Capital Group Fund Group > AMERICAN FUNDS INSURANCE SERIES
Capital World Bond Fund
$1.46B
Avg Monthly Net Assets
$2.24B
Total Assets
$722.14M
Total Liabilities
$1.52B
Net Assets
Capital World Bond Fund is an Underlying fund in AMERICAN FUNDS INSURANCE SERIES
from Capital Group Fund Group,
based in California,
United States of America.
The fund has four share classes
and monthly net assets of $1.46B.
On August 28th, 2024 it reported 1,080 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (13.8%), UNIFORM MBS (3.0%) and FEDERAL HOME LOAN MORTGAGE CORP (2.0%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000037827 | ||
| Class 1A | C000176247 | ||
| Class 2 | C000037828 | ||
| Class 4 | C000121515 |
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 | $2M | – | 0.12 |
| 3R LUX SARL REG S SR SEC 1ST LIEN 9.75% 02-05-31 | Long | Debt | LU | $1M | – | 0.10 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 0.95% 02-10-26 | Long | Debt | US | $484K | – | 0.03 |
| 7-ELEVEN INC 144A LIFE SR UNSEC 1.3% 02-10-28 | Long | Debt | US | $2M | – | 0.13 |
| AAR ESCROW ISSUER LLC 144A LIFE SR UNSEC 6.75% 03-15-29 | Long | Debt | US | $28K | – | 0.00 |
| ABBVIE INC SR UNSEC 5.05% 03-15-34 | Long | Debt | US | $3M | – | 0.18 |
| ABBVIE INC SR UNSEC 5.35% 03-15-44 | Long | Debt | US | $74K | – | 0.00 |
| ABBVIE INC SR UNSEC 5.4% 03-15-54 | Long | Debt | US | $1M | – | 0.08 |
| ABBVIE INC SR UNSEC 5.5% 03-15-64 | Long | Debt | US | $148K | – | 0.01 |
| ABU DHABI CRUDE OIL PIPELINE LLC REG S SR SEC 1ST LIEN SF 4.6% 11-02-47 | Long | Debt | AE | $696K | – | 0.05 |
| 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 | $141K | – | 0.01 |
| ACHV 23-4CP B 7.24% 11-25-30/06-25-25 (ACHV ABS TRUST ACHV_23-4CP) | Long | ABS-other | US | $767K | – | 0.05 |
| ACR III LSC HOLDINGS LLC PFD SER B 144A (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $82K | 47.71 | 0.01 |
| ADVANCE AUTO PARTS INC SR UNSEC 5.95% 03-09-28 | Long | Debt | US | $45K | – | 0.00 |
| AERCAP IRELAND CAPITAL DAC SR UNSEC 2.45% 10-29-26 | Long | Debt | IE | $2M | – | 0.13 |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61 | Long | Debt | PA | $487K | – | 0.03 |
| AESOP 23-2 A 144A 5.2% 10-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2) | Long | ABS-other | US | $2M | – | 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 | $1M | – | 0.07 |
| AFFRM 23-X1 A 144A 7.11% 11-15-28 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1) | Long | ABS-other | US | $162K | – | 0.01 |
| AG ISSUER LLC 144A LIFE SR SEC 1ST LIEN 6.25% 03-01-28 | Long | Debt | US | $162K | – | 0.01 |
| AG TTMT ESCROW ISSUER LLC 144A LIFE SR SEC 1ST LIEN 8.625% 09-30-27 | Long | Debt | US | $91K | – | 0.01 |
| AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28 | Long | Debt | HK | $3M | – | 0.17 |
| AIB GROUP PLC 144A LIFE SR UNSEC 5.871% 03-28-35/34 | Long | Debt | IE | $2M | – | 0.10 |
| AIB GROUP PLC 144A LIFE SR UNSEC 6.608% 09-13-29/28 | Long | Debt | IE | $1M | – | 0.08 |
| ALBERTSONS COS INC 144A LIFE SR UNSEC 3.5% 03-15-29 (ALBERTSONS COMPANIES INC) | Long | Debt | US | $126K | – | 0.01 |
| ALCOA NEDERLAND HOLDING BV 144A LIFE SR UNSEC 4.125% 03-31-29 | Long | Debt | NL | $70K | – | 0.00 |
| ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51 | Long | Debt | CL | $358K | – | 0.02 |
| ALLIANCE RESOURCE OPERATING PARTNERS LP 144A LIFE SR UNSEC 8.625% 06-15-29 | Long | Debt | US | $51K | – | 0.00 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR SEC 1ST LIEN 7.0% 01-15-31 | Long | Debt | US | $71K | – | 0.00 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 5.875% 11-01-29 | Long | Debt | US | $112K | – | 0.01 |
| ALLIANT HOLDINGS INTERMEDIATE LLC 144A LIFE SR UNSEC 6.75% 10-15-27 | Long | Debt | US | $286K | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 6.0% 06-01-29 | Long | Debt | US | $263K | – | 0.02 |
| ALLIED UNIVERSAL HOLDCO LLC 144A LIFE SR UNSEC 9.75% 07-15-27 | Long | Debt | US | $154K | – | 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 | – | 0.01 |
| ALPHA SERVICES AND HOLDINGS SA EUR REG S SUB (B) 5.5% 06-11-31/26 | Long | Debt | GR | $724K | – | 0.05 |
| ALTERA INFRASTRUCTURE LP (NEW) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | GB | $108K | 1K | 0.01 |
| ALTRIA GROUP INC EUR SR UNSEC 3.125% 06-15-31 | Long | Debt | US | $798K | – | 0.05 |
| AMAZON.COM INC SR UNSEC 1.5% 06-03-30 | Long | Debt | US | $2M | – | 0.11 |
| AMER SPORTS CO 144A LIFE SR SEC 1ST LIEN 6.75% 02-16-31 | Long | Debt | US | $35K | – | 0.00 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29 | Long | Debt | MX | $2M | – | 0.11 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31 | Long | Debt | MX | $6M | – | 0.39 |
| AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25 | Long | Debt | US | $235K | – | 0.02 |
| AMERICAN EXPRESS CO SR UNSEC 5.532% 04-25-30/29 | Long | Debt | US | $1M | – | 0.07 |
| AMERICAN HONDA FINANCE CORP EUR SR UNSEC 1.95% 10-18-24 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $596K | – | 0.04 |
| AMERICAN HONDA FINANCE CORP GBP SR UNSEC 0.75% 11-25-26 (AMERICAN HONDA FINANCE CORPORATION) | Long | Debt | US | $2M | – | 0.11 |
| AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27 | Long | Debt | US | $2M | – | 0.16 |
| AMERICAN TOWER CORP EUR SR UNSEC 0.875% 05-21-29 | Long | Debt | US | $1M | – | 0.09 |
| AMGEN INC SR UNSEC 2.2% 02-21-27 | Long | Debt | US | $413K | – | 0.03 |
| AMGEN INC SR UNSEC 5.25% 03-02-30 | Long | Debt | US | $988K | – | 0.07 |
| AMGEN INC SR UNSEC 5.25% 03-02-33 | Long | Debt | US | $3M | – | 0.18 |
| AMGEN INC SR UNSEC 5.65% 03-02-53 | Long | Debt | US | $1M | – | 0.08 |
| AMWINS GROUP INC 144A LIFE SR SEC 1ST LIEN 6.375% 02-15-29 | Long | Debt | US | $75K | – | 0.00 |
| AMWINS GROUP INC 144A LIFE SR UNSEC 4.875% 06-30-29 | Long | Debt | US | $126K | – | 0.01 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 8.25% 05-09-28 (ANGOLA (REPUBLIC OF)) | Long | Debt | AO | $1M | – | 0.07 |
| ANGOLAN GOVERNMENT INTERNATIONAL BOND REG S 9.5% 11-12-25 (ANGOLA (REPUBLIC OF)) | Long | Debt | AO | $4M | – | 0.28 |
| ANHEUSER-BUSCH INBEV SA EUR REG S SR UNSEC 1.125% 07-01-27 (ANHEUSER-BUSCH INBEV SA/NV) | Long | Debt | BE | $2M | – | 0.13 |
| ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.25% 04-15-30 | Long | Debt | US | $69K | – | 0.00 |
| ANYWHERE REAL ESTATE GROUP LLC 144A LIFE SR UNSEC 5.75% 01-15-29 | Long | Debt | US | $68K | – | 0.00 |
| AP CORE HOLDINGS II LLC TL-B 1ST LIEN (TSFR3M+550)(FLR 0.75) 10.95841% 09-01-27 | Long | Loan | US | $83K | – | 0.01 |
| APPLE BIDCO LLC TL 1ST LIEN (TSFR3M+275)(FLR 0.5) 8.20841% 09-22-28 | Long | Loan | US | $147K | – | 0.01 |
| ARETEC GROUP INC 144A LIFE SR SEC 1ST LIEN 10.0% 08-15-30 | Long | Debt | US | $54K | – | 0.00 |
| ARETEC GROUP INC 144A LIFE SR UNSEC 7.5% 04-01-29 | Long | Debt | US | $236K | – | 0.02 |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 0.75% 07-09-30 (ARGENTINA REPUBLIC OF GOVERNMENT) | Long | Debt | AR | $1M | – | 0.07 |
| ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND SF 3.625% 07-09-35 (ARGENTINA REPUBLIC OF GOVERNMENT) | Long | Debt | AR | $1M | – | 0.08 |
| ARIS MINING CORP REG S SR UNSEC 6.875% 08-09-26 | Long | Debt | CA | $565K | – | 0.04 |
| ARTERA SERVICES LLC 144A LIFE SR SEC 1ST LIEN 8.5% 02-15-31 | Long | Debt | US | $46K | – | 0.00 |
| ASBURY AUTOMOTIVE GROUP INC 144A LIFE SR UNSEC 5.0% 02-15-32 | Long | Debt | US | $50K | – | 0.00 |
| ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 5.875% 06-30-29 | Long | Debt | US | $54K | – | 0.00 |
| ASCENT RESOURCES UTICA HOLDINGS LLC 144A LIFE SR UNSEC 8.25% 12-31-28 | Long | Debt | US | $164K | – | 0.01 |
| ASIAN DEV BK GBP SR UNSEC 1.125% 06-10-25 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $903K | – | 0.06 |
| ASIAN DEV BK INR 6.2% 10-06-26 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $186K | – | 0.01 |
| ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28 | Long | Debt | PH | $2M | – | 0.11 |
| ASSUREDPARTNERS INC 144A LIFE SR UNSEC 5.625% 01-15-29 | Long | Debt | US | $342K | – | 0.02 |
| AT&T INC EUR SR UNSEC 1.6% 05-19-28 | Long | Debt | US | $2M | – | 0.15 |
| AT&T INC EUR SR UNSEC 4.3% 11-18-34 | Long | Debt | US | $288K | – | 0.02 |
| AT&T INC SR UNSEC 3.5% 09-15-53 | Long | Debt | US | $1M | – | 0.09 |
| ATI INC SR UNSEC 7.25% 08-15-30 | Long | Debt | US | $62K | – | 0.00 |
| ATKORE INC 144A LIFE SR UNSEC 4.25% 06-01-31 | Long | Debt | US | $22K | – | 0.00 |
| AUD FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $16K | – | 0.00 | ||
| AUD FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $9K | – | 0.00 | ||
| AUD FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $-967.52 | – | -0.00 | ||
| AUD FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| AUD FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| AUD FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $-2K | – | -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 | $-2K | – | -0.00 | ||
| AUS GB 10YR FUT XMU4 09-16-24 (ASX LTD) | Derivative-interest rate | AU | $18K | – | 0.00 | |
| AUS GB 3YR FUT YMU4 09-16-24 (ASX LTD) | Derivative-interest rate | AU | $169.02 | – | 0.00 | |
| AUSTRALIA GOVERNMENT BOND AUD REG S 1.0% 11-21-31 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $3M | – | 0.20 |
| AUSTRALIA GOVERNMENT BOND AUD REG S 1.5% 06-21-31 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $2M | – | 0.13 |
| AUSTRALIA GOVERNMENT BOND AUD REG S 3.75% 05-21-34 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $3M | – | 0.19 |
| B&G FOODS INC 144A LIFE SR SEC 1ST LIEN 8.0% 09-15-28 | Long | Debt | US | $25K | – | 0.00 |
| B&G FOODS INC SR UNSEC 5.25% 04-01-25 | Long | Debt | US | $23K | – | 0.00 |
| B&G FOODS INC SR UNSEC 5.25% 09-15-27 | Long | Debt | US | $195K | – | 0.01 |
| 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 | $20K | – | 0.00 |
| BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28 | Long | Debt | ES | $1M | – | 0.07 |
| BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.5% 09-08-29/28 | Long | Debt | ES | $791K | – | 0.05 |
| BANK NEGARA INDONESIA PERSERO TBK PT PRP REG S SUB (H) 4.3% 12-31-79/03-24-27 | Long | Debt | ID | $2M | – | 0.12 |
| BANK OF AMERICA CORP EUR REG S SR UNSEC 3.648% 03-31-29/28 | Long | Debt | US | $5M | – | 0.35 |
| BANK OF AMERICA CORP SR UNSEC 1.53% 12-06-25/24 | Long | Debt | US | $6M | – | 0.41 |
| BANK OF AMERICA CORP SR UNSEC 2.299% 07-21-32/31 | Long | Debt | US | $3M | – | 0.22 |
| BANK OF AMERICA CORP SR UNSEC 2.456% 10-22-25/24 | Long | Debt | US | $838K | – | 0.06 |
| BANK OF AMERICA CORP SR UNSEC 5.468% 01-23-35/34 | Long | Debt | US | $2M | – | 0.10 |
| BANK OF EAST ASIA LTD PRP REG S SUB (H) (B) 5.825% 12-31-79/10-21-25 | Long | Debt | HK | $627K | – | 0.04 |
| BANK5 23-5YR4 AS FRN 12-15-56/28 (BANK5 BANK5_23-5YR4) | Long | ABS-collateralized bond/debt obligation | US | $231K | – | 0.02 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27 | Long | Debt | FR | $3M | – | 0.20 |
| BAT CAPITAL CORP SR UNSEC 2.789% 09-06-24 | Long | Debt | US | $1M | – | 0.08 |
| BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26 | Long | Debt | US | $912K | – | 0.06 |
| BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29 | Long | Debt | US | $1M | – | 0.07 |
| BATH & BODY WORKS INC 144A LIFE SR UNSEC 6.625% 10-01-30 | Long | Debt | US | $120K | – | 0.01 |
| BATH & BODY WORKS INC SR UNSEC 6.875% 11-01-35 | Long | Debt | US | $76K | – | 0.00 |
| BAUSCH HEALTH AMERICAS INC 144A LIFE SR UNSEC 9.25% 04-01-26 | Long | Debt | CA | $73K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A LIFE SR UNSEC 5.25% 02-15-31 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $53K | – | 0.00 |
| BAUSCH HEALTH COS INC 144A SR SEC 1ST LIEN 5.5% 11-01-25 (BAUSCH HEALTH COMPANIES INC) | Long | Debt | CA | $70K | – | 0.00 |
| BAXTER INTERNATIONAL INC EUR SR UNSEC 1.3% 05-15-29 | Long | Debt | US | $2M | – | 0.13 |
| BAYTEX ENERGY CORP 144A LIFE SR UNSEC 7.375% 03-15-32 | Long | Debt | CA | $86K | – | 0.01 |
| BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33 (BBVA BANCOMER SA (TEXAS BRANCH)) | Long | Debt | US | $3M | – | 0.17 |
| BEASLEY MEZZANINE HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN 8.625% 02-01-26 | Long | Debt | US | $18K | – | 0.00 |
| BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32 | Long | Debt | US | $300K | – | 0.02 |
| BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 4.6% 05-01-53 | Long | Debt | US | $97K | – | 0.01 |
| BIDVEST GROUP UK PLC REG S SR UNSEC 3.625% 09-23-26 (BIDVEST GROUP (UK) PLC) | Long | Debt | GB | $467K | – | 0.03 |
| BIGHORN PERMIAN RESOURCES LLC UNIT (NOT LISTED OR TRADING) | Long | Equity-common | US | $0 | 531 | – |
| BLOCK INC 144A LIFE SR UNSEC 6.5% 05-15-32 | Long | Debt | US | $244K | – | 0.02 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25 | Long | Debt | US | $889K | – | 0.06 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 4.15% 04-09-30 | Long | Debt | US | $863K | – | 0.06 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.159% 09-15-29/28 | Long | Debt | FR | $611K | – | 0.04 |
| BNP PARIBAS SA 144A LIFE SR NON PREF 2.871% 04-19-32/31 | Long | Debt | FR | $1M | – | 0.07 |
| BOEING CO 144A SR UNSEC 6.259% 05-01-27 | Long | Debt | US | $45K | – | 0.00 |
| BOEING CO 144A SR UNSEC 6.388% 05-01-31 | Long | Debt | US | $736K | – | 0.05 |
| BOEING CO 144A SR UNSEC 6.528% 05-01-34 | Long | Debt | US | $468K | – | 0.03 |
| BOEING CO 144A SR UNSEC 6.858% 05-01-54 | Long | Debt | US | $592K | – | 0.04 |
| BOEING CO SR UNSEC 3.625% 02-01-31 | Long | Debt | US | $629K | – | 0.04 |
| BOEING CO SR UNSEC 5.15% 05-01-30 | Long | Debt | US | $2M | – | 0.16 |
| BOMBARDIER INC 144A LIFE SR UNSEC 7.125% 06-15-26 | Long | Debt | CA | $16K | – | 0.00 |
| BONOS DE LA TESORERIA DE LA REPUBLICA CLP I/L 1.5% 03-01-26 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $908K | – | 0.06 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 5.0% 10-01-28 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $979K | – | 0.06 |
| 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 | $713K | – | 0.05 |
| BOOST NEWCO BORROWER LLC 144A LIFE SR SEC 1ST LIEN 7.5% 01-15-31 | Long | Debt | US | $26K | – | 0.00 |
| BORR DRILLING LTD 144A LIFE SR SEC 1ST LIEN SF 10.0% 11-15-28 (BORR IHC LTD) | Long | Debt | BM | $3M | – | 0.20 |
| BORR IHC LTD 144A LIFE SR SEC 1ST LIEN SF 10.375% 11-15-30 | Long | Debt | BM | $987K | – | 0.07 |
| BOXER PARENT CO INC 144A LIFE SR SEC 2ND LIEN 9.125% 03-01-26 | Long | Debt | US | $161K | – | 0.01 |
| BOYD GAMING CORP 144A LIFE SR UNSEC 4.75% 06-15-31 | Long | Debt | US | $41K | – | 0.00 |
| BOYNE USA INC 144A LIFE SR UNSEC 4.75% 05-15-29 | Long | Debt | US | $100K | – | 0.01 |
| BPCE SA 144A LIFE SUB 5.15% 07-21-24 | Long | Debt | FR | $2M | – | 0.12 |
| BPCE SA EUR REG S SR NON PREF (B) 1.0% 04-01-25 | Long | Debt | FR | $3M | – | 0.20 |
| BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33 | Long | Debt | FR | $2M | – | 0.10 |
| BRASKEM IDESA SAPI REG S SR SEC 1ST LIEN 7.45% 11-15-29 | Long | Debt | MX | $4M | – | 0.25 |
| BRASKEM NETHERLANDS FINANCE BV 144A LIFE SR UNSEC 8.5% 01-12-31 | Long | Debt | NL | $537K | – | 0.04 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30 | Long | Debt | NL | $1M | – | 0.10 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31 | Long | Debt | NL | $5M | – | 0.33 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $3M | – | 0.18 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 04-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $20M | – | 1.29 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $348K | – | 0.02 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-24 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $3M | – | 0.17 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $4M | – | 0.27 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $1M | – | 0.08 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $303K | – | 0.02 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $6M | – | 0.37 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.16 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 | Long | Debt | US | $2M | – | 0.13 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.55% 02-22-54 | Long | Debt | US | $2M | – | 0.14 |
| BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-27-26 | Long | Debt | GB | $5M | – | 0.33 |
| BRL FWD SALE TO USD NDF 4/1/2025 | Derivative-foreign exchange | $346K | – | 0.02 | ||
| BRL FWD SALE TO USD NDF 7/15/2024 | Derivative-foreign exchange | $193K | – | 0.01 | ||
| BRL FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $710K | – | 0.05 | ||
| BRL FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $15K | – | 0.00 | ||
| BROADCOM INC 144A SR UNSEC 3.137% 11-15-35 | Long | Debt | US | $148K | – | 0.01 |
| BROADCOM INC 144A SR UNSEC 3.419% 04-15-33 | Long | Debt | US | $602K | – | 0.04 |
| BROADCOM INC 144A SR UNSEC 3.469% 04-15-34 | Long | Debt | US | $41K | – | 0.00 |
| BROADCOM INC 144A SR UNSEC 4.0% 04-15-29 | Long | Debt | US | $238K | – | 0.02 |
| BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 4.5% 04-01-27 | Long | Debt | US | $47K | – | 0.00 |
| BROOKFIELD PROPERTY REIT INC 144A LIFE SR SEC 1ST LIEN 5.75% 05-15-26 | Long | Debt | US | $93K | – | 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 | $1M | – | 0.09 |
| BUNDESOBLIGATION EUR REG S (B) 2.1% 04-12-29 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $2M | – | 0.11 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 02-15-30 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $7M | – | 0.44 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-30 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $6M | – | 0.38 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-31 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $11M | – | 0.75 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $651K | – | 0.04 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 11-15-27 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $1M | – | 0.09 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $113K | – | 0.01 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.7% 08-15-32 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $2M | – | 0.13 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 2.2% 02-15-34 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $816K | – | 0.05 |
| BURLINGTON NORTHERN SANTA FE LLC SR UNSEC 5.5% 03-15-55 | Long | Debt | US | $233K | – | 0.02 |
| BWX TECHNOLOGIES INC 144A LIFE SR UNSEC 4.125% 04-15-29 | Long | Debt | US | $162K | – | 0.01 |
| 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 | $977K | – | 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 | $1M | – | 0.09 |
| CAD FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $14K | – | 0.00 | ||
| CAD FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| CAD FWD SALE TO USD 7/11/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 6.5% 02-15-32 | Long | Debt | US | $45K | – | 0.00 |
| CAESARS ENTERTAINMENT INC 144A LIFE SR SEC 1ST LIEN 7.0% 02-15-30 | Long | Debt | US | $65K | – | 0.00 |
| CAESARS ENTERTAINMENT INC 144A LIFE SR UNSEC 4.625% 10-15-29 | Long | Debt | US | $14K | – | 0.00 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.037% 06-15-35/34 | Long | Debt | ES | $201K | – | 0.01 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28 | Long | Debt | ES | $2M | – | 0.14 |
| CAIXABANK SA 144A LIFE SR NON PREF 6.84% 09-13-34/33 | Long | Debt | ES | $211K | – | 0.01 |
| CAIXABANK SA EUR REG S SUB (B) 2.25% 04-17-30/25 | Long | Debt | ES | $4M | – | 0.26 |
| CALIFORNIA RESOURCES CORP 144A LIFE SR UNSEC 7.125% 02-01-26 | Long | Debt | US | $100K | – | 0.01 |
| CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $2M | – | 0.15 |
| CANADIAN GOVERNMENT BOND CAD 3.25% 12-01-33 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $11M | – | 0.72 |
| CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $18M | – | 1.21 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51 | Long | Debt | CA | $916K | – | 0.06 |
| CANPACK SA 144A LIFE SR UNSEC 3.875% 11-15-29 | Long | Debt | PL | $81K | – | 0.01 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $209M | 2M | 13.77 |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M) | Long | Equity-common | US | $21M | 2M | 1.35 |
| CARNIVAL CORP 144A LIFE SR UNSEC 6.0% 05-01-29 | Long | Debt | US | $99K | – | 0.01 |
| CAS 23-R04 1M1 144A FRN (SOFR30A+230) 05-25-43 (CONNECTICUT AVENUE SECURITIES CAS_23-R04) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 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 | $866K | – | 0.06 |
| CAS 23-R05 1M1 144A FRN (SOFR30A+190) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $932K | – | 0.06 |
| CAS 23-R05 1M2 144A FRN (SOFR30A+310) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $323K | – | 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 | $693K | – | 0.05 |
| CAS 24-R01 1M2 144A FRN (SOFR30A+180) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $209K | – | 0.01 |
| CAS 24-R04 1M2 144A FRN (SOFR30A+165) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $1M | – | 0.08 |
| CATALENT PHARMA SOLUTIONS INC 144A LIFE SR UNSEC 5.0% 07-15-27 | Long | Debt | US | $69K | – | 0.00 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.25% 01-15-34 | Long | Debt | US | $42K | – | 0.00 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.25% 02-01-31 | Long | Debt | US | $127K | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.5% 06-01-33 | Long | Debt | US | $116K | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.5% 08-15-30 | Long | Debt | US | $203K | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 4.75% 03-01-30 | Long | Debt | US | $117K | – | 0.01 |
| CCO HOLDINGS LLC 144A SR UNSEC 5.125% 05-01-27 | Long | Debt | US | $120K | – | 0.01 |
| CDX NA HY S42 5Y 5.0% 06-20-29 0.3 REC ICE (CDX HIGH YIELD ISSUER) | Derivative-credit | US | $19K | – | 0.00 | |
| CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) | Derivative-credit | US | $-200K | – | -0.01 | |
| CELANESE US HOLDINGS LLC EUR SR UNSEC 4.777% 07-19-26 | Long | Debt | US | $255K | – | 0.02 |
| CENTENE CORP SR UNSEC 2.45% 07-15-28 | Long | Debt | US | $36K | – | 0.00 |
| CENTENE CORP SR UNSEC 2.5% 03-01-31 | Long | Debt | US | $53K | – | 0.00 |
| CENTENE CORP SR UNSEC 4.625% 12-15-29 | Long | Debt | US | $33K | – | 0.00 |
| CENTRAL GARDEN & PET CO 144A LIFE SR UNSEC 4.125% 04-30-31 | Long | Debt | US | $97K | – | 0.01 |
| CENTRAL GARDEN & PET CO SR UNSEC 4.125% 10-15-30 | Long | Debt | US | $66K | – | 0.00 |
| CFG 23-1 A 144A 8.56% 07-25-34/12-28-26 (CFG INVESTMENTS LTD CFG_23-1) | Long | ABS-other | US | $929K | – | 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 | $819K | – | 0.05 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 3.75% 02-15-28 | Long | Debt | US | $2M | – | 0.16 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53 | Long | Debt | US | $1M | – | 0.10 |
| CHENIERE ENERGY PARTNERS LP SR UNSEC 3.25% 01-31-32 | Long | Debt | US | $22K | – | 0.00 |
| CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29 | Long | Debt | US | $114K | – | 0.01 |
| CHESAPEAKE ENERGY CORP 144A LIFE SR UNSEC 6.75% 04-15-29 | Long | Debt | US | $30K | – | 0.00 |
| CHESAPEAKE ENERGY CORP SR UNSEC 4.875% 04-15-32 | Long | Debt | US | $19K | – | 0.00 |
| CHF FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-24K | – | -0.00 | ||
| CHF FWD SALE TO JPY 9/18/2024 | Derivative-foreign exchange | $-116K | – | -0.01 | ||
| CHINA DEV BANK CNY UNSEC 4.15% 10-26-25 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $3M | – | 0.20 |
| CHINA GOVERNMENT BOND CNY 3.0% 10-15-53 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $792K | – | 0.05 |
| CHINA GOVT BOND CNY 2.75% 02-17-32 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $6M | – | 0.37 |
| CHINA GOVT BOND CNY 2.88% 02-25-33 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $5M | – | 0.35 |
| CHINA GOVT BOND CNY 3.12% 10-25-52 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $7M | – | 0.44 |
| CHINA GOVT BOND CNY 3.53% 10-18-51 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $6M | – | 0.39 |
| CHINA GOVT BOND CNY 3.81% 09-14-50 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $12M | – | 0.76 |
| CHINA GOVT BOND CNY 3.86% 07-22-49 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $14M | – | 0.90 |
| 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 | $5M | – | 0.34 |
| CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26 | Long | Debt | US | $189K | – | 0.01 |
| CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45 | Long | Debt | US | $367K | – | 0.02 |
| CITIGROUP INC SUB 5.827% 02-13-35/34 | Long | Debt | US | $2M | – | 0.15 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29 | Long | Debt | US | $1M | – | 0.09 |
| CIVITAS RESOURCES INC 144A LIFE SR UNSEC 8.75% 07-01-31 | Long | Debt | US | $96K | – | 0.01 |
| CLARIOS GLOBAL LP 144A LIFE SR SEC 1ST LIEN 6.25% 05-15-26 | Long | Debt | US | $44K | – | 0.00 |
| CLARIOS GLOBAL LP 144A LIFE SR UNSEC 8.5% 05-15-27 | Long | Debt | US | $91K | – | 0.01 |
| CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-01-28 | Long | Debt | US | $42K | – | 0.00 |
| CLARIVATE SCIENCE HOLDINGS CORP 144A LIFE SR UNSEC 4.875% 07-01-29 | Long | Debt | US | $5K | – | 0.00 |
| CLEVELAND-CLIFFS INC 144A LIFE SR UNSEC 4.875% 03-01-31 | Long | Debt | US | $89K | – | 0.01 |
| CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 1ST LIEN 6.5% 03-31-29 | Long | Debt | US | $226K | – | 0.01 |
| CLOUD SOFTWARE GROUP INC 144A LIFE SR SEC 2ND LIEN 9.0% 09-30-29 | Long | Debt | US | $170K | – | 0.01 |
| CLOUD SOFTWARE GROUP INC TL 1ST LIEN (TSFR3M+400) FRN 03-30-29 | Long | Loan | US | $342K | – | 0.02 |
| CLP FWD PUR FROM USD NDF 7/30/2024 | Derivative-foreign exchange | $-28K | – | -0.00 | ||
| CMS ENERGY CORP SR UNSEC 3.0% 05-15-26 | Long | Debt | US | $1M | – | 0.08 |
| CNH FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-54K | – | -0.00 | ||
| CNH FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-153K | – | -0.01 | ||
| CNX RESOURCES CORP 144A LIFE SR UNSEC 7.25% 03-01-32 | Long | Debt | US | $112K | – | 0.01 |
| COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.375% 10-01-28 | Long | Debt | US | $47K | – | 0.00 |
| COINBASE GLOBAL INC 144A LIFE SR UNSEC 3.625% 10-01-31 | Long | Debt | US | $68K | – | 0.00 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 3.875% 04-25-27 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $330K | – | 0.02 |
| COLOMBIA GOVERNMENT INTERNATIONAL BOND 8.0% 11-14-35 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $459K | – | 0.03 |
| COLOMBIAN TES COP 7.25% 10-26-50 (COLOMBIA (REPUBLIC OF)) | Long | Debt | CO | $1M | – | 0.07 |
| COMCAST CORP SR UNSEC 4.8% 05-15-33 | Long | Debt | US | $4M | – | 0.26 |
| COMMERZBANK AG EUR REG S SR NON PREF (B) 4.625% 01-17-31/30 | Long | Debt | DE | $2M | – | 0.14 |
| COMMSCOPE LLC 144A LIFE SR SEC 1ST LIEN 6.0% 03-01-26 (COMMSCOPE INC) | Long | Debt | US | $47K | – | 0.00 |
| COMMSCOPE TECHNOLOGIES LLC 144A LIFE SR UNSEC 6.0% 06-15-25 | Long | Debt | US | $131K | – | 0.01 |
| COMMSCOPE TL-B (TSFR3M+325) 8.70841% 04-06-26 (COMMSCOPE INC) | Long | Loan | US | $22K | – | 0.00 |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.0% 01-15-32 | Long | Debt | US | $59K | – | 0.00 |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC 144A LIFE SR UNSEC 5.25% 04-15-29 | Long | Debt | US | $201K | – | 0.01 |
| COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 5.875% 01-15-30 | Long | Debt | US | $61K | – | 0.00 |
| COMSTOCK RESOURCES INC 144A LIFE SR UNSEC 6.75% 03-01-29 | Long | Debt | US | $92K | – | 0.01 |
| CONSTELLATION OIL SERVICES HOLDING SA B-1 (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | LU | $194K | 1M | 0.01 |
| CONSTELLATION OIL SERVICES HOLDING SA SR SEC 1ST LIEN PIK 3.0% 12-31-26 | Long | Debt | LU | $927K | – | 0.06 |
| CONSTELLIUM SE 144A LIFE SR UNSEC 3.75% 04-15-29 | Long | Debt | FR | $114K | – | 0.01 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $1M | – | 0.09 |
| COP FWD PUR FROM USD NDF 7/30/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31 | Long | Debt | US | $1M | – | 0.07 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 | Long | Debt | US | $670K | – | 0.04 |
| CORELOGIC INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-28 | Long | Debt | US | $308K | – | 0.02 |
| CORELOGIC INC TL 2ND LIEN (TSFR3M+650) (FLR 0.5) 11.95841% 06-04-29 | Long | Loan | US | $64K | – | 0.00 |
| COTY INC 144A LIFE SR SEC 1ST LIEN 4.75% 01-15-29 | Long | Debt | US | $62K | – | 0.00 |
| COTY INC 144A LIFE SR SEC 1ST LIEN 5.0% 04-15-26 | Long | Debt | US | $94K | – | 0.01 |
| COTY INC 144A LIFE SR SEC 1ST LIEN 6.625% 07-15-30 | Long | Debt | US | $96K | – | 0.01 |
| COUGAR JV SUBSIDIARY LLC 144A LIFE SR UNSEC 8.0% 05-15-32 | Long | Debt | US | $67K | – | 0.00 |
| CPS 22-C B 144A 4.88% 04-15-30/09-16-24 (CPS AUTO RECEIVABLES TRUST CPS_22-C) | Long | ABS-other | US | $278K | – | 0.02 |
| CQP HOLDCO LP 144A LIFE SR SEC 1ST LIEN 5.5% 06-15-31 (BIP-V CHINOOK HOLDCO LLC) | Long | Debt | US | $379K | – | 0.03 |
| CREDIT AGRICOLE SA 144A LIFE SR NON PREF 1.907% 06-16-26/25 (CREDIT AGRICOLE SA (LONDON BRANCH)) | Long | Debt | GB | $3M | – | 0.17 |
| CREDIT AGRICOLE SA 144A LIFE SUB 4.375% 03-17-25 | Long | Debt | FR | $1M | – | 0.07 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 7.625% 04-01-32 | Long | Debt | US | $112K | – | 0.01 |
| CRESCENT ENERGY FINANCE LLC 144A LIFE SR UNSEC 9.25% 02-15-28 | Long | Debt | US | $188K | – | 0.01 |
| CROWN CASTLE INC SR UNSEC 2.5% 07-15-31 | Long | Debt | US | $634K | – | 0.04 |
| CSX CORP SR UNSEC 3.8% 04-15-50 | Long | Debt | US | $57K | – | 0.00 |
| CVR PARTNERS LP 144A LIFE SR SEC 1ST LIEN 6.125% 06-15-28 | Long | Debt | US | $63K | – | 0.00 |
| CZK FWD PUR FROM EUR 7/24/2024 | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| CZK FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-6K | – | -0.00 | ||
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27 | Long | Debt | US | $694K | – | 0.05 |
| DARLING INGREDIENTS INC 144A LIFE SR UNSEC 6.0% 06-15-30 | Long | Debt | US | $10K | – | 0.00 |
| DELUXE CORP 144A LIFE SR UNSEC 8.0% 06-01-29 | Long | Debt | US | $19K | – | 0.00 |
| DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29 | Long | Debt | DE | $4M | – | 0.25 |
| DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $807K | – | 0.05 |
| DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $1M | – | 0.07 |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV EUR SR UNSEC (B) 7.5% 01-24-33 | Long | Debt | NL | $276K | – | 0.02 |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV SR UNSEC 9.25% 06-01-32 | Long | Debt | NL | $1M | – | 0.08 |
| DEUTSCHLAND REP EUR REG S (B) 0.0% 10-09-26 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $2M | – | 0.15 |
| DIAMOND SPORTS GROUP LLC 144A LIFE SR UNSEC 6.625% 08-15-27 | Long | Debt | US | $6K | – | 0.00 |
| DIAMOND SPORTS GROUP LLC PIK TL-DIP 5% 12-02-24 | Long | Loan | US | $25K | – | 0.00 |
| DIEBOLD NIXDORF INC TL 144A (TSFR3M+750) FRN 08-11-28 | Long | Loan | US | $362K | – | 0.02 |
| DIRECTV FINANCING LLC 144A LIFE SR SEC 1ST LIEN 5.875% 08-15-27 | Long | Debt | US | $47K | – | 0.00 |
| DIRECTV FINANCING LLC TL 1ST LIEN (TSFR3M+500)(FLR 0.75) 10.45841% 08-02-27 | Long | Loan | US | $43K | – | 0.00 |
| DISH DBS CORP 144A LIFE SR SEC 1ST LIEN 5.25% 12-01-26 | Long | Debt | US | $12K | – | 0.00 |
| DISH NETWORK CORP 144A LIFE SR SEC 1ST LIEN 11.75% 11-15-27 | Long | Debt | US | $255K | – | 0.02 |
| DKK FWD PUR FROM EUR 7/25/2024 | Derivative-foreign exchange | $-77.88 | – | -0.00 | ||
| DKK FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $-13K | – | -0.00 | ||
| DOMINICAN REPUBLIC INTERNATIONAL BOND 144A LIFE 5.5% 01-27-25 (DOMINICAN REPUBLIC (GOVERNMENT)) | Long | Debt | DO | $1M | – | 0.09 |
| DOW CHEMICAL CO EUR SR UNSEC 0.5% 03-15-27 (DOW CHEMICAL COMPANY (THE)) | Long | Debt | US | $1M | – | 0.07 |
| DUN & BRADSTREET CORP 144A LIFE SR UNSEC 5.0% 12-15-29 (DUN & BRADSTREET CORP (THE)) | Long | Debt | US | $44K | – | 0.00 |
| EART 23-5 B 6.58% 04-17-28/02-17-26 (EXETER AUTOMOBILE RECEIVABLES TRUST EART_23-5) | Long | ABS-other | US | $79K | – | 0.01 |
| ECOPETROL SA SR UNSEC 6.875% 04-29-30 | Long | Debt | CO | $1M | – | 0.09 |
| ECOPETROL SA SR UNSEC 8.375% 01-19-36 | Long | Debt | CO | $1M | – | 0.07 |
| ECOPETROL SA SR UNSEC 8.625% 01-19-29 | Long | Debt | CO | $3M | – | 0.17 |
| ECOPETROL SA SR UNSEC 8.875% 01-13-33 | Long | Debt | CO | $2M | – | 0.11 |
| EDISON INTERNATIONAL PRP SUB (H) 5.0% 12-31-79/03-15-27 | Long | Debt | US | $95K | – | 0.01 |
| EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28 | Long | Debt | US | $2M | – | 0.15 |
| EDISON INTERNATIONAL SR UNSEC 5.25% 11-15-28 | Long | Debt | US | $2M | – | 0.10 |
| EGYPT GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 5.625% 04-16-30 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $258K | – | 0.02 |
| EGYPT GOVERNMENT INTERNATIONAL BOND REG S 6.588% 02-21-28 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $1M | – | 0.09 |
| EGYPT TREASURY BILLS EGP 0.0% 03-11-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $2M | – | 0.11 |
| EGYPT TREASURY BILLS EGP 0.0% 03-18-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $7M | – | 0.47 |
| EGYPT TREASURY BILLS EGP 0.0% 10-01-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $582K | – | 0.04 |
| EGYPT TREASURY BILLS EGP 0.0% 11-12-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $837K | – | 0.06 |
| EGYPT TREASURY BILLS EGP 0.0% 11-19-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $1M | – | 0.08 |
| ELECTRICITE DE FRANCE SA 144A LIFE SR UNSEC 5.65% 04-22-29 | Long | Debt | FR | $807K | – | 0.05 |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 2.625% 12-31-79/06-01-28 | Long | Debt | FR | $1M | – | 0.09 |
| ELECTRICITE DE FRANCE SA EUR PRP REG S SUB (H) (B) 7.5% 12-31-79/12-06-28 | Long | Debt | FR | $1M | – | 0.09 |
| ELECTRICITE DE FRANCE SA PRP 144A LIFE SUB (H) 9.125% 12-31-79/06-15-33 | Long | Debt | FR | $327K | – | 0.02 |
| ELEMENT SOLUTIONS INC 144A LIFE SR UNSEC 3.875% 09-01-28 | Long | Debt | US | $97K | – | 0.01 |
| ENCINO ACQUISITION PARTNERS HOLDINGS LLC 144A LIFE SR UNSEC 8.75% 05-01-31 | Long | Debt | US | $31K | – | 0.00 |
| ENDO FINANCE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.5% 04-15-31 | Long | Debt | US | $196K | – | 0.01 |
| ENDO INC (1145 SHARES) | Long | Equity-common | US | $61K | 2K | 0.00 |
| ENDO INC 144A 4(A)(2) (NOT LISTED OR TRADING) | Long | Equity-common | US | $23K | 811 | 0.00 |
| ENDO INC 1L 6.125 ESCROW (NOT LISTED OR TRADING) | Long | Equity-common | US | $0.02 | 205K | 0.00 |
| ENDO INTERNATIONAL PLC TL-B 1ST LIEN (TSFR3M+450)(FLR 0.5) FRN 04-23-31 | Long | Loan | IE | $85K | – | 0.01 |
| ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 1.625% 07-12-26 | Long | Debt | NL | $1M | – | 0.08 |
| ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28 | Long | Debt | NL | $1M | – | 0.07 |
| ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30 | Long | Debt | ES | $3M | – | 0.18 |
| ENTERGY CORP SR UNSEC 0.9% 09-15-25 | Long | Debt | US | $710K | – | 0.05 |
| ENTERGY LOUISIANA LLC SR SEC 1ST LIEN 4.75% 09-15-52 | Long | Debt | US | $1M | – | 0.07 |
| ENVIRI CORP 144A LIFE SR UNSEC 5.75% 07-31-27 | Long | Debt | US | $138K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.375% 04-01-29 | Long | Debt | US | $20K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 6.5% 07-01-27 | Long | Debt | US | $126K | – | 0.01 |
| EQM MIDSTREAM PARTNERS LP 144A LIFE SR UNSEC 7.5% 06-01-30 | Long | Debt | US | $48K | – | 0.00 |
| EQM MIDSTREAM PARTNERS LP SR UNSEC 6.5% 07-15-48 | Long | Debt | US | $40K | – | 0.00 |
| EQUINIX INC SR UNSEC 1.8% 07-15-27 | Long | Debt | US | $1M | – | 0.07 |
| EQUINIX INC SR UNSEC 2.15% 07-15-30 | Long | Debt | US | $3M | – | 0.18 |
| EQUINOR ASA EUR REG S SR UNSEC (B) 1.375% 05-22-32 | Long | Debt | NO | $3M | – | 0.22 |
| EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 8.625% 05-15-32 (EQUIPMENTSHARECOM INC) | Long | Debt | US | $16K | – | 0.00 |
| EQUIPMENTSHARE.COM INC 144A LIFE SR SEC 2ND LIEN 9.0% 05-15-28 (EQUIPMENTSHARECOM INC) | Long | Debt | US | $93K | – | 0.01 |
| ESAB CORP 144A LIFE SR UNSEC 6.25% 04-15-29 | Long | Debt | US | $76K | – | 0.00 |
| ESKOM HOLDINGS SOC LTD REG S SR UNSEC 7.125% 02-11-25 | Long | Debt | ZA | $5M | – | 0.35 |
| EUR C USD P FX OPT @ 1.09 07-17-24 | Derivative-foreign exchange | US | $5K | – | 0.00 | |
| EUR FWD PUR FROM CAD 7/10/2024 | Derivative-foreign exchange | $-104K | – | -0.01 | ||
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-127K | – | -0.01 | ||
| EUR FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-619K | – | -0.04 | ||
| EUR FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $7K | – | 0.00 | ||
| EUR FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $-134K | – | -0.01 | ||
| EUR FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| EUR FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-299K | – | -0.02 | ||
| EUR FWD PUR FROM USD 8/15/2024 | Derivative-foreign exchange | $-64K | – | -0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $35K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| EUR FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| EUR FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| EUR FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| EUR P USD C FX OPT @ 1.04 07-17-24 | Derivative-foreign exchange | US | $-4K | – | -0.00 | |
| EURO-BOBL 5YR FUT OEU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $546K | – | 0.04 | |
| EURO-BUND 10YR FUT RXU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-19K | – | -0.00 | |
| EURO-BUXL 30YR FUT UBU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $28K | – | 0.00 | |
| EURO-SCHATZ 2YR FUT DUU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $48K | – | 0.00 | |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 10.0% 12-06-32/27 | Long | Debt | GR | $4M | – | 0.23 |
| EUROBANK ERGASIAS SERVICES AND HOLDINGS SA EUR REG S SUB (B) 6.25% 04-25-34/29 | Long | Debt | GR | $1M | – | 0.07 |
| EUROBANK SA EUR REG S SR UNSEC (B) 4.875% 04-30-31/30 (EUROBANK SA (ATHINA)) | Long | Debt | GR | $274K | – | 0.02 |
| EUROPEAN BANK FOR RECONSTRUCTION A 5.0% 01-15-26 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $674K | – | 0.04 |
| EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $932K | – | 0.06 |
| EUROPEAN BK RECON & DEV 6.3% 10-26-27 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $400K | – | 0.03 |
| EUROPEAN INVESTMENT BANK 2.875% 01-12-33 | Long | Debt | LU | $5M | – | 0.31 |
| EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $4M | – | 0.28 |
| EUROPEAN INVT BK EUR REG S SR UNSEC 1.5% 06-15-32 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $963K | – | 0.06 |
| EUROPEAN UNION 3.375% 10-04-39 | Long | Debt | BE | $2M | – | 0.12 |
| EUROPEAN UNION 3.375% 10-05-54 | Long | Debt | BE | $559K | – | 0.04 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 07-04-35 | Long | Debt | BE | $168K | – | 0.01 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.7% 07-06-51 | Long | Debt | BE | $2M | – | 0.11 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 2.875% 12-06-27 | Long | Debt | BE | $597K | – | 0.04 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 3.125% 12-04-30 | Long | Debt | BE | $205K | – | 0.01 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-04-31 | Long | Debt | BE | $615K | – | 0.04 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.2% 06-04-36 | Long | Debt | BE | $1M | – | 0.08 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.25% 10-22-26 | Long | Debt | BE | $614K | – | 0.04 |
| EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29 (EXPORT IMPORT BANK OF THAILAND) | Long | Debt | TH | $1M | – | 0.09 |
| FAIR ISAAC CORP 144A LIFE SR UNSEC 4.0% 06-15-28 | Long | Debt | US | $14K | – | 0.00 |
| FERTITTA ENTERTAINMENT LLC 144A LIFE SR UNSEC 6.75% 01-15-30 | Long | Debt | US | $22K | – | 0.00 |
| FIESTA PURCHASER INC 144A LIFE SR SEC 1ST LIEN 7.875% 03-01-31 | Long | Debt | US | $155K | – | 0.01 |
| FIESTA PURCHASER INC TL-B 1ST LIEN (TSFR3M+400)(FLR 0.0) FRN 02-12-31 | Long | Loan | US | $15K | – | 0.00 |
| FINASTRA USA INC TL-B PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29 | Long | Loan | US | $97K | – | 0.01 |
| FINASTRA USA INC TL-REVOLVER FUNDED PP (TSFR3M+725)(FLR 1.0) FRN 09-13-29 | Long | Loan | US | $1K | – | 0.00 |
| FINASTRA USA INC TL-REVOLVER UNFUNDED PP FRN 09-13-29 | Long | Loan | US | $9K | – | 0.00 |
| FINLAND GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 09-15-33 (FINLAND (REPUBLIC OF)) | Long | Debt | FI | $3M | – | 0.17 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 6.875% 10-15-27 | Long | Debt | CA | $2M | – | 0.12 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR UNSEC 8.625% 06-01-31 | Long | Debt | CA | $325K | – | 0.02 |
| FIRST STUDENT BIDCO INC 144A LIFE SR SEC 1ST LIEN 4.0% 07-31-29 | Long | Debt | US | $41K | – | 0.00 |
| FIRSTENERGY CORP SR UNSEC 4.15% 07-15-27 | Long | Debt | US | $2M | – | 0.11 |
| FNCL 2.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $216K | – | 0.01 |
| FNCL 3.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FNCL 3.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $1M | – | 0.09 |
| FNCL 4.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $11M | – | 0.74 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $5M | – | 0.31 |
| FNCL 5.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $24M | – | 1.56 |
| FNCL 5.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $45M | – | 3.00 |
| FNCL 6.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $14M | – | 0.94 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $29M | – | 1.90 |
| FNCL 6.5 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $15M | – | 0.99 |
| FNCL 6.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $11M | – | 0.74 |
| FNCL 7.0 UMBS TBA 07-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $3M | – | 0.20 |
| FNCL UMBS 2.0 MA4577 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNCL UMBS 3.0 CB0046 04-01-51 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.10 |
| FNCL UMBS 4.0 BX4568 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $489K | – | 0.03 |
| FNCL UMBS 4.0 BY0943 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 4.0 CB6626 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $26K | – | 0.00 |
| FNCL UMBS 4.0 MA5027 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $913K | – | 0.06 |
| FNCL UMBS 4.0 MA5177 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $882K | – | 0.06 |
| FNCL UMBS 4.0 MA5207 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $33K | – | 0.00 |
| FNCL UMBS 4.0 QI1357 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $862K | – | 0.06 |
| FNCL UMBS 4.0 RA9795 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $32K | – | 0.00 |
| FNCL UMBS 4.0 SD8379 10-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $903K | – | 0.06 |
| FNCL UMBS 4.0 SD8435 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $684K | – | 0.05 |
| FNCL UMBS 4.5 CB4852 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.27 |
| FNCL UMBS 5.0 QE6084 07-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $959K | – | 0.06 |
| FNCL UMBS 5.0 RJ1855 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $273K | – | 0.02 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $31M | – | 2.02 |
| FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.23 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $23K | – | 0.00 |
| FNCL UMBS 5.5 BU4699 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $222K | – | 0.01 |
| FNCL UMBS 5.5 FS8131 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.12 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $104K | – | 0.01 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18K | – | 0.00 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $64K | – | 0.00 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $238K | – | 0.02 |
| FNCL UMBS 5.5 MA5165 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $926K | – | 0.06 |
| FNCL UMBS 5.5 QI8872 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $526K | – | 0.03 |
| FNCL UMBS 5.5 RJ1768 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $851K | – | 0.06 |
| FNCL UMBS 5.5 RJ1857 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 1.01 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $283K | – | 0.02 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $752K | – | 0.05 |
| FNCL UMBS 5.5 SD8362 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.18 |
| FNCL UMBS 5.5 SD8372 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $12M | – | 0.79 |
| FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL UMBS 5.5 SD8420 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.08 |
| FNCL UMBS 6.0 BU4700 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $942K | – | 0.06 |
| FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $710K | – | 0.05 |
| FNCL UMBS 6.0 FS8153 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.11 |
| FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.15 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.17 |
| FNCL UMBS 6.0 QI8874 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $376K | – | 0.02 |
| FNCL UMBS 6.0 RJ1779 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.14 |
| FNCL UMBS 6.0 RJ1785 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| FNCL UMBS 6.0 RJ1859 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.07 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.62 |
| FNCT UMBS 2.0 RB5111 05-01-41 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.13 |
| FORD MOTOR CO SR UNSEC 6.1% 08-19-32 | Long | Debt | US | $30K | – | 0.00 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 2.9% 02-16-28 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $181K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 3.815% 11-02-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $188K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.0% 11-13-30 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $112K | – | 0.01 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 4.95% 05-28-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $293K | – | 0.02 |
| FORD MOTOR CREDIT CO LLC SR UNSEC 7.35% 11-04-27 (FORD MOTOR CREDIT COMPANY LLC) | Long | Debt | US | $208K | – | 0.01 |
| FORD OTOMOTIV SANAYI AS 144A LIFE SR UNSEC 7.125% 04-25-29 | Long | Debt | TR | $258K | – | 0.02 |
| FRA GB 10YR FUT OATU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $124K | – | 0.01 | |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 05-25-32 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $2M | – | 0.12 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $17M | – | 1.14 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.5% 05-25-40 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $409K | – | 0.03 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 02-25-28 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $968K | – | 0.06 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-52 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $2M | – | 0.10 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 2.0% 11-25-32 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $3M | – | 0.20 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 05-25-33 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $2M | – | 0.13 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.0% 11-25-34 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $4M | – | 0.27 |
| FSWP: OIS RECFIX GBP 3.52697105% 05-24-27/05-24-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| FXI HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 12.25% 11-15-26 | Long | Debt | US | $494K | – | 0.03 |
| G2SF 2.5 785813 12-20-51 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $3M | – | 0.22 |
| G2SF 6.5 TBA 07-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $10M | – | 0.69 |
| GARTNER INC 144A LIFE SR UNSEC 3.75% 10-01-30 | Long | Debt | US | $63K | – | 0.00 |
| GBP FWD PUR FROM USD 7/22/2024 | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| GBP FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $39K | – | 0.00 | ||
| GBP FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $21K | – | 0.00 | ||
| GBP FWD SALE TO USD 7/10/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| GBP FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $28K | – | 0.00 | ||
| GCAT 24-NQM2 A1 144A 6.085% 06-25-59 (GCAT 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $2M | – | 0.11 |
| GENESIS ENERGY LP SR UNSEC 7.875% 05-15-32 | Long | Debt | US | $61K | – | 0.00 |
| GENESIS ENERGY LP SR UNSEC 8.0% 01-15-27 | Long | Debt | US | $128K | – | 0.01 |
| GENESIS ENERGY LP SR UNSEC 8.25% 01-15-29 | Long | Debt | US | $26K | – | 0.00 |
| GENESIS ENERGY LP SR UNSEC 8.875% 04-15-30 | Long | Debt | US | $40K | – | 0.00 |
| GEOPARK LTD REG S SR UNSEC 5.5% 01-17-27 | Long | Debt | CO | $5M | – | 0.31 |
| GEORGIA GOVERNMENT INTERNATIONAL BOND 144A LIFE 2.75% 04-22-26 (GEORGIA (REPUBLIC OF)) | Long | Debt | GE | $368K | – | 0.02 |
| GILEAD SCIENCES INC SR UNSEC 5.25% 10-15-33 | Long | Debt | US | $1M | – | 0.09 |
| GILEAD SCIENCES INC SR UNSEC 5.55% 10-15-53 | Long | Debt | US | $1M | – | 0.08 |
| GNMA 21-2 AH 1.5% 06-16-63 (GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-2) | Long | ABS-collateralized bond/debt obligation | US | $574K | – | 0.04 |
| GOLDMAN SACHS GROUP INC EUR REG S SR UNSEC 3.375% 03-27-25 | Long | Debt | US | $5M | – | 0.35 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26 | Long | Debt | US | $992K | – | 0.07 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.992% 01-27-32/31 | Long | Debt | US | $624K | – | 0.04 |
| GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52 | Long | Debt | US | $706K | – | 0.05 |
| GRAY TELEVISION INC 144A LIFE SR UNSEC 5.375% 11-15-31 | Long | Debt | US | $17K | – | 0.00 |
| GREENKO DUTCH BV REG S SR SEC 1ST LIEN SF 3.85% 03-29-26 | Long | Debt | NL | $3M | – | 0.18 |
| GROUP 1 AUTOMOTIVE INC 144A LIFE SR UNSEC 4.0% 08-15-28 | Long | Debt | US | $106K | – | 0.01 |
| GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30 | Long | Debt | CO | $629K | – | 0.04 |
| HANESBRANDS INC TL-B (TSFR3M + 375) (FLR 0.50) 9.09393% 03-08-30 | Long | Loan | US | $39K | – | 0.00 |
| HARVEST MIDSTREAM I LP 144A LIFE SR UNSEC 7.5% 05-15-32 | Long | Debt | US | $25K | – | 0.00 |
| HARVEST MIDSTREAM I LP 144A SR UNSEC 7.5% 09-01-28 | Long | Debt | US | $25K | – | 0.00 |
| HCA INC SR UNSEC 5.625% 09-01-28 | Long | Debt | US | $121K | – | 0.01 |
| HEALTHEQUITY INC 144A LIFE SR UNSEC 4.5% 10-01-29 | Long | Debt | US | $75K | – | 0.00 |
| HELIOS SOFTWARE HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 8.75% 05-01-29 | Long | Debt | US | $204K | – | 0.01 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $665K | – | 0.04 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.75% 06-18-32 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $2M | – | 0.12 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 3.875% 06-15-28 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $8M | – | 0.52 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 144A 0.75% 06-18-31 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $627K | – | 0.04 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR REG S 3.9% 01-30-33 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $4M | – | 0.23 |
| HESS MIDSTREAM OPERATIONS LP 144A LIFE SR UNSEC 5.5% 10-15-30 | Long | Debt | US | $14K | – | 0.00 |
| HIGHTOWER HOLDING LLC 144A LIFE SR UNSEC 6.75% 04-15-29 | Long | Debt | US | $220K | – | 0.01 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 02-01-31 | Long | Debt | US | $24K | – | 0.00 |
| HILCORP ENERGY I LP 144A LIFE SR UNSEC 6.0% 04-15-30 | Long | Debt | US | $101K | – | 0.01 |
| HILTON DOMESTIC OPERATING CO INC 144A LIFE SR UNSEC 4.0% 05-01-31 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $103K | – | 0.01 |
| HILTON DOMESTIC OPERATING CO INC SR UNSEC 4.875% 01-15-30 (HILTON DOMESTIC OPERATING COMPANY INC) | Long | Debt | US | $24K | – | 0.00 |
| HONDURAS GOVERNMENT INTERNATIONAL BOND REG S 6.25% 01-19-27 (HONDURAS REPUBLIC OF) | Long | Debt | HN | $621K | – | 0.04 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.125% 02-01-29 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $175K | – | 0.01 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 4.375% 02-01-31 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $103K | – | 0.01 |
| HOWARD HUGHES CORP 144A LIFE SR UNSEC 5.375% 08-01-28 (HOWARD HUGHES CORP/THE) | Long | Debt | US | $262K | – | 0.02 |
| HOWDEN UK REFINANCE 2 PLC 144A LIFE SR UNSEC 8.125% 02-15-32 | Long | Debt | GB | $199K | – | 0.01 |
| HOWDEN UK REFINANCE PLC 144A LIFE SR SEC 1ST LIEN 7.25% 02-15-31 | Long | Debt | GB | $199K | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 2.633% 11-07-25/24 | Long | Debt | GB | $301K | – | 0.02 |
| HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25 | Long | Debt | GB | $4M | – | 0.27 |
| HSBC HOLDINGS PLC SR UNSEC 4.755% 06-09-28/27 | Long | Debt | GB | $2M | – | 0.11 |
| HSBC HOLDINGS PLC SR UNSEC 6.332% 03-09-44/43 | Long | Debt | GB | $1M | – | 0.08 |
| HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33 | Long | Debt | GB | $2M | – | 0.14 |
| HTL 24-T53 A 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $396K | – | 0.03 |
| HUB INTERNATIONAL LTD 144A LIFE SR UNSEC 7.375% 01-31-32 | Long | Debt | US | $66K | – | 0.00 |
| HUB INTERNATIONAL TL-B 1ST LIEN (TSFR3M+325)(FLR 0.75) FRN 06-20-30 (HUB INTERNATIONAL LTD) | Long | Loan | US | $4K | – | 0.00 |
| HUF FWD PUR FROM EUR 7/9/2024 | Derivative-foreign exchange | $-21K | – | -0.00 | ||
| HUF FWD SALE TO USD 7/9/2024 | Derivative-foreign exchange | $28K | – | 0.00 | ||
| HUNGARY GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.5% 03-26-36 (HUNGARY (REPUBLIC OF)) | Long | Debt | HU | $279K | – | 0.02 |
| HUSKY INJECTION MOLDING SYSTEMS LTD 144A LIFE SR SEC 1ST LIEN 9.0% 02-15-29 | Long | Debt | CA | $124K | – | 0.01 |
| HUSKY INJECTION MOLDING SYSTEMS LTD TL-B 1ST LIEN (TSFR3M+500)(FLR 0.0) FRN 02-15-29 | Long | Loan | CA | $55K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26 | Long | Debt | US | $2M | – | 0.15 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26 | Long | Debt | US | $248K | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28 | Long | Debt | US | $530K | – | 0.03 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 6.5% 01-16-29 | Long | Debt | US | $138K | – | 0.01 |
| ICAHN ENTERPRISES LP 144A SR UNSEC 9.75% 01-15-29 | Long | Debt | US | $67K | – | 0.00 |
| IDR FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| IDR FWD SALE TO USD NDF 7/30/2024 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| ILS FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-15K | – | -0.00 | ||
| ILS FWD SALE TO USD 7/17/2024 | Derivative-foreign exchange | $159K | – | 0.01 | ||
| INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30 | Long | Debt | ID | $491K | – | 0.03 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $1M | – | 0.08 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $2M | – | 0.12 |
| INDONESIA TREASURY BOND IDR 6.125% 05-15-28 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $1M | – | 0.08 |
| INDONESIA TREASURY BOND IDR 6.375% 08-15-28 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $6M | – | 0.37 |
| INDONESIA TREASURY BOND IDR 6.625% 02-15-34 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $633K | – | 0.04 |
| INDONESIA TREASURY BOND IDR 7.0% 02-15-33 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $9M | – | 0.56 |
| INDONESIA TREASURY BOND IDR 7.0% 09-15-30 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $179K | – | 0.01 |
| INDONESIA TREASURY BOND IDR 7.25% 02-15-26 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $1M | – | 0.09 |
| INDONESIA TREASURY BOND IDR 8.375% 03-15-34 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $2M | – | 0.12 |
| INDONESIA TREASURY BOND IDR 9.0% 03-15-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $2M | – | 0.11 |
| ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32 | Long | Debt | NL | $1M | – | 0.09 |
| INGLES MARKETS INC 144A LIFE SR UNSEC 4.0% 06-15-31 | Long | Debt | US | $113K | – | 0.01 |
| INR FWD PUR FROM USD NDF 7/15/2024 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| INR FWD PUR FROM USD NDF 7/15/2024 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29 | Long | Debt | US | $3M | – | 0.17 |
| INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $2M | – | 0.10 |
| INTESA SANPAOLO SPA 144A SR PREF 7.0% 11-21-25 | Long | Debt | IT | $229K | – | 0.02 |
| IRB INFRASTRUCTURE DEVELOPERS LTD 144A LIFE SR SEC 1ST LIEN SF 7.11% 03-11-32 | Long | Debt | IN | $1M | – | 0.09 |
| IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34 (REPUBLIC OF IRELAND) | Long | Debt | IE | $5M | – | 0.33 |
| IRELAND GOVT EUR REG S 3.00% 10-18-43 (REPUBLIC OF IRELAND) | Long | Debt | IE | $2M | – | 0.14 |
| IRON MOUNTAIN INC 144A LIFE SR UNSEC 5.25% 07-15-30 | Long | Debt | US | $224K | – | 0.01 |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC 144A LIFE SR UNSEC 5.0% 07-15-32 | Long | Debt | US | $50K | – | 0.00 |
| IRS PAYFIX CZK 3.875% 02-14-24/02-14-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $21K | – | 0.00 | |
| IRS PAYFIX EUR 2.8272% 06-18-24/06-18-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $13K | – | 0.00 | |
| IRS RECFIX MXN 10.87% 04-18-24/04-17-25 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| IRS RECFIX MXN 6.5% 06-23-21/06-17-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-52K | – | -0.00 | |
| IRS RECFIX MXN 6.5% 06-24-21/06-18-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-104K | – | -0.01 | |
| IRS RECFIX MXN 6.55% 06-23-21/06-17-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-158K | – | -0.01 | |
| IRS RECFIX MXN 7.62% 11-04-21/10-29-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-125K | – | -0.01 | |
| IRS RECFIX PLN 5.298% 02-14-24/02-14-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-13K | – | -0.00 | |
| ISRAEL GOVERNMENT BOND - FIXED ILS 1.3% 04-30-32 (ISRAEL (STATE OF)) | Long | Debt | IL | $5M | – | 0.33 |
| ISRAEL GOVERNMENT BOND - FIXED ILS 4.0% 03-30-35 (ISRAEL (STATE OF)) | Long | Debt | IL | $2M | – | 0.15 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 3.875% 07-03-50 (ISRAEL (STATE OF)) | Long | Debt | IL | $558K | – | 0.04 |
| ITA GB 10YR FUT IKU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-48K | – | -0.00 | |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.8% 03-01-41 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $5M | – | 0.30 |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S (B) 1.85% 07-01-25 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $19M | – | 1.23 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $7K | – | 0.00 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $13M | – | 0.85 |
| ITRAXX EUR IG S41 5YR 1.0% 06-20-29 0.40 REC ICE (ITRAXX EUROPE ISSUER) | Derivative-credit | US | $-16K | – | -0.00 | |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $2M | – | 0.11 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-31 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $4M | – | 0.29 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-29 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $13M | – | 0.89 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.8% 03-20-34 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $415K | – | 0.03 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.20 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 12-20-51 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $7M | – | 0.46 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $1M | – | 0.08 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.2% 06-20-53 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $1M | – | 0.09 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-35 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $5M | – | 0.33 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 12-20-41 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $1M | – | 0.07 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.6% 09-20-37 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $11M | – | 0.73 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.1% 09-20-42 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.23 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $4M | – | 0.25 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.5% 09-20-43 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $10M | – | 0.67 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.6% 03-20-44 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $412K | – | 0.03 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 2.2% 03-20-30 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $4M | – | 0.26 |
| JAPAN TREASURY DISCOUNT BILL JPY 0.0% 07-22-24 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $28M | – | 1.85 |
| JAPANESE GOVERNMENT CPI LINKED BOND JPY I/L 0.1% 09-10-24 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $3M | – | 0.20 |
| JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26 | Long | Debt | US | $1M | – | 0.08 |
| JPMORGAN CHASE & CO SR UNSEC 1.953% 02-04-32/31 | Long | Debt | US | $47K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 5.766% 04-22-35/34 | Long | Debt | US | $590K | – | 0.04 |
| JPN GB 10YR FUT JBU4 09-12-24 (JAPAN EXCHANGE GROUP INC) | Derivative-interest rate | JP | $227K | – | 0.01 | |
| JPY FWD PUR FROM USD 7/18/2024 | Derivative-foreign exchange | $-331K | – | -0.02 | ||
| JPY FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $-154K | – | -0.01 | ||
| JPY FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-489K | – | -0.03 | ||
| JPY FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $861.3 | – | 0.00 | ||
| KANTAR GROUP TL-B2 1ST LIEN (TSFR6M+450) (FLR 0.75) 10.10814% 12-04-26 (KANTAR GROUP LTD) | Long | Loan | GB | $46K | – | 0.00 |
| KB HOME SR UNSEC 6.875% 06-15-27 | Long | Debt | US | $51K | – | 0.00 |
| KENNEDY-WILSON INC SR UNSEC 4.75% 02-01-30 | Long | Debt | US | $204K | – | 0.01 |
| KENNEDY-WILSON INC SR UNSEC 4.75% 03-01-29 | Long | Debt | US | $17K | – | 0.00 |
| KFW GBP REG S SR UNSEC (B) 1.125% 07-04-25 | Long | Debt | DE | $1M | – | 0.09 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 2.85% 10-22-34 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $919K | – | 0.06 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $2M | – | 0.11 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.3% 06-22-54 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $887K | – | 0.06 |
| KODIAK GAS SERVICES LLC 144A LIFE SR UNSEC 7.25% 02-15-29 | Long | Debt | US | $10K | – | 0.00 |
| KOREA ELECTRIC POWER CORP 5.375% 07-31-26 | Long | Debt | KR | $1M | – | 0.09 |
| KOREA GAS CORPORATION 144A LIFE SR UNSEC 5.0% 07-08-29 | Long | Debt | KR | $225K | – | 0.01 |
| KOREA NDFB 2503 KRW (B) 1.5% 03-10-25 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $4M | – | 0.25 |
| KOREA NDFB 2709 KRW 3.125% 09-10-27 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $3M | – | 0.22 |
| KOREA NDFB 2803 KRW 3.25% 03-10-28 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $3M | – | 0.19 |
| KOREA NDFB 3106 KRW 2.0% 06-10-31 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $1M | – | 0.09 |
| KOREA NDFB 3212 KRW 4.25% 12-10-32 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $14M | – | 0.94 |
| KOREA TREASURY BOND KRW (B) 2.375% 12-10-27 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $4M | – | 0.24 |
| KREDITANSTALT FUER WIEDERAUFBAU EUR REG S SR UNSEC (B) 0.125% 06-30-25 (KFW) | Long | Debt | DE | $612K | – | 0.04 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 5.0% 12-31-26 | Long | Debt | US | $87K | – | 0.01 |
| KRONOS ACQUISITION HOLDINGS INC 144A LIFE SR UNSEC 7.0% 12-31-27 | Long | Debt | US | $129K | – | 0.01 |
| KRW FWD SALE TO USD NDF 7/15/2024 | Derivative-foreign exchange | $26K | – | 0.00 | ||
| KRW FWD SALE TO USD NDF 7/15/2024 | Derivative-foreign exchange | $12K | – | 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 | $81K | – | 0.01 |
| LADAR 23-1 A3 144A 5.48% 06-15-27/06-16-25 (LAD AUTO RECEIVABLES TRUST LADAR_23-1A) | Long | ABS-other | US | $650K | – | 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 | $197K | – | 0.01 |
| LAMAR MEDIA CORP SR UNSEC 3.75% 02-15-28 | Long | Debt | US | $9K | – | 0.00 |
| LAMB WESTON HOLDINGS INC 144A LIFE SR UNSEC 4.125% 01-31-30 | Long | Debt | US | $27K | – | 0.00 |
| LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 4.875% 05-01-29 | Long | Debt | US | $103K | – | 0.01 |
| LCM INVESTMENTS HOLDINGS II LLC 144A LIFE SR UNSEC 8.25% 08-01-31 | Long | Debt | US | $42K | – | 0.00 |
| LEVI STRAUSS & CO 144A LIFE SR UNSEC 3.5% 03-01-31 | Long | Debt | US | $100K | – | 0.01 |
| LGI HOMES INC 144A LIFE SR UNSEC 8.75% 12-15-28 | Long | Debt | US | $162K | – | 0.01 |
| LIGHT & WONDER INTERNATIONAL INC 144A LIFE SR UNSEC 7.0% 05-15-28 (LIGHT AND WONDER INTERNATIONAL INC) | Long | Debt | US | $20K | – | 0.00 |
| LINDBLAD EXPEDITIONS LLC 144A LIFE SR SEC 1ST LIEN 6.75% 02-15-27 | Long | Debt | US | $5K | – | 0.00 |
| LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 02-13-34 (LITHUANIA (REPUBLIC OF)) | Long | Debt | LT | $2M | – | 0.11 |
| LITHUANIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.5% 07-03-31 (LITHUANIA (REPUBLIC OF)) | Long | Debt | LT | $1M | – | 0.07 |
| LIVE NATION ENTERTAINMENT INC 144A LIFE SR UNSEC 4.75% 10-15-27 | Long | Debt | US | $125K | – | 0.01 |
| LLOYDS BANK PLC GBP REG S SUB (B) 7.625% 04-22-25 | Long | Debt | GB | $841K | – | 0.06 |
| LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26 | Long | Debt | GB | $7M | – | 0.43 |
| LOCKHEED MARTIN CORP SR UNSEC 5.2% 02-15-64 | Long | Debt | US | $292K | – | 0.02 |
| LSB INDUSTRIES INC 144A LIFE SR SEC 1ST LIEN 6.25% 10-15-28 | Long | Debt | US | $87K | – | 0.01 |
| MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29 (MAGYAR EXPORT IMPORT BANK ZRT) | Long | Debt | HU | $2M | – | 0.11 |
| MALAYSIA GOVERNMENT BOND MYR 3.757% 05-22-40 (MALAYSIA (GOVERNMENT)) | Long | Debt | MY | $2M | – | 0.14 |
| MARRIOTT INTERNATIONAL INC SR UNSEC 2.75% 10-15-33 | Long | Debt | US | $4K | – | 0.00 |
| MARRIOTT OWNERSHIP RESORTS INC 144A LIFE SR UNSEC 4.5% 06-15-29 | Long | Debt | US | $41K | – | 0.00 |
| MARSH & MCLENNAN COS INC SR UNSEC 5.7% 09-15-53 (MARSH & MCLENNAN COMPANIES INC) | Long | Debt | US | $285K | – | 0.02 |
| MASTERCARD INC SR UNSEC 2.0% 11-18-31 | Long | Debt | US | $493K | – | 0.03 |
| MATADOR RESOURCES CO 144A LIFE SR UNSEC 6.5% 04-15-32 | Long | Debt | US | $50K | – | 0.00 |
| MEDLINE BORROWER LP 144A LIFE SR UNSEC 5.25% 10-01-29 | Long | Debt | US | $38K | – | 0.00 |
| MEDLINE BORROWER LP TL-B 1ST LIEN (TSFR3M+275)(FLR 0.5) FRN 10-23-28 | Long | Loan | US | $50K | – | 0.00 |
| MEG ENERGY CORP 144A LIFE SR UNSEC 5.875% 02-01-29 | Long | Debt | CA | $29K | – | 0.00 |
| MEITUAN REG S SR UNSEC 2.125% 10-28-25 | Long | Debt | CN | $2M | – | 0.11 |
| MELCO RESORTS FINANCE LTD 144A LIFE SR UNSEC 7.625% 04-17-32 | Long | Debt | KY | $646K | – | 0.04 |
| METHANEX CORP SR UNSEC 5.125% 10-15-27 | Long | Debt | CA | $53K | – | 0.00 |
| METHANEX CORP SR UNSEC 5.25% 12-15-29 | Long | Debt | CA | $5K | – | 0.00 |
| METROPOLITAN LIFE GLOBAL FUNDING I GIC EUR REG S SR UNSEC 0.55% 06-16-27 | Long | Debt | US | $2M | – | 0.13 |
| MEXICAN BONOS MXN 7.5% 06-03-27 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $13M | – | 0.84 |
| MEXICAN BONOS MXN 7.75% 05-29-31 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $67K | – | 0.00 |
| MEXICAN BONOS MXN 7.75% 11-23-34 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $6M | – | 0.39 |
| MEXICAN BONOS MXN 8.0% 07-31-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $9M | – | 0.58 |
| MEXICAN BONOS MXN 8.0% 11-07-47 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $350K | – | 0.02 |
| MEXICAN BONOS MXN 8.5% 11-18-38 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $1M | – | 0.07 |
| MEXICAN UDIBONOS MXN I/L 4.0% 10-29-54 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $2M | – | 0.12 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.0% 05-07-36 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $947K | – | 0.06 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $402K | – | 0.03 |
| MGM RESORTS INTERNATIONAL SR UNSEC 5.5% 04-15-27 | Long | Debt | US | $89K | – | 0.01 |
| MILEAGE PLUS HOLDINGS LLC 144A LIFE SR SEC 1ST LIEN SF 6.5% 06-20-27 | Long | Debt | US | $45K | – | 0.00 |
| MINERAL RESOURCES LTD 144A LIFE SR UNSEC 8.0% 11-01-27 | Long | Debt | AU | $159K | – | 0.01 |
| MINERAL RESOURCES LTD 144A LIFE SR UNSEC 9.25% 10-01-28 | Long | Debt | AU | $89K | – | 0.01 |
| MINERVA LUXEMBOURG SA REG S SR UNSEC 8.875% 09-13-33 | Long | Debt | LU | $2M | – | 0.13 |
| MLANE 2024-A 144A 6.2% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $1M | – | 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 | $765K | – | 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 | $227K | – | 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 | $539K | – | 0.04 |
| MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 3.875% 11-15-30 | Long | Debt | US | $67K | – | 0.00 |
| MOLINA HEALTHCARE INC 144A LIFE SR UNSEC 4.375% 06-15-28 | Long | Debt | US | $75K | – | 0.00 |
| MORGAN STANLEY EUR SR UNSEC 2.103% 05-08-26/25 | Long | Debt | US | $612K | – | 0.04 |
| MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26 | Long | Debt | US | $2M | – | 0.13 |
| MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31 | Long | Debt | US | $1M | – | 0.08 |
| MOROCCO GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 1.5% 11-27-31 (MOROCCO (KINGDOM OF)) | Long | Debt | MA | $2M | – | 0.11 |
| MOZAMBIQUE INTERNATIONAL BOND REG S SF 9.0% 09-15-31 (REPUBLIC OF MOZAMBIQUE) | Long | Debt | MZ | $780K | – | 0.05 |
| MSCI INC 144A LIFE SR UNSEC 3.625% 11-01-31 | Long | Debt | US | $184K | – | 0.01 |
| MSWF 23-2 A5 FRN 12-15-56 (MSWF COMMERCIAL MORTGAGE TRUST MSWF_23-2) | Long | ABS-collateralized bond/debt obligation | US | $354K | – | 0.02 |
| MULTI 3.82 01-25-33 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153) | Long | ABS-mortgage backed security | US | $4M | – | 0.24 |
| MURPHY OIL USA INC SR UNSEC 4.75% 09-15-29 | Long | Debt | US | $46K | – | 0.00 |
| MV24 CAPITAL BV REG S SR SEC 1ST LIEN SF 6.748% 06-01-34 | Long | Debt | NL | $1M | – | 0.07 |
| MXN FWD SALE TO USD 7/12/2024 | Derivative-foreign exchange | $60K | – | 0.00 | ||
| MXN FWD SALE TO USD 7/17/2024 | Derivative-foreign exchange | $-407K | – | -0.03 | ||
| MXN FWD SALE TO USD 9/17/2024 | Derivative-foreign exchange | $-11K | – | -0.00 | ||
| MXN FWD SALE TO USD 9/17/2024 | Derivative-foreign exchange | $-14K | – | -0.00 | ||
| MXN FWD SALE TO USD 9/17/2024 | Derivative-foreign exchange | $-16K | – | -0.00 | ||
| MXN FWD SALE TO USD 9/17/2024 | Derivative-foreign exchange | $-18K | – | -0.00 | ||
| MYR FWD PUR FROM USD 7/12/2024 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| MYR FWD PUR FROM USD 7/12/2024 | Derivative-foreign exchange | $-3K | – | -0.00 | ||
| NABORS INDUSTRIES INC 144A LIFE SR UNSEC 7.375% 05-15-27 | Long | Debt | US | $56K | – | 0.00 |
| NABORS INDUSTRIES INC 144A LIFE SR UNSEC 9.125% 01-31-30 | Long | Debt | US | $166K | – | 0.01 |
| NATIONAL AUSTRALIA BANK LTD 144A LIFE SR UNSEC 5.181% 06-11-34 | Long | Debt | AU | $1M | – | 0.08 |
| NATIONAL BANK OF GREECE SA EUR REG S SUB (B) 8.0% 01-03-34/29 | Long | Debt | GR | $1M | – | 0.09 |
| NATIONSTAR MORTGAGE HOLDINGS INC 144A LIFE SR UNSEC 5.125% 12-15-30 | Long | Debt | US | $124K | – | 0.01 |
| NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29 | Long | Debt | GB | $3M | – | 0.17 |
| NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27 | Long | Debt | GB | $179K | – | 0.01 |
| NAVIENT CORP SR UNSEC 4.875% 03-15-28 | Long | Debt | US | $133K | – | 0.01 |
| NAVIENT CORP SR UNSEC 5.0% 03-15-27 | Long | Debt | US | $43K | – | 0.00 |
| NCR ATLEOS LLC TL-B 1ST LIEN (TSFR3M+475)(FLR 0.0) FRN 03-27-29/04-16-29 (NCR ATLEOS CORP) | Long | Loan | US | $50K | – | 0.00 |
| NCR VOYIX CORP 144A LIFE SR UNSEC 5.25% 10-01-30 | Long | Debt | US | $14K | – | 0.00 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.5% 09-30-26 | Long | Debt | US | $235K | – | 0.02 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 6.75% 09-15-25 | Long | Debt | US | $25K | – | 0.00 |
| NEW FORTRESS ENERGY INC 144A LIFE SR SEC 1ST LIEN 8.75% 03-15-29 | Long | Debt | US | $82K | – | 0.01 |
| NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36 (STATE OF NEW SOUTH WALES AUSTRALIA) | Long | Debt | AU | $9M | – | 0.60 |
| NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 02-20-35 (STATE OF NEW SOUTH WALES AUSTRALIA) | Long | Debt | AU | $8M | – | 0.53 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30 | Long | Debt | US | $2M | – | 0.14 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-09-34 | Long | Debt | US | $1M | – | 0.10 |
| NEW ZEALAND GOVERNMENT BOND NZD 4.5% 05-15-30 (NEW ZEALAND (GOVERNMENT OF)) | Long | Debt | NZ | $6M | – | 0.41 |
| NEWELL BRANDS INC SR UNSEC 5.7% 04-01-26 | Long | Debt | US | $79K | – | 0.01 |
| NEXSTAR MEDIA INC 144A LIFE SR UNSEC 4.75% 11-01-28 | Long | Debt | US | $147K | – | 0.01 |
| NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.125% 02-15-29 | Long | Debt | US | $56K | – | 0.00 |
| NGL ENERGY OPERATING LLC 144A LIFE SR SEC 1ST LIEN 8.375% 02-15-32 | Long | Debt | US | $71K | – | 0.00 |
| NIAGARA MOHAWK POWER CORP 144A LIFE SR UNSEC 3.508% 10-01-24 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $179K | – | 0.01 |
| NIGERIA OMO BILL NGN 0.0% 02-11-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $388K | – | 0.03 |
| NIGERIA OMO BILL NGN 0.0% 02-25-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $2M | – | 0.12 |
| NIGERIA TREASURY BILL NGN 0.0% 02-20-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $518K | – | 0.03 |
| NIGERIA TREASURY BILL NGN 0.0% 03-06-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $2M | – | 0.14 |
| NIGERIA TREASURY BILL NGN 0.0% 03-13-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $680K | – | 0.04 |
| NIGERIA TREASURY BILL NGN 0.0% 03-27-25 (NIGERIA (FEDERAL REPUBLIC OF)) | Long | Debt | NG | $2M | – | 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 | $84K | – | 0.01 |
| NOK FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $74K | – | 0.00 | ||
| NOK FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $13K | – | 0.00 | ||
| NOK FWD SALE TO USD 7/25/2024 | Derivative-foreign exchange | $11K | – | 0.00 | ||
| NORFOLK SOUTHERN CORP SR UNSEC 5.35% 08-01-54 (NORFOLK SOUTHERN CORPORATION) | Long | Debt | US | $473K | – | 0.03 |
| NORTHERN OIL & GAS INC 144A LIFE SR UNSEC 8.125% 03-01-28 (NORTHERN OIL AND GAS INC) | Long | Debt | US | $152K | – | 0.01 |
| NORTHRIVER MIDSTREAM FINANCE LP 144A LIFE SR SEC 1ST LIEN 5.625% 02-15-26 | Long | Debt | CA | $105K | – | 0.01 |
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 1.75% 09-06-29 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $2M | – | 0.15 |
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 2.125% 05-18-32 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $557K | – | 0.04 |
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.625% 04-13-34 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $7M | – | 0.47 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 5.25% 06-01-27 | Long | Debt | CA | $19K | – | 0.00 |
| NOVA CHEMICALS CORP 144A LIFE SR UNSEC 9.0% 02-15-30 | Long | Debt | CA | $95K | – | 0.01 |
| NOVELIS CORP 144A LIFE SR UNSEC 3.875% 08-15-31 | Long | Debt | US | $17K | – | 0.00 |
| NOVELIS CORP 144A LIFE SR UNSEC 4.75% 01-30-30 | Long | Debt | US | $74K | – | 0.00 |
| NUSTAR LOGISTICS LP SR UNSEC 5.625% 04-28-27 | Long | Debt | US | $79K | – | 0.01 |
| 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 | $6M | – | 0.38 |
| NYMT 24-CP1 A1 144A FRN 02-25-68/08-25-37 (NYMT 2024-CP1) | Long | ABS-collateralized bond/debt obligation | US | $559K | – | 0.04 |
| NZD FWD SALE TO USD 7/22/2024 | Derivative-foreign exchange | $22K | – | 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 | $1M | – | 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 | $2M | – | 0.14 |
| OCCIDENTAL PETROLEUM CORP SR UNSEC 6.375% 09-01-28 | Long | Debt | US | $56K | – | 0.00 |
| OCP SA REG S SR UNSEC 3.75% 06-23-31 | Long | Debt | MA | $432K | – | 0.03 |
| OIS PAYFIX GBP 3.9322% 02-16-24/02-16-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $10K | – | 0.00 | |
| OIS PAYFIX GBP 4.34948% 06-21-23/06-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-190K | – | -0.01 | |
| OIS PAYFIX GBP 4.36738% 06-21-23/06-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-401K | – | -0.03 | |
| OIS PAYFIX USD 3.4705% 02-10-23/02-10-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $481K | – | 0.03 | |
| OIS RECFIX BRL 10.045% 01-26-24/01-02-29 (RISKLESS ISSUER) | Derivative-interest rate | US | $-930K | – | -0.06 | |
| OIS RECFIX BRL 11.22441676% 10-30-23/01-04-27 (RISKLESS ISSUER) | Derivative-interest rate | US | $-96K | – | -0.01 | |
| OIS RECFIX BRL 11.405% 06-25-24/01-04-27 (RISKLESS ISSUER) | Derivative-interest rate | US | $-195K | – | -0.01 | |
| OIS RECFIX GBP 2.628% 07-28-22/07-28-24 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-61K | – | -0.00 | |
| OIS RECFIX GBP 3.968% 02-16-24/02-16-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-47K | – | -0.00 | |
| OIS RECFIX GBP 4.254% 05-09-24/05-09-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-22K | – | -0.00 | |
| OIS RECFIX GBP 4.96048% 06-21-23/06-21-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $303K | – | 0.02 | |
| OIS RECFIX GBP 4.98038% 06-21-23/06-21-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $397K | – | 0.03 | |
| OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27 (OLEODUCTO CENTRAL SA (OCENSA)) | Long | Debt | CO | $815K | – | 0.05 |
| ONDK 24-1 A 144A 6.27% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $271K | – | 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 | $121K | – | 0.01 |
| ONEOK INC SR UNSEC 5.8% 11-01-30 | Long | Debt | US | $71K | – | 0.00 |
| ONEOK INC SR UNSEC 6.05% 09-01-33 | Long | Debt | US | $529K | – | 0.03 |
| ONEOK INC SR UNSEC 6.625% 09-01-53 | Long | Debt | US | $310K | – | 0.02 |
| OPEN TEXT CORP 144A LIFE SR UNSEC 3.875% 02-15-28 | Long | Debt | CA | $23K | – | 0.00 |
| OPTION CARE HEALTH INC 144A LIFE SR UNSEC 4.375% 10-31-29 | Long | Debt | US | $23K | – | 0.00 |
| ORACLE CORP SR UNSEC 2.65% 07-15-26 | Long | Debt | US | $2M | – | 0.15 |
| ORACLE CORP SR UNSEC 3.25% 11-15-27 | Long | Debt | US | $2M | – | 0.12 |
| ORACLE CORP SR UNSEC 3.95% 03-25-51 | Long | Debt | US | $16K | – | 0.00 |
| ORANGE SA SR UNSEC 9.0% 03-01-31 | Long | Debt | FR | $3M | – | 0.19 |
| OSAIC HOLDINGS INC 144A LIFE SR UNSEC 10.75% 08-01-27 | Long | Debt | US | $264K | – | 0.02 |
| OWENS & MINOR INC 144A LIFE SR UNSEC 6.625% 04-01-30 | Long | Debt | US | $36K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26 | Long | Debt | US | $3M | – | 0.19 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.3% 08-01-40 | Long | Debt | US | $3M | – | 0.21 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28 | Long | Debt | US | $525K | – | 0.03 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.4% 06-15-33 | Long | Debt | US | $2M | – | 0.10 |
| PACIFICORP SR SEC 1ST LIEN 2.9% 06-15-52 | Long | Debt | US | $165K | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 3.3% 03-15-51 | Long | Debt | US | $97K | – | 0.01 |
| PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31 | Long | Debt | US | $798K | – | 0.05 |
| PACIFICORP SR SEC 1ST LIEN 5.35% 12-01-53 | Long | Debt | US | $477K | – | 0.03 |
| PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 | Long | Debt | US | $346K | – | 0.02 |
| PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54 | Long | Debt | US | $911K | – | 0.06 |
| PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55 | Long | Debt | US | $485K | – | 0.03 |
| PANAMA GLOBAL 3.75% 04-17-26 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $438K | – | 0.03 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 6.4% 02-14-35 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $807K | – | 0.05 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $435K | – | 0.03 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.875% 03-01-57 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $5M | – | 0.32 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $797K | – | 0.05 |
| PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 4.875% 05-15-29 | Long | Debt | US | $61K | – | 0.00 |
| PARK INTERMEDIATE HOLDINGS LLC 144A LIFE SR UNSEC 7.0% 02-01-30 | Long | Debt | US | $56K | – | 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 | $234K | – | 0.02 |
| PARTY CITY HOLDCO INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $1K | 80 | 0.00 |
| PARTY CITY HOLDCO INC (NEW) 144A (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $17.42 | 1 | 0.00 |
| PARTY CITY HOLDCO INC 144A LIFE SR SEC 2ND LIEN PIK 12.0% 01-11-29 | Long | Debt | US | $1K | – | 0.00 |
| PEPSICO INC EUR SR UNSEC 0.75% 10-14-33 | Long | Debt | US | $2M | – | 0.11 |
| PERFORMANCE FOOD GROUP INC 144A LIFE SR UNSEC 5.5% 10-15-27 | Long | Debt | US | $11K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 7.0% 01-15-32 | Long | Debt | US | $26K | – | 0.00 |
| PERMIAN RESOURCES OPERATING LLC 144A LIFE SR UNSEC 9.875% 07-15-31 | Long | Debt | US | $6K | – | 0.00 |
| PETROLEOS MEXICANOS MXN REG S SR UNSEC 7.19% 09-12-24 | Long | Debt | MX | $4M | – | 0.24 |
| PETROLEOS MEXICANOS SR UNSEC 4.25% 01-15-25 | Long | Debt | MX | $257K | – | 0.02 |
| PETROLEOS MEXICANOS SR UNSEC 5.95% 01-28-31 | Long | Debt | MX | $52K | – | 0.00 |
| PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 | Long | Debt | MX | $6M | – | 0.38 |
| PETROLEOS MEXICANOS SR UNSEC 6.5% 03-13-27 | Long | Debt | MX | $6M | – | 0.39 |
| PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 | Long | Debt | MX | $2M | – | 0.14 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26 | Long | Debt | MX | $625K | – | 0.04 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25 | Long | Debt | MX | $943K | – | 0.06 |
| PETROLEOS MEXICANOS SR UNSEC 6.95% 01-28-60 | Long | Debt | MX | $36K | – | 0.00 |
| PETROLEOS MEXICANOS SR UNSEC SF 6.7% 02-16-32 | Long | Debt | MX | $653K | – | 0.04 |
| PETRORIO LUXEMBOURG HOLDING SARL REG S SR SEC 1ST LIEN 6.125% 06-09-26 | Long | Debt | LU | $890K | – | 0.06 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 | Long | Debt | SG | $2M | – | 0.14 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53 | Long | Debt | SG | $181K | – | 0.01 |
| PG&E CORP SR SEC 1ST LIEN 5.0% 07-01-28 | Long | Debt | US | $140K | – | 0.01 |
| PG&E CORP SR SEC 1ST LIEN 5.25% 07-01-30 | Long | Debt | US | $167K | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30 | Long | Debt | US | $537K | – | 0.04 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.125% 11-17-27 | Long | Debt | US | $315K | – | 0.02 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.375% 02-15-33 | Long | Debt | US | $1M | – | 0.09 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32 | Long | Debt | US | $2M | – | 0.10 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.25% 04-28-25 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $907K | – | 0.06 |
| PLN FWD PUR FROM EUR 7/10/2024 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| PLN FWD PUR FROM USD 7/10/2024 | Derivative-foreign exchange | $-20K | – | -0.00 | ||
| PLN FWD PUR FROM USD 7/25/2024 | Derivative-foreign exchange | $170.19 | – | 0.00 | ||
| PLN FWD PUR FROM USD 7/3/2024 | Derivative-foreign exchange | $-275K | – | -0.02 | ||
| PLN FWD SALE TO EUR 7/25/2024 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| PLN FWD SALE TO USD 7/3/2024 | Derivative-foreign exchange | $-182K | – | -0.01 | ||
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 | Long | Debt | US | $377K | – | 0.02 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $1M | – | 0.10 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 2.875% 10-20-34 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $3M | – | 0.18 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $3M | – | 0.22 |
| POSCO 144A LIFE SR UNSEC 4.875% 01-23-27 (POSCO CO LTD) | Long | Debt | KR | $504K | – | 0.03 |
| POST HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 6.25% 02-15-32 | Long | Debt | US | $33K | – | 0.00 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 4.625% 04-15-30 | Long | Debt | US | $408K | – | 0.03 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 5.5% 12-15-29 | Long | Debt | US | $77K | – | 0.01 |
| POST HOLDINGS INC 144A LIFE SR UNSEC 5.625% 01-15-28 | Long | Debt | US | $84K | – | 0.01 |
| PROCTER & GAMBLE CO SR UNSEC 3.0% 03-25-30 | Long | Debt | US | $311K | – | 0.02 |
| PROVINCE OF BRITISH COLUMBIA CANADA 4.2% 07-06-33 (BRITISH COLUMBIA PROVINCE OF) | Long | Debt | CA | $1M | – | 0.08 |
| PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.25% 05-05-31 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $811K | – | 0.05 |
| PROVINCE OF QUEBEC CANADA EUR REG S (B) 0.5% 01-25-32 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $1M | – | 0.07 |
| PROVINCE OF QUEBEC CANADA GBP REG S (B) 2.25% 09-15-26 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $2M | – | 0.15 |
| RADIOLOGY PARTNERS INC 144A LIFE SR SEC 1ST LIEN PIK 7.775% 01-31-29 | Long | Debt | US | $162K | – | 0.01 |
| RADIOLOGY PARTNERS INC 144A LIFE SR SEC 2ND LIEN PIK 9.781% 02-15-30 | Long | Debt | US | $206K | – | 0.01 |
| RADIOLOGY PARTNERS INC PIK TL-B 1ST LIEN (TSFR3M+500) FRN 01-31-29 | Long | Loan | US | $8K | – | 0.00 |
| RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34 | Long | Debt | LU | $925K | – | 0.06 |
| RANGE RESOURCES CORP 144A LIFE SR UNSEC 4.75% 02-15-30 | Long | Debt | US | $136K | – | 0.01 |
| REAL HERO MERGER SUB 2 INC 144A LIFE SR UNSEC 6.25% 02-01-29 | Long | Debt | US | $21K | – | 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 | $281K | – | 0.02 |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $1M | – | 0.07 |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 6.0% 10-25-33 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $2M | – | 0.16 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 6.5% 02-28-41 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $2M | – | 0.11 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 8.0% 01-31-30 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $424K | – | 0.03 |
| REWORLD HOLDING CORP 144A LIFE SR UNSEC 4.875% 12-01-29 | Long | Debt | US | $23K | – | 0.00 |
| RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 4.5% 02-15-29 | Long | Debt | US | $84K | – | 0.01 |
| RHP HOTEL PROPERTIES LP 144A LIFE SR UNSEC 7.25% 07-15-28 | Long | Debt | US | $83K | – | 0.01 |
| RLJ LODGING TRUST LP 144A LIFE SR SEC 1ST LIEN 4.0% 09-15-29 | Long | Debt | US | $22K | – | 0.00 |
| ROLLER BEARING CO OF AMERICA INC 144A LIFE SR UNSEC 4.375% 10-15-29 (ROLLER BEARING COMPANY OF AMERICA INC.) | Long | Debt | US | $18K | – | 0.00 |
| ROMANIA GOVERNMENT BOND RON 4.75% 02-24-25 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $1M | – | 0.07 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 2.125% 03-07-28 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $1M | – | 0.09 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 3.75% 02-07-34 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $488K | – | 0.03 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28 | Long | Debt | US | $74K | – | 0.00 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 7.25% 01-15-30 | Long | Debt | US | $4K | – | 0.00 |
| RYAN SPECIALTY LLC 144A LIFE SR SEC 1ST LIEN 4.375% 02-01-30 | Long | Debt | US | $42K | – | 0.00 |
| SALLY HOLDINGS LLC SR UNSEC 6.75% 03-01-32 | Long | Debt | US | $106K | – | 0.01 |
| SANDS CHINA LTD SR UNSEC 3.25% 08-08-31 | Long | Debt | MO | $784K | – | 0.05 |
| SANDS CHINA LTD SR UNSEC 5.4% 08-08-28 | Long | Debt | MO | $3M | – | 0.18 |
| SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26 | Long | Debt | US | $4M | – | 0.23 |
| SASOL FINANCING USA LLC REG S SR UNSEC 8.75% 05-03-29 | Long | Debt | US | $1M | – | 0.09 |
| SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29 | Long | Debt | SG | $346K | – | 0.02 |
| SATURN OIL & GAS INC 144A LIFE SR SEC 1ST LIEN SF 9.625% 06-15-29 | Long | Debt | CA | $76K | – | 0.00 |
| SAUDI GOVERNMENT INTERNATIONAL BOND 144A LIFE 5.75% 01-16-54 (SAUDI ARABIA (KINGDOM OF)) | Long | Debt | SA | $2M | – | 0.15 |
| SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.5% 02-12-25 | Long | Debt | AU | $207K | – | 0.01 |
| SCENTRE GROUP TRUST 1 144A LIFE SR UNSEC 3.75% 03-23-27 | Long | Debt | AU | $105K | – | 0.01 |
| SCIENTIFIC GAMES HOLDINGS LP 144A LIFE SR UNSEC 6.625% 03-01-30 | Long | Debt | US | $45K | – | 0.00 |
| SCIH SALT HOLDINGS INC 144A LIFE SR SEC 1ST LIEN 4.875% 05-01-28 | Long | Debt | US | $107K | – | 0.01 |
| SEALED AIR CORP 144A LIFE SR UNSEC 6.125% 02-01-28 | Long | Debt | US | $180K | – | 0.01 |
| SEALED AIR CORP 144A LIFE SR UNSEC 6.5% 07-15-32 | Long | Debt | US | $122K | – | 0.01 |
| SEK FWD PUR FROM USD 7/11/2024 | Derivative-foreign exchange | $-45K | – | -0.00 | ||
| SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28 (SERBIA (REPUBLIC OF)) | Long | Debt | RS | $750K | – | 0.05 |
| SERVICE PROPERTIES TRUST 144A LIFE SR SEC 1ST LIEN 8.625% 11-15-31 | Long | Debt | US | $63K | – | 0.00 |
| SERVICENOW INC SR UNSEC 1.4% 09-01-30 | Long | Debt | US | $1M | – | 0.10 |
| SGD FWD PUR FROM USD 7/18/2024 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| SHELL INTERNATIONAL FINANCE BV EUR REG S SR UNSEC (B) 1.5% 04-07-28 | Long | Debt | NL | $2M | – | 0.13 |
| SIMMONS FOODS INC 144A LIFE SR SEC 2ND LIEN 4.625% 03-01-29 | Long | Debt | US | $141K | – | 0.01 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 3.125% 09-01-26 | Long | Debt | US | $47K | – | 0.00 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.0% 07-15-28 | Long | Debt | US | $176K | – | 0.01 |
| SIRIUS XM RADIO INC 144A LIFE SR UNSEC 4.125% 07-01-30 | Long | Debt | US | $33K | – | 0.00 |
| SIRIUS XM RADIO INC 144A SR UNSEC 3.875% 09-01-31 | Long | Debt | US | $91K | – | 0.01 |
| SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26 | Long | Debt | KR | $529K | – | 0.03 |
| SK HYNIX INC REG S SR UNSEC 3.0% 09-17-24 | Long | Debt | KR | $2M | – | 0.11 |
| SLOVAKIA GOVERNMENT BOND EUR REG S (B) 3.75% 03-06-34 (SLOVAK REPUBLIC (GOVERNMENT)) | Long | Debt | SK | $687K | – | 0.05 |
| SM ENERGY CO SR UNSEC 6.5% 07-15-28 | Long | Debt | US | $45K | – | 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 | $682K | – | 0.04 |
| SOFR 90DAY FUT OPT SFRZ4P P @ 95.5 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-916K | – | -0.06 | |
| SOFR 90DAY FUT OPT SFRZ4P P @ 96 12-13-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $950K | – | 0.06 | |
| SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.625% 11-15-29 | Long | Debt | US | $41K | – | 0.00 |
| SONIC AUTOMOTIVE INC 144A LIFE SR UNSEC 4.875% 11-15-31 | Long | Debt | US | $18K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 | Long | Debt | US | $180K | – | 0.01 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 3.65% 02-01-50 | Long | Debt | US | $1M | – | 0.08 |
| SOUTHWESTERN ENERGY CO SR UNSEC 4.75% 02-01-32 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $14K | – | 0.00 |
| SOUTHWESTERN ENERGY CO SR UNSEC 5.375% 03-15-30 (SOUTHWESTERN ENERGY COMPANY) | Long | Debt | US | $53K | – | 0.00 |
| SPAIN GOVERNMENT BOND EUR 0.0% 01-31-28 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $866K | – | 0.06 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $1M | – | 0.07 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.25% 10-31-30 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $1M | – | 0.08 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $2M | – | 0.12 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.9% 10-31-52 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $710K | – | 0.05 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $4M | – | 0.26 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $3M | – | 0.18 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $795K | – | 0.05 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $7M | – | 0.45 |
| SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 1ST LIEN 9.375% 11-30-29 | Long | Debt | US | $18K | – | 0.00 |
| SPIRIT AEROSYSTEMS INC 144A LIFE SR SEC 2ND LIEN 9.75% 11-15-30 | Long | Debt | US | $78K | – | 0.01 |
| SPIRIT AEROSYSTEMS INC TL (TSFR3M+425) 9.57950% 01-15-27 | Long | Loan | US | $5K | – | 0.00 |
| SPRINT LLC SR UNSEC 7.625% 03-01-26 | Long | Debt | US | $134K | – | 0.01 |
| 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 | $459K | – | 0.03 |
| STAGWELL GLOBAL LLC 144A LIFE SR UNSEC 5.625% 08-15-29 | Long | Debt | US | $106K | – | 0.01 |
| 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 | $463K | – | 0.03 |
| 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 | $200K | – | 0.01 |
| STATE OF ISRAEL 3.375% 01-15-50 (ISRAEL (STATE OF)) | Long | Debt | IL | $940K | – | 0.06 |
| STATION CASINOS LLC 144A LIFE SR UNSEC 6.625% 03-15-32 | Long | Debt | US | $35K | – | 0.00 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27 | Long | Debt | US | $1M | – | 0.09 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31 | Long | Debt | US | $375K | – | 0.02 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | Long | Debt | US | $3M | – | 0.17 |
| STERICYCLE INC 144A LIFE SR UNSEC 3.875% 01-15-29 | Long | Debt | US | $103K | – | 0.01 |
| STILLWATER MINING CO REG S SR UNSEC 4.0% 11-16-26 (STILLWATER MINING COMPANY) | Long | Debt | US | $2M | – | 0.13 |
| STRYKER CORP EUR SR UNSEC 0.25% 12-03-24 | Long | Debt | US | $506K | – | 0.03 |
| STRYKER CORP EUR SR UNSEC 0.75% 03-01-29 | Long | Debt | US | $928K | – | 0.06 |
| STRYKER CORP EUR SR UNSEC 1.0% 12-03-31 | Long | Debt | US | $402K | – | 0.03 |
| SUNOCO LP 144A LIFE SR UNSEC 7.0% 05-01-29 | Long | Debt | US | $31K | – | 0.00 |
| SUNOCO LP SR UNSEC 4.5% 04-30-30 | Long | Debt | US | $32K | – | 0.00 |
| SUNOCO LP SR UNSEC 4.5% 05-15-29 | Long | Debt | US | $271K | – | 0.02 |
| SURGERY CENTER HOLDINGS INC 144A LIFE SR UNSEC 7.25% 04-15-32 | Long | Debt | US | $46K | – | 0.00 |
| SVB FINANCIAL GROUP PRP SUB (H) 4.7% 12-31-79/11-15-31 | Long | Debt | US | $60 | – | 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 | $386K | – | 0.03 |
| T-MOBILE USA INC EUR SR UNSEC 3.7% 05-08-32 | Long | Debt | US | $440K | – | 0.03 |
| T-MOBILE USA INC SR UNSEC 2.4% 03-15-29 | Long | Debt | US | $955K | – | 0.06 |
| T-MOBILE USA INC SR UNSEC 5.65% 01-15-53 | Long | Debt | US | $1M | – | 0.09 |
| TALEN ENERGY SUPPLY LLC 144A LIFE SR SEC 1ST LIEN 8.625% 06-01-30 | Long | Debt | US | $100K | – | 0.01 |
| TALEN ENERGY SUPPLY LLC TL-B (TSFR3M+350)(FLR 0.5) 8.82670% 05-17-30 | Long | Loan | US | $45K | – | 0.00 |
| TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.0% 02-01-29 | Long | Debt | US | $16K | – | 0.00 |
| TALOS PRODUCTION INC 144A LIFE SR SEC 2ND LIEN 9.375% 02-01-31 | Long | Debt | US | $58K | – | 0.00 |
| 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 | $244K | – | 0.02 |
| 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 | $96K | – | 0.01 |
| TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50 | Long | Debt | CN | $2M | – | 0.15 |
| TENET HEALTHCARE CORP SR UNSEC 6.125% 10-01-28 | Long | Debt | US | $25K | – | 0.00 |
| TENNET HOLDING BV EUR PRP REG S SUB (H) (B) 5.25% 12-31-79/06-21-29 | Long | Debt | NL | $416K | – | 0.03 |
| THB FWD PUR FROM USD 7/9/2024 | Derivative-foreign exchange | $-26K | – | -0.00 | ||
| TIERRA MOJADA LUXEMBOURG II SARL REG S SR SEC 1ST LIEN SF 5.75% 12-01-40 | Long | Debt | LU | $1M | – | 0.09 |
| TOYOTA MOTOR CREDIT CORP EUR REG S SR UNSEC 0.125% 11-05-27 | Long | Debt | US | $2M | – | 0.12 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 3.375% 04-01-30 | Long | Debt | US | $417K | – | 0.03 |
| TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.625% 03-01-32 | Long | Debt | US | $46K | – | 0.00 |
| TRANSDIGM INC 144A LIFE SR SEC 1ST LIEN 6.875% 12-15-30 | Long | Debt | US | $87K | – | 0.01 |
| TRANSDIGM INC SUB 4.875% 05-01-29 | Long | Debt | US | $75K | – | 0.00 |
| TRANSDIGM INC SUB 5.5% 11-15-27 | Long | Debt | US | $44K | – | 0.00 |
| TRANSOCEAN INC 144A LIFE SR SEC 1ST LIEN SF 8.75% 02-15-30 | Long | Debt | US | $38K | – | 0.00 |
| TRANSOCEAN INC SR UNSEC 6.8% 03-15-38 | Long | Debt | US | $29K | – | 0.00 |
| TRANSOCEAN POSEIDON LTD 144A LIFE SR SEC 1ST LIEN SF 6.875% 02-01-27 | Long | Debt | KY | $51K | – | 0.00 |
| TRANSOCEAN TITAN FINANCING LTD 144A LIFE SR SEC 1ST LIEN SF 8.375% 02-01-28 | Long | Debt | KY | $105K | – | 0.01 |
| TREEHOUSE PARK IMPROVEMENT ASSOCIATION NO 1 144A LIFE SR UNSEC SF 9.75% 12-01-33 | Long | Debt | US | $98K | – | 0.01 |
| TRIUMPH GROUP INC 144A LIFE SR SEC 1ST LIEN 9.0% 03-15-28 | Long | Debt | US | $60K | – | 0.00 |
| TRUIST INSURANCE HOLDINGS LLC TL 2ND LIEN (TSFR1M+475) FRN 03-08-32 | Long | Loan | US | $240K | – | 0.02 |
| TRY FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| TURKIYE GOVERNMENT BOND TRY 12.6% 10-01-25 (TURKEY (REPUBLIC OF)) | Long | Debt | TR | $3M | – | 0.21 |
| TURKIYE GOVERNMENT BOND TRY 17.8% 07-13-33 (TURKEY (REPUBLIC OF)) | Long | Debt | TR | $270K | – | 0.02 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24 | Long | Debt | CH | $2M | – | 0.15 |
| UK CONV GILT GBP REG S 1.0% 01-31-32 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $7M | – | 0.48 |
| UKG 10YR FUT G U4 09-26-24 (INTERCONTINENTAL EXCHANGE INC) | Derivative-interest rate | US | $-286K | – | -0.02 | |
| UKG INC 144A LIFE SR UNSEC 6.875% 02-01-31 | Long | Debt | US | $78K | – | 0.01 |
| UKG INC TL-B 1ST LIEN (TSFR3M+325)(FLR 0.0) FRN 02-10-31 | Long | Loan | US | $58K | – | 0.00 |
| UKRAINE GOVERNMENT BOND UAH 19.5% 01-15-25 (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $6K | – | 0.00 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.375% 01-27-32 (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $599K | – | 0.04 |
| UKRAINE GOVERNMENT INTERNATIONAL BOND REG S 6.876% 05-21-31 (UKRAINE REPUBLIC OF (GOVERNMENT)) | Long | Debt | UA | $364K | – | 0.02 |
| UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $12M | – | 0.82 |
| UNITED KINGDOM GILT GBP REG S 0.625% 07-31-35 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $181K | – | 0.01 |
| UNITED KINGDOM GILT GBP REG S 0.875% 01-31-46 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $3M | – | 0.20 |
| UNITED KINGDOM GILT GBP REG S 1.625% 10-22-28 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $4M | – | 0.28 |
| UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $1M | – | 0.09 |
| UNITED KINGDOM GILT GBP REG S 3.75% 10-22-53 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $2M | – | 0.13 |
| UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $2M | – | 0.11 |
| UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $8M | – | 0.49 |
| UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $8M | – | 0.50 |
| UNITED KINGDOM GILT GBP REG S 4.75% 12-07-30 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $9M | – | 0.60 |
| UNITED NATURAL FOODS INC 144A LIFE SR UNSEC 6.75% 10-15-28 | Long | Debt | US | $77K | – | 0.01 |
| UNITED RENTALS NORTH AMERICA INC SR UNSEC 3.875% 02-15-31 (UNITED RENTALS (NORTH AMERICA) INC) | Long | Debt | US | $116K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $2M | – | 0.13 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 07-15-26 | Long | Debt | US | $783K | – | 0.05 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 1.5% 02-15-53 | Long | Debt | US | $150K | – | 0.01 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28 | Long | Debt | US | $10M | – | 0.69 |
| UNITED STATES TREASURY NOTE 1.125% 08-31-28 | Long | Debt | US | $2M | – | 0.12 |
| UNITED STATES TREASURY NOTE 1.25% 05-15-50 | Long | Debt | US | $806K | – | 0.05 |
| UNITED STATES TREASURY NOTE 1.75% 08-15-41 | Long | Debt | US | $3M | – | 0.20 |
| UNITED STATES TREASURY NOTE 3.0% 08-15-48 | Long | Debt | US | $4M | – | 0.25 |
| UNITED STATES TREASURY NOTE 4.125% 03-31-29 | Long | Debt | US | $24K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.25% 01-31-26 | Long | Debt | US | $1M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.25% 02-15-54 | Long | Debt | US | $649K | – | 0.04 |
| UNITED STATES TREASURY NOTE 4.25% 02-28-29 | Long | Debt | US | $108K | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $2M | – | 0.16 |
| UNITED STATES TREASURY NOTE 4.5% 04-15-27 | Long | Debt | US | $2M | – | 0.11 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-29 | Long | Debt | US | $13K | – | 0.00 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-43 | Long | Debt | US | $3M | – | 0.18 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-53 | Long | Debt | US | $6M | – | 0.38 |
| UNIVISION COMMUNICATIONS INC 144A LIFE SR SEC 1ST LIEN 4.5% 05-01-29 | Long | Debt | US | $210K | – | 0.01 |
| US FOODS INC 144A LIFE SR UNSEC 4.625% 06-01-30 | Long | Debt | US | $33K | – | 0.00 |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-47K | – | -0.00 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-95K | – | -0.01 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $89K | – | 0.01 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $385K | – | 0.03 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $113K | – | 0.01 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $477K | – | 0.03 | |
| UTD KINGDOM GILT GBP REG S 0.125% 01-30-26 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $504K | – | 0.03 |
| VAIL RESORTS INC 144A LIFE SR UNSEC 6.5% 05-15-32 | Long | Debt | US | $20K | – | 0.00 |
| VALVOLINE INC 144A LIFE SR UNSEC 3.625% 06-15-31 | Long | Debt | US | $73K | – | 0.00 |
| VELOCITY VEHICLE GROUP LLC 144A LIFE SR UNSEC 8.0% 06-01-29 | Long | Debt | US | $31K | – | 0.00 |
| VENATOR MATERIAL LLC BACKSTOP (UNFUNDED) 0.0% 06-28-25 (VENATOR MATERIALS LLC) | Long | Debt | US | $7K | – | 0.00 |
| VENATOR MATERIAL LLC PIK TL 1ST LIEN (TSFR3M+200) FRN 01-16-26 (VENATOR MATERIALS LLC) | Long | Loan | US | $24K | – | 0.00 |
| VENATOR MATERIAL LLCL PIK TL 1ST LIEN (SOFR+1000) 15.32% 10-10-28 (VENATOR MATERIALS LLC) | Long | Loan | US | $49K | – | 0.00 |
| VENATOR MATERIALS PLC (1145 SHARES) | Long | Equity-common | GB | $164K | 232 | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 3.875% 08-15-29 | Long | Debt | US | $32K | – | 0.00 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 4.125% 08-15-31 | Long | Debt | US | $99K | – | 0.01 |
| VENTURE GLOBAL CALCASIEU PASS LLC 144A LIFE SR SEC 1ST LIEN 6.25% 01-15-30 | Long | Debt | US | $31K | – | 0.00 |
| VENTURE GLOBAL LNG INC 144A LIFE SR SEC 1ST LIEN 8.125% 06-01-28 | Long | Debt | US | $82K | – | 0.01 |
| VERALTO CORP 144A LIFE SR UNSEC 5.35% 09-18-28 | Long | Debt | US | $3M | – | 0.19 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 3.5% 06-28-32 | Long | Debt | US | $2M | – | 0.11 |
| VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $808K | – | 0.05 |
| VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25 | Long | Debt | US | $2M | – | 0.10 |
| VITAL ENERGY INC 144A LIFE SR UNSEC 7.875% 04-15-32 | Long | Debt | US | $31K | – | 0.00 |
| VZ SECURED FINANCING BV 144A LIFE SR SEC 1ST LIEN 5.0% 01-15-32 | Long | Debt | NL | $171K | – | 0.01 |
| W&T OFFSHORE INC 144A LIFE SR SEC 2ND LIEN 11.75% 02-01-26 (W & T OFFSHORE INC) | Long | Debt | US | $57K | – | 0.00 |
| WAND NEWCO 3 INC 144A LIFE SR SEC 1ST LIEN 7.625% 01-30-32 | Long | Debt | US | $36K | – | 0.00 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42 | Long | Debt | US | $2M | – | 0.10 |
| WARRIOR MET COAL INC 144A LIFE SR SEC 1ST LIEN 7.875% 12-01-28 | Long | Debt | US | $73K | – | 0.00 |
| WASH MULTIFAMILY ACQUISITION INC 144A LIFE SR SEC 1ST LIEN 5.75% 04-15-26 | Long | Debt | US | $313K | – | 0.02 |
| WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24 | Long | Debt | US | $531K | – | 0.04 |
| WEATHERFORD INTERNATIONAL LTD 144A LIFE SR UNSEC 8.625% 04-30-30 (WEATHERFORD INTERNATIONAL LTD BERMUDA) | Long | Debt | US | $96K | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 3.526% 03-24-28/27 | Long | Debt | US | $4M | – | 0.30 |
| WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52 | Long | Debt | US | $1M | – | 0.09 |
| WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 6.625% 03-15-32 | Long | Debt | US | $152K | – | 0.01 |
| WESCO DISTRIBUTION INC 144A LIFE SR UNSEC 7.25% 06-15-28 | Long | Debt | US | $204K | – | 0.01 |
| WESTERN MIDSTREAM OPERATING LP SR UNSEC 3.1% 02-01-25 | Long | Debt | US | $84K | – | 0.01 |
| WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25 | Long | Debt | AU | $1M | – | 0.08 |
| WEWORK INC (NEW) (1145 SHARES) (DRS) (NOT LISTED OR TRADING) | Long | Equity-common | US | $10K | 968 | 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 | $401K | – | 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 | $277K | – | 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 | $60K | – | 0.00 |
| WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.0% 02-15-31 | Long | Debt | US | $69K | – | 0.00 |
| WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.75% 12-01-29 | Long | Debt | US | $100K | – | 0.01 |
| WMG ACQUISITION CORP 144A LIFE SR SEC 1ST LIEN 3.875% 07-15-30 | Long | Debt | US | $121K | – | 0.01 |
| WOLFSPEED INC 144A LIFE SR SEC 1ST LIEN 9.875% 06-23-30 | Long | Debt | US | $102K | – | 0.01 |
| WYNN RESORTS FINANCE LLC 144A LIFE SR UNSEC 7.125% 02-15-31 | Long | Debt | US | $45K | – | 0.00 |
| ZAR FWD PUR FROM USD 7/24/2024 | Derivative-foreign exchange | $-10K | – | -0.00 | ||
| ZIGGO BOND CO BV 144A LIFE SR UNSEC 5.125% 02-28-30 (ZIGGO BOND COMPANY BV) | Long | Debt | NL | $170K | – | 0.01 |
| ZIGGO BV 144A LIFE SR SEC 1ST LIEN 4.875% 01-15-30 | Long | Debt | NL | $267K | – | 0.02 |
Address
AMERICAN FUNDS INSURANCE SERIES
333 South Hope Street
55th Floor
Los Angeles
California
90071
United States of America
Websites
Directors
Alexandra Trower
Donald D. O'Neal
Francisco G. Cigarroa
Jennifer C. Feikin
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
State Street Bank and Trust Co.
The Hongkong and Shanghai Banking Corporation Limited
UniCredit Bank Austria AG
BNP Paribas S.A.
Citibank, N.A.
State Street Trust Company Canada
HSBC Bank (China) Company Limited
Skandinaviska Enskilda Banken AB (publ), Sweden
Skandinaviska Enskilda Banken AB (publ), Sweden
BNP Paribas S.A.
State Street Bank International GmbH
BNP Paribas S.A.
The Hongkong and Shanghai Banking Corporation Limited
Deutsche Bank AG
Standard Chartered Bank
Intesa Sanpaolo S.p.A.
The Hongkong and Shanghai Banking Corporation Limited
Banco Nacional de Mexico, S.A.
BNP Paribas S.A.
Skandinaviska Enskilda Banken AB (publ), Sweden
Standard Chartered Bank
Citibank, N.A.
FirstRand Bank Limited
The Hongkong and Shanghai Banking Corporation Limited
Citibank Europe Plc, Dublin, Ireland
Skandinaviska Enskilda Banken AB (publ)
UBS Switzerland AG
Standard Chartered Bank (Taiwan) Limited
State Street Bank and Trust Company, United Kingdom branch
Credit Suisse (Switzerland) Ltd.
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
Jefferies & Company Inc.
Goldman Sachs & Co. LLC
UBS AG
CLSA B.V.
J.P. Morgan Securities LLC
BTIG, LLC
Liquidnet Holdings, Inc.
Bank of America, N.A.
Citigroup Global Markets Inc.
Barclays Bank PLC