-26/25 | Long | Debt | US | $6M | – | 0.06 |
| CITIGROUP INC SUB 5.827% 02-13-35/34 | Long | Debt | US | $4M | – | 0.04 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29 | Long | Debt | US | $9M | – | 0.09 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 6.645% 04-25-35/34 | Long | Debt | US | $2M | – | 0.02 |
| CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.625% 11-01-30 | Long | Debt | US | $59K | – | 0.00 |
| CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31 | Long | Debt | US | $820K | – | 0.01 |
| CK HUTCHISON INTERNATIONAL 20 LTD REG S SR UNSEC 3.375% 05-08-50 | Long | Debt | KY | $177K | – | 0.00 |
| CK HUTCHISON INTERNATIONAL 23 LTD 144A LIFE SR UNSEC 4.75% 04-21-28 (CK HUTCHISON INTERNATIONAL (23) LTD) | Long | Debt | HK | $326K | – | 0.00 |
| CK HUTCHISON INTERNATIONAL 24 LTD 144A LIFE SR UNSEC 5.5% 04-26-34 | Long | Debt | HK | $200K | – | 0.00 |
| CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27 | Long | Debt | US | $554K | – | 0.01 |
| CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29 | Long | Debt | US | $255K | – | 0.00 |
| CLEAN HARBORS INC 144A LIFE SR UNSEC 6.375% 02-01-31 | Long | Debt | US | $320K | – | 0.00 |
| CLEVELAND ELECTRIC ILLUMINATING CO 144A LIFE SR UNSEC 3.5% 04-01-28 | Long | Debt | US | $1M | – | 0.01 |
| CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31 | Long | Debt | US | $526K | – | 0.01 |
| CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29 | Long | Debt | US | $1M | – | 0.01 |
| CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29 | Long | Debt | US | $3M | – | 0.03 |
| CLOUD SOFTWARE GROUP INC TL 1ST LIEN (TSFR3M+400) FRN 03-30-29 | Long | Loan | US | $1M | – | 0.01 |
| CLP FWD PUR FROM USD NDF 7/15/2024 | Derivative-foreign exchange | $-26K | – | -0.00 | ||
| CLP FWD PUR FROM USD NDF 7/30/2024 | Derivative-foreign exchange | $-200K | – | -0.00 | ||
| CNH FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $919.63 | – | 0.00 | ||
| CNH FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $592.22 | – | 0.00 | ||
| CNH FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-39K | – | -0.00 | ||
| CNH FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-435K | – | -0.00 | ||
| CNH FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-1M | – | -0.01 | ||
| CNH FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32 | Long | Debt | US | $862K | – | 0.01 |
| COCA-COLA CO SR UNSEC 2.5% 03-15-51 | Long | Debt | US | $431K | – | 0.00 |
| COCA-COLA CO SR UNSEC 5.0% 05-13-34 | Long | Debt | US | $2M | – | 0.02 |
| COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28 | Long | Debt | US | $815K | – | 0.01 |
| COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31 | Long | Debt | US | $590K | – | 0.01 |
| COINBASE GLOBAL INC CV SR UNSEC 0.5% 06-01-26 | Long | Debt | US | $155K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.0% 06-15-45 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $1M | – | 0.01 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 5.2% 05-15-49 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $469K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 7.5% 02-02-34 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $617K | – | 0.01 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 04-20-33 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $301K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $1M | – | 0.01 |
| COLOMBIAN TES COP 13.25% 02-09-33 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $1M | – | 0.01 |
| COLOMBIAN TES COP 7.0% 03-26-31 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $5M | – | 0.05 |
| COLOMBIAN TES COP 7.0% 06-30-32 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $126K | – | 0.00 |
| COLOMBIAN TES COP 7.25% 10-18-34 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $352K | – | 0.00 |
| COMCAST CORP EUR SR UNSEC 0.0% 09-14-26 | Long | Debt | US | $7M | – | 0.07 |
| COMCAST CORP EUR SR UNSEC 0.25% 05-20-27 | Long | Debt | US | $7M | – | 0.07 |
| COMCAST CORP EUR SR UNSEC 0.25% 09-14-29 | Long | Debt | US | $3M | – | 0.03 |
| COMCAST CORP SR UNSEC 1.5% 02-15-31 | Long | Debt | US | $4M | – | 0.04 |
| COMCAST CORP SR UNSEC 1.95% 01-15-31 | Long | Debt | US | $530K | – | 0.01 |
| COMCAST CORP SR UNSEC 3.95% 10-15-25 | Long | Debt | US | $4M | – | 0.04 |
| COMCAST CORP SR UNSEC 4.55% 01-15-29 | Long | Debt | US | $1M | – | 0.01 |
| COMCAST CORP SR UNSEC 4.8% 05-15-33 | Long | Debt | US | $323K | – | 0.00 |
| COMCAST CORP SR UNSEC 5.65% 06-01-54 | Long | Debt | US | $479K | – | 0.00 |
| COMMERZBANK AG EUR REG S SR NON PREF (B) 4.625% 01-17-31/30 | Long | Debt | DE | $17M | – | 0.18 |
| COMMSCOPE LLC 144A LIFE SR SEC 1ST LIEN 6.0% 03-01-26 (COMMSCOPE INC) | Long | Debt | US | $250K | – | 0.00 |
| COMMSCOPE LLC 144A LIFE SR UNSEC 8.25% 03-01-27 (COMMSCOPE INC) | Long | Debt | US | $108K | – | 0.00 |
| COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 6.0% 06-15-25 | Long | Debt | US | $869K | – | 0.01 |
| COMMSCOPE TL-B (TSFR3M+325) 8.70841% 04-06-26 (COMMSCOPE INC) | Long | Loan | US | $148K | – | 0.00 |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32 | Long | Debt | US | $290K | – | 0.00 |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29 | Long | Debt | US | $1M | – | 0.01 |
| COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30 | Long | Debt | US | $317K | – | 0.00 |
| COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29 | Long | Debt | US | $1M | – | 0.01 |
| CONAGRA BRANDS INC SR UNSEC 5.3% 11-01-38 | Long | Debt | US | $1M | – | 0.01 |
| CONCENTRA ESCROW ISSUER CORP 144A LIFE SR UNSEC 6.875% 07-15-32 | Long | Debt | US | $137K | – | 0.00 |
| CONNECT FINCO SARL 144A LIFE SR SEC 1ST LIEN 6.75% 10-01-26 | Long | Debt | LU | $937K | – | 0.01 |
| CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53 | Long | Debt | US | $1M | – | 0.01 |
| CONSOLIDATED ENERGY FINANCE SA 144A LIFE SR UNSEC 12.0% 02-15-31 | Long | Debt | LU | $826K | – | 0.01 |
| CONSTELLATION BRANDS INC SR UNSEC 2.25% 08-01-31 | Long | Debt | US | $2M | – | 0.02 |
| CONSTELLATION BRANDS INC SR UNSEC 2.875% 05-01-30 | Long | Debt | US | $741K | – | 0.01 |
| CONSTELLATION BRANDS INC SR UNSEC 4.35% 05-09-27 | Long | Debt | US | $1M | – | 0.01 |
| CONSTELLATION BRANDS INC SR UNSEC 4.75% 05-09-32 | Long | Debt | US | $782K | – | 0.01 |
| CONSTELLATION BRANDS INC SR UNSEC 4.9% 05-01-33 | Long | Debt | US | $2M | – | 0.02 |
| CONSTELLATION OIL SERVICES HOLDING SA B-1 (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | LU | $484K | 3M | 0.00 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 4.625% 05-15-33 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $719K | – | 0.01 |
| COP FWD PUR FROM USD NDF 7/26/2024 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| COP FWD PUR FROM USD NDF 7/26/2024 | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| COP FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $437.67 | – | 0.00 | ||
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.0% 01-15-29 | Long | Debt | US | $434K | – | 0.00 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.25% 03-15-26 | Long | Debt | US | $990K | – | 0.01 |
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.9% 12-01-33 | Long | Debt | US | $296K | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 | Long | Debt | US | $5M | – | 0.05 |
| COREBRIDGE FINANCIAL INC SR UNSEC 4.4% 04-05-52 | Long | Debt | US | $196K | – | 0.00 |
| CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28 | Long | Debt | US | $672K | – | 0.01 |
| CORELOGIC INC TL 2ND LIEN (TSFR3M+650) (FLR 0.5) 11.95841% 06-04-29 | Long | Loan | US | $294K | – | 0.00 |
| COTY INC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-30 | Long | Debt | US | $457K | – | 0.00 |
| COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32 | Long | Debt | US | $507K | – | 0.01 |
| CPS 22-C B 144A 4.88% 04-15-30/09-16-24 (CPS AUTO RECEIVABLES TRUST CPS_22-C) | Long | ABS-other | US | $2M | – | 0.02 |
| CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31 (BIP-V CHINOOK HOLDCO LLC) | Long | Debt | US | $773K | – | 0.01 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.375% 01-15-33 | Long | Debt | US | $135K | – | 0.00 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32 | Long | Debt | US | $734K | – | 0.01 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28 | Long | Debt | US | $1M | – | 0.01 |
| CROWN CASTLE INC SR UNSEC 2.5% 07-15-31 | Long | Debt | US | $888K | – | 0.01 |
| CROWN CASTLE INC SR UNSEC 5.0% 01-11-28 | Long | Debt | US | $2M | – | 0.02 |
| CROWN CASTLE INC SR UNSEC 5.8% 03-01-34 | Long | Debt | US | $927K | – | 0.01 |
| CSC HOLDINGS LLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.0) 9.82880% 01-18-28 | Long | Loan | US | $264K | – | 0.00 |
| CSX CORP SR UNSEC 2.5% 05-15-51 | Long | Debt | US | $171K | – | 0.00 |
| CSX CORP SR UNSEC 4.1% 11-15-32 | Long | Debt | US | $520K | – | 0.01 |
| CSX CORP SR UNSEC 4.25% 03-15-29 | Long | Debt | US | $3M | – | 0.03 |
| CSX CORP SR UNSEC 5.2% 11-15-33 | Long | Debt | US | $2M | – | 0.02 |
| CUSHMAN & WAKEFIELD US BORROWER LLC TL-B (TSFR3M+375)(FLR 0.50) FRN 01-31-30 | Long | Loan | US | $111K | – | 0.00 |
| CVS HEALTH CORP SR UNSEC 3.25% 08-15-29 | Long | Debt | US | $2M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 5.125% 02-21-30 | Long | Debt | US | $3M | – | 0.03 |
| CVS HEALTH CORP SR UNSEC 5.25% 02-21-33 | Long | Debt | US | $1M | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 5.55% 06-01-31 | Long | Debt | US | $2M | – | 0.02 |
| CVS HEALTH CORP SR UNSEC 5.7% 06-01-34 | Long | Debt | US | $4M | – | 0.04 |
| CVS HEALTH CORP SR UNSEC 5.875% 06-01-53 | Long | Debt | US | $767K | – | 0.01 |
| CVS HEALTH CORP SR UNSEC 6.0% 06-01-63 | Long | Debt | US | $90K | – | 0.00 |
| CZECH REPUBLIC GOVERNMENT BOND CZK (B) 1.2% 03-13-31 | Long | Debt | CZ | $2M | – | 0.02 |
| CZECH REPUBLIC GOVERNMENT BOND CZK 1.75% 06-23-32 | Long | Debt | CZ | $574K | – | 0.01 |
| CZECH REPUBLIC GOVERNMENT BOND CZK 1.95% 07-30-37 | Long | Debt | CZ | $646K | – | 0.01 |
| CZECH REPUBLIC GOVERNMENT BOND CZK 4.9% 04-14-34 | Long | Debt | CZ | $5M | – | 0.05 |
| CZECH REPUBLIC GOVERNMENT BOND CZK REG S 0.95% 05-15-30 | Long | Debt | CZ | $581K | – | 0.01 |
| CZK FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-27K | – | -0.00 | ||
| CZK FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-68K | – | -0.00 | ||
| CZK FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $31K | – | 0.00 | ||
| CZK FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $16K | – | 0.00 | ||
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.125% 09-25-29 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $642K | – | 0.01 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 06-25-34 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $148K | – | 0.00 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.4% 09-20-28 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $990K | – | 0.01 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.5% 09-20-33 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $630K | – | 0.01 |
| DAIMLER TRUCK INTERNATIONAL FINANCE BV EUR REG S SR UNSEC (B) 1.625% 04-06-27 | Long | Debt | NL | $1M | – | 0.01 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 2.5% 12-14-31 | Long | Debt | US | $1M | – | 0.01 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27 | Long | Debt | US | $6M | – | 0.06 |
| DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30 | Long | Debt | US | $280K | – | 0.00 |
| DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29 | Long | Debt | DE | $24M | – | 0.25 |
| DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $9M | – | 0.09 |
| DEUTSCHE BANK AG SR NON PREF 6.72% 01-18-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $878K | – | 0.01 |
| DEUTSCHE BANK AG SR NON PREF 6.819% 11-20-29/28 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $2M | – | 0.02 |
| DEUTSCHE BANK AG SR NON PREF 7.146% 07-13-27/26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $732K | – | 0.01 |
| DEUTSCHE TELEKOM AG EUR REG S SR UNSEC (B) 1.375% 07-05-34 | Long | Debt | DE | $2M | – | 0.02 |
| DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $5K | – | 0.00 |
| DEUTSCHLAND REP EUR REG S (B) 0.0% 10-09-26 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $2M | – | 0.02 |
| DEUTSCHLAND REP EUR REG S (B) 2.5% 03-13-25 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $43M | – | 0.43 |
| DEVELOPMENT BANK OF KAZAKHSTAN JSC KZT REG S SR UNSEC 10.95% 05-06-26 | Long | Debt | KZ | $998K | – | 0.01 |
| DH EUROPE FINANCE II SARL EUR SR UNSEC 0.45% 03-18-28 | Long | Debt | LU | $3M | – | 0.03 |
| DIAMOND SPORTS GROUP LLC 144A LIFE SR UNSEC 6.625% 08-15-27 | Long | Debt | US | $26K | – | 0.00 |
| DIAMOND SPORTS GROUP LLC PIK TL-DIP 5% 12-02-24 | Long | Loan | US | $99K | – | 0.00 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.15% 01-30-30 | Long | Debt | US | $584K | – | 0.01 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.4% 04-18-34 | Long | Debt | US | $956K | – | 0.01 |
| DIAMONDBACK ENERGY INC SR UNSEC 5.75% 04-18-54 | Long | Debt | US | $420K | – | 0.00 |
| DIEBOLD NIXDORF INC TL 144A (TSFR3M+750) FRN 08-11-28 | Long | Loan | US | $2M | – | 0.02 |
| DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27 | Long | Debt | US | $621K | – | 0.01 |
| DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+500)(FLR 0.75) 10.45841% 08-02-27 | Long | Loan | US | $313K | – | 0.00 |
| DISH DBS CORP 144A LIFE SR SEC 1ST LIEN 5.25% 12-01-26 | Long | Debt | US | $158K | – | 0.00 |
| DISH DBS CORP SR UNSEC 5.875% 11-15-24 | Long | Debt | US | $2M | – | 0.02 |
| DISH DBS CORP SR UNSEC 7.75% 07-01-26 | Long | Debt | US | $118K | – | 0.00 |
| DISH DBS CV SR UNSEC 3.375% 08-15-26 (DISH NETWORK CORP) | Long | Debt | US | $244K | – | 0.00 |
| DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27 | Long | Debt | US | $3M | – | 0.03 |
| DKK FWD PUR FROM EUR 7/25/2024 | Derivative-foreign exchange | $-97 | – | -0.00 | ||
| DKK FWD SALE TO EUR 7/25/2024 | Derivative-foreign exchange | $361.97 | – | 0.00 | ||
| DKK FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| DOMINICAN REPUBLIC INTERNATIONAL BOND DOP 144A LIFE 10.75% 06-01-36 (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $1M | – | 0.01 |
| DOMINICAN REPUBLIC INTERNATIONAL BOND REG S 5.875% 01-30-60 (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $2M | – | 0.02 |
| DOW CHEMICAL CO EUR SR UNSEC 1.875% 03-15-40 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $402K | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 3.6% 11-15-50 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $338K | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 4.8% 05-15-49 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $423K | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 5.15% 02-15-34 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $698K | – | 0.01 |
| DOW CHEMICAL CO SR UNSEC 5.55% 11-30-48 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $125K | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 5.6% 02-15-54 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $450K | – | 0.00 |
| DOW CHEMICAL CO SR UNSEC 6.9% 05-15-53 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $63K | – | 0.00 |
| DTE ELECTRIC CO SR SEC 1ST LIEN 3.0% 03-01-32 (DTE ELECTRIC COMPANY) | Long | Debt | US | $3M | – | 0.03 |
| DUA CAPITAL LTD SUKUK REG S SR UNSEC 2.78% 05-11-31 | Long | Debt | MY | $4M | – | 0.04 |
| DUKE ENERGY CAROLINAS LLC SR SEC 1ST LIEN 5.35% 01-15-53 | Long | Debt | US | $589K | – | 0.01 |
| DUKE ENERGY CORP 4.125% 04-15-26 | Long | Debt | US | $230K | – | 0.00 |
| DUKE ENERGY FLORIDA LLC SR SEC 1ST LIEN 5.875% 11-15-33 | Long | Debt | US | $2M | – | 0.02 |
| DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29 (DUN & BRADSTREET CORP (THE)) | Long | Debt | US | $141K | – | 0.00 |
| E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31 | Long | Debt | DE | $5M | – | 0.05 |
| EART 23-5 B 6.58% 04-17-28/02-17-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) | Long | ABS-other | US | $492K | – | 0.00 |
| EASTMAN CHEMICAL CO SR UNSEC 5.625% 02-20-34 | Long | Debt | US | $549K | – | 0.01 |
| ECOPETROL SA SR UNSEC 6.875% 04-29-30 | Long | Debt | CO | $9M | – | 0.09 |
| ECOPETROL SA SR UNSEC 8.375% 01-19-36 | Long | Debt | CO | $7M | – | 0.07 |
| ECOPETROL SA SR UNSEC 8.625% 01-19-29 | Long | Debt | CO | $17M | – | 0.17 |
| ECOPETROL SA SR UNSEC 8.875% 01-13-33 | Long | Debt | CO | $10M | – | 0.10 |
| EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-79/03-15-27 | Long | Debt | US | $453K | – | 0.00 |
| EDISON INTERNATIONAL SR UNSEC 6.95% 11-15-29 | Long | Debt | US | $2M | – | 0.02 |
| EFSF EUR REG S (B) 0.4% 02-17-25 (EUROPEAN FINANCIAL STABILITY FACILITY) | Long | Debt | LU | $27M | – | 0.27 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.8% 09-30-27 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $736K | – | 0.01 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 5.875% 02-16-31 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $1M | – | 0.01 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 6.588% 02-21-28 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $11M | – | 0.11 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.0529% 01-15-32 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $353K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.5% 02-16-61 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $262K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.6003% 03-01-29 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $273K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 7.903% 02-21-48 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $183K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.15% 11-20-59 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $400K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.5% 01-31-47 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $375K | – | 0.00 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 8.7002% 03-01-49 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $599K | – | 0.01 |
| EGYPT TREASURY BILLS EGP 0.0% 03-11-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $8M | – | 0.08 |
| EGYPT TREASURY BILLS EGP 0.0% 03-18-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $48M | – | 0.48 |
| EGYPT TREASURY BILLS EGP 0.0% 09-10-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $2M | – | 0.02 |
| EGYPT TREASURY BILLS EGP 0.0% 09-17-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $3M | – | 0.03 |
| EGYPT TREASURY BILLS EGP 0.0% 10-01-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $4M | – | 0.04 |
| EGYPT TREASURY BILLS EGP 0.0% 11-12-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $5M | – | 0.05 |
| EGYPT TREASURY BILLS EGP 0.0% 11-19-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $8M | – | 0.08 |
| ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29 | Long | Debt | FR | $5M | – | 0.05 |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28 | Long | Debt | FR | $12M | – | 0.12 |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.875% 12-31-79/03-15-27 | Long | Debt | FR | $7M | – | 0.07 |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 3.375% 12-31-79/09-15-30 | Long | Debt | FR | $375K | – | 0.00 |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28 | Long | Debt | FR | $5M | – | 0.05 |
| ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33 | Long | Debt | FR | $2M | – | 0.02 |
| ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28 | Long | Debt | US | $598K | – | 0.01 |
| EMBARQ CORP SR UNSEC 7.995% 06-01-36 | Long | Debt | US | $82K | – | 0.00 |
| ENBRIDGE INC SR UNSEC 6.7% 11-15-53 | Long | Debt | CA | $449K | – | 0.00 |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A LIFE SR UNSEC 8.5% 05-01-28 | Long | Debt | US | $306K | – | 0.00 |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A LIFE SR UNSEC 8.75% 05-01-31 | Long | Debt | US | $548K | – | 0.01 |
| ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31 | Long | Debt | US | $1M | – | 0.01 |
| ENDO INC (1145 SHARES) | Long | Equity-common | US | $261K | 9K | 0.00 |
| ENDO INC 144A 4(A)(2) (NOT LISTED OR TRADING) | Long | Equity-common | US | $90K | 3K | 0.00 |
| ENDO INC 1L 6.125 ESCROW (NOT LISTED OR TRADING) | Long | Equity-common | US | $0.08 | 805K | 0.00 |
| ENDO INC GUC 6.0 ESCROW (NOT LISTED OR TRADING) | Long | Equity-common | US | $0.06 | 625K | 0.00 |
| ENDO INTERNATIONAL PLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.5) FRN 04-23-31 | Long | Loan | IE | $824K | – | 0.01 |
| ENEL SPA EUR PRP REG S SUB (H) (B) 3.5% 12-31-79/05-24-25 | Long | Debt | IT | $1M | – | 0.01 |
| ENERGY TRANSFER PARTNERS JR SUB PFD PRP (H) 6.5% 12-31-79/11-15-26 (ENERGY TRANSFER LP) | Long | Debt | US | $251K | – | 0.00 |
| ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30 | Long | Debt | ES | $17M | – | 0.17 |
| ENI SPA 144A LIFE SR UNSEC 5.5% 05-15-34 | Long | Debt | IT | $891K | – | 0.01 |
| ENI SPA 144A LIFE SR UNSEC 5.95% 05-15-54 | Long | Debt | IT | $1M | – | 0.01 |
| ENN CLEAN ENERGY INTERNATIONAL INVESTMENT LTD 144A LIFE SR UNSEC 3.375% 05-12-26 | Long | Debt | CN | $763K | – | 0.01 |
| ENN ENERGY HOLDINGS LTD 144A LIFE SR UNSEC 2.625% 09-17-30 | Long | Debt | CN | $174K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 4.75% 01-15-31 | Long | Debt | US | $122K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.375% 04-01-29 | Long | Debt | US | $116K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27 | Long | Debt | US | $1M | – | 0.01 |
| EQUINIX INC EUR SR UNSEC 0.25% 03-15-27 | Long | Debt | US | $7M | – | 0.07 |
| EQUINIX INC EUR SR UNSEC 1.0% 03-15-33 | Long | Debt | US | $1M | – | 0.01 |
| EQUINIX INC SR UNSEC 3.0% 07-15-50 | Long | Debt | US | $2M | – | 0.02 |
| EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32 (EQUIPMENTSHARECOM INC) | Long | Debt | US | $317K | – | 0.00 |
| EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28 (EQUIPMENTSHARECOM INC) | Long | Debt | US | $697K | – | 0.01 |
| ESKOM HOLDINGS SOC LTD REG S SR UNSEC 7.125% 02-11-25 | Long | Debt | ZA | $35M | – | 0.35 |
| ESTONIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 01-17-34 (ESTONIA (REPUBLIC OF)) | Long | Debt | EE | $1M | – | 0.01 |
| ESTONIA GOVERNMENT INTERNATIONAL BOND EUR REG S 4.0% 10-12-32 (ESTONIA (REPUBLIC OF)) | Long | Debt | EE | $1M | – | 0.01 |
| ETHIOPIA INTERNATIONAL BOND REG S 6.625% 12-11-24 (ETHIOPIA FEDERAL DEMOCRATIC REPUBLIC OF (GOVERNMENT)) | Long | Debt | ET | $544K | – | 0.01 |
| EUR C USD P FX OPT @ 1.09 07-17-24 | Derivative-foreign exchange | US | $34K | – | 0.00 | |
| EUR FWD PUR FROM CAD 7/10/2024 | Derivative-foreign exchange | $-679K | – | -0.01 | ||
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-140K | – | -0.00 | ||
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-1M | – | -0.01 | ||
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-4M | – | -0.04 | ||
| EUR FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $-620K | – | -0.01 | ||
| EUR FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $555K | – | 0.01 | ||
| EUR FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $47K | – | 0.00 | ||
| EUR FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $33K | – | 0.00 | ||
| EUR FWD PUR FROM USD 8/15/2024 | Derivative-foreign exchange | $47K | – | 0.00 | ||
| EUR FWD PUR FROM USD 8/15/2024 | Derivative-foreign exchange | $-408K | – | -0.00 | ||
| EUR FWD PUR FROM USD 9/18/2024 | Derivative-foreign exchange | $-19K | – | -0.00 | ||
| EUR FWD PUR FROM USD 9/18/2024 | Derivative-foreign exchange | $-332K | – | -0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $392K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $223K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $16K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $13K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $444K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $-62K | – | -0.00 | ||
| EUR FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $139K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $-121K | – | -0.00 | ||
| EUR FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $255K | – | 0.00 | ||
| EUR FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $19K | – | 0.00 | ||
| EUR P USD C FX OPT @ 1.04 07-17-24 | Derivative-foreign exchange | US | $-29K | – | -0.00 | |
| EURO-BOBL 5YR FUT OEU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $3M | – | 0.03 | |
| EURO-BUND 10YR FUT RXU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-431K | – | -0.00 | |
| EURO-BUXL 30YR FUT UBU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-41K | – | -0.00 | |
| EURO-SCHATZ 2YR FUT DUU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $308K | – | 0.00 | |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 10.0% 12-06-32/27 | Long | Debt | GR | $23M | – | 0.23 |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 6.25% 04-25-34/29 | Long | Debt | GR | $7M | – | 0.07 |
| EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $2M | – | 0.02 |
| EUROPEAN BANK FOR RECONSTRUCTION A 5.0% 01-15-26 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $4M | – | 0.04 |
| EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $6M | – | 0.06 |
| EUROPEAN BK RECON & DEV 6.3% 10-26-27 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $3M | – | 0.03 |
| EUROPEAN INVESTMENT BANK EUR REG S (B) 0.0% 01-14-31 | Long | Debt | LU | $2M | – | 0.02 |
| EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $35M | – | 0.35 |
| EUROPEAN INVT BK EUR REG S SR UNSEC 1.5% 06-15-32 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $6M | – | 0.06 |
| EUROPEAN UNION 3.375% 10-04-39 | Long | Debt | BE | $12M | – | 0.12 |
| EUROPEAN UNION 3.375% 10-05-54 | Long | Debt | BE | $4M | – | 0.04 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 03-04-26 | Long | Debt | BE | $4M | – | 0.04 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 06-02-28 | Long | Debt | BE | $19M | – | 0.19 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 07-04-35 | Long | Debt | BE | $1M | – | 0.01 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 10-04-28 | Long | Debt | BE | $757K | – | 0.01 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 2.625% 02-04-48 | Long | Debt | BE | $371K | – | 0.00 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 2.875% 12-06-27 | Long | Debt | BE | $5M | – | 0.05 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 3.0% 12-04-34 | Long | Debt | BE | $3M | – | 0.03 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 3.125% 12-04-30 | Long | Debt | BE | $1M | – | 0.01 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 3.125% 12-05-28 | Long | Debt | BE | $700K | – | 0.01 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-04-31 | Long | Debt | BE | $4M | – | 0.04 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 11-04-25 | Long | Debt | BE | $360K | – | 0.00 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.2% 06-04-36 | Long | Debt | BE | $9M | – | 0.09 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.25% 10-22-26 | Long | Debt | BE | $5M | – | 0.05 |
| EVERSOURCE ENERGY SR UNSEC 5.5% 01-01-34 | Long | Debt | US | $2M | – | 0.02 |
| EVONIK INDUSTRIES AG EUR REG S SUB (H) (B) 1.375% 09-02-81/12-02-26 | Long | Debt | DE | $2M | – | 0.02 |
| EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29 (EXPORT IMPORT BANK OF THAILAND) | Long | Debt | TH | $14M | – | 0.14 |
| EXPORT-IMPORT BK INDIA REG S SR UNSEC 5.5% 01-18-33 (EXPORT-IMPORT BANK OF INDIA) | Long | Debt | IN | $2M | – | 0.02 |
| EXXON MOBIL CORP SR UNSEC 3.452% 04-15-51 | Long | Debt | US | $2M | – | 0.02 |
| FED FUND 30DAY FUT FFQ4 08-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-48K | – | -0.00 | |
| FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30 | Long | Debt | US | $110K | – | 0.00 |
| FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31 | Long | Debt | US | $276K | – | 0.00 |
| FIESTA PURCHASER INC TL-B 1ST LIEN (TSFR3M+400)(FLR 0.0) FRN 02-12-31 | Long | Loan | US | $366K | – | 0.00 |
| FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29 | Long | Loan | US | $546K | – | 0.01 |
| FINASTRA USA INC TL-REVOLVER FUNDED PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29 | Long | Loan | US | $8K | – | 0.00 |
| FINASTRA USA INC TL-REVOLVER UNFUNDED PP FRN 09-13-29 | Long | Loan | US | $49K | – | 0.00 |
| FINDETER COP REG S SR UNSEC 7.875% 08-12-24 (FINANCIERA DE DESARROLLO TERRITORIAL SA FINDETER) | Long | Debt | CO | $3M | – | 0.03 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29 | Long | Debt | CA | $6M | – | 0.06 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27 | Long | Debt | CA | $13M | – | 0.13 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 8.625% 06-01-31 | Long | Debt | CA | $2M | – | 0.02 |
| FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29 | Long | Debt | US | $631K | – | 0.01 |
| FIRST STUDENT BIDCO INC TL-B 1ST LIEN (TSFR3M+300) (FLR 0.5) FRN 07-21-28 | Long | Loan | US | $213K | – | 0.00 |
| FIRST STUDENT BIDCO INC TL-C 1ST LIEN (TSFR3M+300) (FLR 0.5) 8.59619% 07-21-28 | Long | Loan | US | $65K | – | 0.00 |
| FIRSTENERGY CORP SR UNSEC 2.25% 09-01-30 | Long | Debt | US | $2M | – | 0.02 |
| FIRSTENERGY CORP SR UNSEC 2.65% 03-01-30 | Long | Debt | US | $2M | – | 0.02 |
| FISERV INC GBP SR UNSEC 2.25% 07-01-25 | Long | Debt | US | $184K | – | 0.00 |
| FIVE CORNERS FUNDING TRUST IV 144A LIFE SR UNSEC 5.997% 02-15-53 | Long | Debt | US | $504K | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.1% 04-01-33 | Long | Debt | US | $1M | – | 0.01 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.3% 06-15-34 | Long | Debt | US | $2M | – | 0.02 |
| FLORIDA POWER & LIGHT CO SR SEC 1ST LIEN 5.6% 06-15-54 | Long | Debt | US | $1M | – | 0.01 |
| FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL 3.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNCL 3.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| FNCL 3.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $12M | – | 0.12 |
| FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $27M | – | 0.27 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $9M | – | 0.10 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $49M | – | 0.50 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $188M | – | 1.89 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $108M | – | 1.08 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $217M | – | 2.18 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $91M | – | 0.91 |
| FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $79M | – | 0.79 |
| FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $21M | – | 0.22 |
| FNCL UMBS 2.0 MA4577 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL UMBS 3.0 CB0046 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.10 |
| FNCL UMBS 3.0 SD8225 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 BW7750 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $176K | – | 0.00 |
| FNCL UMBS 4.0 BX4568 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $115K | – | 0.00 |
| FNCL UMBS 4.0 CB3528 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 FS1948 05-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $906K | – | 0.01 |
| FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $913K | – | 0.01 |
| FNCL UMBS 4.0 MA5177 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 4.0 MA5385 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL UMBS 4.0 QE9001 08-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $88K | – | 0.00 |
| FNCL UMBS 4.0 QG1084 03-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $481K | – | 0.00 |
| FNCL UMBS 4.0 QG8544 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $236K | – | 0.00 |
| FNCL UMBS 4.0 QH5655 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $750K | – | 0.01 |
| FNCL UMBS 4.0 QI0100 02-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $458K | – | 0.00 |
| FNCL UMBS 4.0 SD1883 06-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $45K | – | 0.00 |
| FNCL UMBS 4.0 SD8321 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $49K | – | 0.00 |
| FNCL UMBS 4.0 SD8357 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $198K | – | 0.00 |
| FNCL UMBS 4.0 SD8379 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 4.0 SD8406 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.0 SD8435 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $632K | – | 0.01 |
| FNCL UMBS 4.5 BV0952 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 4.5 BV8055 09-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $22M | – | 0.22 |
| FNCL UMBS 4.5 BW1215 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 4.5 CB4852 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FNCL UMBS 4.5 FS5675 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42M | – | 0.42 |
| FNCL UMBS 4.5 MA4840 12-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| FNCL UMBS 5.0 BW9637 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.18 |
| FNCL UMBS 5.0 RJ1855 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $186M | – | 1.87 |
| FNCL UMBS 5.0 SD8258 10-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23M | – | 0.23 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $150K | – | 0.00 |
| FNCL UMBS 5.5 BU4699 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FNCL UMBS 5.5 CB8337 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.19 |
| FNCL UMBS 5.5 CB8536 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 5.5 DB5160 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $662K | – | 0.01 |
| FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 5.5 FS6668 12-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $261K | – | 0.00 |
| FNCL UMBS 5.5 FS6809 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $248K | – | 0.00 |
| FNCL UMBS 5.5 FS8131 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $204K | – | 0.00 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35K | – | 0.00 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $125K | – | 0.00 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $467K | – | 0.00 |
| FNCL UMBS 5.5 MA5107 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $101K | – | 0.00 |
| FNCL UMBS 5.5 MA5190 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.15 |
| FNCL UMBS 5.5 MA5271 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 5.5 MA5331 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNCL UMBS 5.5 QI8872 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 5.5 RJ1413 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $35M | – | 0.35 |
| FNCL UMBS 5.5 RJ1415 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $14M | – | 0.14 |
| FNCL UMBS 5.5 RJ1448 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $9M | – | 0.09 |
| FNCL UMBS 5.5 RJ1768 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 5.5 RJ1857 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $33M | – | 0.33 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $556K | – | 0.01 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $20M | – | 0.20 |
| FNCL UMBS 5.5 SD8367 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $39M | – | 0.39 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL UMBS 6.0 BU4700 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $6M | – | 0.06 |
| FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $719K | – | 0.01 |
| FNCL UMBS 6.0 FS7031 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.04 |
| FNCL UMBS 6.0 FS7503 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.02 |
| FNCL UMBS 6.0 FS8153 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $11M | – | 0.11 |
| FNCL UMBS 6.0 MA5139 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.05 |
| FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $19M | – | 0.19 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.25 |
| FNCL UMBS 6.0 MA5421 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 6.0 QI8874 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.03 |
| FNCL UMBS 6.0 RJ1779 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.13 |
| FNCL UMBS 6.0 RJ1785 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23M | – | 0.23 |
| FNCL UMBS 6.0 RJ1859 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.07 |
| FNCL UMBS 6.0 SD5303 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 6.0 SD8447 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.03 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.08 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $60M | – | 0.60 |
| FNCT UMBS 2.0 RB5111 05-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $17M | – | 0.17 |
| FNR 01-4 GA WAC FRN 04-17-25 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-collateralized bond/debt obligation | US | $0.29 | – | 0.00 |
| FORD MOTOR CO SR UNSEC 3.25% 02-12-32 | Long | Debt | US | $120K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC EUR SR UNSEC 4.445% 02-14-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $1M | – | 0.01 |
| FORD MOTOR CREDIT CO LLC EUR SR UNSEC 5.125% 02-20-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $712K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC GBP SR UNSEC 5.625% 10-09-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.375% 11-13-25 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $194K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.125% 08-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $380K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $972K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.113% 05-03-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $2M | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.8% 03-08-29 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $10M | – | 0.10 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 5.85% 05-17-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.05% 03-05-31 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $3M | – | 0.03 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.798% 11-07-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $426K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.8% 05-12-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $618K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 03-06-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $407K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 6.95% 06-10-26 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $408K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $417K | – | 0.00 |
| FORD OTOMOTIV SANAYI AS 144A LIFE SR UNSEC 7.125% 04-25-29 | Long | Debt | TR | $2M | – | 0.02 |
| FORTREA HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 7.5% 07-01-30 | Long | Debt | US | $298K | – | 0.00 |
| FORTREA HOLDINGS INC TL-B (TSFR3M+375)(FLR 0.50) 9.09393% 07-01-30 | Long | Loan | US | $101K | – | 0.00 |
| FORTRESS INTERMEDIATE 3 INC 144A LIFE SR SEC 1ST LIEN 7.5% 06-01-31 | Long | Debt | US | $410K | – | 0.00 |
| FRA GB 10YR FUT OATU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $925K | – | 0.01 | |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S (B) 3.0% 05-25-54 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $420K | – | 0.00 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 02-25-27 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $2M | – | 0.02 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $67M | – | 0.67 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-40 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $5M | – | 0.05 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-52 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $11M | – | 0.11 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.25% 05-25-34 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $267K | – | 0.00 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 1.75% 05-25-66 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $191K | – | 0.00 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $13M | – | 0.13 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 05-25-33 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $5M | – | 0.05 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 11-25-34 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $29M | – | 0.29 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.5% 11-25-33 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $5M | – | 0.05 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.0% 01-15-30 | Long | Debt | US | $449K | – | 0.00 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC 144A LIFE SR SEC 2ND LIEN 6.75% 05-01-29 | Long | Debt | US | $489K | – | 0.00 |
| FRONTIER COMMUNICATIONS HOLDINGS LLC SR SEC 2ND LIEN 5.875% 11-01-29 | Long | Debt | US | $44K | – | 0.00 |
| FSWP: OIS PAYFIX USD 3.3985% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.413% 03-17-26/03-17-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7K | – | 0.00 | |
| FSWP: OIS PAYFIX USD 3.531% 03-18-26/03-18-56 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2K | – | 0.00 | |
| FSWP: OIS RECFIX GBP 3.52697105% 05-24-27/05-24-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-35K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.355% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.379% 03-17-26/03-17-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.616% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.624% 02-20-26/02-20-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-21K | – | -0.00 | |
| FSWP: OIS RECFIX USD 3.7245% 03-18-26/03-18-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-878.94 | – | -0.00 | |
| FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26 | Long | Debt | US | $1M | – | 0.01 |
| G2SF 2.5 785813 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $17M | – | 0.17 |
| G2SF 5.0 MA8947 06-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $238K | – | 0.00 |
| G2SF 5.0 MA9240 10-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $35M | – | 0.35 |
| G2SF 6.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $68M | – | 0.68 |
| GABON GOVERNMENT INTERNATIONAL BOND 144A LIFE SF 7.0% 11-24-31 (GABON REPUBLIC OF (GOVERNMENT)) | Long | Debt | GA | $596K | – | 0.01 |
| GABON GOVERNMENT INTERNATIONAL BOND REG S SF 7.0% 11-24-31 (GABON REPUBLIC OF (GOVERNMENT)) | Long | Debt | GA | $491K | – | 0.00 |
| GBP FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| GBP FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-325K | – | -0.00 | ||
| GBP FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| GBP FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $-70K | – | -0.00 | ||
| GBP FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $-644K | – | -0.01 | ||
| GBP FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $418K | – | 0.00 | ||
| GBP FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $32K | – | 0.00 | ||
| GBP FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $80K | – | 0.00 | ||
| GBP FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $19K | – | 0.00 | ||
| GCAT 24-NQM2 A1 144A 6.085% 06-25-59 (GCAT 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.11 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 5.65% 11-15-27 | Long | Debt | US | $1M | – | 0.01 |
| GE HEALTHCARE TECHNOLOGIES INC SR UNSEC 6.377% 11-22-52 | Long | Debt | US | $244K | – | 0.00 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28 | Long | Debt | US | $6M | – | 0.06 |
| GENESIS ENERGY LP SR UNSEC 7.75% 02-01-28 | Long | Debt | US | $40K | – | 0.00 |
| GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32 | Long | Debt | US | $379K | – | 0.00 |
| GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27 | Long | Debt | US | $1M | – | 0.01 |
| GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29 | Long | Debt | US | $542K | – | 0.01 |
| GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30 | Long | Debt | US | $519K | – | 0.01 |
| GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27 | Long | Debt | CO | $33M | – | 0.33 |
| GEORGIA GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.75% 04-22-26 (GEORGIA (REPUBLIC OF)) | Long | Debt | GE | $1M | – | 0.01 |
| GEORGIA POWER CO SR UNSEC 4.95% 05-17-33 | Long | Debt | US | $3M | – | 0.03 |
| GEORGIA POWER CO SR UNSEC 5.25% 03-15-34 | Long | Debt | US | $3M | – | 0.03 |
| GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33 | Long | Debt | US | $3M | – | 0.03 |
| GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53 | Long | Debt | US | $1M | – | 0.01 |
| GLOBAL PARTNERS LP 144A LIFE SR UNSEC 8.25% 01-15-32 (GLOBAL PARTNERS LP/MA) | Long | Debt | US | $108K | – | 0.00 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.615% 04-22-32/31 | Long | Debt | US | $1M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.102% 02-24-33/32 | Long | Debt | US | $4M | – | 0.04 |
| GOLDMAN SACHS GROUP INC SR UNSEC 5.851% 04-25-35/34 | Long | Debt | US | $2M | – | 0.02 |
| GOLDMAN SACHS GROUP INC SR UNSEC 6.484% 10-24-29/28 | Long | Debt | US | $2M | – | 0.02 |
| GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52 | Long | Debt | US | $3M | – | 0.04 |
| GRAY TELEVISION INC 144A LIFE SR SEC 1ST LIEN 10.5% 07-15-29 | Long | Debt | US | $976K | – | 0.01 |
| GRAY TELEVISION INC 144A LIFE SR UNSEC 7.0% 05-15-27 | Long | Debt | US | $588K | – | 0.01 |
| GRAY TELEVISION INC TL-B 1ST LIEN (TSFR1M+525)(FLR 0.0) FRN 05-23-29 | Long | Loan | US | $228K | – | 0.00 |
| GREENKO DUTCH BV REG S SR SEC 1ST LIEN SF 3.85% 03-29-26 | Long | Debt | NL | $17M | – | 0.17 |
| GRIFOLS SA 144A LIFE SR UNSEC 4.75% 10-15-28 | Long | Debt | ES | $605K | – | 0.01 |
| GRIFOLS SA EUR 144A LIFE SR SEC 1ST LIEN 7.5% 05-01-30 | Long | Debt | ES | $493K | – | 0.00 |
| GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30 | Long | Debt | CO | $2M | – | 0.02 |
| GTCR AP FINANCE INC 144A LIFE SR UNSEC 8.0% 05-15-27 | Long | Debt | US | $487K | – | 0.00 |
| HANESBRANDS INC 144A LIFE SR UNSEC 9.0% 02-15-31 | Long | Debt | US | $381K | – | 0.00 |
| HANESBRANDS INC TL-B (TSFR3M + 375) (FLR 0.50) 9.09393% 03-08-30 | Long | Loan | US | $619K | – | 0.01 |
| HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A LIFE SR UNSEC 5.95% 06-11-29 | Long | Debt | US | $732K | – | 0.01 |
| HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32 | Long | Debt | US | $269K | – | 0.00 |
| HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28 | Long | Debt | US | $597K | – | 0.01 |
| HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29 | Long | Debt | US | $1M | – | 0.01 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $4M | – | 0.04 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $86M | – | 0.87 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.125% 06-15-54 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $1M | – | 0.01 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 4.25% 06-15-33 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $5M | – | 0.05 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $4M | – | 0.04 |
| HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 4.25% 02-15-30 | Long | Debt | US | $101K | – | 0.00 |
| HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30 | Long | Debt | US | $44K | – | 0.00 |
| HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29 | Long | Debt | US | $777K | – | 0.01 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 5.75% 02-01-29 | Long | Debt | US | $397K | – | 0.00 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31 | Long | Debt | US | $177K | – | 0.00 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30 | Long | Debt | US | $638K | – | 0.01 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 8.375% 11-01-33 | Long | Debt | US | $670K | – | 0.01 |
| HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $793K | – | 0.01 |
| HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $182K | – | 0.00 |
| HOME DEPOT INC SR UNSEC 4.75% 06-25-29 | Long | Debt | US | $4M | – | 0.04 |
| HOME DEPOT INC SR UNSEC 4.85% 06-25-31 | Long | Debt | US | $4M | – | 0.04 |
| HOME DEPOT INC SR UNSEC 4.95% 06-25-34 | Long | Debt | US | $2M | – | 0.02 |
| HONDURAS GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.625% 06-24-30 (HONDURAS REPUBLIC OF) | Long | Debt | HN | $1M | – | 0.01 |
| HONDURAS GOVERNMENT INTERNATIONAL BOND REG S 6.25% 01-19-27 (HONDURAS REPUBLIC OF) | Long | Debt | HN | $3M | – | 0.03 |
| HONEYWELL INTERNATIONAL INC EUR SR UNSEC 0.75% 03-10-32 | Long | Debt | US | $2M | – | 0.02 |
| HONEYWELL INTERNATIONAL INC EUR SR UNSEC 3.375% 03-01-30 | Long | Debt | US | $2M | – | 0.02 |
| HONEYWELL INTERNATIONAL INC EUR SR UNSEC 3.75% 03-01-36 | Long | Debt | US | $1M | – | 0.01 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 2.3% 08-15-24 | Long | Debt | US | $697K | – | 0.01 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 4.875% 09-01-29 | Long | Debt | US | $250K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 4.95% 09-01-31 | Long | Debt | US | $250K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 5.25% 03-01-54 | Long | Debt | US | $486K | – | 0.00 |
| HONEYWELL INTERNATIONAL INC SR UNSEC 5.35% 03-01-64 | Long | Debt | US | $486K | – | 0.00 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $599K | – | 0.01 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $172K | – | 0.00 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $1M | – | 0.01 |
| HOWDEN UK REFINANCE 2 PLC 144A LIFE SR UNSEC 8.125% 02-15-32 | Long | Debt | GB | $950K | – | 0.01 |
| HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31 | Long | Debt | GB | $795K | – | 0.01 |
| HSBC HOLDINGS PLC GBP SR UNSEC 3.0% 05-29-30/29 | Long | Debt | GB | $6M | – | 0.06 |
| HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28 | Long | Debt | GB | $5M | – | 0.05 |
| HSBC HOLDINGS PLC SR UNSEC 2.871% 11-22-32/31 | Long | Debt | GB | $1M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27 | Long | Debt | GB | $21M | – | 0.21 |
| HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30 | Long | Debt | GB | $2M | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSEC 5.546% 03-04-30/29 | Long | Debt | GB | $3M | – | 0.03 |
| HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33 | Long | Debt | GB | $18M | – | 0.18 |
| HTL 24-T53 A 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| HUB INTERNATIONAL LTD 144A LIFE SR SEC 1ST LIEN 7.25% 06-15-30 | Long | Debt | US | $203K | – | 0.00 |
| HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32 | Long | Debt | US | $624K | – | 0.01 |
| HUF FWD PUR FROM EUR 7/9/2024 | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| HUF FWD PUR FROM USD 7/17/2024 | Derivative-foreign exchange | $-156K | – | -0.00 | ||
| HUF FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| HUF FWD SALE TO USD 7/17/2024 | Derivative-foreign exchange | $454.53 | – | 0.00 | ||
| HUF FWD SALE TO USD 7/18/2024 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| HUF FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $432K | – | 0.00 | ||
| HUF FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| HUMANA INC SR UNSEC 5.375% 04-15-31 | Long | Debt | US | $1M | – | 0.01 |
| HUMANA INC SR UNSEC 5.75% 04-15-54 | Long | Debt | US | $562K | – | 0.01 |
| HUNGARY GOVERNMENT BOND HUF 6.75% 10-22-28 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $2M | – | 0.02 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 03-26-36 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $3M | – | 0.03 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 6.25% 09-22-32 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $785K | – | 0.01 |
| HUNGARY GOVERNMENT INTERNATIONAL BOND EUR REG S 4.0% 07-25-29 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $414K | – | 0.00 |
| HUNGARY GOVT BOND HUF 2.0% 05-23-29 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $677K | – | 0.01 |
| HUNGARY GOVT BOND HUF 4.75% 11-24-32 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $586K | – | 0.01 |
| HUSKY INJECTION MOLDING SYSTEMS LTD 144A LIFE SR SEC 1ST LIEN 9.0% 02-15-29 | Long | Debt | CA | $453K | – | 0.00 |
| HUSKY INJECTION MOLDING SYSTEMS LTD TL-B 1ST LIEN (TSFR3M+500)(FLR 0.0) FRN 02-15-29 | Long | Loan | CA | $326K | – | 0.00 |
| HUTCHISON WHAMPOA INTERNATIONAL 03 REG S SR UNSEC 7.45% 11-24-33 (HUTCHISON WHAMPOA INTERNATIONAL (03/33) LTD) | Long | Debt | KY | $229K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26 | Long | Debt | US | $3M | – | 0.03 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.8% 10-15-25 | Long | Debt | US | $635K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28 | Long | Debt | US | $2M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.3% 01-08-29 | Long | Debt | US | $971K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.4% 01-08-31 | Long | Debt | US | $233K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 5.6% 03-30-28 | Long | Debt | US | $2M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29 | Long | Debt | US | $891K | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A SR UNSEC 5.4% 06-24-31 | Long | Debt | US | $992K | – | 0.01 |
| ICAHN ENTERPRISES LP 144A SR UNSEC 9.75% 01-15-29 | Long | Debt | US | $545K | – | 0.01 |
| ICAHN ENTERPRISES LP SR UNSEC 5.25% 05-15-27 | Long | Debt | US | $282K | – | 0.00 |
| ICAHN ENTERPRISES LP SR UNSEC 6.25% 05-15-26 | Long | Debt | US | $260K | – | 0.00 |
| IDR FWD PUR FROM USD NDF 7/30/2024 | Derivative-foreign exchange | $2.94 | – | 0.00 | ||
| IDR FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| IFS RECFIX EUR CPTFEMU 3.0825% 08-15-22/08-15-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6K | – | 0.00 | |
| ILS FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-55K | – | -0.00 | ||
| ILS FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $53K | – | 0.00 | ||
| ILS FWD SALE TO USD 7/17/2024 | Derivative-foreign exchange | $955K | – | 0.01 | ||
| ILS FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| INDIA GOVERNMENT BOND INR 7.18% 08-14-33 (INDIA (REPUBLIC OF)) | Long | Debt | IN | $896K | – | 0.01 |
| INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 3.398% 06-09-31 | Long | Debt | ID | $244K | – | 0.00 |
| INDOFOOD CBP SUKSES MAKMUR TBK PT REG S SR UNSEC 4.745% 06-09-51 | Long | Debt | ID | $249K | – | 0.00 |
| INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30 | Long | Debt | ID | $6M | – | 0.06 |
| INDONESIA ASAHAN ALUMINIUM PT REG S SR UNSEC 5.45% 05-15-30 | Long | Debt | ID | $1M | – | 0.01 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND 4.65% 09-20-32 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $1M | – | 0.01 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $8M | – | 0.08 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $12M | – | 0.12 |
| INDONESIA TREASURY BOND IDR 6.125% 05-15-28 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $8M | – | 0.08 |
| INDONESIA TREASURY BOND IDR 6.375% 04-15-32 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $4M | – | 0.04 |
| INDONESIA TREASURY BOND IDR 6.375% 08-15-28 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $14M | – | 0.15 |
| INDONESIA TREASURY BOND IDR 6.5% 06-15-25 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $547K | – | 0.01 |
| INDONESIA TREASURY BOND IDR 6.625% 02-15-34 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $9M | – | 0.09 |
| INDONESIA TREASURY BOND IDR 7.0% 02-15-33 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $40M | – | 0.41 |
| INDONESIA TREASURY BOND IDR 7.0% 05-15-27 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $4M | – | 0.04 |
| INDONESIA TREASURY BOND IDR 7.125% 06-15-42 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $3M | – | 0.03 |
| INDONESIA TREASURY BOND IDR 8.25% 05-15-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $6M | – | 0.06 |
| INDONESIA TREASURY BOND IDR 8.25% 05-15-36 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $261K | – | 0.00 |
| INDONESIA TREASURY BOND IDR 8.375% 03-15-34 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $10M | – | 0.10 |
| INDONESIA TREASURY BOND IDR 8.375% 04-15-39 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $3M | – | 0.03 |
| INDONESIA TREASURY BOND IDR 9.0% 03-15-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $11M | – | 0.11 |
| ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32 | Long | Debt | NL | $7M | – | 0.07 |
| INGERSOLL RAND INC SR UNSEC 5.176% 06-15-29 (INGERSOLL-RAND INC) | Long | Debt | US | $245K | – | 0.00 |
| INGERSOLL RAND INC SR UNSEC 5.314% 06-15-31 (INGERSOLL-RAND INC) | Long | Debt | US | $134K | – | 0.00 |
| INGERSOLL RAND INC SR UNSEC 5.4% 08-14-28 (INGERSOLL-RAND INC) | Long | Debt | US | $637K | – | 0.01 |
| INGERSOLL RAND INC SR UNSEC 5.45% 06-15-34 (INGERSOLL-RAND INC) | Long | Debt | US | $188K | – | 0.00 |
| INGERSOLL RAND INC SR UNSEC 5.7% 06-15-54 (INGERSOLL-RAND INC) | Long | Debt | US | $1M | – | 0.01 |
| INGERSOLL RAND INC SR UNSEC 5.7% 08-14-33 (INGERSOLL-RAND INC) | Long | Debt | US | $2M | – | 0.02 |
| INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31 | Long | Debt | US | $753K | – | 0.01 |
| INR FWD PUR FROM USD NDF 7/30/2024 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| INR FWD PUR FROM USD NDF 9/18/2024 | Derivative-foreign exchange | $94K | – | 0.00 | ||
| INR FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29 | Long | Debt | US | $17M | – | 0.17 |
| INTER-AMERICAN DEVELOPMENT BANK 7.35% 10-06-30 | Long | Debt | US | $608K | – | 0.01 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.0% 09-15-27 | Long | Debt | US | $15M | – | 0.15 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.6% 03-15-33 | Long | Debt | US | $2M | – | 0.02 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 5.25% 06-15-31 | Long | Debt | US | $964K | – | 0.01 |
| INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $10M | – | 0.10 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 1.832% 10-15-27 | Long | Debt | US | $419K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 2.3% 11-01-30 | Long | Debt | US | $93K | – | 0.00 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.268% 11-15-40 | Long | Debt | US | $1M | – | 0.01 |
| INTERNATIONAL FLAVORS & FRAGRANCES INC 144A LIFE SR UNSEC 3.468% 12-01-50 | Long | Debt | US | $162K | – | 0.00 |
| INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30 | Long | Debt | US | $2M | – | 0.02 |
| INTESA SANPAOLO SPA 144A LIFE SR NON PREF 7.778% 06-20-54/53 | Long | Debt | IT | $4M | – | 0.04 |
| INTESA SANPAOLO SPA 144A LIFE SR UNSEC 3.25% 09-23-24 | Long | Debt | IT | $7M | – | 0.07 |
| INTESA SANPAOLO SPA 144A SR NON PREF 8.248% 11-21-33/32 | Long | Debt | IT | $1M | – | 0.01 |
| INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25 | Long | Debt | IT | $1M | – | 0.01 |
| INTESA SANPAOLO SPA EUR REG S SR NON PREF (B) 5.625% 03-08-33 | Long | Debt | IT | $4M | – | 0.04 |
| INTL BK RECON/DEV INR SR UNSEC 6.85% 04-24-28 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $2M | – | 0.02 |
| ION TRADING TECHNOLOGIES SARL 144A LIFE SR SEC 1ST LIEN 9.5% 05-30-29 | Long | Debt | LU | $1M | – | 0.01 |
| IQVIA INC 144A LIFE SR UNSEC 5.0% 05-15-27 | Long | Debt | US | $615K | – | 0.01 |
| IQVIA INC 144A LIFE SR UNSEC 6.5% 05-15-30 | Long | Debt | US | $203K | – | 0.00 |
| IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32 | Long | Debt | IN | $5M | – | 0.05 |
| IRELAND GOVERNMENT BOND EUR REG S 0.0% 10-18-31 (REPUBLIC OF IRELAND) | Long | Debt | IE | $20M | – | 0.20 |
| IRELAND GOVERNMENT BOND EUR REG S 0.2% 05-15-27 (REPUBLIC OF IRELAND) | Long | Debt | IE | $30K | – | 0.00 |
| IRELAND GOVERNMENT BOND EUR REG S 0.2% 10-18-30 (REPUBLIC OF IRELAND) | Long | Debt | IE | $8M | – | 0.08 |
| IRELAND GOVERNMENT BOND EUR REG S 1.3% 05-15-33 (REPUBLIC OF IRELAND) | Long | Debt | IE | $2M | – | 0.02 |
| IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34 (REPUBLIC OF IRELAND) | Long | Debt | IE | $12M | – | 0.12 |
| IRELAND GOVT EUR REG S 1.5% 05-15-50 (REPUBLIC OF IRELAND) | Long | Debt | IE | $2M | – | 0.02 |
| IRELAND GOVT EUR REG S 3.00% 10-18-43 (REPUBLIC OF IRELAND) | Long | Debt | IE | $15M | – | 0.15 |
| IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30 | Long | Debt | US | $1M | – | 0.01 |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32 | Long | Debt | US | $530K | – | 0.01 |
| IRS PAYFIX CZK 3.875% 02-14-24/02-14-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $176K | – | 0.00 | |
| IRS PAYFIX EUR 2.7812% 06-25-24/06-25-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $18K | – | 0.00 | |
| IRS PAYFIX EUR 2.8272% 06-18-24/06-18-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $84K | – | 0.00 | |
| IRS PAYFIX PLN 5.178% 12-01-23/12-01-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $28K | – | 0.00 | |
| IRS RECFIX MXN 10.87% 04-18-24/04-17-25 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-81K | – | -0.00 | |
| IRS RECFIX MXN 4.66% 12-22-20/12-16-25 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-106K | – | -0.00 | |
| IRS RECFIX MXN 5.75% 04-08-21/04-02-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-92K | – | -0.00 | |
| IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| IRS RECFIX MXN 7.24% 10-08-21/10-02-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-38K | – | -0.00 | |
| IRS RECFIX MXN 7.28% 10-06-21/09-30-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-37K | – | -0.00 | |
| IRS RECFIX MXN 7.59% 11-04-21/10-29-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-639K | – | -0.01 | |
| IRS RECFIX MXN 7.62% 11-04-21/10-29-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-948K | – | -0.01 | |
| IRS RECFIX MXN 7.66% 11-04-21/10-29-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.02 | |
| IRS RECFIX MXN 8.705% 06-09-23/06-04-27 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-62K | – | -0.00 | |
| IRS RECFIX MXN 8.84% 11-29-23/11-22-28 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| IRS RECFIX PLN 5.298% 02-14-24/02-14-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-111K | – | -0.00 | |
| ISRAEL GOVERNMENT BOND - FIXED ILS 1.3% 04-30-32 (ISRAEL (STATE OF)) | Long | Debt | IL | $33M | – | 0.33 |
| ISRAEL GOVERNMENT BOND - FIXED ILS 3.75% 02-28-29 (ISRAEL (STATE OF)) | Long | Debt | IL | $2M | – | 0.02 |
| ISRAEL GOVERNMENT BOND - FIXED ILS 4.0% 03-30-35 (ISRAEL (STATE OF)) | Long | Debt | IL | $14M | – | 0.14 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 2.75% 07-03-30 (ISRAEL (STATE OF)) | Long | Debt | IL | $2M | – | 0.02 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 2.875% 03-16-26 (ISRAEL (STATE OF)) | Long | Debt | IL | $379K | – | 0.00 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 4.5% 01-17-33 (ISRAEL (STATE OF)) | Long | Debt | IL | $180K | – | 0.00 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 5.5% 03-12-34 (ISRAEL (STATE OF)) | Long | Debt | IL | $2M | – | 0.03 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 5.75% 03-12-54 (ISRAEL (STATE OF)) | Long | Debt | IL | $2M | – | 0.02 |
| ITA GB 10YR FUT IKU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $280K | – | 0.00 | |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.45% 03-01-36 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $841K | – | 0.01 |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.8% 03-01-41 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $29M | – | 0.29 |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 2.15% 09-01-52 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $580K | – | 0.01 |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.45% 09-01-43 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $2M | – | 0.02 |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.5% 10-01-53 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $371K | – | 0.00 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.85% 01-15-27 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $12M | – | 0.12 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.9% 04-01-31 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $41M | – | 0.41 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $653K | – | 0.01 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 2.8% 12-01-28 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $29M | – | 0.29 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $80M | – | 0.81 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S 144A 1.65% 12-01-30 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $10M | – | 0.10 |
| ITRAXX EUR IG S41 5YR 1.0% 06-20-29 0.40 REC ICE (ITRAXX EUROPE ISSUER) | Derivative-credit | US | $-58K | – | -0.00 | |
| ITRAXX EUR XO S41 5YR 5.0% 06-20-29 0.40 REC ICE (ITRAXX CROSSOVER ISSUER) | Derivative-credit | US | $-21K | – | -0.00 | |
| J M SMUCKER CO SR UNSEC 6.2% 11-15-33 (JM SMUCKER CO (THE)) | Long | Debt | US | $517K | – | 0.01 |
| J M SMUCKER CO SR UNSEC 6.5% 11-15-53 (JM SMUCKER CO (THE)) | Long | Debt | US | $402K | – | 0.00 |
| JAPAN GOVERNMENT FIVE YEAR BOND JPY 0.2% 12-20-28 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $8M | – | 0.08 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $18M | – | 0.18 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-31 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $24M | – | 0.24 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-27 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $6M | – | 0.06 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $5M | – | 0.05 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-28 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $19M | – | 0.19 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.3% 12-20-25 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $14M | – | 0.14 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.4% 03-20-25 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $10M | – | 0.10 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.8% 03-20-34 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.03 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $23M | – | 0.23 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 12-20-46 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $5M | – | 0.05 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 03-20-51 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $11M | – | 0.11 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 12-20-51 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $30M | – | 0.30 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $6M | – | 0.06 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.2% 06-20-53 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $4M | – | 0.04 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $552K | – | 0.01 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-52 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $8M | – | 0.08 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.6% 12-20-53 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.03 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.4% 06-20-40 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $2M | – | 0.02 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $4M | – | 0.04 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 06-20-37 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $10M | – | 0.10 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 09-20-37 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $59M | – | 0.59 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 06-20-43 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $9M | – | 0.09 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 09-20-42 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $23M | – | 0.23 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $42M | – | 0.42 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.3% 12-20-43 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.03 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.5% 09-20-43 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $55M | – | 0.55 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.6% 03-20-44 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.03 |
| JAPAN TREASURY DISCOUNT BILL JPY 0.0% 07-22-24 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $164M | – | 1.65 |
| JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.005% 03-10-31 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $17M | – | 0.17 |
| JORDAN GOVERNMENT INTERNATIONAL BOND REG S 5.85% 07-07-30 (JORDAN (HASHEMITE KINGDOM OF)) | Long | Debt | JO | $1M | – | 0.01 |
| JORDAN GOVERNMENT INTERNATIONAL BOND REG S 7.375% 10-10-47 (JORDAN (HASHEMITE KINGDOM OF)) | Long | Debt | JO | $682K | – | 0.01 |
| JPMORGAN CHASE & CO SR UNSEC 3.328% 04-22-52/51 | Long | Debt | US | $3M | – | 0.03 |
| JPMORGAN CHASE & CO SR UNSEC 4.493% 03-24-31/30 | Long | Debt | US | $5M | – | 0.05 |
| JPMORGAN CHASE & CO SR UNSEC 5.571% 04-22-28/27 | Long | Debt | US | $3M | – | 0.03 |
| JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34 | Long | Debt | US | $4M | – | 0.04 |
| JPN GB 10YR FUT JBU4 09-12-24 (JAPAN EXCHANGE GROUP INC) | Derivative-interest rate | JP | $1M | – | 0.01 | |
| JPY FWD PUR FROM EUR 7/9/2024 | Derivative-foreign exchange | $-2M | – | -0.02 | ||
| JPY FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $-6M | – | -0.07 | ||
| JPY FWD PUR FROM USD 7/18/2024 | Derivative-foreign exchange | $-324K | – | -0.00 | ||
| JPY FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| JPY FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $-47K | – | -0.00 | ||
| JPY FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $-2M | – | -0.02 | ||
| JPY FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-54K | – | -0.00 | ||
| JPY FWD SALE TO EUR 7/18/2024 | Derivative-foreign exchange | $1M | – | 0.01 | ||
| JPY FWD SALE TO USD 7/18/2024 | Derivative-foreign exchange | $1M | – | 0.01 | ||
| JPY FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $78K | – | 0.00 | ||
| KASIKORNBANK PCL REG S SUB 3.343% 10-02-31/26 (KASIKORNBANK PCL (HONG KONG BRANCH)) | Long | Debt | HK | $2M | – | 0.02 |
| KBC GROUP NV 144A LIFE SR UNSEC 5.796% 01-19-29/28 | Long | Debt | BE | $529K | – | 0.01 |
| KEHE DISTRIBUTORS LLC 144A LIFE SR SEC 1ST LIEN 9.0% 02-15-29 | Long | Debt | US | $462K | – | 0.00 |
| KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30 | Long | Debt | US | $1M | – | 0.01 |
| KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29 | Long | Debt | US | $90K | – | 0.00 |
| KFW GBP REG S SR UNSEC (B) 1.125% 07-04-25 | Long | Debt | DE | $8M | – | 0.08 |
| KILROY REALTY LP SR UNSEC 6.25% 01-15-36 | Long | Debt | US | $307K | – | 0.00 |
| KINDER MORGAN INC SR UNSEC 5.4% 02-01-34 | Long | Debt | US | $940K | – | 0.01 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.1% 06-22-30 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $929K | – | 0.01 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 0.35% 06-22-32 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $2M | – | 0.02 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 1.7% 06-22-50 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $564K | – | 0.01 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.85% 10-22-34 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $2M | – | 0.02 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $13M | – | 0.13 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.3% 06-22-54 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $373K | – | 0.00 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.5% 06-22-55 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $328K | – | 0.00 |
| KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29 | Long | Debt | US | $215K | – | 0.00 |
| KOOKMIN BANK 144A LIFE SR UNSEC 5.375% 05-08-27 | Long | Debt | KR | $634K | – | 0.01 |
| KOREA EAST-WEST POWER CO LTD REG S SR UNSEC 1.75% 05-06-25 | Long | Debt | KR | $194K | – | 0.00 |
| KOREA ELECTRIC POWER CO 144A LIFE SR UNSEC 4.0% 06-14-27 (KOREA ELECTRIC POWER CORP) | Long | Debt | KR | $485K | – | 0.00 |
| KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29 | Long | Debt | KR | $3M | – | 0.03 |
| KOREA NATIONAL OIL CORP 144A LIFE SR UNSEC 4.875% 04-03-28 | Long | Debt | KR | $199K | – | 0.00 |
| KOREA NDFB 3106 KRW 2.0% 06-10-31 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $13M | – | 0.13 |
| KOREA NDFB 3212 KRW 4.25% 12-10-32 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $92M | – | 0.92 |
| KOREA NDFB 6809 KRW 2.0% 09-10-68 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $2M | – | 0.02 |
| KOREA TREASURY BOND KRW (B) 2.375% 12-10-27 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $20M | – | 0.20 |
| KREDITANSTALT FUER WIEDERAUFBAU EUR REG S SR UNSEC (B) 0.125% 06-30-25 (KFW) | Long | Debt | DE | $5M | – | 0.05 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.0% 12-31-26 | Long | Debt | US | $753K | – | 0.01 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.25% 06-30-31 | Long | Debt | US | $501K | – | 0.01 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 10.75% 06-30-32 | Long | Debt | US | $158K | – | 0.00 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27 | Long | Debt | US | $2M | – | 0.02 |
| KRW FWD PUR FROM USD NDF 7/15/2024 | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| KRW FWD SALE TO USD NDF 7/15/2024 | Derivative-foreign exchange | $512K | – | 0.01 | ||
| KRW FWD SALE TO USD NDF 7/15/2024 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| LADAR 23-1 A2 144A 5.68% 10-15-26/11-15-24 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $497K | – | 0.00 |
| LADAR 23-1 A3 144A 5.48% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $4M | – | 0.04 |
| LADAR 23-4 B 144A 6.39% 10-16-28/11-16-26 (LAD AUTO RECEIVABLES TRUST LADAR_23-4) | Long | ABS-other | US | $1M | – | 0.01 |
| LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30 | Long | Debt | US | $264K | – | 0.00 |
| LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29 | Long | Debt | US | $979K | – | 0.01 |
| LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31 | Long | Debt | US | $830K | – | 0.01 |
| LENOVO GROUP LTD REG S SR UNSEC 6.536% 07-27-32 | Long | Debt | CN | $419K | – | 0.00 |
| LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31 | Long | Debt | US | $671K | – | 0.01 |
| LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 07-02-27 | Long | Debt | KR | $199K | – | 0.00 |
| LG ENERGY SOLUTION LTD 144A LIFE SR UNSEC 5.375% 07-02-29 | Long | Debt | KR | $198K | – | 0.00 |
| LGI HOMES INC 144A LIFE SR UNSEC 8.75% 12-15-28 | Long | Debt | US | $417K | – | 0.00 |
| LITHIA MOTORS INC 144A LIFE SR UNSEC 3.875% 06-01-29 | Long | Debt | US | $288K | – | 0.00 |
| LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 02-13-34 (LITHUANIA (REPUBLIC OF)) | Long | Debt | LT | $7M | – | 0.07 |
| LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 07-03-31 (LITHUANIA (REPUBLIC OF)) | Long | Debt | LT | $7M | – | 0.07 |
| LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.875% 06-14-33 (LITHUANIA (REPUBLIC OF)) | Long | Debt | LT | $2M | – | 0.02 |
| LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27 | Long | Debt | US | $786K | – | 0.01 |
| LLOYDS BANK PLC GBP REG S SUB (B) 7.625% 04-22-25 | Long | Debt | GB | $578K | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSEC 5.679% 01-05-35/34 | Long | Debt | GB | $1M | – | 0.01 |
| LOCKHEED MARTIN CORP SR UNSEC 4.75% 02-15-34 | Long | Debt | US | $416K | – | 0.00 |
| LOCKHEED MARTIN CORP SR UNSEC 5.2% 02-15-64 | Long | Debt | US | $2M | – | 0.02 |
| LOCKHEED MARTIN CORPORATION SR UNSEC 5.25% 01-15-33 | Long | Debt | US | $2M | – | 0.02 |
| M&T BANK CORP SR UNSEC 5.053% 01-27-34/33 | Long | Debt | US | $9M | – | 0.09 |
| M&T BANK CORP SR UNSEC 6.082% 03-13-32/31 | Long | Debt | US | $3M | – | 0.03 |
| M&T BANK CORP SR UNSEC 7.413% 10-30-29/28 | Long | Debt | US | $2M | – | 0.02 |
| MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29 (MAGYAR EXPORT IMPORT BANK ZRT) | Long | Debt | HU | $4M | – | 0.04 |
| MALAYSIA GOVERNMENT BOND MYR 2.632% 04-15-31 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $893K | – | 0.01 |
| MALAYSIA GOVERNMENT BOND MYR 3.757% 05-22-40 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $2M | – | 0.02 |
| MALAYSIA GOVERNMENT BOND MYR 3.899% 11-16-27 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $4M | – | 0.04 |
| MALAYSIA GOVERNMENT BOND MYR 4.065% 06-15-50 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $431K | – | 0.00 |
| MALAYSIA GOVERNMENT BOND MYR 4.457% 03-31-53 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $770K | – | 0.01 |
| MALAYSIA GOVERNMENT BOND MYR 4.762% 04-07-37 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $2M | – | 0.02 |
| MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 3.422% 09-30-27 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $1M | – | 0.01 |
| MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.369% 10-31-28 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $2M | – | 0.02 |
| MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.417% 09-30-41 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $283K | – | 0.00 |
| MALAYSIA GOVERNMENT INVESTMENT ISSUE SUKUK MYR 4.467% 09-15-39 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $2M | – | 0.02 |
| MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29 | Long | Debt | US | $395K | – | 0.00 |
| MARRIOTT VACATIONS WORLDWIDE CORP CV SR UNSEC 3.25% 12-15-27 | Long | Debt | US | $216K | – | 0.00 |
| MARSH & MCLENNAN COS INC SR UNSEC 2.25% 11-15-30 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $86K | – | 0.00 |
| MARSH & MCLENNAN COS INC SR UNSEC 5.4% 09-15-33 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $255K | – | 0.00 |
| MARSH & MCLENNAN COS INC SR UNSEC 5.45% 03-15-54 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $973K | – | 0.01 |
| MASTERCARD INC EUR SR UNSEC 1.0% 02-22-29 | Long | Debt | US | $2M | – | 0.02 |
| MASTERCARD INC SR UNSEC 4.875% 05-09-34 | Long | Debt | US | $2M | – | 0.02 |
| MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.5% 04-15-32 | Long | Debt | US | $315K | – | 0.00 |
| MCAFEE CORP 144A LIFE SR UNSEC 7.375% 02-15-30 | Long | Debt | US | $508K | – | 0.01 |
| MCDONALD'S CORP EUR REG S SR UNSEC 4.0% 03-07-30 (MCDONALDS CORP) | Long | Debt | US | $1M | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 4.95% 08-14-33 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.02 |
| MCDONALD'S CORP SR UNSEC 5.0% 05-17-29 (MCDONALDS CORP) | Long | Debt | US | $1M | – | 0.01 |
| MCDONALD'S CORP SR UNSEC 5.15% 09-09-52 (MCDONALDS CORP) | Long | Debt | US | $480K | – | 0.00 |
| MCDONALD'S CORP SR UNSEC 5.2% 05-17-34 (MCDONALDS CORP) | Long | Debt | US | $2M | – | 0.02 |
| MDGH GMTN RSC LTD 144A LIFE SR UNSEC 5.084% 05-22-53 (MIC CAPITAL MANAGEMENT (RSC) SEVEN LTD) | Long | Debt | AE | $189K | – | 0.00 |
| MEDLINE BORROWER LP 144A LIFE SR SEC 1ST LIEN 6.25% 04-01-29 | Long | Debt | US | $269K | – | 0.00 |
| MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29 | Long | Debt | US | $692K | – | 0.01 |
| MEDLINE BORROWER LP TL-B 1ST LIEN (TSFR3M+275)(FLR 0.5) FRN 10-23-28 | Long | Loan | US | $316K | – | 0.00 |
| MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.0% 07-02-31 | Long | Debt | LU | $7M | – | 0.07 |
| MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.125% 03-07-27 | Long | Debt | LU | $2M | – | 0.02 |
| MEDTRONIC GLOBAL HOLDINGS SCA EUR SR UNSEC 1.375% 10-15-40 | Long | Debt | LU | $822K | – | 0.01 |
| MEITUAN 144A LIFE SR UNSEC 3.05% 10-28-30 | Long | Debt | CN | $272K | – | 0.00 |
| MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 7.625% 04-17-32 | Long | Debt | KY | $4M | – | 0.04 |
| MERLIN ENTERTAINMENTS LTD 144A LIFE SR SEC 1ST LIEN 5.75% 06-15-26 (MERLIN ENTERTAINMENTS PLC) | Long | Debt | GB | $434K | – | 0.00 |
| METLIFE INC SR UNSEC 5.0% 07-15-52 | Long | Debt | US | $210K | – | 0.00 |
| METLIFE INC SR UNSEC 5.375% 07-15-33 | Long | Debt | US | $2M | – | 0.02 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.55% 01-07-31 | Long | Debt | US | $455K | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 1.875% 01-11-27 | Long | Debt | US | $1M | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 3.45% 12-18-26 | Long | Debt | US | $779K | – | 0.01 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A LIFE SR SEC 1ST LIEN 5.05% 01-08-34 | Long | Debt | US | $492K | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC 144A SR SEC 1ST LIEN 0.95% 07-02-25 | Long | Debt | US | $637K | – | 0.01 |
| MEXICAN BONOS MXN 10.0% 11-20-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $893K | – | 0.01 |
| MEXICAN BONOS MXN 7.5% 05-26-33 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $1M | – | 0.01 |
| MEXICAN BONOS MXN 7.5% 06-03-27 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $86K | – | 0.00 |
| MEXICAN BONOS MXN 7.75% 05-29-31 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $15M | – | 0.15 |
| MEXICAN BONOS MXN 7.75% 11-13-42 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $1M | – | 0.01 |
| MEXICAN BONOS MXN 7.75% 11-23-34 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $37M | – | 0.38 |
| MEXICAN BONOS MXN 8.0% 07-31-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $60M | – | 0.60 |
| MEXICAN BONOS MXN 8.0% 11-07-47 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $3M | – | 0.03 |
| MEXICAN BONOS MXN 8.5% 05-31-29 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $3M | – | 0.03 |
| MEXICAN UDIBONOS I/L MXN (TITLES) 2.75% 11-27-31 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $1M | – | 0.01 |
| MEXICAN UDIBONOS MXN I/L 4.0% 10-29-54 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $10M | – | 0.10 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 3.771% 05-24-61 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $800K | – | 0.01 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 4.875% 05-19-33 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $194K | – | 0.00 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $859K | – | 0.01 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $3M | – | 0.03 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.4% 05-07-54 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $869K | – | 0.01 |
| MFB MAGYAR FEJLESZTESI BANK ZRT REG S SR UNSEC 6.5% 06-29-28 | Long | Debt | HU | $3M | – | 0.03 |
| MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27 | Long | Debt | US | $553K | – | 0.01 |
| MICROCHIP TECHNOLOGY INC SR UNSEC 5.05% 03-15-29 | Long | Debt | US | $4M | – | 0.04 |
| MICROSTRATEGY INC 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28 | Long | Debt | US | $388K | – | 0.00 |
| MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27 | Long | Debt | US | $806K | – | 0.01 |
| MINEJESA CAPITAL BV 144A LIFE SR SEC 1ST LIEN SF 5.625% 08-10-37 | Long | Debt | NL | $271K | – | 0.00 |
| MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27 | Long | Debt | AU | $687K | – | 0.01 |
| MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.125% 05-01-27 | Long | Debt | AU | $157K | – | 0.00 |
| MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28 | Long | Debt | AU | $651K | – | 0.01 |
| MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33 | Long | Debt | LU | $12M | – | 0.12 |
| MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27 (MISC CAPITAL TWO (LABUAN) LTD) | Long | Debt | MY | $10M | – | 0.10 |
| MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.625% 04-06-25 (MISC CAPITAL TWO (LABUAN) LTD) | Long | Debt | MY | $492K | – | 0.00 |
| MISC CAPITAL TWO LABUAN LTD REG S SR UNSEC 3.75% 04-06-27 (MISC CAPITAL TWO (LABUAN) LTD) | Long | Debt | MY | $478K | – | 0.00 |
| MITER BRANDS ACQUISITION HOLDCO INC 144A LIFE SR SEC 1ST LIEN 6.75% 04-01-32 | Long | Debt | US | $199K | – | 0.00 |
| MIWD HOLDCO II LLC TL-B 1ST LIEN (TSFR3M+350)(FLR 0.0) FRN 03-28-31 | Long | Loan | US | $181K | – | 0.00 |
| MIZUHO FINANCIAL GROUP INC SR UNSEC 5.594% 07-10-35/34 | Long | Debt | JP | $1M | – | 0.02 |
| MLANE 2024-A 144A 6.2% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $7M | – | 0.07 |
| MLANE 23-A A 144A 7.23% 07-17-28/05-15-25 (MISSION LANE CREDIT MASTER TRUST MLANE_23-A) | Long | ABS-other | US | $5M | – | 0.05 |
| MLANE 23-A B 144A 8.15% 07-17-28/05-15-25 (MISSION LANE CREDIT MASTER TRUST MLANE_23-A) | Long | ABS-other | US | $1M | – | 0.01 |
| MLANE 24-A B 144A 6.59% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $3M | – | 0.03 |
| MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30 | Long | Debt | US | $254K | – | 0.00 |
| MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28 | Long | Debt | US | $462K | – | 0.00 |
| MORGAN STANLEY EUR SR UNSEC 2.103% 05-08-26/25 | Long | Debt | US | $5M | – | 0.05 |
| MORGAN STANLEY EUR SR UNSEC 3.955% 03-21-35/34 | Long | Debt | US | $5M | – | 0.05 |
| MORGAN STANLEY EUR SR UNSEC 5.148% 01-25-34/33 | Long | Debt | US | $7M | – | 0.07 |
| MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26 | Long | Debt | US | $5M | – | 0.05 |
| MOZAMBIQUE INTERNATIONAL BOND REG S SF 9.0% 09-15-31 (REPUBLIC OF MOZAMBIQUE) | Long | Debt | MZ | $9M | – | 0.09 |
| MPT OPERATING PARTNERSHIP LP SR UNSEC 5.0% 10-15-27 | Long | Debt | US | $762K | – | 0.01 |
| MULTI 3.82 01-25-33 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153) | Long | ABS-mortgage backed security | US | $26M | – | 0.26 |
| MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34 | Long | Debt | NL | $7M | – | 0.07 |
| MXN FWD PUR FROM USD 7/12/2024 | Derivative-foreign exchange | $-35K | – | -0.00 | ||
| MXN FWD PUR FROM USD 7/12/2024 | Derivative-foreign exchange | $-2M | – | -0.02 | ||
| MXN FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $508.56 | – | 0.00 | ||
| MXN FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-25K | – | -0.00 | ||
| MXN FWD SALE TO USD 7/12/2024 | Derivative-foreign exchange | $354K | – | 0.00 | ||
| MXN FWD SALE TO USD 7/12/2024 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| MXN FWD SALE TO USD 7/17/2024 | Derivative-foreign exchange | $-2M | – | -0.02 | ||
| MXN FWD SALE TO USD 9/17/2024 | Derivative-foreign exchange | $-323K | – | -0.00 | ||
| MXN FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-115K | – | -0.00 | ||
| MYR FWD PUR FROM USD 7/12/2024 | Derivative-foreign exchange | $-61K | – | -0.00 | ||
| NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27 | Long | Debt | US | $753K | – | 0.01 |
| NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30 | Long | Debt | US | $658K | – | 0.01 |
| NASDAQ INC EUR SR UNSEC 4.5% 02-15-32 | Long | Debt | US | $2M | – | 0.02 |
| NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 5.181% 06-11-34 | Long | Debt | AU | $7M | – | 0.07 |
| NATIONAL BANK OF GREECE SA EUR REG S SUB (B) 8.0% 01-03-34/29 | Long | Debt | GR | $9M | – | 0.09 |
| NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29 | Long | Debt | GB | $8M | – | 0.08 |
| NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27 | Long | Debt | GB | $1M | – | 0.01 |
| NAVIENT CORP SR UNSEC 11.5% 03-15-31 | Long | Debt | US | $639K | – | 0.01 |
| NAVIENT CORP SR UNSEC 4.875% 03-15-28 | Long | Debt | US | $859K | – | 0.01 |
| NAVIENT CORP SR UNSEC 5.0% 03-15-27 | Long | Debt | US | $363K | – | 0.00 |
| NCR ATLEOS CORP 144A LIFE SR SEC 1ST LIEN 9.5% 04-01-29 | Long | Debt | US | $612K | – | 0.01 |
| NETFLIX INC 144A LIFE SR UNSEC 5.375% 11-15-29 | Long | Debt | US | $2M | – | 0.02 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26 | Long | Debt | US | $2M | – | 0.02 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.75% 09-15-25 | Long | Debt | US | $473K | – | 0.00 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 8.75% 03-15-29 | Long | Debt | US | $845K | – | 0.01 |
| NEW FORTRESS ENERGY INC TL 1ST LIEN (TSFR3M+500) (FLR 0.75) FRN 10-30-28 | Long | Loan | US | $403K | – | 0.00 |
| NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36 (STATE OF NEW SOUTH WALES AUSTRALIA) | Long | Debt | AU | $58M | – | 0.58 |
| NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 02-20-35 (STATE OF NEW SOUTH WALES AUSTRALIA) | Long | Debt | AU | $52M | – | 0.52 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 0.95% 06-24-25 | Long | Debt | US | $806K | – | 0.01 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30 | Long | Debt | US | $9M | – | 0.09 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-09-34 | Long | Debt | US | $738K | – | 0.01 |
| NEW ZEALAND GOVERNMENT BOND NZD 2.0% 05-15-32 (NEW ZEALAND (GOVERNMENT OF)) | Long | Debt | NZ | $682K | – | 0.01 |
| NEW ZEALAND GOVERNMENT BOND NZD 4.5% 05-15-30 (NEW ZEALAND (GOVERNMENT OF)) | Long | Debt | NZ | $27M | – | 0.27 |
| NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28 | Long | Debt | US | $683K | – | 0.01 |
| NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-29 | Long | Debt | US | $617K | – | 0.01 |
| NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.375% 02-15-32 | Long | Debt | US | $401K | – | 0.00 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 7.696% 02-23-38 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $389K | – | 0.00 |
| NIGERIA GOVERNMENT INTERNATIONAL BOND REG S 8.25% 09-28-51 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $1M | – | 0.01 |
| NIGERIA OMO BILL NGN 0.0% 02-11-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $3M | – | 0.03 |
| NIGERIA OMO BILL NGN 0.0% 02-25-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $12M | – | 0.12 |
| NIGERIA TREASURY BILL NGN 0.0% 02-20-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $3M | – | 0.03 |
| NIGERIA TREASURY BILL NGN 0.0% 03-06-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $16M | – | 0.16 |
| NIGERIA TREASURY BILL NGN 0.0% 03-13-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $4M | – | 0.04 |
| NIGERIA TREASURY BILL NGN 0.0% 03-27-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $11M | – | 0.11 |
| NMG HOLDING CO INC 144A LIFE SR SEC 1ST LIEN 7.125% 04-01-26 (NEIMAN MARCUS GROUP LTD LLC) | Long | Debt | US | $534K | – | 0.01 |
| NOK FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $372K | – | 0.00 | ||
| NOK FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-18K | – | -0.00 | ||
| NOK FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $-91K | – | -0.00 | ||
| NOMURA HOLDINGS INC SR UNSEC 5.783% 07-03-34 | Long | Debt | JP | $3M | – | 0.03 |
| NONGHYUP BANK 144A LIFE SR UNSEC 4.875% 07-03-28 | Long | Debt | KR | $494K | – | 0.00 |
| NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $4M | – | 0.04 |
| NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28 (NORTHERN OIL AND GAS INC) | Long | Debt | US | $1M | – | 0.01 |
| NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.75% 06-15-31 (NORTHERN OIL AND GAS INC) | Long | Debt | US | $378K | – | 0.00 |
| NORTHROP GRUMMAN CORP SR UNSEC 4.7% 03-15-33 | Long | Debt | US | $2M | – | 0.02 |
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 1.75% 09-06-29 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $14M | – | 0.14 |
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 2.125% 05-18-32 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $2M | – | 0.02 |
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.625% 04-13-34 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $46M | – | 0.46 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27 | Long | Debt | CA | $287K | – | 0.00 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30 | Long | Debt | CA | $607K | – | 0.01 |
| NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31 | Long | Debt | US | $199K | – | 0.00 |
| NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30 | Long | Debt | US | $269K | – | 0.00 |
| NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27 | Long | Debt | US | $625K | – | 0.01 |
| NYKREDIT DKK REG S SEC SER 01E SF 2.50% 10-01-47 (CALLABLE) (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $913K | – | 0.01 |
| NYKREDIT DKK REG S SEC SER 01E SF COVERED 1.0% 10-01-53 (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $8M | – | 0.08 |
| NYKREDIT DKK REG S SR SEC SER 01E SF COVERED 0.5% 10-01-43 (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $25M | – | 0.25 |
| NYKREDIT DKK REG S SR SEC SER CCE SF COVERED 1.0% 10-01-50 (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $6M | – | 0.06 |
| NYKREDIT DKK SR SEC SER 01E SF 2.00% 07-01-37 (CALLABLE) (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $2M | – | 0.02 |
| NYKREDIT DKK SR SEC SER 01E SF COVERED 1.5% 10-01-40 (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $11M | – | 0.11 |
| NYMT 24-CP1 A1 144A FRN 02-25-68/08-25-37 (NYMT 2024-CP1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.04 |
| NZD FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $-67K | – | -0.00 | ||
| NZD FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $-23K | – | -0.00 | ||
| NZD FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $151K | – | 0.00 | ||
| NZD FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $28K | – | 0.00 | ||
| OBX 24-NQM5 A1 144A 5.988% 03-25-28/03-27-28 (OBX 2024-NQM5) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.07 |
| OBX 24-NQM7 A1 144A 6.243% 03-25-64 (ONSLOW BAY FINANCIAL LLC OBX_24-NQM7) | Long | ABS-collateralized bond/debt obligation | US | $14M | – | 0.14 |
| OCI NV 144A LIFE SR UNSEC 6.7% 03-16-33 | Long | Debt | NL | $690K | – | 0.01 |
| OCP SA REG S SR UNSEC 3.75% 06-23-31 | Long | Debt | MA | $3M | – | 0.03 |
| OIS PAYFIX GBP 1.2822% 01-28-22/01-28-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $107K | – | 0.00 | |
| OIS PAYFIX GBP 3.9322% 02-16-24/02-16-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $64K | – | 0.00 | |
| OIS PAYFIX GBP 4.34948% 06-21-23/06-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS PAYFIX GBP 4.36738% 06-21-23/06-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.03 | |
| OIS PAYFIX GBP 5.1013% 10-07-22/10-07-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-66K | – | -0.00 | |
| OIS PAYFIX USD 3.4705% 02-10-23/02-10-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.03 | |
| OIS PAYFIX USD 3.6765% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $9K | – | 0.00 | |
| OIS PAYFIX USD 3.6815% 02-20-24/02-20-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6K | – | 0.00 | |
| OIS PAYFIX USD 3.7205% 02-21-24/02-21-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3K | – | 0.00 | |
| OIS PAYFIX USD 3.8275% 09-01-23/09-01-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $22K | – | 0.00 | |
| OIS PAYFIX USD 3.9519% 08-25-23/08-25-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2K | – | 0.00 | |
| OIS PAYFIX USD 4.061% 08-24-23/08-24-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-19K | – | -0.00 | |
| OIS PAYFIX USD 4.1405% 05-13-24/02-28-31 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| OIS PAYFIX USD 4.15% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| OIS PAYFIX USD 4.1615% 11-10-23/05-15-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| OIS PAYFIX USD 4.5265% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7K | – | 0.00 | |
| OIS PAYFIX USD 4.528% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7K | – | 0.00 | |
| OIS PAYFIX USD 4.5335% 06-18-24/06-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $12K | – | 0.00 | |
| OIS RECFIX BRL 10.045% 01-26-24/01-02-29 (RISKLESS ISSUER) | Derivative-interest rate | US | $-6M | – | -0.06 | |
| OIS RECFIX BRL 10.69660495% 10-11-23/01-04-27 (RISKLESS ISSUER) | Derivative-interest rate | US | $-115K | – | -0.00 | |
| OIS RECFIX BRL 11.405% 06-25-24/01-04-27 (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| OIS RECFIX GBP 0.57520783% 04-09-21/04-09-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.02 | |
| OIS RECFIX GBP 0.8738% 10-08-21/10-08-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-382K | – | -0.00 | |
| OIS RECFIX GBP 0.9221376% 04-09-21/04-09-41 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-3M | – | -0.03 | |
| OIS RECFIX GBP 1.0469% 03-02-22/03-02-52 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-43K | – | -0.00 | |
| OIS RECFIX GBP 2.23% 07-14-22/07-14-42 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-90K | – | -0.00 | |
| OIS RECFIX GBP 2.2679% 07-14-22/07-14-32 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-81K | – | -0.00 | |
| OIS RECFIX GBP 3.898% 06-18-24/06-18-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-69K | – | -0.00 | |
| OIS RECFIX GBP 3.968% 02-16-24/02-16-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-303K | – | -0.00 | |
| OIS RECFIX GBP 4.254% 05-09-24/05-09-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-147K | – | -0.00 | |
| OIS RECFIX GBP 4.96048% 06-21-23/06-21-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $2M | – | 0.02 | |
| OIS RECFIX GBP 4.98038% 06-21-23/06-21-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $4M | – | 0.04 | |
| OIS RECFIX USD 4.0135% 08-21-23/08-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3K | – | 0.00 | |
| OIS RECFIX USD 4.4785% 10-04-23/10-04-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $7K | – | 0.00 | |
| OIS RECFIX USD 4.659% 05-17-24/05-17-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $4K | – | 0.00 | |
| OIS RECFIX USD 4.776% 05-13-24/03-15-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $6K | – | 0.00 | |
| OIS RECFIX USD 4.8189% 08-25-23/08-25-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| OIS RECFIX USD 4.8195% 09-01-23/09-01-25 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-15K | – | -0.00 | |
| OIS RECFIX USD 4.8755% 04-18-24/04-18-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $41K | – | 0.00 | |
| OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27 (OLEODUCTO CENTRAL SA (OCENSA)) | Long | Debt | CO | $5M | – | 0.05 |
| OLYMPUS WATER US HOLDING CORP 144A LIFE SR SEC 1ST LIEN 9.75% 11-15-28 | Long | Debt | US | $371K | – | 0.00 |
| ONDK 24-1 A 144A 6.27% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $2M | – | 0.02 |
| ONDK 24-1 B 144A 7.15% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $799K | – | 0.01 |
| ONEOK INC SR UNSEC 6.05% 09-01-33 | Long | Debt | US | $3M | – | 0.03 |
| OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 12-01-29 | Long | Debt | CA | $673K | – | 0.01 |
| OPEN TEXT HOLDINGS INC 144A LIFE SR UNSEC 4.125% 12-01-31 | Long | Debt | US | $176K | – | 0.00 |
| ORACLE CORP SR UNSEC 3.25% 11-15-27 | Long | Debt | US | $4K | – | 0.00 |
| ORANGE SA EUR REG S SR UNSEC (B) 0.75% 06-29-34 | Long | Debt | FR | $740K | – | 0.01 |
| ORANGE SA EUR REG S SR UNSEC (B) 2.0% 01-15-29 | Long | Debt | FR | $405K | – | 0.00 |
| ORANGE SA EUR REG S SR UNSEC (B) 3.875% 09-11-35 | Long | Debt | FR | $4M | – | 0.04 |
| OSAIC HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27 | Long | Debt | US | $2M | – | 0.02 |
| OSAIC HOLDINGS INC TL-B-3 (TSFR3M+400) (FLR 0.00) FRN 08-17-28 | Long | Loan | US | $225K | – | 0.00 |
| OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30 | Long | Debt | US | $428K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.1% 08-01-27 | Long | Debt | US | $135K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 2.5% 02-01-31 | Long | Debt | US | $1M | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.0% 06-15-28 | Long | Debt | US | $7M | – | 0.07 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40 | Long | Debt | US | $89K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50 | Long | Debt | US | $3M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.75% 07-01-28 | Long | Debt | US | $688K | – | 0.01 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.4% 03-01-32 | Long | Debt | US | $2M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30 | Long | Debt | US | $3M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28 | Long | Debt | US | $11M | – | 0.11 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.95% 07-01-50 | Long | Debt | US | $3M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 5.8% 05-15-34 | Long | Debt | US | $3M | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33 | Long | Debt | US | $4M | – | 0.04 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33 | Long | Debt | US | $3M | – | 0.03 |
| PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52 | Long | Debt | US | $32K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51 | Long | Debt | US | $113K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31 | Long | Debt | US | $3M | – | 0.03 |
| PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53 | Long | Debt | US | $1M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 | Long | Debt | US | $1M | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54 | Long | Debt | US | $3M | – | 0.03 |
| PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55 | Long | Debt | US | $3M | – | 0.03 |
| PANAMA BONOS DEL TESORO 144A LIFE/REG S 6.375% 07-25-33 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $1M | – | 0.01 |
| PANAMA GLOBAL 3.75% 04-17-26 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $387K | – | 0.00 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 6.4% 02-14-35 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $6M | – | 0.06 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $3M | – | 0.03 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.875% 03-01-57 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $32M | – | 0.32 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 3.87% 07-23-60 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $1M | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 01-19-63 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $657K | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 04-01-56 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $740K | – | 0.01 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 6.853% 03-28-54 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $184K | – | 0.00 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $8M | – | 0.08 |
| PANTHER ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 7.125% 06-01-31 | Long | Debt | US | $683K | – | 0.01 |
| PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29 | Long | Debt | US | $300K | – | 0.00 |
| PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30 | Long | Debt | US | $339K | – | 0.00 |
| PARKER-HANNIFIN CORP SR UNSEC 3.25% 06-14-29 | Long | Debt | US | $64K | – | 0.00 |
| PART 23-1 A2 144A 5.88% 03-16-26/08-15-24 (PRESTIGE AUTO RECEIVABLES TRUST PART_23-1) | Long | ABS-other | US | $2M | – | 0.02 |
| PARTY CITY HOLDCO INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $156K | 9K | 0.00 |
| PARTY CITY HOLDCO INC (NEW) 144A (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $2K | 89 | 0.00 |
| PARTY CITY HOLDCO INC 144A LIFE SR SEC 2ND LIEN PIK 12.0% 01-11-29 | Long | Debt | US | $163K | – | 0.00 |
| PEN FWD PUR FROM USD NDF 7/15/2024 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| PEN FWD PUR FROM USD NDF 8/13/2024 | Derivative-foreign exchange | $-65.06 | – | -0.00 | ||
| PENN NATIONAL GAMING CV SR UNSEC 2.75% 05-15-26 (PENN ENTERTAINMENT INC) | Long | Debt | US | $96K | – | 0.00 |
| PEPSICO INC SR UNSEC 2.75% 10-21-51 | Long | Debt | US | $372K | – | 0.00 |
| PEPSICO INC SR UNSEC 3.625% 03-19-50 | Long | Debt | US | $201K | – | 0.00 |
| PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 4.25% 08-01-29 | Long | Debt | US | $456K | – | 0.00 |
| PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27 | Long | Debt | US | $387K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32 | Long | Debt | US | $308K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 8.0% 04-15-27 | Long | Debt | US | $230K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31 | Long | Debt | US | $360K | – | 0.00 |
| PERU GOVERNMENT BOND PEN 5.4% 08-12-34 (PERU (REPUBLIC OF)) | Long | Debt | PE | $281K | – | 0.00 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND 8.75% 11-21-33 (PERU (REPUBLIC OF)) | Long | Debt | PE | $1M | – | 0.01 |
| PERUVIAN GOVERNMENT INTERNATIONAL BOND PEN REG S GDN 6.9% 08-12-37 (PERU (REPUBLIC OF)) | Long | Debt | PE | $226K | – | 0.00 |
| PETROLEOS MEXICANOS MXN REG S SR UNSEC 7.19% 09-12-24 | Long | Debt | MX | $26M | – | 0.26 |
| PETROLEOS MEXICANOS SR UNSEC 4.25% 01-15-25 | Long | Debt | MX | $2M | – | 0.02 |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | Long | Debt | MX | $323K | – | 0.00 |
| PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 | Long | Debt | MX | $28M | – | 0.28 |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | Long | Debt | MX | $40M | – | 0.40 |
| PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 | Long | Debt | MX | $5M | – | 0.05 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26 | Long | Debt | MX | $8M | – | 0.08 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25 | Long | Debt | MX | $3M | – | 0.03 |
| PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60 | Long | Debt | MX | $232K | – | 0.00 |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | Long | Debt | MX | $2M | – | 0.02 |
| PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 3.5% 04-21-30 | Long | Debt | MY | $335K | – | 0.00 |
| PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50 | Long | Debt | MY | $2M | – | 0.02 |
| PETRONAS CAPITAL LTD REG S SR UNSEC 3.404% 04-28-61 | Long | Debt | MY | $201K | – | 0.00 |
| PETRORIO LUXEMBOURG HOLDING SARL REG S SR SEC 1ST LIEN 6.125% 06-09-26 | Long | Debt | LU | $6M | – | 0.06 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 | Long | Debt | SG | $11M | – | 0.11 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53 | Long | Debt | SG | $4M | – | 0.04 |
| PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28 | Long | Debt | US | $876K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 0.8% 08-01-31 | Long | Debt | US | $4M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC EUR SR UNSEC 3.75% 01-15-31 | Long | Debt | US | $4M | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 1.75% 11-01-30 | Long | Debt | US | $410K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 02-13-31 | Long | Debt | US | $236K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33 | Long | Debt | US | $10M | – | 0.10 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.625% 09-07-33 | Long | Debt | US | $1M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32 | Long | Debt | US | $10M | – | 0.10 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND 5.95% 10-13-47 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $639K | – | 0.01 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND 6.375% 10-23-34 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $3M | – | 0.03 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.7% 02-03-29 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $3M | – | 0.03 |
| PLDT INC REG S SR UNSEC 2.5% 01-23-31 | Long | Debt | PH | $320K | – | 0.00 |
| PLDT INC REG S SR UNSEC 3.45% 06-23-50 | Long | Debt | PH | $139K | – | 0.00 |
| PLN FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-116 | – | -0.00 | ||
| PLN FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-131K | – | -0.00 | ||
| PLN FWD PUR FROM USD 7/15/2024 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| PLN FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| PLN FWD PUR FROM USD 7/3/2024 | Derivative-foreign exchange | $-2M | – | -0.02 | ||
| PLN FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $359.29 | – | 0.00 | ||
| PLN FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| PLN FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $-115.71 | – | -0.00 | ||
| PLN FWD SALE TO USD 7/3/2024 | Derivative-foreign exchange | $-1M | – | -0.01 | ||
| PLUSPETROL CAMISEA SA 144A LIFE SR UNSEC SF 6.24% 07-03-36 (PLUSPETROL CAMISEA SA / PLUSPETROL LOTE 56 SA) | Long | Debt | PE | $115K | – | 0.00 |
| PM GENERAL PURCHASER LLC 144A LIFE SR SEC 1ST LIEN 9.5% 10-01-28 | Long | Debt | US | $458K | – | 0.00 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 | Long | Debt | US | $2M | – | 0.02 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33 | Long | Debt | US | $9M | – | 0.09 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $9M | – | 0.09 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 1.0% 04-12-52 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $310K | – | 0.00 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 1.15% 04-11-42 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $610K | – | 0.01 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 1.65% 07-16-32 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $929K | – | 0.01 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 1.95% 06-15-29 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $62K | – | 0.00 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.125% 10-17-28 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $2M | – | 0.02 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.875% 10-20-34 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $9M | – | 0.10 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $23M | – | 0.23 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.625% 06-12-54 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $724K | – | 0.01 |
| POSCO 144A LIFE SR UNSEC 4.875% 01-23-27 (POSCO CO LTD) | Long | Debt | KR | $3M | – | 0.03 |
| POSCO 144A LIFE SR UNSEC 5.75% 01-17-28 (POSCO CO LTD) | Long | Debt | KR | $309K | – | 0.00 |
| POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32 | Long | Debt | US | $835K | – | 0.01 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30 | Long | Debt | US | $492K | – | 0.00 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29 | Long | Debt | US | $473K | – | 0.00 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 5.625% 01-15-28 | Long | Debt | US | $1M | – | 0.01 |
| PROCTER & GAMBLE CO SR UNSEC 0.55% 10-29-25 | Long | Debt | US | $2M | – | 0.02 |
| PROCTER & GAMBLE CO SR UNSEC 1.0% 04-23-26 | Long | Debt | US | $316K | – | 0.00 |
| PROCTER & GAMBLE CO SR UNSEC 1.2% 10-29-30 | Long | Debt | US | $1M | – | 0.01 |
| PROCTER & GAMBLE CO SR UNSEC 3.95% 01-26-28 | Long | Debt | US | $2M | – | 0.02 |
| PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.25% 01-31-43 | Long | Debt | US | $2M | – | 0.02 |
| PROLOGIS EURO FINANCE LLC EUR SR UNSEC 4.625% 05-23-33 | Long | Debt | US | $279K | – | 0.00 |
| PROLOGIS LP SR UNSEC 4.75% 06-15-33 | Long | Debt | US | $1M | – | 0.01 |
| PROLOGIS LP SR UNSEC 5.0% 03-15-34 | Long | Debt | US | $670K | – | 0.01 |
| PROLOGIS LP SR UNSEC 5.25% 03-15-54 | Long | Debt | US | $66K | – | 0.00 |
| PROLOGIS LP SR UNSEC 5.25% 06-15-53 | Long | Debt | US | $70K | – | 0.00 |
| PROVINCE OF BRITISH COLUMBIA CANADA 4.2% 07-06-33 (BRITISH COLUMBIA PROVINCE OF) | Long | Debt | CA | $8M | – | 0.08 |
| PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.25% 05-05-31 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $5M | – | 0.05 |
| PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.5% 01-25-32 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $8M | – | 0.08 |
| PROVINCE OF QUEBEC CANADA GBP REG S (B) 2.25% 09-15-26 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $22M | – | 0.22 |
| PROVINCE OF SASKATCHEWAN CANADA 3.25% 06-08-27 (SASKATCHEWAN (PROVINCE OF)) | Long | Debt | CA | $1M | – | 0.01 |
| PRUDENTIAL FINANCIAL INC SR UNSEC 3.905% 12-07-47 | Long | Debt | US | $192K | – | 0.00 |
| PTTEP TREASURY CENTER CO LTD 144A LIFE SR UNSEC 2.587% 06-10-27 | Long | Debt | TH | $213K | – | 0.00 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 2.7% 01-15-51 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $162K | – | 0.00 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 3.2% 03-01-50 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $564K | – | 0.01 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.25% 04-01-53 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $4M | – | 0.04 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.35% 05-15-34 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $2M | – | 0.02 |
| PUBLIC SERVICE CO OF COLORADO SR SEC 1ST LIEN 5.75% 05-15-54 (PUBLIC SERVICE COMPANY OF COLORADO) | Long | Debt | US | $692K | – | 0.01 |
| PUBLIC STORAGE EUR SR UNSEC 0.5% 09-09-30 (PUBLIC STORAGE OPERATING CO) | Long | Debt | US | $2M | – | 0.02 |
| PUBLIC STORAGE SR UNSEC 5.1% 08-01-33 (PUBLIC STORAGE OPERATING CO) | Long | Debt | US | $394K | – | 0.00 |
| PUBLIC STORAGE SR UNSEC 5.125% 01-15-29 (PUBLIC STORAGE OPERATING CO) | Long | Debt | US | $1M | – | 0.01 |
| QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41 (QATAR ENERGY) | Long | Debt | QA | $12M | – | 0.12 |
| QVC INC SR SEC 1ST LIEN 4.45% 02-15-25 | Long | Debt | US | $443K | – | 0.00 |
| RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN PIK 7.775% 01-31-29 | Long | Debt | US | $703K | – | 0.01 |
| RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30 | Long | Debt | US | $2M | – | 0.02 |
| RADIOLOGY PARTNERS INC PIK TL-B 1ST LIEN (TSFR3M+500) FRN 01-31-29 | Long | Loan | US | $368K | – | 0.00 |
| RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34 | Long | Debt | LU | $7M | – | 0.07 |
| RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54 | Long | Debt | LU | $952K | – | 0.01 |
| RAKUTEN GROUP INC 144A LIFE SR UNSEC 9.75% 04-15-29 | Long | Debt | JP | $361K | – | 0.00 |
| RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30 | Long | Debt | US | $1M | – | 0.01 |
| RANGE RESOURCES CORP SR UNSEC 8.25% 01-15-29 | Long | Debt | US | $140K | – | 0.00 |
| REALKREDIT DKK SR SEC REG S SF COVERED 1.0% 10-01-53 (REALKREDIT DANMARK A/S) | Long | ABS-collateralized bond/debt obligation | DK | $2M | – | 0.02 |
| REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30 | Long | Debt | US | $5M | – | 0.05 |
| RELIANCE INDUSTRIES LTD REG S SR UNSEC 3.625% 01-12-52 | Long | Debt | IN | $175K | – | 0.00 |
| REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31 (AUSTRIA (REPUBLIC OF)) | Long | Debt | AT | $11M | – | 0.12 |
| REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 2.9% 02-20-34 (AUSTRIA (REPUBLIC OF)) | Long | Debt | AT | $1M | – | 0.01 |
| REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.7% 04-20-71 (AUSTRIA (REPUBLIC OF)) | Long | Debt | AT | $134K | – | 0.00 |
| REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S 0.9% 02-20-32 (AUSTRIA (REPUBLIC OF)) | Long | Debt | AT | $2M | – | 0.02 |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 1.25% 10-25-30 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $2M | – | 0.02 |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 1.75% 04-25-32 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $3M | – | 0.03 |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $6M | – | 0.06 |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 6.0% 10-25-33 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $11M | – | 0.11 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 6.5% 02-28-41 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $10M | – | 0.11 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.0% 01-31-30 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $583K | – | 0.01 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.25% 03-31-32 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $1M | – | 0.01 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.75% 02-28-48 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $9M | – | 0.09 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.875% 02-28-35 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $2M | – | 0.02 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 9.0% 01-31-40 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $865K | – | 0.01 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND 5.875% 06-22-30 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $1M | – | 0.01 |
| REWORLD HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29 | Long | Debt | US | $132K | – | 0.00 |
| RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29 | Long | Debt | US | $526K | – | 0.01 |
| RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28 | Long | Debt | US | $405K | – | 0.00 |
| RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29 | Long | Debt | US | $389K | – | 0.00 |
| ROCHE HOLDINGS INC 144A LIFE SR UNSEC 5.593% 11-13-33 | Long | Debt | US | $2M | – | 0.02 |
| ROMANIA GOVERNMENT BOND RON 4.75% 02-24-25 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $3M | – | 0.03 |
| ROMANIA GOVT BOND RON 4.75% 10-11-34 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $754K | – | 0.01 |
| ROMANIA GOVT BOND RON TAP 3.65% 07-28-25 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $1M | – | 0.01 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND 144A LIFE 7.625% 01-17-53 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $375K | – | 0.00 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A 3.624% 05-26-30 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $5M | – | 0.05 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.375% 03-22-31 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $3M | – | 0.03 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.625% 05-30-37 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $2M | – | 0.02 |
| RON FWD PUR FROM USD 7/5/2024 | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 6.25% 03-15-32 | Long | Debt | US | $328K | – | 0.00 |
| ROYAL CARIBBEAN CV SR UNSEC 6.0% 08-15-25 (ROYAL CARIBBEAN CRUISES LTD) | Long | Debt | US | $491K | – | 0.00 |
| RTX CORP SR UNSEC 1.9% 09-01-31 | Long | Debt | US | $580K | – | 0.01 |
| RTX CORP SR UNSEC 2.82% 09-01-51 | Long | Debt | US | $457K | – | 0.00 |
| RTX CORP SR UNSEC 3.03% 03-15-52 | Long | Debt | US | $319K | – | 0.00 |
| RTX CORP SR UNSEC 3.125% 05-04-27 | Long | Debt | US | $237K | – | 0.00 |
| RTX CORP SR UNSEC 5.0% 02-27-26 | Long | Debt | US | $249K | – | 0.00 |
| RTX CORP SR UNSEC 5.375% 02-27-53 | Long | Debt | US | $951K | – | 0.01 |
| RTX CORP SR UNSEC 5.75% 01-15-29 | Long | Debt | US | $2M | – | 0.02 |
| RTX CORP SR UNSEC 5.75% 11-08-26 | Long | Debt | US | $1M | – | 0.01 |
| RTX CORP SR UNSEC 6.0% 03-15-31 | Long | Debt | US | $738K | – | 0.01 |
| RTX CORP SR UNSEC 6.1% 03-15-34 | Long | Debt | US | $767K | – | 0.01 |
| RTX CORP SR UNSEC 6.4% 03-15-54 | Long | Debt | US | $111K | – | 0.00 |
| RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30 | Long | Debt | US | $515K | – | 0.01 |
| SALLY HOLDINGS LLC SR UNSEC 6.75% 03-01-32 | Long | Debt | US | $554K | – | 0.01 |
| SANDS CHINA LTD SR UNSEC 2.3% 03-08-27 | Long | Debt | MO | $365K | – | 0.00 |
| SANDS CHINA LTD SR UNSEC 3.25% 08-08-31 | Long | Debt | MO | $6M | – | 0.06 |
| SANDS CHINA LTD SR UNSEC 5.4% 08-08-28 | Long | Debt | MO | $17M | – | 0.17 |
| SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26 | Long | Debt | US | $7M | – | 0.07 |
| SASOL FINANCING USA LLC REG S SR UNSEC 8.75% 05-03-29 | Long | Debt | US | $12M | – | 0.12 |
| SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29 | Long | Debt | SG | $2M | – | 0.02 |
| SATURN OIL & GAS INC 144A LIFE SR SEC 1ST LIEN SF 9.625% 06-15-29 | Long | Debt | CA | $485K | – | 0.00 |
| SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 4.875% 07-18-33 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $581K | – | 0.01 |
| SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.75% 01-16-54 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $5M | – | 0.05 |
| SAUDI GOVERNMENT INTERNATIONAL BOND REG S 3.625% 03-04-28 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $3M | – | 0.03 |
| SAUDI GOVERNMENT INTERNATIONAL BOND REG S 5.75% 01-16-54 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $4M | – | 0.04 |
| SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30 | Long | Debt | US | $601K | – | 0.01 |
| SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28 | Long | Debt | US | $261K | – | 0.00 |
| SCIH SALT HOLDINGS INC 144A LIFE SR UNSEC 6.625% 05-01-29 | Long | Debt | US | $810K | – | 0.01 |
| SEACO 20-1A A 144A 2.17% 10-17-40/03-18-30 (SEACO_20-1) | Long | ABS-other | US | $4M | – | 0.04 |
| SEADRILL FINANCE LTD 144A LIFE SR SEC 2ND LIEN 8.375% 08-01-30 | Long | Debt | BM | $575K | – | 0.01 |
| SEAGATE HDD CAYMAN SR UNSEC 8.5% 07-15-31 | Long | Debt | KY | $404K | – | 0.00 |
| SEALED AIR CORP 144A LIFE SR UNSEC 6.5% 07-15-32 | Long | Debt | US | $786K | – | 0.01 |
| SEK FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $-248K | – | -0.00 | ||
| SENEGAL GOVERNMENT INTERNATIONAL BOND EUR REG S SF 5.375% 06-08-37 (SENEGAL (REPUBLIC OF)) | Long | Debt | SN | $645K | – | 0.01 |
| SENSATA TECHNOLOGIES BV 144A LIFE SR UNSEC 4.0% 04-15-29 | Long | Debt | NL | $570K | – | 0.01 |
| SENSATA TECHNOLOGIES INC 144A LIFE SR UNSEC 3.75% 02-15-31 | Long | Debt | US | $140K | – | 0.00 |
| SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28 (SERBIA (REPUBLIC OF)) | Long | Debt | RS | $2M | – | 0.02 |
| SERBIA INTERNATIONAL BOND 144A LIFE 6.5% 09-26-33 (SERBIA (REPUBLIC OF)) | Long | Debt | RS | $1M | – | 0.01 |
| SERVICE CORP INTERNATIONAL SR UNSEC 4.0% 05-15-31 (SERVICE CORP INTERNATIONAL/US) | Long | Debt | US | $424K | – | 0.00 |
| SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31 | Long | Debt | US | $1M | – | 0.01 |
| SERVICE PROPERTIES TRUST SR UNSEC 3.95% 01-15-28 | Long | Debt | US | $285K | – | 0.00 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.375% 02-15-30 | Long | Debt | US | $524K | – | 0.01 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.75% 10-01-26 | Long | Debt | US | $147K | – | 0.00 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.95% 02-15-27 | Long | Debt | US | $657K | – | 0.01 |
| SERVICE PROPERTIES TRUST SR UNSEC 4.95% 10-01-29 | Long | Debt | US | $272K | – | 0.00 |
| SERVICE PROPERTIES TRUST SR UNSEC 8.375% 06-15-29 | Long | Debt | US | $812K | – | 0.01 |
| SERVICENOW INC SR UNSEC 1.4% 09-01-30 | Long | Debt | US | $9M | – | 0.09 |
| SGD FWD PUR FROM USD 7/18/2024 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| SHELL INTERNATIONAL FINANCE BV SR UNSEC 3.0% 11-26-51 | Long | Debt | NL | $2M | – | 0.02 |
| SHERWIN-WILLIAMS CO SR UNSEC 2.9% 03-15-52 | Long | Debt | US | $156K | – | 0.00 |
| SHERWIN-WILLIAMS CO SR UNSEC 2.95% 08-15-29 | Long | Debt | US | $451K | – | 0.00 |
| SHERWIN-WILLIAMS CO SR UNSEC 3.3% 05-15-50 | Long | Debt | US | $511K | – | 0.01 |
| SHERWIN-WILLIAMS CO SR UNSEC 3.45% 06-01-27 | Long | Debt | US | $755K | – | 0.01 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 3.125% 09-01-26 | Long | Debt | US | $235K | – | 0.00 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28 | Long | Debt | US | $904K | – | 0.01 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.125% 07-01-30 | Long | Debt | US | $871K | – | 0.01 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 5.0% 08-01-27 | Long | Debt | US | $192K | – | 0.00 |
| SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31 | Long | Debt | US | $2M | – | 0.02 |
| SK HYNIX INC 144A LIFE SR UNSEC 1.5% 01-19-26 | Long | Debt | KR | $518K | – | 0.01 |
| SK HYNIX INC 144A LIFE SR UNSEC 2.375% 01-19-31 | Long | Debt | KR | $242K | – | 0.00 |
| SK HYNIX INC 144A LIFE SR UNSEC 6.375% 01-17-28 | Long | Debt | KR | $206K | – | 0.00 |
| SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26 | Long | Debt | KR | $3M | – | 0.03 |
| SK HYNIX INC REG S SR UNSEC 3.0% 09-17-24 | Long | Debt | KR | $11M | – | 0.11 |
| SK HYNIX INC REG S SR UNSEC 6.375% 01-17-28 | Long | Debt | KR | $206K | – | 0.00 |
| SLOVAKIA GOVERNMENT BOND EUR REG S (B) 3.75% 03-06-34 (SLOVAK REPUBLIC (GOVERNMENT)) | Long | Debt | SK | $4M | – | 0.04 |
| SM ENERGY CO SR UNSEC 6.5% 07-15-28 | Long | Debt | US | $134K | – | 0.00 |
| SMB 23-C A1B 144A (SOFR30A+155) FRN 11-15-52/10-17-33 (SMB PRIVATE EDUCATION LOAN TRUST SMB_23-C) | Long | ABS-other | US | $4M | – | 0.04 |
| SOFR 90DAY FUT OPT 0QZ4C C @ 96 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $266K | – | 0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 97 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-116K | – | -0.00 | |
| SOFR 90DAY FUT OPT 0QZ4C C @ 97.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $23K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRH5C C @ 97 03-14-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $34K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRH5C C @ 98 03-14-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 95.75 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-10K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4C C @ 97.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $3K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 94.375 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $11K | – | 0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.25 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-40K | – | -0.00 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-7M | – | -0.07 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 96 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $7M | – | 0.07 | |
| SOFR 90DAY FUT SFRM4 09-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-9K | – | -0.00 | |
| SOFR 90DAY FUT SFRM5 09-16-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $4K | – | 0.00 | |
| SOFR 90DAY FUT SFRU4 12-17-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-12K | – | -0.00 | |
| SOFR 90DAY FUT SFRZ4 03-18-25 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $14K | – | 0.00 | |
| SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29 | Long | Debt | US | $384K | – | 0.00 |
| SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31 | Long | Debt | US | $899K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 | Long | Debt | US | $988K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.95% 02-01-51 | Long | Debt | US | $4M | – | 0.04 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.45% 02-01-52 | Long | Debt | US | $5M | – | 0.05 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50 | Long | Debt | US | $424K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.2% 06-01-34 | Long | Debt | US | $2M | – | 0.02 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.45% 06-01-31 | Long | Debt | US | $3M | – | 0.03 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 5.875% 12-01-53 | Long | Debt | US | $4M | – | 0.04 |
| SOUTHWESTERN ELECTRIC POWER CO SR UNSEC 3.25% 11-01-51 (SOUTHWESTERN ELECTRIC POWER COMPANY) | Long | Debt | US | $427K | – | 0.00 |
| SOUTHWESTERN PUBLIC SERVICE CO SR SEC 1ST LIEN 6.0% 06-01-54 (SOUTHWESTERN PUBLIC SERVICE COMPANY) | Long | Debt | US | $225K | – | 0.00 |
| SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $14M | – | 0.14 |
| SPAIN GOVERNMENT BOND EUR 0.0% 01-31-28 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $6M | – | 0.06 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $5M | – | 0.05 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $14M | – | 0.14 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.0% 10-31-50 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $569K | – | 0.01 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $3M | – | 0.03 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.4% 07-30-28 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $7M | – | 0.07 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $10M | – | 0.10 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.85% 07-30-35 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $238K | – | 0.00 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.9% 10-31-52 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $21K | – | 0.00 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-31-48 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $4M | – | 0.04 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.75% 10-31-24 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $18M | – | 0.18 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $10M | – | 0.10 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $17M | – | 0.17 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $3M | – | 0.03 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $40M | – | 0.40 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.9% 07-30-39 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $8M | – | 0.08 |
| SPAIN GOVERNMENT BOND EUR REG S 144A 0.7% 04-30-32 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $4M | – | 0.04 |
| SPIRIT AEROSYSTEMS CV 144A LIFE SR UNSEC 3.25% 11-01-28 (SPIRIT AEROSYSTEMS INC) | Long | Debt | US | $317K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29 | Long | Debt | US | $939K | – | 0.01 |
| SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 2ND LIEN 9.75% 11-15-30 | Long | Debt | US | $1M | – | 0.01 |
| SPIRIT AEROSYSTEMS INC SR UNSEC 4.6% 06-15-28 | Long | Debt | US | $246K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC TL (TSFR3M+425) 9.57950% 01-15-27 | Long | Loan | US | $20K | – | 0.00 |
| STACR 22-DNA3 M1B 144A FRN (SOFR30A+290) 04-25-42 (FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.03 |
| STANDARD CHARTERED PLC 144A LIFE SR UNSEC 5.905% 05-14-35/34 | Long | Debt | GB | $7M | – | 0.07 |
| STANDARD CHARTERED PLC 144A LIFE SUB 3.265% 02-18-36/31 | Long | Debt | GB | $806K | – | 0.01 |
| STANDARD CHARTERED PLC 144A LIFE SUB 4.866% 03-15-33/28 | Long | Debt | GB | $3M | – | 0.03 |
| STANDARD CHARTERED PLC REG S SUB 4.866% 03-15-33/28 | Long | Debt | GB | $1M | – | 0.01 |
| STAR PARENT INC 144A LIFE SR SEC 1ST LIEN 9.0% 10-01-30 | Long | Debt | US | $105K | – | 0.00 |
| STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 1.375% 05-02-25 (STATE GRID OVERSEAS INVESTMENT (2016) LTD) | Long | Debt | VG | $2M | – | 0.02 |
| STATE GRID OVERSEAS INVESTMENT BVI LTD EUR REG S SR UNSEC 2.125% 05-02-30 (STATE GRID OVERSEAS INVESTMENT (2016) LTD) | Long | Debt | VG | $801K | – | 0.01 |
| STATE OF ISRAEL 2.5% 01-15-30 (ISRAEL (STATE OF)) | Long | Debt | IL | $7M | – | 0.07 |
| STATE OF THE GRAND-DUCHY OF LUXEMBOURG EUR REG S (B) 0.0% 09-14-32 (LUXEMBOURG (GRAND DUCHY OF)) | Long | Debt | LU | $229K | – | 0.00 |
| STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32 | Long | Debt | US | $204K | – | 0.00 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27 | Long | Debt | US | $4M | – | 0.04 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31 | Long | Debt | US | $2M | – | 0.02 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | Long | Debt | US | $6M | – | 0.06 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 6.375% 09-12-32 | Long | Debt | US | $795K | – | 0.01 |
| STERICYCLE INC 144A LIFE SR UNSEC 3.875% 01-15-29 | Long | Debt | US | $84K | – | 0.00 |
| STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26 (STILLWATER MINING COMPANY) | Long | Debt | US | $10M | – | 0.10 |
| STILLWATER MINING CO REG S SR UNSEC 4.5% 11-16-29 (STILLWATER MINING COMPANY) | Long | Debt | US | $1M | – | 0.01 |
| STL HOLDING CO LLC 144A LIFE SR UNSEC 8.75% 02-15-29 (STL HOLDING COMPANY LLC) | Long | Debt | US | $287K | – | 0.00 |
| STRYKER CORP EUR SR UNSEC 0.25% 12-03-24 | Long | Debt | US | $3M | – | 0.03 |
| STRYKER CORP EUR SR UNSEC 0.75% 03-01-29 | Long | Debt | US | $5M | – | 0.05 |
| STRYKER CORP EUR SR UNSEC 1.0% 12-03-31 | Long | Debt | US | $2M | – | 0.02 |
| SUMMIT DIGITEL INFRASTRUCTURE LTD 144A LIFE SR SEC 1ST LIEN 2.875% 08-12-31 (SUMMIT DIGITEL INFRASTRUCTURE PVT LTD) | Long | Debt | IN | $610K | – | 0.01 |
| SUMMIT MATERIALS LLC 144A LIFE SR UNSEC 7.25% 01-15-31 | Long | Debt | US | $757K | – | 0.01 |
| SUNCORP GROUP LTD AUD SUB (H) FRN 12-01-38 | Long | Debt | AU | $310K | – | 0.00 |
| SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29 | Long | Debt | US | $200K | – | 0.00 |
| SUNOCO LP SR UNSEC 4.5% 04-30-30 | Long | Debt | US | $148K | – | 0.00 |
| SUNOCO LP SR UNSEC 4.5% 05-15-29 | Long | Debt | US | $1M | – | 0.01 |
| SUPERIOR PLUS LP 144A LIFE SR UNSEC 4.5% 03-15-29 | Long | Debt | CA | $136K | – | 0.00 |
| SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32 | Long | Debt | US | $273K | – | 0.00 |
| SURGERY CENTER HOLDINGS INC TL-B2 1ST LIEN (TSFR1M+275) FRN 12-19-30 | Long | Loan | US | $90K | – | 0.00 |
| SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29 (SWISS RE FINANCE (LUXEMBOURG) SA) | Long | Debt | LU | $1M | – | 0.01 |
| SYNCHRONY FINANCIAL SR UNSEC 2.875% 10-28-31 | Long | Debt | US | $3M | – | 0.03 |
| T-MOBILE USA INC EUR SR UNSEC 3.7% 05-08-32 | Long | Debt | US | $3M | – | 0.03 |
| T-MOBILE USA INC EUR SR UNSEC 3.85% 05-08-36 | Long | Debt | US | $1M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 3.0% 02-15-41 | Long | Debt | US | $985K | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 5.05% 07-15-33 | Long | Debt | US | $926K | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 5.65% 01-15-53 | Long | Debt | US | $2M | – | 0.02 |
| T-MOBILE USA INC SR UNSEC 5.75% 01-15-54 | Long | Debt | US | $1M | – | 0.01 |
| TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27 | Long | Debt | JP | $3M | – | 0.03 |
| TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30 | Long | Debt | US | $2M | – | 0.02 |
| TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+350)(FLR 0.5) 8.82670% 05-17-30 | Long | Loan | US | $431K | – | 0.00 |
| TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29 | Long | Debt | US | $893K | – | 0.01 |
| TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31 | Long | Debt | US | $613K | – | 0.01 |
| TCN 23-SFR1 B 144A 5.1% 07-17-40/07-19-28 (TRICON RESIDENTIAL TRUST TCN_23-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.01 |
| TCN 23-SFR1 C 144A 5.1% 07-17-40/07-19-28 (TRICON RESIDENTIAL TRUST TCN_23-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $305K | – | 0.00 |
| TELEFONICA EMISIONES SA EUR REG S SR UNSEC (B) 4.055% 01-24-36 (TELEFONICA EMISIONES SAU) | Long | Debt | ES | $2M | – | 0.02 |
| TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50 | Long | Debt | CN | $6M | – | 0.06 |
| TENCENT HOLDINGS LTD 144A SR UNSEC 2.39% 06-03-30 | Long | Debt | CN | $258K | – | 0.00 |
| TENCENT HOLDINGS LTD REG S SR UNSEC 3.24% 06-03-50 | Long | Debt | CN | $1M | – | 0.01 |
| TENCENT HOLDINGS LTD REG S SR UNSEC 3.68% 04-22-41 | Long | Debt | CN | $1M | – | 0.01 |
| TENCENT HOLDINGS LTD REG S SR UNSEC 3.84% 04-22-51 | Long | Debt | CN | $3M | – | 0.03 |
| TENCENT HOLDINGS LTD REG S SR UNSEC 3.975% 04-11-29 | Long | Debt | CN | $238K | – | 0.00 |
| TENET HEALTHCARE CORP SR SEC 1ST LIEN 4.625% 06-15-28 | Long | Debt | US | $333K | – | 0.00 |
| TENET HEALTHCARE CORP SR SEC 1ST LIEN 6.75% 05-15-31 | Long | Debt | US | $1M | – | 0.01 |
| TENNET HOLDING BV EUR PRP REG S SUB (H) (B) 5.25% 12-31-79/06-21-29 | Long | Debt | NL | $3M | – | 0.03 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 3.15% 10-01-26 | Long | Debt | NL | $16M | – | 0.16 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 4.1% 10-01-46 | Long | Debt | NL | $598K | – | 0.01 |
| TEVA PHARMACEUTICAL FINANCE NETHERLANDS III BV SR UNSEC 8.125% 09-15-31 | Long | Debt | NL | $513K | – | 0.01 |
| TEXAS INSTRUMENTS INC SR UNSEC 4.6% 02-08-29 | Long | Debt | US | $2M | – | 0.02 |
| TEXAS INSTRUMENTS INC SR UNSEC 4.85% 02-08-34 | Long | Debt | US | $1M | – | 0.01 |
| THAILAND GOVERNMENT BOND THB 1.585% 12-17-35 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $2M | – | 0.02 |
| THAILAND GOVERNMENT BOND THB 2.125% 12-17-26 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $3M | – | 0.03 |
| THAILAND GOVERNMENT BOND THB 3.35% 06-17-33 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $860K | – | 0.01 |
| THAILAND GOVERNMENT BOND THB 3.65% 06-20-31 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $3M | – | 0.03 |
| THAILAND GOVERNMENT BOND THB 3.775% 06-25-32 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $627K | – | 0.01 |
| THAILAND GVT THB BOND 1.6% 06-17-35 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $228K | – | 0.00 |
| THAILAND GVT THB BOND 2.0% 06-17-42 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $298K | – | 0.00 |
| THAILAND GVT THB BOND 3.3% 06-17-38 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $885K | – | 0.01 |
| THAILAND GVT THB BOND 3.45% 06-17-43 (THAILAND (KINGDOM OF)) | Long | Debt | TH | $1M | – | 0.02 |
| THAIOIL TREASURY CENTER CO LTD REG S SR UNSEC 3.5% 10-17-49 | Long | Debt | TH | $135K | – | 0.00 |
| THB FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $-289K | – | -0.00 | ||
| THB FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-68K | – | -0.00 | ||
| THB FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $124K | – | 0.00 | ||
| THB FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| THERMO FISHER SCIENTIFIC FINANCE I BV EUR SR UNSEC 0.8% 10-18-30 (THERMO FISHER SCIENTIFIC (FINANCE I) BV) | Long | Debt | NL | $837K | – | 0.01 |
| THERMO FISHER SCIENTIFIC FINANCE I BV EUR SR UNSEC 1.625% 10-18-41 (THERMO FISHER SCIENTIFIC (FINANCE I) BV) | Long | Debt | NL | $407K | – | 0.00 |
| THERMO FISHER SCIENTIFIC INC SR UNSEC 4.8% 11-21-27 | Long | Debt | US | $1M | – | 0.01 |
| TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40 | Long | Debt | LU | $8M | – | 0.08 |
| TK ELEVATOR US NEWCO INC 144A LIFE SR SEC 1ST LIEN 5.25% 07-15-27 | Long | Debt | US | $291K | – | 0.00 |
| TNB GLOBAL VENTURES CAPITAL BHD SUKUK REG S SR UNSEC 3.244% 10-19-26 | Long | Debt | MY | $477K | – | 0.00 |
| TOTALENERGIES CAPITAL SA SR UNSEC 5.15% 04-05-34 | Long | Debt | FR | $1M | – | 0.01 |
| TOTALENERGIES CAPITAL SA SR UNSEC 5.488% 04-05-54 | Long | Debt | FR | $1M | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 04-06-28 | Long | Debt | US | $958K | – | 0.01 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 4.55% 05-17-30 | Long | Debt | US | $2M | – | 0.02 |
| TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.375% 03-01-29 | Long | Debt | US | $352K | – | 0.00 |
| TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32 | Long | Debt | US | $278K | – | 0.00 |
| TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.875% 12-15-30 | Long | Debt | US | $138K | – | 0.00 |
| TRANSDIGM INC SUB 4.625% 01-15-29 | Long | Debt | US | $299K | – | 0.00 |
| TRANSDIGM INC SUB 4.875% 05-01-29 | Long | Debt | US | $469K | – | 0.00 |
| TRANSDIGM INC SUB 5.5% 11-15-27 | Long | Debt | US | $821K | – | 0.01 |
| TRANSOCEAN AQUILA LTD 144A LIFE SR SEC 1ST LIEN SF 8.0% 09-30-28 | Long | Debt | KY | $102K | – | 0.00 |
| TRANSOCEAN INC 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30 | Long | Debt | US | $421K | – | 0.00 |
| TRANSOCEAN INC 144A LIFE SR UNSEC 8.25% 05-15-29 | Long | Debt | US | $186K | – | 0.00 |
| TRANSOCEAN INC 144A LIFE SR UNSEC 8.5% 05-15-31 | Long | Debt | US | $441K | – | 0.00 |
| TRANSOCEAN INC SR UNSEC 6.8% 03-15-38 | Long | Debt | US | $623K | – | 0.01 |
| TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28 | Long | Debt | KY | $1M | – | 0.01 |
| TREEHOUSE FOODS INC SR UNSEC 4.0% 09-01-28 | Long | Debt | US | $279K | – | 0.00 |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33 | Long | Debt | US | $782K | – | 0.01 |
| TRIDENT TPI HOLDINGS INC 144A LIFE SR UNSEC 12.75% 12-31-28 | Long | Debt | US | $547K | – | 0.01 |
| TRIUMPH GROUP INC 144A LIFE SR SEC 1ST LIEN 9.0% 03-15-28 | Long | Debt | US | $238K | – | 0.00 |
| TRUIST FINANCIAL CORP SR UNSEC 5.711% 01-24-35/34 | Long | Debt | US | $6M | – | 0.06 |
| TRUIST FINANCIAL CORP SR UNSEC 5.867% 06-08-34/33 | Long | Debt | US | $2M | – | 0.02 |
| TRUIST FINANCIAL CORP SR UNSEC 7.161% 10-30-29/28 | Long | Debt | US | $840K | – | 0.01 |
| TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR1M+475) FRN 03-08-32 | Long | Loan | US | $2M | – | 0.02 |
| TRY FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| TRY FWD PUR FROM USD 9/18/2024 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| TRY FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $-28K | – | -0.00 | ||
| TURKIYE GOVERNMENT BOND TRY 12.6% 10-01-25 (TURKEY (REPUBLIC OF)) | Long | Debt | TR | $24M | – | 0.24 |
| TURKIYE GOVERNMENT BOND TRY 17.3% 07-19-28 (TURKEY (REPUBLIC OF)) | Long | Debt | TR | $4M | – | 0.04 |
| TURKIYE GOVERNMENT INTERNATIONAL BOND 6.0% 01-14-41 (TURKEY (REPUBLIC OF)) | Long | Debt | TR | $2M | – | 0.02 |
| UBER TECHNOLOGIES INC 144A LIFE SR UNSEC 8.0% 11-01-26 | Long | Debt | US | $899K | – | 0.01 |
| UBS GROUP AG 144A LIFE SR UNSEC 3.869% 01-12-29/28 | Long | Debt | CH | $4M | – | 0.04 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.194% 04-01-31/30 | Long | Debt | CH | $4M | – | 0.04 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24 | Long | Debt | CH | $7M | – | 0.07 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.428% 02-08-30/29 | Long | Debt | CH | $2M | – | 0.02 |
| UBS GROUP AG 144A LIFE SR UNSEC 5.699% 02-08-35/34 | Long | Debt | CH | $6M | – | 0.06 |
| UK CONV GILT GBP REG S 1.0% 01-31-32 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $46M | – | 0.46 |
| UKG 10YR FUT G U4 09-26-24 (INTERCONTINENTAL EXCHANGE INC) | Derivative-interest rate | US | $-2M | – | -0.02 | |
| UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31 | Long | Debt | US | $2M | – | 0.02 |
| UKG INC TL-B 1ST LIEN (TSFR3M+325)(FLR 0.0) FRN 02-10-31 | Long | Loan | US | $425K | – | 0.00 |
| UKRAINE GOVERNMENT BOND UAH 19.5% 01-15-25 (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $91K | – | 0.00 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.375% 01-27-32 (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $4M | – | 0.04 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND REG S 6.876% 05-21-31 (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $3M | – | 0.03 |
| UNICREDIT SPA 144A LIFE SUB 5.459% 06-30-35/30 | Long | Debt | IT | $15M | – | 0.15 |
| UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32 | Long | Debt | US | $2M | – | 0.02 |
| UNION PACIFIC CORP SR UNSEC 4.3% 03-01-49 | Long | Debt | US | $1M | – | 0.01 |
| UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $38M | – | 0.38 |
| UNITED KINGDOM GILT GBP REG S 0.5% 01-31-29 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $3M | – | 0.03 |
| UNITED KINGDOM GILT GBP REG S 0.625% 06-07-25 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $3M | – | 0.03 |
| UNITED KINGDOM GILT GBP REG S 0.625% 07-31-35 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $1M | – | 0.01 |
| UNITED KINGDOM GILT GBP REG S 0.875% 10-22-29 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $712K | – | 0.01 |
| UNITED KINGDOM GILT GBP REG S 1.125% 10-22-73 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $767K | – | 0.01 |
| UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $37M | – | 0.38 |
| UNITED KINGDOM GILT GBP REG S 1.625% 10-22-28 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $24M | – | 0.24 |
| UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $8M | – | 0.08 |
| UNITED KINGDOM GILT GBP REG S 3.75% 10-22-53 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $3M | – | 0.03 |
| UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $20M | – | 0.20 |
| UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $12M | – | 0.12 |
| UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $49M | – | 0.49 |
| UNITED KINGDOM GILT GBP REG S 4.5% 06-07-28 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $8M | – | 0.08 |
| UNITED KINGDOM GILT GBP REG S 4.625% 01-31-34 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $719K | – | 0.01 |
| UNITED NATURAL FOODS INC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 05-01-31 | Long | Loan | US | $402K | – | 0.00 |
| UNITED RENTALS NORTH AMERICA INC 144A LIFE SR UNSEC 6.125% 03-15-34 (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $100K | – | 0.00 |
| UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31 (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $750K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $10M | – | 0.10 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-52 | Long | Debt | US | $815K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 04-15-25 | Long | Debt | US | $21M | – | 0.21 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26 | Long | Debt | US | $5M | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 0.25% 06-30-25 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 0.25% 10-31-25 | Long | Debt | US | $42K | – | 0.00 |
| UNITED STATES TREASURY NOTE 0.5% 04-30-27 | Long | Debt | US | $268K | – | 0.00 |
| UNITED STATES TREASURY NOTE 0.625% 05-15-30 | Long | Debt | US | $14M | – | 0.14 |
| UNITED STATES TREASURY NOTE 0.625% 08-15-30 | Long | Debt | US | $16K | – | 0.00 |
| UNITED STATES TREASURY NOTE 0.75% 03-31-26 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.125% 02-29-28 | Long | Debt | US | $8M | – | 0.08 |
| UNITED STATES TREASURY NOTE 1.125% 08-15-40 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.125% 08-31-28 | Long | Debt | US | $13M | – | 0.13 |
| UNITED STATES TREASURY NOTE 1.25% 03-31-28 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.25% 05-15-50 | Long | Debt | US | $6M | – | 0.06 |
| UNITED STATES TREASURY NOTE 1.25% 05-31-28 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.25% 06-30-28 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.25% 08-15-31 | Long | Debt | US | $904K | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.375% 08-15-50 | Long | Debt | US | $822K | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.375% 11-15-40 | Long | Debt | US | $167K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.5% 02-15-30 | Long | Debt | US | $206K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.625% 02-15-26 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 1.625% 05-15-31 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 1.625% 08-15-29 | Long | Debt | US | $6M | – | 0.06 |
| UNITED STATES TREASURY NOTE 1.625% 11-30-26 | Long | Debt | US | $23K | – | 0.00 |
| UNITED STATES TREASURY NOTE 1.75% 03-15-25 | Long | Debt | US | $537K | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.75% 08-15-41 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $8M | – | 0.08 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-51 | Long | Debt | US | $907K | – | 0.01 |
| UNITED STATES TREASURY NOTE 1.875% 11-15-51 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.0% 02-15-50 | Long | Debt | US | $12M | – | 0.13 |
| UNITED STATES TREASURY NOTE 2.0% 08-15-51 | Long | Debt | US | $23M | – | 0.23 |
| UNITED STATES TREASURY NOTE 2.0% 11-15-41 | Long | Debt | US | $460K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 02-15-27 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.25% 02-15-52 | Long | Debt | US | $37M | – | 0.37 |
| UNITED STATES TREASURY NOTE 2.25% 03-31-26 | Long | Debt | US | $24K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.25% 05-15-41 | Long | Debt | US | $6M | – | 0.06 |
| UNITED STATES TREASURY NOTE 2.375% 02-15-42 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.375% 05-15-51 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.5% 02-15-45 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.5% 02-15-46 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.5% 03-31-27 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.625% 05-31-27 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.75% 02-15-28 | Long | Debt | US | $292K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.75% 04-30-27 | Long | Debt | US | $3M | – | 0.03 |
| UNITED STATES TREASURY NOTE 2.75% 07-31-27 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-42 | Long | Debt | US | $77K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.75% 11-15-42 | Long | Debt | US | $767K | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.875% 04-30-25 | Long | Debt | US | $70K | – | 0.00 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-32 | Long | Debt | US | $17M | – | 0.17 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-43 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-52 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 2.875% 08-15-28 | Long | Debt | US | $971K | – | 0.01 |
| UNITED STATES TREASURY NOTE 2.875% 08-15-45 | Long | Debt | US | $950K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 02-15-48 | Long | Debt | US | $3M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-42 | Long | Debt | US | $386K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.0% 05-15-45 | Long | Debt | US | $510K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 08-15-52 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 10-31-25 | Long | Debt | US | $699K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 11-15-45 | Long | Debt | US | $751K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.125% 05-15-48 | Long | Debt | US | $622K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.125% 08-15-25 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.125% 11-15-41 | Long | Debt | US | $82K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.25% 05-15-42 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 3.25% 06-30-29 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 3.375% 05-15-33 | Long | Debt | US | $12M | – | 0.12 |
| UNITED STATES TREASURY NOTE 3.375% 05-15-44 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.625% 02-15-53 | Long | Debt | US | $958K | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.625% 03-31-28 | Long | Debt | US | $194.38 | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.625% 05-15-26 | Long | Debt | US | $83K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.625% 05-15-53 | Long | Debt | US | $6M | – | 0.06 |
| UNITED STATES TREASURY NOTE 3.625% 05-31-28 | Long | Debt | US | $340K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.75% 05-31-30 | Long | Debt | US | $9M | – | 0.09 |
| UNITED STATES TREASURY NOTE 3.75% 12-31-28 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.875% 02-15-43 | Long | Debt | US | $145K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.875% 04-30-25 | Long | Debt | US | $5M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.875% 05-15-43 | Long | Debt | US | $10M | – | 0.10 |
| UNITED STATES TREASURY NOTE 3.875% 08-15-33 | Long | Debt | US | $56M | – | 0.57 |
| UNITED STATES TREASURY NOTE 3.875% 11-30-27 | Long | Debt | US | $5M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.875% 12-31-29 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.0% 01-15-27 | Long | Debt | US | $22K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-29 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-31 | Long | Debt | US | $121K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.0% 02-29-28 | Long | Debt | US | $6M | – | 0.06 |
| UNITED STATES TREASURY NOTE 4.0% 06-30-28 | Long | Debt | US | $407K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.0% 11-15-42 | Long | Debt | US | $226K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.0% 11-15-52 | Long | Debt | US | $5M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.0% 12-15-25 | Long | Debt | US | $303K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.125% 02-15-27 | Long | Debt | US | $12M | – | 0.12 |
| UNITED STATES TREASURY NOTE 4.125% 03-31-29 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.125% 03-31-31 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.125% 08-15-53 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.125% 09-30-27 | Long | Debt | US | $71M | – | 0.72 |
| UNITED STATES TREASURY NOTE 4.25% 01-31-26 | Long | Debt | US | $11M | – | 0.11 |
| UNITED STATES TREASURY NOTE 4.25% 02-15-54 | Long | Debt | US | $6M | – | 0.06 |
| UNITED STATES TREASURY NOTE 4.25% 02-28-31 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.25% 03-15-27 | Long | Debt | US | $5M | – | 0.05 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $38M | – | 0.38 |
| UNITED STATES TREASURY NOTE 4.375% 08-15-43 | Long | Debt | US | $107K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.375% 08-31-28 | Long | Debt | US | $8M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.375% 11-15-39 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.375% 11-30-30 | Long | Debt | US | $8M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.375% 12-15-26 | Long | Debt | US | $6M | – | 0.07 |
| UNITED STATES TREASURY NOTE 4.5% 02-15-44 | Long | Debt | US | $8M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.5% 04-15-27 | Long | Debt | US | $3M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.5% 05-31-29 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.5% 07-15-26 | Long | Debt | US | $12M | – | 0.12 |
| UNITED STATES TREASURY NOTE 4.5% 08-15-39 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.5% 11-15-25 | Long | Debt | US | $29K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.5% 11-15-33 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.625% 02-15-40 | Long | Debt | US | $2M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.625% 02-28-26 | Long | Debt | US | $30K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-29 | Long | Debt | US | $62M | – | 0.62 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-31 | Long | Debt | US | $24K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-44 | Long | Debt | US | $262K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.625% 05-15-54 | Long | Debt | US | $25M | – | 0.25 |
| UNITED STATES TREASURY NOTE 4.625% 06-15-27 | Long | Debt | US | $3M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.625% 06-30-25 | Long | Debt | US | $20K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.625% 09-15-26 | Long | Debt | US | $8M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-28 | Long | Debt | US | $847K | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-30 | Long | Debt | US | $3M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.625% 11-15-26 | Long | Debt | US | $3M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-43 | Long | Debt | US | $679K | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-53 | Long | Debt | US | $4M | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.875% 04-30-26 | Long | Debt | US | $29M | – | 0.29 |
| UNITED STATES TREASURY NOTE 4.875% 05-31-26 | Long | Debt | US | $30K | – | 0.00 |
| UNITED STATES TREASURY NOTE 5.0% 09-30-25 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 3.25% 05-15-51 | Long | Debt | US | $502K | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 3.7% 05-15-27 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.2% 05-15-32 | Long | Debt | US | $1M | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.25% 06-15-48 | Long | Debt | US | $626K | – | 0.01 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.5% 04-15-33 | Long | Debt | US | $478K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 4.75% 05-15-52 | Long | Debt | US | $204K | – | 0.00 |
| UNITEDHEALTH GROUP INC SR UNSEC 5.375% 04-15-54 | Long | Debt | US | $486K | – | 0.00 |
| UNIVERSAL ENTERTAINMENT CORP 144A LIFE SR SEC 1ST LIEN 8.75% 12-11-24 | Long | Debt | JP | $970K | – | 0.01 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29 | Long | Debt | US | $1M | – | 0.02 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 6.625% 06-01-27 | Long | Debt | US | $192K | – | 0.00 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 7.375% 06-30-30 | Long | Debt | US | $47K | – | 0.00 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 8.0% 08-15-28 | Long | Debt | US | $410K | – | 0.00 |
| US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30 | Long | Debt | US | $544K | – | 0.01 |
| USA COMPRESSION PARTNERS LP 144A LIFE SR UNSEC 7.125% 03-15-29 | Long | Debt | US | $166K | – | 0.00 |
| USD FWD SALE TO CAD 9/18/2024 | Derivative-foreign exchange | $165K | – | 0.00 | ||
| USD FWD SALE TO CAD 9/18/2024 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| USI INC 144A LIFE SR UNSEC 7.5% 01-15-32 | Long | Debt | US | $203K | – | 0.00 |
| UST 10YR FUT OPT 4MM4C C @ 111 06-28-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $0 | – | – | |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-986K | – | -0.01 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $459K | – | 0.00 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.01 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.02 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-98K | – | -0.00 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.02 | |
| UTD KINGDOM GILT GBP REG S 1.25% 07-31-51 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $15M | – | 0.15 |
| UTD KINGDOM GILT GBP REG S 3.75% 01-29-38 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $2M | – | 0.02 |
| VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32 | Long | Debt | US | $329K | – | 0.00 |
| VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30 | Long | Debt | BR | $5K | – | 0.00 |
| VALE OVERSEAS LTD SR UNSEC 6.4% 06-28-54 | Long | Debt | BR | $272K | – | 0.00 |
| VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31 | Long | Debt | US | $654K | – | 0.01 |
| VELOCITY VEHICLE GROUP LLC 144A LIFE SR UNSEC 8.0% 06-01-29 | Long | Debt | US | $190K | – | 0.00 |
| VENATOR MATERIAL LLC BACKSTOP (UNFUNDED) 0.0% 06-28-25 (VENATOR MATERIALS LLC) | Long | Debt | US | $23K | – | 0.00 |
| VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 01-16-26 (VENATOR MATERIALS LLC) | Long | Loan | US | $82K | – | 0.00 |
| VENATOR MATERIAL LLCL PIK TL 1ST LIEN (SOFR+1000) 15.32% 10-10-28 (VENATOR MATERIALS LLC) | Long | Loan | US | $170K | – | 0.00 |
| VENATOR MATERIALS PLC (1145 SHARES) | Long | Equity-common | GB | $498K | 706 | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29 | Long | Debt | US | $556K | – | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31 | Long | Debt | US | $1M | – | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30 | Long | Debt | US | $192K | – | 0.00 |
| VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28 | Long | Debt | US | $516K | – | 0.01 |
| VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 9.5% 02-01-29 | Long | Debt | US | $548K | – | 0.01 |
| VERALTO CORP 144A LIFE SR UNSEC 5.35% 09-18-28 | Long | Debt | US | $3M | – | 0.03 |
| VERALTO CORP 144A LIFE SR UNSEC 5.45% 09-18-33 | Long | Debt | US | $2M | – | 0.03 |
| VERALTO CORP EUR REG S SR UNSEC 4.15% 09-19-31 | Long | Debt | US | $1M | – | 0.01 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 1.25% 04-08-30 | Long | Debt | US | $6M | – | 0.06 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.5% 06-28-32 | Long | Debt | US | $541K | – | 0.01 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.75% 02-28-36 | Long | Debt | US | $837K | – | 0.01 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 4.25% 10-31-30 | Long | Debt | US | $522K | – | 0.01 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 4.75% 10-31-34 | Long | Debt | US | $2M | – | 0.02 |
| VERIZON COMMUNICATIONS INC SR UNSEC 1.75% 01-20-31 | Long | Debt | US | $981K | – | 0.01 |
| VERIZON COMMUNICATIONS INC SR UNSEC 3.4% 03-22-41 | Long | Debt | US | $1M | – | 0.01 |
| VERIZON COMMUNICATIONS INC SR UNSEC 3.55% 03-22-51 | Long | Debt | US | $572K | – | 0.01 |
| VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.05 |
| VIASAT INC 144A LIFE SR UNSEC 6.5% 07-15-28 | Long | Debt | US | $625K | – | 0.01 |
| VIASAT INC 144A LIFE SR UNSEC 7.5% 05-30-31 | Long | Debt | US | $383K | – | 0.00 |
| VICI PROPERTIES LP 144A LIFE SR UNSEC 4.5% 01-15-28 | Long | Debt | US | $618K | – | 0.01 |
| VICI PROPERTIES LP 144A LIFE SR UNSEC 4.625% 06-15-25 | Long | Debt | US | $742K | – | 0.01 |
| VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25 | Long | Debt | US | $984K | – | 0.01 |
| VICI PROPERTIES LP SR UNSEC 4.75% 02-15-28 | Long | Debt | US | $2M | – | 0.02 |
| VICI PROPERTIES LP SR UNSEC 4.95% 02-15-30 | Long | Debt | US | $2M | – | 0.02 |
| VICI PROPERTIES LP SR UNSEC 5.125% 05-15-32 | Long | Debt | US | $863K | – | 0.01 |
| VIGOROUS CHAMPION INTERNATIONAL LTD REG S SR UNSEC 4.25% 05-28-29 | Long | Debt | VG | $941K | – | 0.01 |
| VISA INC EUR SR UNSEC 2.0% 06-15-29 | Long | Debt | US | $2M | – | 0.02 |
| VITAL ENERGY INC 144A LIFE SR UNSEC 7.875% 04-15-32 | Long | Debt | US | $565K | – | 0.01 |
| VODAFONE GROUP PLC GBP SR UNSEC (B) 5.625% 12-04-25 | Long | Debt | GB | $685K | – | 0.01 |
| VOLKSWAGEN INTERNATIONAL FINANCE NV GBP REG S SR UNSEC (B) 3.375% 11-16-26 | Long | Debt | NL | $846K | – | 0.01 |
| W&T OFFSHORE INC 144A LIFE SR SEC 2ND LIEN 11.75% 02-01-26 (W & T OFFSHORE INC) | Long | Debt | US | $335K | – | 0.00 |
| WAND NEWCO 3 INC 144A LIFE SR SEC 1ST LIEN 7.625% 01-30-32 | Long | Debt | US | $1M | – | 0.01 |
| WAND NEWCO 3 INC TL-B 1ST LIEN (TSFR3M+375) FRN 01-30-31 | Long | Loan | US | $207K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 4.279% 03-15-32 | Long | Debt | US | $3M | – | 0.03 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42 | Long | Debt | US | $10M | – | 0.10 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.141% 03-15-52 | Long | Debt | US | $1M | – | 0.01 |
| WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28 | Long | Debt | US | $155K | – | 0.00 |
| WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26 | Long | Debt | US | $2M | – | 0.02 |
| WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30 (WEATHERFORD INTERNATIONAL LTD BERMUDA) | Long | Debt | US | $620K | – | 0.01 |
| WELLCOME TRUST LTD EUR REG S SR UNSEC (B) 1.125% 01-21-27 (WELLCOME TRUST LTD/THE) | Long | Debt | GB | $3M | – | 0.03 |
| WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27 | Long | Debt | US | $6M | – | 0.06 |
| WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52 | Long | Debt | US | $9M | – | 0.09 |
| WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.625% 03-15-32 | Long | Debt | US | $734K | – | 0.01 |
| WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25 | Long | Debt | AU | $8M | – | 0.08 |
| WESTPAC BANKING CORP SUB 2.963% 11-16-40 | Long | Debt | AU | $281K | – | 0.00 |
| WEWORK INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $125K | 12K | 0.00 |
| WILLIAMS COS INC SR UNSEC 5.15% 03-15-34 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $923K | – | 0.01 |
| WILLIS NORTH AMERICA INC SR UNSEC 4.65% 06-15-27 | Long | Debt | US | $369K | – | 0.00 |
| WILLIS NORTH AMERICA INC SR UNSEC 5.35% 05-15-33 | Long | Debt | US | $1M | – | 0.01 |
| WILLIS NORTH AMERICA INC SR UNSEC 5.9% 03-05-54 | Long | Debt | US | $243K | – | 0.00 |
| WLAKE 23-1 A2A 144A 5.51% 06-15-26/08-15-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $3M | – | 0.03 |
| WLAKE 23-1 A3 144A 5.21% 01-18-28/12-16-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $2M | – | 0.02 |
| WLAKE 23-1 B 144A 5.41% 01-18-28/04-15-25 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $378K | – | 0.00 |
| WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31 | Long | Debt | US | $522K | – | 0.01 |
| WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29 | Long | Debt | US | $746K | – | 0.01 |
| WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30 | Long | Debt | US | $791K | – | 0.01 |
| WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN 9.875% 06-23-30 | Long | Debt | US | $662K | – | 0.01 |
| WYNDHAM HOTELS & RESORTS INC 144A LIFE SR UNSEC 4.375% 08-15-28 | Long | Debt | US | $774K | – | 0.01 |
| WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31 | Long | Debt | US | $287K | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 2.35% 11-15-31 | Long | Debt | US | $433K | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 3.5% 12-01-49 | Long | Debt | US | $149K | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 5.45% 08-15-33 | Long | Debt | US | $2M | – | 0.02 |
| XCEL ENERGY INC SR UNSEC 5.5% 03-15-34 | Long | Debt | US | $3M | – | 0.03 |
| XEROX HOLDINGS CORP 144A LIFE SR UNSEC 8.875% 11-30-29 | Long | Debt | US | $382K | – | 0.00 |
| XIAOMI BEST TIME INTERNATIONAL LTD 144A LIFE SR UNSEC 2.875% 07-14-31 | Long | Debt | HK | $318K | – | 0.00 |
| XIAOMI BEST TIME INTERNATIONAL LTD REG S SR UNSEC 4.1% 07-14-51 | Long | Debt | HK | $143K | – | 0.00 |
| ZAR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $16K | – | 0.00 | ||
| ZAR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-17K | – | -0.00 | ||
| ZAR FWD PUR FROM USD 7/18/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| ZAR FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| ZAR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| ZAR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| ZAR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-21K | – | -0.00 | ||
| ZAR FWD SALE TO USD 7/12/2024 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| ZAR FWD SALE TO USD 7/24/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| ZURICH FINANCE IRELAND DESIGNATED ACTIVITY CO EUR REG S SUB (H) (B) 1.875% 09-17-50/30 (ZURICH FINANCE IRELAND DAC) | Long | Debt | IE | $940K | – | 0.01 |
Address
CAPITAL WORLD BOND FUND
333 South Hope Street
55th Floor
Los Angeles
California
90071
United States of America
Websites
Directors
Alexandra Trower
Francisco G. Cigarroa
Jennifer C. Feikin
Karl J. Zeile
Leslie Stone Heisz
Margaret Spellings
Mary Davis Holt
Merit E. Janow
Michael C. Gitlin
Nariman Farvardin
Paul S. Williams
Transfer Agents
American Funds Service Company
Pricing Services
Refinitiv US LLC
Six Financial Information AG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Virtu ITG Solutions Network, LLC
Markit North America, Inc.
Custodians
JPMorgan Chase Bank, N.A.
J.P. Morgan S.A. DTVM
Royal Bank of Canada
Cititrust Colombia S.A.
J.P. Morgan SE
BNP Paribas S.A.
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank N.A.
PT Bank HSBC Indonesia
Mizuho Bank, Ltd.
Standard Chartered Bank Korea Limited
Banco Nacional de Mexico, S.A.
The Hongkong and Shanghai Banking Corporation Limited
Citibank A.S.
JPMorgan Chase Bank, N.A.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
Cantor Fitzgerald & Co
J.P. Morgan Securities LLC
Barclays Bank PLC
Sanford Bernstein & Co. LLC