Capital Group Fund Group > AMERICAN FUNDS GLOBAL BALANCED FUND
AMERICAN FUNDS GLOBAL BALANCED FUND
$24.54B
Avg Monthly Net Assets
$30.15B
Total Assets
$3.93B
Total Liabilities
$26.22B
Net Assets
AMERICAN FUNDS GLOBAL BALANCED FUND is a Mutual Fund in AMERICAN FUNDS GLOBAL BALANCED FUND
from Capital Group Fund Group,
based in California,
United States of America.
The fund has 21 share classes
and monthly net assets of $24.54B.
On September 26th, 2024 it reported 875 holdings, the largest
being CAPITAL GROUP CENTRAL CASH FUND (5.7%), MICROSOFT CORP (3.0%) and BROADCOM INC (2.5%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 529-A | C000096507 | CBFAX | |
| Class 529-C | C000096509 | CBFCX | |
| Class 529-E | C000096510 | CBFEX | |
| Class 529-F-1 | C000096496 | CBFFX | |
| Class 529-F-2 | C000224585 | FFGGX | |
| Class 529-F-3 | C000224586 | FFBGX | |
| Class 529-T | C000189482 | TFBGX | |
| Class A | C000096495 | GBLAX | |
| Class C | C000096504 | GBLCX | |
| Class F-1 | C000096505 | GBLEX | |
| Class F-2 | C000096506 | GBLFX | |
| Class F-3 | C000179967 | GFBLX | |
| Class R-1 | C000096497 | RGBLX | |
| Class R-2 | C000096498 | RGBBX | |
| Class R-2E | C000148460 | RGGHX | |
| Class R-3 | C000096499 | RGBCX | |
| Class R-4 | C000096500 | RGBEX | |
| Class R-5 | C000096501 | RGBFX | |
| Class R-5E | C000164811 | RGBHX | |
| Class R-6 | C000096502 | RGBGX | |
| Class T | C000189483 | TFGBX |
Holdings
From latest NPORT-P, filed September 26th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3I GROUP PLC | Long | Equity-common | GB | $36M | 908K | 0.14 |
| ABBOTT LABORATORIES | Long | Equity-common | US | $223M | 2M | 0.85 |
| ABBOTT LABORATORIES SR UNSEC 3.75% 11-30-26 | Long | Debt | US | $1M | – | 0.00 |
| ABBVIE INC | Long | Equity-common | US | $71M | 386K | 0.27 |
| ABBVIE INC SR UNSEC 3.2% 05-14-26 | Long | Debt | US | $3M | – | 0.01 |
| ABBVIE INC SR UNSEC 3.8% 03-15-25 | Long | Debt | US | $5M | – | 0.02 |
| ABBVIE INC SR UNSEC 5.05% 03-15-34 | Long | Debt | US | $255K | – | 0.00 |
| ABBVIE INC SR UNSEC 5.35% 03-15-44 | Long | Debt | US | $25K | – | 0.00 |
| ABBVIE INC SR UNSEC 5.4% 03-15-54 | Long | Debt | US | $659K | – | 0.00 |
| ABBVIE INC SR UNSEC 5.5% 03-15-64 | Long | Debt | US | $76K | – | 0.00 |
| 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 | $821K | – | 0.00 |
| ACCENTURE PLC CL A | Long | Equity-common | IE | $180M | 545K | 0.69 |
| ACHV 23-4CP B 7.24% 11-25-30/06-25-25 (ACHV ABS TRUST ACHV_23-4CP) | Long | ABS-other | US | $3M | – | 0.01 |
| ADIDAS AG | Long | Equity-common | DE | $27M | 107K | 0.10 |
| ADOBE INC SR UNSEC 2.15% 02-01-27 | Long | Debt | US | $3M | – | 0.01 |
| AEGON LTD | Long | Equity-common | NL | $48M | 7M | 0.18 |
| AEROPUERTO INTERNACIONAL DE TOCUMEN SA 144A LIFE SR SEC 1ST LIEN SF 5.125% 08-11-61 | Long | Debt | PA | $3M | – | 0.01 |
| AESOP 23-2 A 144A 5.2% 10-20-27/26 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-2) | Long | ABS-other | US | $8M | – | 0.03 |
| AESOP 23-6 A 144A 5.81% 12-20-29/28 (AVIS BUDGET RENTAL CAR FUNDING AESOP_23-6) | Long | ABS-other | US | $7M | – | 0.03 |
| AFFRM 23-X1 A 144A 7.11% 11-15-28 (AFFIRM ASSET SECURITIZATION TRUST AFFRM_23-X1) | Long | ABS-other | US | $2M | – | 0.01 |
| AFFRM 24-X1 A 144A 6.27% 05-15-29 (AFFRM 2024-X1) | Long | ABS-other | US | $5M | – | 0.02 |
| AGRICULTURAL DEV BANK CHINA UNSEC 3.75% 01-25-29 (AGRICULTURAL DEVELOPMENT BANK OF CHINA) | Long | Debt | CN | $154K | – | 0.00 |
| AIA GROUP LTD | Long | Equity-common | HK | $150M | 23M | 0.57 |
| AIA GROUP LTD EUR REG S SUB 0.88% 09-09-33/28 | Long | Debt | HK | $21M | – | 0.08 |
| AIB GROUP PLC 144A LIFE SR UNSEC 7.583% 10-14-26/25 | Long | Debt | IE | $11M | – | 0.04 |
| AIR LIQUIDE SA | Long | Equity-common | FR | $31M | 171K | 0.12 |
| AIR PRODUCTS & CHEMICALS INC | Long | Equity-common | US | $234M | 886K | 0.89 |
| AIRBUS SE (BEARER) | Long | Equity-common | NL | $59M | 389K | 0.22 |
| AJINOMOTO CO INC | Long | Equity-common | JP | $199M | 5M | 0.76 |
| ALFA DESARROLLO SPA REG S SR SEC 1ST LIEN SF 4.55% 09-27-51 | Long | Debt | CL | $2M | – | 0.01 |
| ALNYLAM PHARMACEUTICALS INC | Long | Equity-common | US | $48M | 204K | 0.18 |
| ALPHABET INC CL A | Long | Equity-common | US | $315M | 2M | 1.20 |
| ALPHABET INC CL C | Long | Equity-common | US | $84M | 487K | 0.32 |
| ALTRIA GROUP INC EUR SR UNSEC 1.7% 06-15-25 | Long | Debt | US | $13M | – | 0.05 |
| ALTRIA GROUP INC EUR SR UNSEC 2.2% 06-15-27 | Long | Debt | US | $7M | – | 0.03 |
| AMAZON.COM INC | Long | Equity-common | US | $185M | 990K | 0.71 |
| AMAZON.COM INC SR UNSEC 2.5% 06-03-50 | Long | Debt | US | $3M | – | 0.01 |
| AMAZON.COM INC SR UNSEC 2.8% 08-22-24 | Long | Debt | US | $7M | – | 0.03 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 10.125% 01-22-29 | Long | Debt | MX | $34M | – | 0.13 |
| AMERICA MOVIL SAB DE CV MXN SR UNSEC 9.5% 01-27-31 | Long | Debt | MX | $45M | – | 0.17 |
| AMERICAN ELECTRIC POWER CO INC SR UNSEC 1.0% 11-01-25 | Long | Debt | US | $475K | – | 0.00 |
| AMERICAN TOWER CORP EUR SR UNSEC 0.45% 01-15-27 | Long | Debt | US | $8M | – | 0.03 |
| AMGEN INC SR UNSEC 4.2% 03-01-33 | Long | Debt | US | $1M | – | 0.01 |
| AMGEN INC SR UNSEC 5.25% 03-02-30 | Long | Debt | US | $413K | – | 0.00 |
| AMGEN INC SR UNSEC 5.25% 03-02-33 | Long | Debt | US | $12M | – | 0.05 |
| AMGEN INC SR UNSEC 5.65% 03-02-53 | Long | Debt | US | $11M | – | 0.04 |
| ANGLO AMERICAN CAPITAL PLC 144A LIFE SR UNSEC 5.375% 04-01-25 | Long | Debt | GB | $9M | – | 0.03 |
| AON CORP SR UNSEC 2.85% 05-28-27 | Long | Debt | US | $1M | – | 0.00 |
| APPLE INC | Long | Equity-common | US | $377M | 2M | 1.44 |
| ASIAN DEV BK GBP SR UNSEC 1.125% 06-10-25 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $574K | – | 0.00 |
| ASIAN DEV BK INR 6.2% 10-06-26 (ASIAN DEVELOPMENT BANK) | Long | Debt | PH | $1M | – | 0.01 |
| ASIAN DEVELOPMENT BANK INR SR UNSEC 6.72% 02-08-28 | Long | Debt | PH | $13M | – | 0.05 |
| ASTRAZENECA FINANCE LLC SR UNSEC 2.25% 05-28-31 | Long | Debt | US | $4M | – | 0.02 |
| ASTRAZENECA PLC (GBP) | Long | Equity-common | GB | $163M | 1M | 0.62 |
| AT&T INC EUR SR UNSEC 2.05% 05-19-32 | Long | Debt | US | $3M | – | 0.01 |
| AT&T INC EUR SR UNSEC 4.3% 11-18-34 | Long | Debt | US | $2M | – | 0.01 |
| AT&T INC SR UNSEC 2.3% 06-01-27 | Long | Debt | US | $938K | – | 0.00 |
| AT&T INC SR UNSEC 2.55% 12-01-33 | Long | Debt | US | $7M | – | 0.03 |
| AT&T INC SR UNSEC 2.75% 06-01-31 | Long | Debt | US | $2M | – | 0.01 |
| AT&T INC SR UNSEC 3.5% 09-15-53 | Long | Debt | US | $456K | – | 0.00 |
| AUD FWD PUR FROM USD 8/22/2024 | Derivative-foreign exchange | $-774K | – | -0.00 | ||
| AUD FWD PUR FROM USD 8/22/2024 | Derivative-foreign exchange | $-2M | – | -0.01 | ||
| AUD FWD PUR FROM USD 8/7/2024 | Derivative-foreign exchange | $-248K | – | -0.00 | ||
| AUD FWD SALE TO USD 8/13/2024 | Derivative-foreign exchange | $1M | – | 0.00 | ||
| AUD FWD SALE TO USD 8/22/2024 | Derivative-foreign exchange | $17K | – | 0.00 | ||
| AUS GB 10YR FUT XMU4 09-16-24 (ASX LTD) | Derivative-interest rate | AU | $173K | – | 0.00 | |
| AUSTRALIA GOVERNMENT BOND AUD REG S 1.0% 11-21-31 (COMMONWEALTH OF AUSTRALIA) | Long | Debt | AU | $16M | – | 0.06 |
| B3 SA - BRASIL BOLSA BALCAO | Long | Equity-common | BR | $227M | 118M | 0.87 |
| BAE SYSTEMS PLC | Long | Equity-common | GB | $138M | 8M | 0.53 |
| BANCO BILBAO VIZCAYA ARGENTARIA SA | Long | Equity-common | ES | $221M | 21M | 0.84 |
| BANCO DE SABADELL SA EUR REG S SR NON PREF (B) 5.25% 02-07-29/28 | Long | Debt | ES | $7M | – | 0.03 |
| BANCO DO BRASIL SA REG S SR UNSEC 4.625% 01-15-25 (BANCO DO BRASIL SA (CAYMAN ISLANDS BRANCH)) | Long | Debt | KY | $6M | – | 0.02 |
| BANCO SANTANDER SA SR NON PREF 5.147% 08-18-25 | Long | Debt | ES | $8M | – | 0.03 |
| BANGKOK BANK PCL REG S SUB 3.733% 09-25-34/29 (BANGKOK BANK PCL/HONG KONG) | Long | Debt | HK | $8M | – | 0.03 |
| BANK CENTRAL ASIA TBK PT | Long | Equity-common | ID | $43M | 67M | 0.16 |
| BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 5.75% 07-09-34 | Long | Debt | PL | $3M | – | 0.01 |
| BANK GOSPODARSTWA KRAJOWEGO-WARSAW 144A LIFE SR UNSEC 6.25% 07-09-54 | Long | Debt | PL | $30M | – | 0.12 |
| BANK NEGARA INDONESIA PERSERO TBK PT REG S SR UNSEC 5.28% 04-05-29 | Long | Debt | ID | $20M | – | 0.07 |
| BANK OF AMERICA CORP SR UNSEC 1.319% 06-19-26/25 | Long | Debt | US | $9M | – | 0.03 |
| BANK OF AMERICA CORP SR UNSEC 4.083% 03-20-51/50 | Long | Debt | US | $5M | – | 0.02 |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA EUR REG S SUB (B) 3.875% 06-16-32/27 | Long | Debt | FR | $862K | – | 0.00 |
| BARRY CALLEBAUT AG NAMEN | Long | Equity-common | CH | $122M | 75K | 0.46 |
| BAT CAPITAL CORP SR UNSEC 3.215% 09-06-26 | Long | Debt | US | $2M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 3.462% 09-06-29 | Long | Debt | US | $2M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 3.557% 08-15-27 | Long | Debt | US | $3M | – | 0.01 |
| BAT CAPITAL CORP SR UNSEC 4.7% 04-02-27 | Long | Debt | US | $4M | – | 0.02 |
| BBVA BANCOMER SA REG S SUB (H) 8.45% 06-29-38/33 (BBVA BANCOMER SA (TEXAS BRANCH)) | Long | Debt | US | $20M | – | 0.08 |
| BECTON DICKINSON AND CO SR UNSEC 3.7% 06-06-27 | Long | Debt | US | $2M | – | 0.01 |
| BECTON DICKINSON AND CO SR UNSEC 3.734% 12-15-24 | Long | Debt | US | $320K | – | 0.00 |
| BECTON DICKINSON AND CO SR UNSEC 4.298% 08-22-32 | Long | Debt | US | $12M | – | 0.05 |
| BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 2.85% 05-15-51 | Long | Debt | US | $730K | – | 0.00 |
| BERKSHIRE HATHAWAY ENERGY CO SR UNSEC 3.5% 02-01-25 | Long | Debt | US | $4M | – | 0.02 |
| BHP GROUP LTD CDI | Long | Equity-common | AU | $65M | 2M | 0.25 |
| BIOMARIN PHARMACEUTICAL INC | Long | Equity-common | US | $34M | 398K | 0.13 |
| BLACKROCK FEDFUND | Long | Equity-common | US | $2M | – | 0.01 |
| BLACKROCK INC | Long | Equity-common | US | $153M | 175K | 0.58 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 1.25% 08-12-26 | Long | Debt | US | $303K | – | 0.00 |
| BMW US CAPITAL LLC 144A LIFE SR UNSEC 3.9% 04-09-25 | Long | Debt | US | $3M | – | 0.01 |
| BNP PARIBAS SA | Long | Equity-common | FR | $52M | 765K | 0.20 |
| BOEING CO | Long | Equity-common | US | $46M | 239K | 0.17 |
| BOEING CO 144A SR UNSEC 6.528% 05-01-34 | Long | Debt | US | $18M | – | 0.07 |
| BOEING CO SR UNSEC 3.25% 02-01-28 | Long | Debt | US | $606K | – | 0.00 |
| BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS CLP 144A LIFE/REG S 4.7% 09-01-30 (CHILE (REPUBLIC OF)) | Long | Debt | CL | $3M | – | 0.01 |
| BP PLC | Long | Equity-common | GB | $55M | 9M | 0.21 |
| BPCE SA 144A LIFE SR UNSEC 1.625% 01-14-25 | Long | Debt | FR | $1M | – | 0.01 |
| BPCE SA EUR REG S SR NON PREF (B) 4.5% 01-13-33 | Long | Debt | FR | $10M | – | 0.04 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 4.5% 01-31-30 | Long | Debt | NL | $7M | – | 0.03 |
| BRASKEM NETHERLANDS FINANCE BV REG S SR UNSEC 8.5% 01-12-31 | Long | Debt | NL | $41M | – | 0.16 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 01-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $28M | – | 0.11 |
| BRAZIL LETRAS DO TESOURO NACIONAL BRL 0.0% 04-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $77M | – | 0.29 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL (B) I/L 6.0% 08-15-40 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.01 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-50 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $20M | – | 0.07 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE B BRL I/L 6.0% 08-15-60 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $2M | – | 0.01 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-25 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $15M | – | 0.06 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-29 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $25M | – | 0.10 |
| BRAZIL NOTAS DO TESOURO NACIONAL SERIE F BRL 10.0% 01-01-31 (BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)) | Long | Debt | BR | $17M | – | 0.06 |
| BRISTOL-MYERS SQUIBB CO SR UNSEC 5.2% 02-22-34 | Long | Debt | US | $15M | – | 0.06 |
| BRITISH AMERICAN TOBACCO PLC | Long | Equity-common | GB | $170M | 5M | 0.65 |
| BRITISH AMERICAN TOBACCO PLC EUR PRP REG S SUB (H) (B) 3.0% 12-31-79/12-27-26 | Long | Debt | GB | $21M | – | 0.08 |
| BRL FWD SALE TO USD NDF 4/1/2025 | Derivative-foreign exchange | $2M | – | 0.01 | ||
| BRL FWD SALE TO USD NDF 8/23/2024 | Derivative-foreign exchange | $2M | – | 0.01 | ||
| BRL FWD SALE TO USD NDF 9/6/2024 | Derivative-foreign exchange | $164K | – | 0.00 | ||
| BROADCOM INC | Long | Equity-common | US | $653M | 4M | 2.49 |
| BROADCOM INC 144A SR UNSEC 3.137% 11-15-35 | Long | Debt | US | $62K | – | 0.00 |
| BROADCOM INC 144A SR UNSEC 3.419% 04-15-33 | Long | Debt | US | $2M | – | 0.01 |
| BROADCOM INC 144A SR UNSEC 4.0% 04-15-29 | Long | Debt | US | $4M | – | 0.01 |
| BROADCOM INC SR UNSEC 3.15% 11-15-25 | Long | Debt | US | $644K | – | 0.00 |
| BROADCOM INC SR UNSEC 4.15% 11-15-30 | Long | Debt | US | $3M | – | 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 | $11M | – | 0.04 |
| BULGARIA GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 4.5% 01-27-33 (BULGARIA (REPUBLIC OF)) | Long | Debt | BG | $8M | – | 0.03 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-30 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $33M | – | 0.13 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-50 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $9M | – | 0.03 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 0.0% 08-15-52 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $758K | – | 0.00 |
| BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE EUR REG S (B) 1.0% 05-15-38 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $15M | – | 0.06 |
| 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 | $7M | – | 0.03 |
| BX 21-VOLT A 144A FRN (TSFR1M+81.45) 09-15-36/23 (BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.04 |
| CAD FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $-1M | – | -0.00 | ||
| CAD FWD PUR FROM USD 8/26/2024 | Derivative-foreign exchange | $-34K | – | -0.00 | ||
| CAD FWD SALE TO EUR 8/12/2024 | Derivative-foreign exchange | $322K | – | 0.00 | ||
| CAIXABANK SA 144A LIFE SR NON PREF 6.208% 01-18-29/28 | Long | Debt | ES | $7M | – | 0.03 |
| CAN GB 10YR FUT CNU4 09-18-24 (TMX GROUP LTD) | Derivative-interest rate | CA | $3M | – | 0.01 | |
| CAN GB 5YR FUT XQU4 09-18-24 (TMX GROUP LTD) | Derivative-interest rate | CA | $23K | – | 0.00 | |
| CANADIAN GOVERNMENT BOND CAD 0.25% 03-01-26 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $11M | – | 0.04 |
| CANADIAN GOVERNMENT BOND CAD 2.0% 06-01-32 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $541K | – | 0.00 |
| CANADIAN GOVERNMENT BOND CAD 2.25% 06-01-25 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $28M | – | 0.11 |
| CANADIAN GOVERNMENT BOND CAD 2.75% 12-01-48 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $7M | – | 0.03 |
| CANADIAN GOVERNMENT BOND CAD 3.0% 11-01-24 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $35M | – | 0.13 |
| CANADIAN GOVERNMENT BOND CAD 3.5% 03-01-28 (CANADA (GOVERNMENT OF)) | Long | Debt | CA | $41M | – | 0.16 |
| CANADIAN NATURAL RESOURCES LTD | Long | Equity-common | CA | $402M | 11M | 1.53 |
| CANADIAN PACIFIC RAILWAY CO SR UNSEC 3.1% 12-02-51 | Long | Debt | CA | $9M | – | 0.04 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Short-term investment vehicle | US | $2B | 15M | 5.73 |
| CAPITAL GROUP CENTRAL CASH FUND | Long | Equity-common | US | $38M | – | 0.14 |
| CAPITAL GROUP CENTRAL CORPORATE BOND FUND CL M (CCBF CL M) | Long | Equity-common | US | $296M | 35M | 1.13 |
| CAPITAL ONE FINANCIAL CORP | Long | Equity-common | US | $48M | 320K | 0.18 |
| CARRIER GLOBAL CORP | Long | Equity-common | US | $294M | 4M | 1.12 |
| CARRIER GLOBAL CORP SR UNSEC 2.242% 02-15-25 | Long | Debt | US | $206K | – | 0.00 |
| CARRIER GLOBAL CORP SR UNSEC 2.493% 02-15-27 | Long | Debt | US | $263K | – | 0.00 |
| CAS 23-R04 1M1 144A FRN (SOFR30A+230) 05-25-43 (CONNECTICUT AVENUE SECURITIES CAS_23-R04) | Long | ABS-collateralized bond/debt obligation | US | $11M | – | 0.04 |
| CAS 23-R05 1M1 144A FRN (SOFR30A+190) 06-25-43 (CAS 2023-R05) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| 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 | $5M | – | 0.02 |
| CAS 24-R01 1M2 144A FRN (SOFR30A+180) 01-25-44 (FANNIE MAE - CAS_24-R01) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| CAS 24-R04 1M1 144A FRN (SOFR30A+110) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $7M | – | 0.03 |
| CAS 24-R04 1M2 144A FRN (SOFR30A+165) 05-25-44 (CAS 2024-R04) | Long | ABS-collateralized bond/debt obligation | US | $8M | – | 0.03 |
| CATERPILLAR INC | Long | Equity-common | US | $28M | 80K | 0.11 |
| CDX NA IG S42 5Y 1.0% 06-20-29 0.40 REC ICE (CDX HIGH GRADE ISSUER) | Derivative-credit | US | $-132K | – | -0.00 | |
| CELANESE CORP (CELANESE CORPORATION) | Long | Equity-common | US | $47M | 330K | 0.18 |
| CELANESE US HOLDINGS LLC SR UNSEC 6.379% 07-15-32 | Long | Debt | US | $3M | – | 0.01 |
| CENOVUS ENERGY INC SR UNSEC 5.4% 06-15-47 | Long | Debt | CA | $497K | – | 0.00 |
| CGCMT 23-PRM3 A 144A FRN 07-10-28 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-PRM3) | Long | ABS-collateralized bond/debt obligation | US | $6M | – | 0.02 |
| CGCMT 23-SMRT A 144A FRN 10-12-40 (CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| CHARTER COMMUNICATIONS OPERATING LLC SR SEC 1ST LIEN 5.25% 04-01-53 | Long | Debt | US | $486K | – | 0.00 |
| CHEVRON CORP | Long | Equity-common | US | $77M | 482K | 0.29 |
| CHF FWD PUR FROM USD 8/7/2024 | Derivative-foreign exchange | $540K | – | 0.00 | ||
| CHINA DEV BANK CNY UNSEC 4.88% 02-09-28 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $20M | – | 0.07 |
| CHINA DEV BANK (BOND CONNECT) CNY UNSEC 3.39% 07-10-27 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $26M | – | 0.10 |
| CHINA DEV BANK CNY UNSEC 2.89% 06-22-25 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $29M | – | 0.11 |
| CHINA DEV BANK CNY UNSEC 3.43% 01-14-27 (CHINA DEVELOPMENT BANK) | Long | Debt | CN | $28M | – | 0.11 |
| CHINA DEVELOPMENT BANK CNY UNSEC 3.07% 03-10-30 | Long | Debt | CN | $418K | – | 0.00 |
| CHINA DEVELOPMENT BANK CNY UNSEC 3.09% 08-09-28 | Long | Debt | CN | $20M | – | 0.08 |
| CHINA GOVERNMENT BOND CNY 2.37% 01-15-29 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $37M | – | 0.14 |
| CHINA GOVERNMENT BOND CNY 2.62% 06-25-30 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $19M | – | 0.07 |
| CHINA GOVT BOND CNY 2.64% 01-15-28 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $80M | – | 0.30 |
| CHINA GOVT BOND CNY 2.88% 02-25-33 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $115M | – | 0.44 |
| CHINA GOVT BOND CNY 3.12% 10-25-52 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $23M | – | 0.09 |
| CHINA GOVT BOND CNY 3.19% 04-15-53 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $585K | – | 0.00 |
| CHINA GOVT BOND CNY 3.81% 09-14-50 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $58M | – | 0.22 |
| CHINA PEOPLES REP CNY 3.29% 05-23-29 (CHINA PEOPLES REPUBLIC OF (GOVERNMENT)) | Long | Debt | CN | $15K | – | 0.00 |
| CHUBB INA HOLDINGS LLC SR UNSEC 3.35% 05-03-26 | Long | Debt | US | $630K | – | 0.00 |
| CHUBB INA HOLDINGS LLC SR UNSEC 4.35% 11-03-45 | Long | Debt | US | $587K | – | 0.00 |
| CHUBB LTD | Long | Equity-common | CH | $133M | 482K | 0.51 |
| CITIGROUP INC SR UNSEC 2.976% 11-05-30/29 | Long | Debt | US | $2M | – | 0.01 |
| CITIGROUP INC SR UNSEC 3.106% 04-08-26/25 | Long | Debt | US | $10M | – | 0.04 |
| CITIZENS FINANCIAL GROUP INC SR UNSEC 5.841% 01-23-30/29 | Long | Debt | US | $10M | – | 0.04 |
| CLP FWD PUR FROM USD NDF 8/23/2024 | Derivative-foreign exchange | $-9K | – | -0.00 | ||
| CLP FWD PUR FROM USD NDF 9/6/2024 | Derivative-foreign exchange | $13K | – | 0.00 | ||
| CLP FWD SALE TO USD NDF 9/6/2024 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| CMS ENERGY CORP SR UNSEC 3.0% 05-15-26 | Long | Debt | US | $1M | – | 0.01 |
| CMS ENERGY CORP SR UNSEC 3.6% 11-15-25 | Long | Debt | US | $2M | – | 0.01 |
| CNH FWD PUR FROM USD 8/7/2024 | Derivative-foreign exchange | $1M | – | 0.00 | ||
| CNH FWD SALE TO USD 8/26/2024 | Derivative-foreign exchange | $-39K | – | -0.00 | ||
| CNH FWD SALE TO USD 8/7/2024 | Derivative-foreign exchange | $-991K | – | -0.00 | ||
| COMCAST CORP CL A | Long | Equity-common | US | $68M | 2M | 0.26 |
| COMCAST CORP EUR SR UNSEC 0.0% 09-14-26 | Long | Debt | US | $5M | – | 0.02 |
| COMCAST CORP EUR SR UNSEC 0.25% 05-20-27 | Long | Debt | US | $4M | – | 0.01 |
| COMCAST CORP EUR SR UNSEC 0.25% 09-14-29 | Long | Debt | US | $5M | – | 0.02 |
| COMCAST CORP SR UNSEC 3.95% 10-15-25 | Long | Debt | US | $8M | – | 0.03 |
| COMCAST CORP SR UNSEC 4.8% 05-15-33 | Long | Debt | US | $1M | – | 0.01 |
| COMPAGNIE FINANCIERE RICHEMONT SA A | Long | Equity-common | CH | $94M | 620K | 0.36 |
| CONAGRA BRANDS INC SR UNSEC 1.375% 11-01-27 | Long | Debt | US | $318K | – | 0.00 |
| CONOCOPHILLIPS CO SR UNSEC 5.3% 05-15-53 | Long | Debt | US | $306K | – | 0.00 |
| CONSTELLATION ENERGY CORP | Long | Equity-common | US | $168M | 887K | 0.64 |
| CONSUMERS ENERGY CO SR SEC 1ST LIEN 3.6% 08-15-32 (CONSUMERS ENERGY COMPANY) | Long | Debt | US | $11M | – | 0.04 |
| COP FWD PUR FROM USD NDF 9/6/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| COPT DEFENSE PROPERTIES LP SR UNSEC 2.75% 04-15-31 | Long | Debt | US | $152K | – | 0.00 |
| COREBRIDGE FINANCIAL INC SR UNSEC 3.9% 04-05-32 | Long | Debt | US | $5M | – | 0.02 |
| CPS 22-C B 144A 4.88% 04-15-30/09-16-24 (CPS AUTO RECEIVABLES TRUST CPS_22-C) | Long | ABS-other | US | $2M | – | 0.01 |
| CSX CORP | Long | Equity-common | US | $80M | 2M | 0.31 |
| CSX CORP SR UNSEC 2.5% 05-15-51 | Long | Debt | US | $168K | – | 0.00 |
| CTP NV | Long | Equity-common | NL | $119M | 7M | 0.45 |
| CZK FWD PUR FROM USD 8/26/2024 | Derivative-foreign exchange | $-92K | – | -0.00 | ||
| DAIKIN INDUSTRIES LTD | Long | Equity-common | JP | $91M | 626K | 0.35 |
| DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 5.375% 01-18-34 (DAIMLER TRUCKS FINANCE NORTH AMERICA LLC) | Long | Debt | US | $2M | – | 0.01 |
| DAIMLER TRUCKS FINANCE NORTH AMERICA LLC 144A LIFE SR UNSEC 3.65% 04-07-27 | Long | Debt | US | $6M | – | 0.02 |
| DANAHER CORP | Long | Equity-common | US | $41M | 150K | 0.16 |
| DEUTSCHE BANK AG EUR REG S SR UNSEC (B) 1.75% 11-19-30/29 | Long | Debt | DE | $14M | – | 0.05 |
| DEUTSCHE BANK AG SR NON PREF 2.129% 11-24-26/25 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $216K | – | 0.00 |
| DEUTSCHE BANK AG SR NON PREF 2.311% 11-16-27/26 (DEUTSCHE BANK AG (NEW YORK BRANCH)) | Long | Debt | US | $10M | – | 0.04 |
| DEUTSCHE POST AG | Long | Equity-common | DE | $96M | 2M | 0.37 |
| DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV SR UNSEC 9.25% 06-01-32 | Long | Debt | NL | $2M | – | 0.01 |
| DEUTSCHLAND REP EUR REG S (B) 0.0% 04-16-27 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $77M | – | 0.29 |
| DEUTSCHLAND REP EUR REG S (B) 1.3% 10-15-27 (GERMANY (FEDERAL REPUBLIC OF)) | Long | Debt | DE | $3M | – | 0.01 |
| DEXCOM INC | Long | Equity-common | US | $56M | 819K | 0.21 |
| DKK FWD PUR FROM EUR 8/27/2024 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| DKK FWD PUR FROM USD 8/27/2024 | Derivative-foreign exchange | $-22K | – | -0.00 | ||
| DKK FWD SALE TO EUR 8/27/2024 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| DKK FWD SALE TO USD 8/27/2024 | Derivative-foreign exchange | $12K | – | 0.00 | ||
| DOMINION ENERGY INC | Long | Equity-common | US | $46M | 856K | 0.17 |
| DOMINION ENERGY INC SR UNSEC 2.25% 08-15-31 | Long | Debt | US | $210K | – | 0.00 |
| DR ING HC F PORSCHE AG PREF (NON-VOTING) (BEARER) | Long | Equity-common | DE | $21M | 280K | 0.08 |
| DREYFUS CASH MANAGEMENT FUNDS - DREYFUS TREASURY AND AGENCY CASH MANAGEMENT | Long | Equity-common | US | $2M | – | 0.01 |
| DTE ENERGY CO | Long | Equity-common | US | $216M | 2M | 0.82 |
| DUKE ENERGY CORP | Long | Equity-common | US | $109M | 1000K | 0.42 |
| E.ON SE | Long | Equity-common | DE | $172M | 12M | 0.66 |
| E.ON SE EUR REG S SR UNSEC (B) 1.625% 03-29-31 | Long | Debt | DE | $13M | – | 0.05 |
| ECOPETROL SA SR UNSEC 4.125% 01-16-25 | Long | Debt | CO | $8M | – | 0.03 |
| ECOPETROL SA SR UNSEC 6.875% 04-29-30 | Long | Debt | CO | $10M | – | 0.04 |
| ECOPETROL SA SR UNSEC 8.625% 01-19-29 | Long | Debt | CO | $41M | – | 0.15 |
| EDISON INTERNATIONAL SR UNSEC 4.125% 03-15-28 | Long | Debt | US | $5M | – | 0.02 |
| EFSF EUR REG S (B) 0.0% 10-15-25 (EUROPEAN FINANCIAL STABILITY FACILITY) | Long | Debt | LU | $1M | – | 0.00 |
| EFSF EUR REG S (B) 0.4% 02-17-25 (EUROPEAN FINANCIAL STABILITY FACILITY) | Long | Debt | LU | $14M | – | 0.05 |
| EGYPT TREASURY BILLS EGP 0.0% 03-11-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $9M | – | 0.04 |
| EGYPT TREASURY BILLS EGP 0.0% 03-18-25 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $42M | – | 0.16 |
| EGYPT TREASURY BILLS EGP 0.0% 10-01-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $4M | – | 0.01 |
| EGYPT TREASURY BILLS EGP 0.0% 11-12-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $5M | – | 0.02 |
| EGYPT TREASURY BILLS EGP 0.0% 11-19-24 (EGYPT (ARAB REPUBLIC OF)) | Long | Debt | EG | $8M | – | 0.03 |
| ELI LILLY AND CO | Long | Equity-common | US | $119M | 148K | 0.45 |
| EMBASSY OFFICE PARKS REIT (REIT) | Long | Equity-common | IN | $89M | 21M | 0.34 |
| EMD FINANCE LLC 144A LIFE SR UNSEC 3.25% 03-19-25 | Long | Debt | US | $10M | – | 0.04 |
| EMPRESA NACIONAL DEL PETROLEO 144A LIFE SR UNSEC 5.95% 07-30-34 (EMPRESA NACIONAL DEL PETROLEO ENAP) | Long | Debt | CL | $6M | – | 0.02 |
| ENEL AMERICAS SA SR UNSEC 4.0% 10-25-26 | Long | Debt | CL | $1M | – | 0.00 |
| ENEL FINANCE INTERNATIONAL NV 144A LIFE SR UNSEC 2.125% 07-12-28 | Long | Debt | NL | $9M | – | 0.03 |
| ENFRAGEN ENERGIA SUR SA REG S SR SEC 1ST LIEN 5.375% 12-30-30 | Long | Debt | ES | $7M | – | 0.03 |
| ENN ENERGY HOLDINGS LTD | Long | Equity-common | CN | $29M | 4M | 0.11 |
| EOG RESOURCES INC | Long | Equity-common | US | $46M | 366K | 0.18 |
| EQUINIX INC (REIT) | Long | Equity-common | US | $111M | 140K | 0.42 |
| EQUINIX INC SR UNSEC 2.15% 07-15-30 | Long | Debt | US | $5M | – | 0.02 |
| EQUINIX INC SR UNSEC 3.0% 07-15-50 | Long | Debt | US | $1M | – | 0.00 |
| EQUINIX INC SR UNSEC 3.2% 11-18-29 | Long | Debt | US | $601K | – | 0.00 |
| ESTONIA GOVERNMENT INTERNATIONAL BOND EUR REG S 3.25% 01-17-34 (ESTONIA (REPUBLIC OF)) | Long | Debt | EE | $12M | – | 0.05 |
| EUR FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $-649K | – | -0.00 | ||
| EUR FWD PUR FROM USD 8/22/2024 | Derivative-foreign exchange | $-107K | – | -0.00 | ||
| EUR FWD PUR FROM USD 8/27/2024 | Derivative-foreign exchange | $-340K | – | -0.00 | ||
| EUR FWD PUR FROM USD 8/7/2024 | Derivative-foreign exchange | $478K | – | 0.00 | ||
| EUR FWD SALE TO USD 8/22/2024 | Derivative-foreign exchange | $515K | – | 0.00 | ||
| EURO-BOBL 5YR FUT OEU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $9M | – | 0.04 | |
| EURO-BUND 10YR FUT RXU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-1M | – | -0.00 | |
| EURO-BUXL 30YR FUT UBU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $511K | – | 0.00 | |
| EURO-SCHATZ 2YR FUT DUU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $565K | – | 0.00 | |
| EUROFINS SCIENTIFIC SE (BEARER) | Long | Equity-common | LU | $69M | 1M | 0.26 |
| EUROPEAN BANK FOR RECONSTRUCTION A 5.0% 01-15-26 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $5M | – | 0.02 |
| EUROPEAN BANK FOR RECONSTRUCTION A 5.25% 01-12-27 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $7M | – | 0.03 |
| EUROPEAN BK RECON & DEV 6.3% 10-26-27 (EUROPEAN BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | GB | $3M | – | 0.01 |
| EUROPEAN INVT BK EUR REG S SR UNSEC 0.25% 01-20-32 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $33M | – | 0.13 |
| EUROPEAN INVT BK EUR REG S UNSEC 0.375% 09-15-27 (EUROPEAN INVESTMENT BANK) | Long | Debt | LU | $9M | – | 0.03 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 0.0% 06-02-28 | Long | Debt | BE | $11M | – | 0.04 |
| EUROPEAN UNION REG S SR UNSEC EUR (B) 2.875% 12-06-27 | Long | Debt | BE | $3M | – | 0.01 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.0% 07-06-26 | Long | Debt | BE | $12M | – | 0.04 |
| EUROPEAN UNION REG S UNSEC EUR (B) 0.25% 10-22-26 | Long | Debt | BE | $5M | – | 0.02 |
| EVERSOURCE ENERGY SR UNSEC 1.4% 08-15-26 | Long | Debt | US | $396K | – | 0.00 |
| EXELON CORP SR UNSEC 3.4% 04-15-26 | Long | Debt | US | $4M | – | 0.02 |
| EXPORT-IMPORT BANK OF THAILAND 5.354% 05-15-29 (EXPORT IMPORT BANK OF THAILAND) | Long | Debt | TH | $5M | – | 0.02 |
| FERRARI NV | Long | Equity-common | IT | $98M | 236K | 0.37 |
| FERRARI NV (EUR) | Long | Equity-common | IT | $33M | 80K | 0.13 |
| FIDELITY INSTITUTIONAL MONEY MARKET FUNDS - GOVERNMENT PORTFOLIO | Long | Equity-common | US | $2M | – | 0.01 |
| FINECOBANK SPA | Long | Equity-common | IT | $48M | 3M | 0.18 |
| FIRST QUANTUM MINERALS LTD 144A LIFE SR SEC 2ND LIEN 9.375% 03-01-29 | Long | Debt | CA | $18M | – | 0.07 |
| FIRSTENERGY CORP SR UNSEC 1.6% 01-15-26 | Long | Debt | US | $380K | – | 0.00 |
| FNCL 4.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL 4.5 UMBS TBA 09-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $25M | – | 0.09 |
| FNCL 5.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL 5.5 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| FNCL 5.5 UMBS TBA 09-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $89M | – | 0.34 |
| FNCL 6.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $63M | – | 0.24 |
| FNCL 6.0 UMBS TBA 09-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $90M | – | 0.34 |
| FNCL 6.0 UMBS TBA 10-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL 6.5 UMBS TBA 09-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $171M | – | 0.65 |
| FNCL 7.0 UMBS TBA 08-01-54 (UNIFORM MBS) | Long | ABS-mortgage backed security | US | $78M | – | 0.30 |
| FNCL UMBS 2.0 MA4577 04-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $9M | – | 0.03 |
| FNCL UMBS 4.5 CB4852 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $25M | – | 0.10 |
| FNCL UMBS 4.5 FS5520 01-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 4.5 SD8370 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.5 SD8381 12-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 4.5 SD8393 01-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $240K | – | 0.00 |
| FNCL UMBS 5.0 MA4785 10-01-52 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $84K | – | 0.00 |
| FNCL UMBS 5.0 MA4978 04-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $432K | – | 0.00 |
| FNCL UMBS 5.0 MA5009 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $42M | – | 0.16 |
| FNCL UMBS 5.0 MA5038 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $366K | – | 0.00 |
| FNCL UMBS 5.0 MA5071 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 5.0 RJ1855 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.0 SD4977 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $220M | – | 0.84 |
| FNCL UMBS 5.0 SD8276 12-01-52 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $29M | – | 0.11 |
| FNCL UMBS 5.0 SD8323 05-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.07 |
| FNCL UMBS 5.0 SD8329 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $661K | – | 0.00 |
| FNCL UMBS 5.0 SD8341 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $199K | – | 0.00 |
| FNCL UMBS 5.5 BU4699 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 5.5 BY3612 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $302K | – | 0.00 |
| FNCL UMBS 5.5 CB7108 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.5 CB7331 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $35M | – | 0.14 |
| FNCL UMBS 5.5 CB7332 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNCL UMBS 5.5 CB8337 04-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL UMBS 5.5 CB8536 05-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 CB8838 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 CB8842 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $10M | – | 0.04 |
| FNCL UMBS 5.5 DB5213 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 FS4191 03-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 FS4840 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $181K | – | 0.00 |
| FNCL UMBS 5.5 FS6666 08-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $14M | – | 0.05 |
| FNCL UMBS 5.5 FS8131 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 5.5 MA4919 02-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $293K | – | 0.00 |
| FNCL UMBS 5.5 MA5010 05-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $50K | – | 0.00 |
| FNCL UMBS 5.5 MA5039 06-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $179K | – | 0.00 |
| FNCL UMBS 5.5 MA5072 07-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $673K | – | 0.00 |
| FNCL UMBS 5.5 MA5271 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.01 |
| FNCL UMBS 5.5 MA5296 03-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 5.5 QG7411 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $693K | – | 0.00 |
| FNCL UMBS 5.5 QG9008 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QG9084 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QG9141 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QG9628 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 QI8872 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 5.5 RJ1413 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNCL UMBS 5.5 RJ1415 05-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $22M | – | 0.09 |
| FNCL UMBS 5.5 RJ1768 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 RJ1857 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $21M | – | 0.08 |
| FNCL UMBS 5.5 RJ1960 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 RJ1963 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 SD4571 11-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $19M | – | 0.07 |
| FNCL UMBS 5.5 SD8331 06-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $800K | – | 0.00 |
| FNCL UMBS 5.5 SD8342 07-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 5.5 SD8408 03-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $16M | – | 0.06 |
| FNCL UMBS 5.5 SD8453 08-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 BU4700 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 6.0 CB8755 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 CB8855 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 CB8858 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 6.0 DB6878 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 6.0 DB6901 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $5M | – | 0.02 |
| FNCL UMBS 6.0 DB7692 08-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 DC0299 08-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 FS7031 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.02 |
| FNCL UMBS 6.0 FS7503 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 FS8153 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $13M | – | 0.05 |
| FNCL UMBS 6.0 FS8318 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCL UMBS 6.0 FS8591 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.0 MA5139 09-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCL UMBS 6.0 MA5166 10-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNCL UMBS 6.0 MA5191 11-01-53 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| FNCL UMBS 6.0 MA5272 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $20M | – | 0.08 |
| FNCL UMBS 6.0 MA5421 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $28M | – | 0.11 |
| FNCL UMBS 6.0 MA5445 08-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $27M | – | 0.10 |
| FNCL UMBS 6.0 QI8874 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $3M | – | 0.01 |
| FNCL UMBS 6.0 RJ1779 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $6M | – | 0.02 |
| FNCL UMBS 6.0 RJ1859 06-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.0 RJ1964 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $11M | – | 0.04 |
| FNCL UMBS 6.0 RJ1973 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 6.0 RJ1975 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $8M | – | 0.03 |
| FNCL UMBS 6.0 SD3512 08-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $582K | – | 0.00 |
| FNCL UMBS 6.0 SD5303 04-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCL UMBS 6.0 SD5873 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $2M | – | 0.01 |
| FNCL UMBS 6.0 SD8363 09-01-53 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $15M | – | 0.06 |
| FNCL UMBS 6.0 SD8447 07-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 6.0 SD8454 08-01-54 (FEDERAL HOME LOAN MORTGAGE CORP) | Long | ABS-mortgage backed security | US | $18M | – | 0.07 |
| FNCL UMBS 6.5 CB8725 06-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $794K | – | 0.00 |
| FNCL UMBS 6.5 CB8872 07-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $1M | – | 0.00 |
| FNCL UMBS 6.5 FS6873 01-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $7M | – | 0.03 |
| FNCL UMBS 7.0 MA5274 02-01-54 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $4M | – | 0.01 |
| FNCT UMBS 4.5 MA3539 12-01-38 (FEDERAL NATIONAL MORTGAGE ASSOCIATION) | Long | ABS-mortgage backed security | US | $90K | – | 0.00 |
| FORTESCUE LTD | Long | Equity-common | AU | $15M | 1M | 0.06 |
| FRA GB 10YR FUT OATU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $-33K | – | -0.00 | |
| FREEPORT-MCMORAN INC | Long | Equity-common | US | $396M | 9M | 1.51 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S (B) 3.0% 05-25-54 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $305K | – | 0.00 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.0% 11-25-30 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $119M | – | 0.45 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 02-25-28 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $2M | – | 0.01 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 0.75% 05-25-52 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $217K | – | 0.00 |
| FRENCH REPUBLIC GOVERNMENT BOND OAT EUR 144A LIFE/REG S 3.25% 05-25-45 (FRANCE (REPUBLIC OF)) | Long | Debt | FR | $7M | – | 0.03 |
| G2SF 5.0 MA8947 06-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $317K | – | 0.00 |
| G2SF 5.0 MA9170 09-20-53 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $48M | – | 0.18 |
| G2SF 6.5 TBA 08-01-54 (GINNIE MAE II POOL) | Long | ABS-mortgage backed security | US | $83M | – | 0.32 |
| GBP FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $57K | – | 0.00 | ||
| GBP FWD PUR FROM USD 8/22/2024 | Derivative-foreign exchange | $-484K | – | -0.00 | ||
| GBP FWD SALE TO USD 8/12/2024 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| GCAT 24-NQM2 A1 144A 6.085% 06-25-59 (GCAT 2024-NQM2) | Long | ABS-collateralized bond/debt obligation | US | $22M | – | 0.08 |
| GE HEALTHCARE TECHNOLOGIES INC | Long | Equity-common | US | $58M | 683K | 0.22 |
| GENERAL DYNAMICS CORP | Long | Equity-common | US | $172M | 574K | 0.65 |
| GENERAL ELECTRIC CO AKA GE AEROSPACE | Long | Equity-common | US | $40M | 235K | 0.15 |
| GENERAL MOTORS FINANCIAL CO INC SR UNSEC 2.4% 04-10-28 | Long | Debt | US | $9M | – | 0.03 |
| GILEAD SCIENCES INC | Long | Equity-common | US | $215M | 3M | 0.82 |
| GLENCORE PLC | Long | Equity-common | CH | $155M | 28M | 0.59 |
| GLOBALWAFERS CO LTD | Long | Equity-common | TW | $37M | 2M | 0.14 |
| GOLDMAN SACHS FINANCIAL SQUARE GOVERNMENT FUND | Long | Equity-common | US | $2M | – | 0.01 |
| GOLDMAN SACHS GROUP INC SR UNSEC 1.542% 09-10-27/26 | Long | Debt | US | $1M | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 2.64% 02-24-28/27 | Long | Debt | US | $434K | – | 0.00 |
| GOLDMAN SACHS GROUP INC SR UNSEC 3.5% 04-01-25 | Long | Debt | US | $5M | – | 0.02 |
| GRAND PARKWAY TRANSPORTATION CORP 3.236% 10-01-52 | Long | Debt | US | $4M | – | 0.02 |
| GREAT-WEST LIFECO INC | Long | Equity-common | CA | $35M | 1M | 0.13 |
| GREENSAIF PIPELINES BIDCO SARL 144A LIFE SR SEC 1ST LIEN SF 5.8528% 02-23-36 | Long | Debt | LU | $15M | – | 0.06 |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV B | Long | Equity-common | MX | $14M | 849K | 0.05 |
| GRUPO AEROPORTUARIO DEL PACIFICO SAB DE CV B ADR | Long | Equity-common | MX | $762K | 5K | 0.00 |
| GRUPO ENERGIA BOGOTA SA ESP 144A LIFE SR UNSEC 4.875% 05-15-30 | Long | Debt | CO | $3M | – | 0.01 |
| GSK PLC | Long | Equity-common | GB | $40M | 2M | 0.15 |
| HASBRO INC | Long | Equity-common | US | $49M | 754K | 0.19 |
| HDFC BANK LTD | Long | Equity-common | IN | $31M | 2M | 0.12 |
| HDFC BANK LTD ADR | Long | Equity-common | IN | $112M | 2M | 0.43 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.5% 06-18-30 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $5M | – | 0.02 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.75% 06-18-32 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $35M | – | 0.13 |
| HELLENIC REPUBLIC GOVERNMENT BOND EUR 144A LIFE/REG S 1.875% 01-24-52 (GREECE REPUBLIC OF (GOVERNMENT)) | Long | Debt | GR | $508K | – | 0.00 |
| HOME DEPOT INC | Long | Equity-common | US | $140M | 379K | 0.53 |
| HONEYWELL INTERNATIONAL INC | Long | Equity-common | US | $80M | 390K | 0.30 |
| HONEYWELL INTERNATIONAL INC EUR SR UNSEC 0.75% 03-10-32 | Long | Debt | US | $954K | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 2.206% 08-17-29/28 | Long | Debt | GB | $964K | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 4.292% 09-12-26/25 | Long | Debt | GB | $9M | – | 0.04 |
| HSBC HOLDINGS PLC SR UNSEC 4.583% 06-19-29/28 | Long | Debt | GB | $3M | – | 0.01 |
| HSBC HOLDINGS PLC SR UNSEC 4.95% 03-31-30 | Long | Debt | GB | $1M | – | 0.00 |
| HSBC HOLDINGS PLC SR UNSEC 7.39% 11-03-28/27 | Long | Debt | GB | $23M | – | 0.09 |
| HSBC HOLDINGS PLC SUB 7.399% 11-13-34/33 | Long | Debt | GB | $22M | – | 0.09 |
| HTL 24-T53 A 144A FRN 05-10-39/05-12-27 (HTL 2024-T53) | Long | ABS-collateralized bond/debt obligation | US | $5M | – | 0.02 |
| HUF FWD PUR FROM USD 8/16/2024 | Derivative-foreign exchange | $-260K | – | -0.00 | ||
| HUF FWD SALE TO USD 8/7/2024 | Derivative-foreign exchange | $-213K | – | -0.00 | ||
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.5% 06-15-26 | Long | Debt | US | $5M | – | 0.02 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 1.65% 09-17-26 | Long | Debt | US | $257K | – | 0.00 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.0% 06-15-28 | Long | Debt | US | $3M | – | 0.01 |
| HYUNDAI CAPITAL AMERICA 144A LIFE SR UNSEC 2.375% 10-15-27 | Long | Debt | US | $4M | – | 0.02 |
| IDR FWD PUR FROM USD NDF 9/6/2024 | Derivative-foreign exchange | $13.53 | – | 0.00 | ||
| IDR FWD SALE TO USD NDF 9/6/2024 | Derivative-foreign exchange | $-717.19 | – | -0.00 | ||
| ILS FWD PUR FROM USD 8/26/2024 | Derivative-foreign exchange | $-176K | – | -0.00 | ||
| ILS FWD SALE TO USD 8/19/2024 | Derivative-foreign exchange | $3M | – | 0.01 | ||
| IMPERIAL BRANDS PLC | Long | Equity-common | GB | $210M | 8M | 0.80 |
| INDONESIA ASAHAN ALUMINIUM PT 144A LIFE SR UNSEC 5.45% 05-15-30 | Long | Debt | ID | $2M | – | 0.01 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 0.99% 05-27-27 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $7M | – | 0.03 |
| INDONESIA GOVERNMENT INTERNATIONAL BOND JPY REG S 1.33% 05-25-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $15M | – | 0.06 |
| INDONESIA TREASURY BOND IDR 6.125% 05-15-28 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $9M | – | 0.04 |
| INDONESIA TREASURY BOND IDR 6.375% 08-15-28 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $14M | – | 0.05 |
| INDONESIA TREASURY BOND IDR 7.0% 02-15-33 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $18M | – | 0.07 |
| INDONESIA TREASURY BOND IDR 8.25% 05-15-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $12M | – | 0.04 |
| INDONESIA TREASURY BOND IDR 8.375% 03-15-34 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $4M | – | 0.02 |
| INDONESIA TREASURY BOND IDR 9.0% 03-15-29 (INDONESIA (REPUBLIC OF)) | Long | Debt | ID | $6M | – | 0.02 |
| ING GROEP NV | Long | Equity-common | NL | $316M | 17M | 1.21 |
| ING GROEP NV EUR REG S SR UNSEC (B) 5.25% 11-14-33/32 | Long | Debt | NL | $8M | – | 0.03 |
| INR FWD PUR FROM USD NDF 9/6/2024 | Derivative-foreign exchange | $16K | – | 0.00 | ||
| INTEL CORP | Long | Equity-common | US | $37M | 1M | 0.14 |
| INTER-AMERICAN DEVELOPMENT BANK 7.0% 01-25-29 | Long | Debt | US | $19M | – | 0.07 |
| INTERCONTINENTAL EXCHANGE INC SR UNSEC 4.0% 09-15-27 | Long | Debt | US | $14M | – | 0.05 |
| INTERCONTINENTAL HOTELS GROUP PLC | Long | Equity-common | GB | $74M | 735K | 0.28 |
| INTERNATIONAL BANK FOR RECONSTRUCT 6.75% 09-08-27 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $11M | – | 0.04 |
| INTERNATIONAL PAPER CO | Long | Equity-common | US | $17M | 373K | 0.07 |
| INTERSTATE POWER AND LIGHT CO SR UNSEC 2.3% 06-01-30 | Long | Debt | US | $2M | – | 0.01 |
| INTL BK RECON/DEV SR UNSEC 6.75% 07-13-29 (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT) | Long | Debt | US | $18M | – | 0.07 |
| INVESCO - SHORT-TERM INVESTMENTS TRUST - GOVERNMENT AND AGENCY PORTFOLIO | Long | Equity-common | US | $1M | – | 0.01 |
| IRELAND GOVERNMENT BOND EUR REG S 2.6% 10-18-34 (REPUBLIC OF IRELAND) | Long | Debt | IE | $7M | – | 0.03 |
| IRELAND GOVT EUR REG S 3.00% 10-18-43 (REPUBLIC OF IRELAND) | Long | Debt | IE | $10M | – | 0.04 |
| IRS RECFIX MXN 6.58% 07-01-21/06-25-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| IRS RECFIX MXN 6.585% 07-01-21/06-25-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-522K | – | -0.00 | |
| IRS RECFIX MXN 6.59% 07-01-21/06-25-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-397K | – | -0.00 | |
| IRS RECFIX MXN 6.605% 07-12-21/07-06-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-1M | – | -0.01 | |
| IRS RECFIX MXN 6.64% 07-01-21/06-25-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-633K | – | -0.00 | |
| IRS RECFIX MXN 7.59% 11-04-21/10-29-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-517K | – | -0.00 | |
| IRS RECFIX MXN 7.62% 11-04-21/10-29-26 CME (RISKLESS ISSUER) | Derivative-interest rate | US | $-766K | – | -0.00 | |
| ISRAEL GOVERNMENT BOND - FIXED ILS 1.3% 04-30-32 (ISRAEL (STATE OF)) | Long | Debt | IL | $37M | – | 0.14 |
| ISRAEL GOVERNMENT BOND - FIXED ILS 4.0% 03-30-35 (ISRAEL (STATE OF)) | Long | Debt | IL | $16M | – | 0.06 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 3.875% 07-03-50 (ISRAEL (STATE OF)) | Long | Debt | IL | $392K | – | 0.00 |
| ISRAEL GOVERNMENT INTERNATIONAL BOND 4.5% 01-17-33 (ISRAEL (STATE OF)) | Long | Debt | IL | $340K | – | 0.00 |
| ITA GB 10YR FUT IKU4 09-06-24 (EUREX CLEARING AG) | Derivative-interest rate | DE | $988K | – | 0.00 | |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 3.5% 02-15-31 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $1M | – | 0.01 |
| ITALY BUONI POLIENNALI DEL TESORO EUR 144A LIFE/REG S 4.5% 10-01-53 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $31M | – | 0.12 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 0.95% 09-15-27 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $638K | – | 0.00 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 1.35% 04-01-30 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $15M | – | 0.06 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.2% 03-01-34 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $109M | – | 0.41 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.35% 11-01-33 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $73M | – | 0.28 |
| ITALY BUONI POLIENNALI DEL TESORO EUR REG S (B) 4.4% 05-01-33 (ITALY (REPUBLIC OF)) | Long | Debt | IT | $92M | – | 0.35 |
| ITC LTD | Long | Equity-common | IN | $282M | 48M | 1.07 |
| ITRAXX EUR IG S41 5YR 1.0% 06-20-29 0.40 REC ICE (ITRAXX EUROPE ISSUER) | Derivative-credit | US | $-61K | – | -0.00 | |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 03-20-27 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $75M | – | 0.28 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 06-20-31 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $6K | – | 0.00 |
| JAPAN GOVERNMENT TEN YEAR BOND JPY 0.1% 09-20-28 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $27M | – | 0.10 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.6% 06-20-50 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $26M | – | 0.10 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 0.7% 03-20-51 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $9M | – | 0.03 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.0% 03-20-52 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $804K | – | 0.00 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.4% 09-20-52 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $16M | – | 0.06 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 1.7% 03-20-44 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $6M | – | 0.02 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.0% 03-20-42 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $1M | – | 0.01 |
| JAPAN GOVERNMENT THIRTY YEAR BOND JPY 2.3% 12-20-35 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $10M | – | 0.04 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 03-20-41 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $42M | – | 0.16 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 0.5% 12-20-41 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $36M | – | 0.14 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.2% 03-20-35 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $137M | – | 0.52 |
| JAPAN GOVERNMENT TWENTY YEAR BOND JPY 1.7% 06-20-33 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $10M | – | 0.04 |
| JAPAN TREASURY DISCOUNT BILL JPY 0.0% 10-15-24 (JAPAN (GOVERNMENT OF)) | Long | Debt | JP | $30M | – | 0.12 |
| JPMORGAN CHASE & CO | Long | Equity-common | US | $68M | 321K | 0.26 |
| JPMORGAN CHASE & CO SR UNSEC 1.04% 02-04-27/26 | Long | Debt | US | $499K | – | 0.00 |
| JPMORGAN CHASE & CO SR UNSEC 4.493% 03-24-31/30 | Long | Debt | US | $9M | – | 0.03 |
| JPN GB 10YR FUT JBU4 09-12-24 (JAPAN EXCHANGE GROUP INC) | Derivative-interest rate | JP | $2M | – | 0.01 | |
| JPY FWD PUR FROM USD 8/15/2024 | Derivative-foreign exchange | $10M | – | 0.04 | ||
| JPY FWD PUR FROM USD 8/19/2024 | Derivative-foreign exchange | $3M | – | 0.01 | ||
| JPY FWD PUR FROM USD 8/26/2024 | Derivative-foreign exchange | $7M | – | 0.03 | ||
| JPY FWD PUR FROM USD 8/26/2024 | Derivative-foreign exchange | $1M | – | 0.00 | ||
| JPY FWD SALE TO USD 8/15/2024 | Derivative-foreign exchange | $-969K | – | -0.00 | ||
| JPY FWD SALE TO USD 8/19/2024 | Derivative-foreign exchange | $-55K | – | -0.00 | ||
| JPY FWD SALE TO USD 8/19/2024 | Derivative-foreign exchange | $-2M | – | -0.01 | ||
| JPY FWD SALE TO USD 8/26/2024 | Derivative-foreign exchange | $-53K | – | -0.00 | ||
| JPY FWD SALE TO USD 8/7/2024 | Derivative-foreign exchange | $-4M | – | -0.01 | ||
| KAO CORP | Long | Equity-common | JP | $63M | 1M | 0.24 |
| KFW GBP REG S SR UNSEC (B) 1.125% 07-04-25 | Long | Debt | DE | $10M | – | 0.04 |
| KINDER MORGAN INC SR UNSEC 4.3% 06-01-25 | Long | Debt | US | $10M | – | 0.04 |
| KINGDOM OF BELGIUM GOVERNMENT BOND EUR 144A LIFE/REG S 3.0% 06-22-33 (BELGIUM (KINGDOM OF)) | Long | Debt | BE | $17M | – | 0.07 |
| KINGSPAN GROUP PLC | Long | Equity-common | IE | $834K | 9K | 0.00 |
| KOREA NDFB 2503 KRW (B) 1.5% 03-10-25 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $2M | – | 0.01 |
| KOREA NDFB 3212 KRW 4.25% 12-10-32 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $96M | – | 0.36 |
| KOREA TREASURY BOND KRW (B) 2.375% 12-10-27 (KOREA (REPUBLIC OF)) | Long | Debt | KR | $19M | – | 0.07 |
| KRW FWD SALE TO USD NDF 8/23/2024 | Derivative-foreign exchange | $-273K | – | -0.00 | ||
| L3HARRIS TECHNOLOGIES INC | Long | Equity-common | US | $30M | 133K | 0.12 |
| LENOVO GROUP LTD REG S SR UNSEC 5.875% 04-24-25 | Long | Debt | CN | $17M | – | 0.06 |
| LINDE PLC (NEW) | Long | Equity-common | GB | $125M | 277K | 0.48 |
| LLOYDS BANK PLC GBP REG S SUB (B) 7.625% 04-22-25 | Long | Debt | GB | $2M | – | 0.01 |
| LLOYDS BANKING GROUP PLC SR UNSEC 1.627% 05-11-27/26 | Long | Debt | GB | $753K | – | 0.00 |
| LVMH MOET HENNESSY LOUIS VUITTON SE | Long | Equity-common | FR | $143M | 203K | 0.55 |
| MAGYAR EXPORT-IMPORT BAN EUR REG S SR UNSEC 6.0% 05-16-29 (MAGYAR EXPORT IMPORT BANK ZRT) | Long | Debt | HU | $4M | – | 0.02 |
| MASTERCARD INC SR UNSEC 2.0% 11-18-31 | Long | Debt | US | $7M | – | 0.03 |
| MCAS 24-01 M7 144A FRN (SOFR30A+275) 07-25-54 (MCAS 2024-01) | Long | ABS-collateralized bond/debt obligation | US | $3M | – | 0.01 |
| MCDONALDS CORP | Long | Equity-common | US | $60M | 226K | 0.23 |
| MEDTRONIC PLC | Long | Equity-common | IE | $66M | 822K | 0.25 |
| MELROSE INDUSTRIES PLC | Long | Equity-common | GB | $60M | 8M | 0.23 |
| META PLATFORMS INC CL A | Long | Equity-common | US | $422M | 888K | 1.61 |
| MEXICAN BONOS MXN 5.75% 03-05-26 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $38M | – | 0.14 |
| MEXICAN BONOS MXN 7.5% 05-26-33 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $10M | – | 0.04 |
| MEXICAN BONOS MXN 7.5% 06-03-27 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $3M | – | 0.01 |
| MEXICAN BONOS MXN 7.75% 05-29-31 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $846K | – | 0.00 |
| MEXICAN BONOS MXN 7.75% 11-23-34 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $32M | – | 0.12 |
| MEXICAN BONOS MXN 8.0% 07-31-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $69M | – | 0.26 |
| MEXICAN BONOS MXN 8.0% 11-07-47 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $3M | – | 0.01 |
| MEXICAN UDIBONOS MXN I/L 4.0% 10-29-54 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $11M | – | 0.04 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 2.659% 05-24-31 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $259K | – | 0.00 |
| MEXICO GOVERNMENT INTERNATIONAL BOND 6.338% 05-04-53 (MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)) | Long | Debt | MX | $2M | – | 0.01 |
| MICROSOFT CORP | Long | Equity-common | US | $776M | 2M | 2.96 |
| MICROSOFT CORP SR UNSEC 3.3% 02-06-27 | Long | Debt | US | $3M | – | 0.01 |
| MISC CAPITAL TWO LABUAN LTD 144A LIFE SR UNSEC 3.75% 04-06-27 (MISC CAPITAL TWO (LABUAN) LTD) | Long | Debt | MY | $14M | – | 0.05 |
| MLANE 2024-A 144A 6.2% 08-15-29/06-15-26 (MISSION LANE CREDIT MASTER TRUST MLANE_24-A) | Long | ABS-other | US | $8M | – | 0.03 |
| 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 | $6M | – | 0.02 |
| 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 | $2M | – | 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 | $4M | – | 0.01 |
| MOLINA HEALTHCARE INC | Long | Equity-common | US | $84M | 246K | 0.32 |
| MORGAN STANLEY EUR SR UNSEC 2.95% 05-07-32/31 | Long | Debt | US | $12M | – | 0.05 |
| MORGAN STANLEY INVST MGT INC - MORGAN STANLEY INSTL LIQUIDITY FUND - GOVT PRTFLO | Long | Equity-common | US | $2M | – | 0.01 |
| MORGAN STANLEY SR UNSEC 0.985% 12-10-26/25 | Long | Debt | US | $9M | – | 0.03 |
| MORGAN STANLEY SR UNSEC 1.593% 05-04-27/26 | Long | Debt | US | $8M | – | 0.03 |
| MORGAN STANLEY SR UNSEC 1.794% 02-13-32/31 | Long | Debt | US | $777K | – | 0.00 |
| MORGAN STANLEY SR UNSEC 2.699% 01-22-31/30 | Long | Debt | US | $2M | – | 0.01 |
| MUENCHENER RUECKVERSICHERUNGS-GESELLSCHAFT AG | Long | Equity-common | DE | $163M | 331K | 0.62 |
| MULTI 3.82 01-25-33 (FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHLMC_K153) | Long | ABS-mortgage backed security | US | $34M | – | 0.13 |
| MXN FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $-60K | – | -0.00 | ||
| MXN FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $-1M | – | -0.00 | ||
| MXN FWD SALE TO USD 8/13/2024 | Derivative-foreign exchange | $6M | – | 0.02 | ||
| MXN FWD SALE TO USD 8/19/2024 | Derivative-foreign exchange | $394K | – | 0.00 | ||
| MXN FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $21K | – | 0.00 | ||
| MXN FWD SALE TO USD 9/18/2024 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| MYR FWD PUR FROM USD 8/15/2024 | Derivative-foreign exchange | $298K | – | 0.00 | ||
| NATWEST GROUP PLC EUR REG S SR UNSEC (B) 0.78% 02-26-30/29 | Long | Debt | GB | $8M | – | 0.03 |
| NATWEST GROUP PLC EUR REG S SUB (B) 1.043% 09-14-32/27 | Long | Debt | GB | $694K | – | 0.00 |
| NEC CORPORATION | Long | Equity-common | JP | $14M | 156K | 0.05 |
| NESTE OYJ | Long | Equity-common | FI | $56M | 3M | 0.21 |
| NESTLE SA | Long | Equity-common | CH | $70M | 693K | 0.27 |
| NETFLIX INC | Long | Equity-common | US | $87M | 138K | 0.33 |
| NEW SOUTH WALES TREASURY CORP AUD REG S 4.25% 02-20-36 (STATE OF NEW SOUTH WALES AUSTRALIA) | Long | Debt | AU | $27M | – | 0.10 |
| NEW SOUTH WALES TREASURY CORP AUD REG S 4.75% 02-20-35 (STATE OF NEW SOUTH WALES AUSTRALIA) | Long | Debt | AU | $18M | – | 0.07 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 1.2% 08-07-30 | Long | Debt | US | $5M | – | 0.02 |
| NEW YORK LIFE GLOBAL FUNDING GIC 144A LIFE SR SEC 1ST LIEN 5.0% 01-09-34 | Long | Debt | US | $786K | – | 0.00 |
| NEW YORK LIFE INSURANCE CO 144A LIFE SUB 3.75% 05-15-50 (NEW YORK LIFE INSURANCE COMPANY) | Long | Debt | US | $965K | – | 0.00 |
| NEXTERA ENERGY INC CV PFD EQUITY UNITS NON-CUM 6.926% 09-01-25 | Long | Equity-preferred | US | $95M | 2M | 0.36 |
| NEXTERA ENERGY OPERATING PARTNERS LP 144A LIFE SR UNSEC 7.25% 01-15-29 | Long | Debt | US | $41M | – | 0.16 |
| NIAGARA MOHAWK POWER CORP 144A LIFE SR UNSEC 3.508% 10-01-24 (NIAGARA MOHAWK POWER CORPORATION) | Long | Debt | US | $2M | – | 0.01 |
| NINTENDO CO LTD | Long | Equity-common | JP | $19M | 349K | 0.07 |
| NOK FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| NOK FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $-94K | – | -0.00 | ||
| NOK FWD SALE TO USD 8/27/2024 | Derivative-foreign exchange | $-533K | – | -0.00 | ||
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 1.75% 09-06-29 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $17M | – | 0.06 |
| NORWAY GOVERNMENT BOND NOK 144A LIFE/REG S 3.625% 04-13-34 (NORWAY KINGDOM OF (GOVERNMENT)) | Long | Debt | NO | $30M | – | 0.11 |
| NOVARTIS AG | Long | Equity-common | CH | $62M | 553K | 0.24 |
| NOVO NORDISK AS B | Long | Equity-common | DK | $339M | 3M | 1.29 |
| NYKREDIT DKK REG S SEC SER 01E SF COVERED 1.0% 10-01-53 (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $5M | – | 0.02 |
| 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 | $19M | – | 0.07 |
| NYKREDIT DKK REG S SR SEC SER CCE SF COVERED 1.0% 10-01-50 (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $5M | – | 0.02 |
| NYKREDIT DKK SR SEC SER 01E SF 2.00% 07-01-37 (CALLABLE) (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $2M | – | 0.01 |
| NYKREDIT DKK SR SEC SER 01E SF COVERED 1.5% 10-01-40 (NYKREDIT REALKREDIT A/S) | Long | ABS-collateralized bond/debt obligation | DK | $18M | – | 0.07 |
| NYMT 24-CP1 A1 144A FRN 02-25-68/08-25-37 (NYMT 2024-CP1) | Long | ABS-collateralized bond/debt obligation | US | $4M | – | 0.02 |
| NZD FWD PUR FROM USD 8/13/2024 | Derivative-foreign exchange | $-168K | – | -0.00 | ||
| NZD FWD PUR FROM USD 8/22/2024 | Derivative-foreign exchange | $-116K | – | -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 | $8M | – | 0.03 |
| OBX 24-NQM7 A1 144A 6.243% 03-25-64 (ONSLOW BAY FINANCIAL LLC OBX_24-NQM7) | Long | ABS-collateralized bond/debt obligation | US | $15M | – | 0.06 |
| OHIO TURNPIKE & INFRASTRUCTURE COMMISSION 3.216% 02-15-48 (OHIO ST TPK COMMN) | Long | Debt | US | $3M | – | 0.01 |
| OIS PAYFIX GBP 3.9322% 02-16-24/02-16-54 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-572K | – | -0.00 | |
| OIS PAYFIX GBP 4.34948% 06-21-23/06-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-2M | – | -0.01 | |
| OIS PAYFIX GBP 4.36738% 06-21-23/06-21-33 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-4M | – | -0.02 | |
| OIS PAYFIX USD 3.29015% 01-13-23/01-13-30 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS RECFIX BRL 10.045% 01-26-24/01-02-29 (RISKLESS ISSUER) | Derivative-interest rate | US | $-9M | – | -0.03 | |
| OIS RECFIX BRL 11.495% 07-10-24/01-02-29 (RISKLESS ISSUER) | Derivative-interest rate | US | $-664K | – | -0.00 | |
| OIS RECFIX GBP 3.968% 02-16-24/02-16-29 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $871K | – | 0.00 | |
| OIS RECFIX GBP 4.254% 05-09-24/05-09-27 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $23K | – | 0.00 | |
| OIS RECFIX GBP 4.96048% 06-21-23/06-21-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $3M | – | 0.01 | |
| OIS RECFIX GBP 4.98038% 06-21-23/06-21-28 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $5M | – | 0.02 | |
| OIS RECFIX USD 3.79165% 01-13-23/01-13-26 LCH (RISKLESS ISSUER) | Derivative-interest rate | US | $-66K | – | -0.00 | |
| OLEODUCTO CENTRAL SA REG S SR UNSEC 4.0% 07-14-27 (OLEODUCTO CENTRAL SA (OCENSA)) | Long | Debt | CO | $2M | – | 0.01 |
| OMNICOM GROUP INC | Long | Equity-common | US | $62M | 631K | 0.24 |
| ONDK 24-1 A 144A 6.27% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $14M | – | 0.05 |
| ONDK 24-1 B 144A 7.15% 06-17-31/27 (ONDECK ASSET SECURITIZATION TRUST LLC ONDK_24-1) | Long | ABS-other | US | $4M | – | 0.01 |
| ONEOK INC SR UNSEC 2.2% 09-15-25 | Long | Debt | US | $519K | – | 0.00 |
| ONEOK INC SR UNSEC 3.1% 03-15-30 | Long | Debt | US | $4M | – | 0.01 |
| ORACLE CORP SR UNSEC 2.65% 07-15-26 | Long | Debt | US | $5M | – | 0.02 |
| ORACLE CORP SR UNSEC 3.25% 11-15-27 | Long | Debt | US | $4M | – | 0.02 |
| ORANGE SA GBP REG S SR UNSEC (B) 5.375% 11-22-50 | Long | Debt | FR | $3M | – | 0.01 |
| PACCAR INC | Long | Equity-common | US | $37M | 371K | 0.14 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.15% 01-01-26 | Long | Debt | US | $389K | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 3.5% 08-01-50 | Long | Debt | US | $5M | – | 0.02 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.55% 07-01-30 | Long | Debt | US | $1M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 4.65% 08-01-28 | Long | Debt | US | $1M | – | 0.00 |
| PACIFIC GAS AND ELECTRIC CO SR SEC 1ST LIEN 6.15% 01-15-33 | Long | Debt | US | $6M | – | 0.02 |
| PACIFICORP SR SEC 1ST LIEN 5.3% 02-15-31 | Long | Debt | US | $61K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.45% 02-15-34 | Long | Debt | US | $152K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.5% 05-15-54 | Long | Debt | US | $95K | – | 0.00 |
| PACIFICORP SR SEC 1ST LIEN 5.8% 01-15-55 | Long | Debt | US | $199K | – | 0.00 |
| PANAMA GLOBAL 3.75% 04-17-26 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $942K | – | 0.00 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.5% 03-01-31 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $7M | – | 0.03 |
| PANAMA GOVERNMENT INTERNATIONAL BOND 7.875% 03-01-57 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $38M | – | 0.14 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 4.5% 04-01-56 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $436K | – | 0.00 |
| PANAMA GOVERNMENT INTERNATIONAL BOND SF 8.0% 03-01-38 (PANAMA REPUBLIC OF (GOVERNMENT)) | Long | Debt | PA | $7M | – | 0.03 |
| PART 23-1 A2 144A 5.88% 03-16-26/08-15-24 (PRESTIGE AUTO RECEIVABLES TRUST PART_23-1) | Long | ABS-other | US | $1M | – | 0.01 |
| PERNOD RICARD SA | Long | Equity-common | FR | $45M | 333K | 0.17 |
| PETROBRAS GLOBAL FINANCE BV SR UNSEC 5.299% 01-27-25 | Long | Debt | NL | $8M | – | 0.03 |
| PETROLEOS MEXICANOS MXN REG S SR UNSEC 7.19% 09-12-24 | Long | Debt | MX | $30M | – | 0.11 |
| PETROLEOS MEXICANOS SR UNSEC 4.25% 01-15-25 | Long | Debt | MX | $20M | – | 0.08 |
| PETROLEOS MEXICANOS SR UNSEC 6.49% 01-23-27 | Long | Debt | MX | $64M | – | 0.25 |
| PETROLEOS MEXICANOS SR UNSEC 6.84% 01-23-30 | Long | Debt | MX | $9M | – | 0.03 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 08-04-26 | Long | Debt | MX | $13M | – | 0.05 |
| PETROLEOS MEXICANOS SR UNSEC 6.875% 10-16-25 | Long | Debt | MX | $4M | – | 0.02 |
| PETRONAS CAPITAL LTD 144A LIFE SR UNSEC 4.55% 04-21-50 | Long | Debt | MY | $947K | – | 0.00 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 4.75% 05-19-33 | Long | Debt | SG | $9M | – | 0.03 |
| PFIZER INVESTMENT ENTERPRISES PTE LTD SR UNSEC 5.3% 05-19-53 | Long | Debt | SG | $1M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC | Long | Equity-common | US | $290M | 3M | 1.11 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 2.1% 05-01-30 | Long | Debt | US | $2M | – | 0.01 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.125% 03-04-43 | Long | Debt | US | $683K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 4.875% 11-15-43 | Long | Debt | US | $995K | – | 0.00 |
| PHILIP MORRIS INTERNATIONAL INC SR UNSEC 5.75% 11-17-32 | Long | Debt | US | $7M | – | 0.03 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.25% 04-28-25 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $4M | – | 0.02 |
| PHILIPPINE GOVERNMENT INTERNATIONAL BOND EUR 0.7% 02-03-29 (PHILIPPINES (REPUBLIC OF)) | Long | Debt | PH | $5M | – | 0.02 |
| PING AN INSURANCE GROUP CO OF CHINA LTD A (SSE NORTH) | Long | Equity-common | CN | $4M | 646K | 0.01 |
| PING AN INSURANCE GROUP CO OF CHINA LTD H | Long | Equity-common | CN | $17M | 4M | 0.06 |
| PLN FWD PUR FROM EUR 8/12/2024 | Derivative-foreign exchange | $-8K | – | -0.00 | ||
| PLN FWD PUR FROM USD 8/12/2024 | Derivative-foreign exchange | $-29K | – | -0.00 | ||
| PLN FWD PUR FROM USD 8/27/2024 | Derivative-foreign exchange | $-33K | – | -0.00 | ||
| PLN FWD SALE TO EUR 8/27/2024 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| PNC FINANCIAL SERVICES GROUP INC | Long | Equity-common | US | $17M | 93K | 0.06 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 5.676% 01-22-35/34 | Long | Debt | US | $1M | – | 0.01 |
| PNC FINANCIAL SERVICES GROUP INC SR UNSEC 6.875% 10-20-34/33 | Long | Debt | US | $5M | – | 0.02 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 0.475% 10-18-30 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $13M | – | 0.05 |
| PORTUGAL OBRIGACOES DO TESOURO OT EUR 144A LIFE/REG S 3.5% 06-18-38 (PORTUGAL (REPUBLIC OF)) | Long | Debt | PT | $16M | – | 0.06 |
| POSCO 144A LIFE SR UNSEC 4.875% 01-23-27 (POSCO CO LTD) | Long | Debt | KR | $2M | – | 0.01 |
| PROVINCE OF QUEBEC CANADA EUR REG S (B) 3.35% 07-23-39 (QUEBEC (PROVINCE OF)) | Long | Debt | CA | $20M | – | 0.08 |
| PROVINCE OF SASKATCHEWAN CANADA CAD 3.05% 12-02-28 (SASKATCHEWAN (PROVINCE OF)) | Long | Debt | CA | $6M | – | 0.02 |
| QATARENERGY 144A LIFE SR UNSEC 1.375% 09-12-26 (QATAR ENERGY) | Long | Debt | QA | $633K | – | 0.00 |
| QATARENERGY 144A LIFE SR UNSEC 3.125% 07-12-41 (QATAR ENERGY) | Long | Debt | QA | $15M | – | 0.06 |
| RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.45% 03-05-34 | Long | Debt | LU | $8M | – | 0.03 |
| RAIZEN FUELS FINANCE SA 144A LIFE SR UNSEC 6.95% 03-05-54 | Long | Debt | LU | $1M | – | 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 | $1M | – | 0.01 |
| RECRUIT HOLDINGS CO LTD | Long | Equity-common | JP | $52M | 903K | 0.20 |
| REGENERON PHARMACEUTICALS INC SR UNSEC 1.75% 09-15-30 | Long | Debt | US | $3M | – | 0.01 |
| REPUBLIC OF AUSTRIA GOVERNMENT BOND EUR 144A LIFE/REG S (B) 0.0% 02-20-31 (AUSTRIA (REPUBLIC OF)) | Long | Debt | AT | $31M | – | 0.12 |
| REPUBLIC OF POLAND GOVERNMENT BOND PLN 2.75% 10-25-29 (POLAND (REPUBLIC OF)) | Long | Debt | PL | $4M | – | 0.01 |
| REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND ZAR 6.5% 02-28-41 (SOUTH AFRICA (REPUBLIC OF)) | Long | Debt | ZA | $10M | – | 0.04 |
| RESTAURANT BRANDS INTERNATIONAL INC (USD) | Long | Equity-common | CA | $29M | 416K | 0.11 |
| REYNOLDS AMERICAN INC SR UNSEC 4.45% 06-12-25 | Long | Debt | US | $4M | – | 0.02 |
| RIO TINTO PLC | Long | Equity-common | GB | $53M | 817K | 0.20 |
| ROLLS-ROYCE HOLDINGS PLC | Long | Equity-common | GB | $35M | 6M | 0.13 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A 3.624% 05-26-30 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $2M | – | 0.01 |
| ROMANIAN GOVERNMENT INTERNATIONAL BOND EUR 144A LIFE 2.125% 03-07-28 (ROMANIA (REPUBLIC OF)) | Long | Debt | RO | $576K | – | 0.00 |
| ROYAL BANK OF CANADA SR UNSEC 1.2% 04-27-26 | Long | Debt | CA | $10M | – | 0.04 |
| ROYAL CARIBBEAN CRUISES LTD | Long | Equity-common | US | $80M | 512K | 0.31 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR SEC 1ST LIEN 8.25% 01-15-29 | Long | Debt | US | $5M | – | 0.02 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 5.5% 04-01-28 | Long | Debt | US | $11M | – | 0.04 |
| ROYAL CARIBBEAN CRUISES LTD 144A LIFE SR UNSEC 9.25% 01-15-29 | Long | Debt | US | $4M | – | 0.01 |
| RTX CORP | Long | Equity-common | US | $460M | 4M | 1.75 |
| RTX CORP SR UNSEC 4.125% 11-16-28 | Long | Debt | US | $5M | – | 0.02 |
| SAFRAN SA | Long | Equity-common | FR | $162M | 738K | 0.62 |
| SALESFORCE INC | Long | Equity-common | US | $36M | 140K | 0.14 |
| SAMSUNG ELECTRONICS CO LTD | Long | Equity-common | KR | $293M | 5M | 1.12 |
| SAN DIEGO GAS & ELECTRIC CO SR SEC 1ST LIEN 2.95% 08-15-51 | Long | Debt | US | $269K | – | 0.00 |
| SANDS CHINA LTD SR UNSEC 5.4% 08-08-28 | Long | Debt | MO | $22M | – | 0.09 |
| SANOFI | Long | Equity-common | FR | $355M | 3M | 1.35 |
| SANTANDER HOLDINGS USA INC SR UNSEC 3.244% 10-05-26 | Long | Debt | US | $7M | – | 0.03 |
| SATS TREASURY PTE LTD REG S SR UNSEC 4.828% 01-23-29 | Long | Debt | SG | $2M | – | 0.01 |
| SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.25% 07-17-34 | Long | Debt | SA | $9M | – | 0.04 |
| SAUDI ARABIAN OIL CO 144A LIFE SR UNSEC 5.75% 07-17-54 | Long | Debt | SA | $4M | – | 0.01 |
| SEAGATE TECHNOLOGY HOLDINGS PLC | Long | Equity-common | US | $25M | 245K | 0.10 |
| SEK FWD PUR FROM USD 8/13/2024 | Derivative-foreign exchange | $-358K | – | -0.00 | ||
| SEMBCORP INDUSTRIES LTD | Long | Equity-common | SG | $64M | 18M | 0.24 |
| SERBIA INTERNATIONAL BOND 144A LIFE 6.25% 05-26-28 (SERBIA (REPUBLIC OF)) | Long | Debt | RS | $4M | – | 0.02 |
| SERVICENOW INC | Long | Equity-common | US | $115M | 142K | 0.44 |
| SEVEN & I HOLDINGS CO LTD | Long | Equity-common | JP | $33M | 3M | 0.13 |
| SGD FWD PUR FROM USD 8/19/2024 | Derivative-foreign exchange | $50K | – | 0.00 | ||
| SHELL INTERNATIONAL FINANCE BV SR UNSEC 2.375% 11-07-29 | Long | Debt | NL | $2M | – | 0.01 |
| SHELL PLC (LONDON) | Long | Equity-common | NL | $118M | 3M | 0.45 |
| SHIRE ACQUISITIONS INVESTMENTS IRELAND DAC SR UNSEC 3.2% 09-23-26 | Long | Debt | IE | $20K | – | 0.00 |
| SIEMENS AG NAMEN | Long | Equity-common | DE | $97M | 530K | 0.37 |
| SINGAPORE TELECOM LTD (SINGAPORE TELECOMMUNICATIONS LTD) | Long | Equity-common | SG | $108M | 47M | 0.41 |
| SK HYNIX INC | Long | Equity-common | KR | $18M | 126K | 0.07 |
| SK HYNIX INC REG S SR UNSEC 1.5% 01-19-26 | Long | Debt | KR | $12M | – | 0.04 |
| SK HYNIX INC REG S SR UNSEC 3.0% 09-17-24 | Long | Debt | KR | $4M | – | 0.02 |
| 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 | $5M | – | 0.02 |
| SMURFIT WESTROCK PLC (SMURFIT WESTROCK LTD) | Long | Equity-common | IE | $80M | 2M | 0.31 |
| SONY GROUP CORP | Long | Equity-common | JP | $37M | 411K | 0.14 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 0.975% 08-01-24 | Long | Debt | US | $400K | – | 0.00 |
| SOUTHERN CALIFORNIA EDISON CO SR SEC 1ST LIEN 2.85% 08-01-29 | Long | Debt | US | $482K | – | 0.00 |
| SPAIN GOVERNMENT BOND EUR 0.0% 01-31-27 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $21M | – | 0.08 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.5% 10-31-31 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $13M | – | 0.05 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 0.8% 07-30-27 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $24M | – | 0.09 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 1.45% 04-30-29 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $6M | – | 0.02 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 2.7% 10-31-48 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $2M | – | 0.01 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.15% 04-30-33 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $18M | – | 0.07 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.25% 04-30-34 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $11M | – | 0.04 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.45% 10-31-34 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $18M | – | 0.07 |
| SPAIN GOVERNMENT BOND EUR 144A LIFE/REG S 3.55% 10-31-33 (SPAIN (KINGDOM OF)) | Long | Debt | ES | $21M | – | 0.08 |
| STATE OF ISRAEL 2.5% 01-15-30 (ISRAEL (STATE OF)) | Long | Debt | IL | $8M | – | 0.03 |
| STATE OF ISRAEL 3.375% 01-15-50 (ISRAEL (STATE OF)) | Long | Debt | IL | $2M | – | 0.01 |
| STATE STREET INSTITUTIONAL US GOVERNMENT MONEY MARKET FUND | Long | Equity-common | US | $2M | – | 0.01 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 1.711% 01-29-27 | Long | Debt | US | $3M | – | 0.01 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 2.691% 09-15-31 | Long | Debt | US | $168K | – | 0.00 |
| STELLANTIS FINANCE US INC 144A LIFE SR UNSEC 5.625% 01-12-28 | Long | Debt | US | $17M | – | 0.06 |
| STRYKER CORP | Long | Equity-common | US | $79M | 240K | 0.30 |
| STRYKER CORP EUR SR UNSEC 0.25% 12-03-24 | Long | Debt | US | $1M | – | 0.00 |
| STRYKER CORP EUR SR UNSEC 0.75% 03-01-29 | Long | Debt | US | $2M | – | 0.01 |
| STRYKER CORP EUR SR UNSEC 1.0% 12-03-31 | Long | Debt | US | $1M | – | 0.00 |
| SUNTORY BEVERAGE & FOOD LTD | Long | Equity-common | JP | $104M | 3M | 0.40 |
| SWISS RE FINANCE LUXEMBOURG SA 144A LIFE SUB (H) 5.0% 04-02-49/29 (SWISS RE FINANCE (LUXEMBOURG) SA) | Long | Debt | LU | $974K | – | 0.00 |
| T-MOBILE USA INC EUR SR UNSEC 3.7% 05-08-32 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 1.5% 02-15-26 | Long | Debt | US | $4M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 2.05% 02-15-28 | Long | Debt | US | $2M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 2.55% 02-15-31 | Long | Debt | US | $3M | – | 0.01 |
| T-MOBILE USA INC SR UNSEC 3.0% 02-15-41 | Long | Debt | US | $368K | – | 0.00 |
| T-MOBILE USA INC SR UNSEC 5.15% 04-15-34 | Long | Debt | US | $8M | – | 0.03 |
| TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD | Long | Equity-common | TW | $168M | 6M | 0.64 |
| TAKEDA PHARMACEUTICAL CO LTD | Long | Equity-common | JP | $97M | 3M | 0.37 |
| TAKEDA PHARMACEUTICAL CO LTD EUR SR UNSEC 0.75% 07-09-27 | Long | Debt | JP | $2M | – | 0.01 |
| TC ENERGY CORP | Long | Equity-common | CA | $91M | 2M | 0.35 |
| 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 | $2M | – | 0.01 |
| TCN 23-SFR1 C 144A 5.1% 07-17-40/07-19-28 (TRICON RESIDENTIAL TRUST TCN_23-SFR1) | Long | ABS-collateralized bond/debt obligation | US | $415K | – | 0.00 |
| TDK CORP | Long | Equity-common | JP | $86M | 1M | 0.33 |
| TELUS CORP | Long | Equity-common | CA | $51M | 3M | 0.20 |
| TENCENT HOLDINGS LTD 144A LIFE SR UNSEC 3.24% 06-03-50 | Long | Debt | CN | $4M | – | 0.02 |
| TENCENT HOLDINGS LTD 144A SR UNSEC 2.39% 06-03-30 | Long | Debt | CN | $11M | – | 0.04 |
| TEXAS INSTRUMENTS INC | Long | Equity-common | US | $159M | 780K | 0.61 |
| THALES SA | Long | Equity-common | FR | $74M | 467K | 0.28 |
| THB FWD PUR FROM USD 8/19/2024 | Derivative-foreign exchange | $840K | – | 0.00 | ||
| THB FWD PUR FROM USD 8/27/2024 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| THB FWD PUR FROM USD 8/7/2024 | Derivative-foreign exchange | $415K | – | 0.00 | ||
| THB FWD SALE TO USD 8/7/2024 | Derivative-foreign exchange | $-895K | – | -0.00 | ||
| THERMO FISHER SCIENTIFIC INC | Long | Equity-common | US | $65M | 107K | 0.25 |
| TOYOTA MOTOR CREDIT CORP SR UNSEC 1.9% 01-13-27 | Long | Debt | US | $660K | – | 0.00 |
| TURKIYE GOVERNMENT BOND TRY 12.6% 10-01-25 (TURKEY (REPUBLIC OF)) | Long | Debt | TR | $21M | – | 0.08 |
| TURKIYE GOVERNMENT INTERNATIONAL BOND 7.125% 07-17-32 (TURKEY (REPUBLIC OF)) | Long | Debt | TR | $19M | – | 0.07 |
| UBS GROUP AG 144A LIFE SR UNSEC 2.593% 09-11-25/24 | Long | Debt | CH | $648K | – | 0.00 |
| UBS GROUP AG 144A LIFE SR UNSEC 4.49% 08-05-25/24 | Long | Debt | CH | $20M | – | 0.08 |
| UK CONV GILT GBP REG S 1.0% 01-31-32 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $3M | – | 0.01 |
| UKG 10YR FUT G U4 09-26-24 (INTERCONTINENTAL EXCHANGE INC) | Derivative-interest rate | US | $2M | – | 0.01 | |
| UNION PACIFIC CORP SR UNSEC 2.8% 02-14-32 | Long | Debt | US | $709K | – | 0.00 |
| UNITED KINGDOM GILT GBP REG S 0.25% 07-31-31 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $4M | – | 0.01 |
| UNITED KINGDOM GILT GBP REG S 0.375% 10-22-30 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $38M | – | 0.15 |
| UNITED KINGDOM GILT GBP REG S 1.25% 07-22-27 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $12M | – | 0.04 |
| UNITED KINGDOM GILT GBP REG S 2.75% 09-07-24 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $7M | – | 0.03 |
| UNITED KINGDOM GILT GBP REG S 3.25% 01-22-44 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $4M | – | 0.02 |
| UNITED KINGDOM GILT GBP REG S 3.25% 01-31-33 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $23M | – | 0.09 |
| UNITED KINGDOM GILT GBP REG S 3.5% 01-22-45 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $3M | – | 0.01 |
| UNITED KINGDOM GILT GBP REG S 4.25% 06-07-32 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $25M | – | 0.10 |
| UNITED KINGDOM GILT GBP REG S 4.25% 12-07-27 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $12M | – | 0.04 |
| UNITED KINGDOM GILT GBP REG S 4.375% 07-31-54 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $20M | – | 0.08 |
| UNITED RENTALS INC | Long | Equity-common | US | $40M | 52K | 0.15 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 02-15-51 | Long | Debt | US | $11M | – | 0.04 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.125% 10-15-24 | Long | Debt | US | $36M | – | 0.14 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 0.375% 07-15-27 | Long | Debt | US | $23M | – | 0.09 |
| UNITED STATES TREASURY INFLATION INDEXED BONDS I/L 2.375% 10-15-28 | Long | Debt | US | $4M | – | 0.02 |
| UNITED STATES TREASURY NOTE 0.625% 08-15-30 | Long | Debt | US | $18M | – | 0.07 |
| UNITED STATES TREASURY NOTE 1.25% 08-15-31 | Long | Debt | US | $8M | – | 0.03 |
| UNITED STATES TREASURY NOTE 1.375% 11-15-31 | Long | Debt | US | $44M | – | 0.17 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-32 | Long | Debt | US | $21M | – | 0.08 |
| UNITED STATES TREASURY NOTE 1.875% 02-15-41 | Long | Debt | US | $14M | – | 0.05 |
| UNITED STATES TREASURY NOTE 2.125% 11-30-24 | Long | Debt | US | $82M | – | 0.31 |
| UNITED STATES TREASURY NOTE 2.25% 02-15-52 | Long | Debt | US | $12M | – | 0.05 |
| UNITED STATES TREASURY NOTE 2.25% 05-15-41 | Long | Debt | US | $16M | – | 0.06 |
| UNITED STATES TREASURY NOTE 2.75% 02-15-28 | Long | Debt | US | $17M | – | 0.06 |
| UNITED STATES TREASURY NOTE 2.75% 08-15-32 | Long | Debt | US | $36M | – | 0.14 |
| UNITED STATES TREASURY NOTE 2.875% 05-15-32 | Long | Debt | US | $33M | – | 0.13 |
| UNITED STATES TREASURY NOTE 2.875% 11-15-46 | Long | Debt | US | $1M | – | 0.01 |
| UNITED STATES TREASURY NOTE 3.0% 07-15-25 | Long | Debt | US | $63M | – | 0.24 |
| UNITED STATES TREASURY NOTE 3.0% 08-15-52 | Long | Debt | US | $84M | – | 0.32 |
| UNITED STATES TREASURY NOTE 3.25% 05-15-42 | Long | Debt | US | $7M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.375% 05-15-33 | Long | Debt | US | $13M | – | 0.05 |
| UNITED STATES TREASURY NOTE 3.375% 08-15-42 | Long | Debt | US | $52M | – | 0.20 |
| UNITED STATES TREASURY NOTE 3.5% 01-31-28 | Long | Debt | US | $763K | – | 0.00 |
| UNITED STATES TREASURY NOTE 3.625% 05-15-53 | Long | Debt | US | $7M | – | 0.03 |
| UNITED STATES TREASURY NOTE 3.875% 05-15-43 | Long | Debt | US | $10M | – | 0.04 |
| UNITED STATES TREASURY NOTE 3.875% 08-15-33 | Long | Debt | US | $27M | – | 0.10 |
| UNITED STATES TREASURY NOTE 4.0% 01-31-29 | Long | Debt | US | $3M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.0% 02-29-28 | Long | Debt | US | $2M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.0% 06-30-28 | Long | Debt | US | $300M | – | 1.14 |
| UNITED STATES TREASURY NOTE 4.0% 11-15-52 | Long | Debt | US | $6M | – | 0.02 |
| UNITED STATES TREASURY NOTE 4.125% 03-31-29 | Long | Debt | US | $55M | – | 0.21 |
| UNITED STATES TREASURY NOTE 4.125% 11-15-32 | Long | Debt | US | $21M | – | 0.08 |
| UNITED STATES TREASURY NOTE 4.375% 05-15-34 | Long | Debt | US | $36M | – | 0.14 |
| UNITED STATES TREASURY NOTE 4.375% 08-31-28 | Long | Debt | US | $106M | – | 0.40 |
| UNITED STATES TREASURY NOTE 4.5% 04-15-27 | Long | Debt | US | $30M | – | 0.11 |
| UNITED STATES TREASURY NOTE 4.5% 11-15-33 | Long | Debt | US | $4M | – | 0.01 |
| UNITED STATES TREASURY NOTE 4.625% 04-30-29 | Long | Debt | US | $38M | – | 0.14 |
| UNITED STATES TREASURY NOTE 4.625% 09-30-28 | Long | Debt | US | $129M | – | 0.49 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-43 | Long | Debt | US | $8M | – | 0.03 |
| UNITED STATES TREASURY NOTE 4.75% 11-15-53 | Long | Debt | US | $3M | – | 0.01 |
| UNITEDHEALTH GROUP INC | Long | Equity-common | US | $164M | 285K | 0.63 |
| UNIVERSAL MUSIC GROUP NV | Long | Equity-common | US | $398K | 17K | 0.00 |
| US GOVERNMENT MONEY MARKET FUND | Long | Equity-common | US | $2M | – | 0.01 |
| UST 10YR FUT TYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.01 | |
| UST 10YR FUT ULTRA UXYU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $-886K | – | -0.00 | |
| UST 20YR FUT USU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $2M | – | 0.01 | |
| UST 2YR FUT TUU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $5M | – | 0.02 | |
| UST 30YR FUT ULTRA WNU4 09-19-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $1M | – | 0.00 | |
| UST 5YR FUT FVU4 09-30-24 (CME CHICAGO MERCANTILE EXCHANGE) | Derivative-interest rate | US | $218K | – | 0.00 | |
| UTD KINGDOM GILT GBP REG S 0.125% 01-30-26 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $548K | – | 0.00 |
| UTD KINGDOM GILT GBP REG S 1.25% 07-31-51 (UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND (GOVERNMENT)) | Long | Debt | GB | $17M | – | 0.07 |
| VALE OVERSEAS LTD SR UNSEC 3.75% 07-08-30 | Long | Debt | BR | $3M | – | 0.01 |
| VALE SA ON ADR | Long | Equity-common | BR | $42M | 4M | 0.16 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.375% 03-22-29 | Long | Debt | US | $9M | – | 0.04 |
| VERIZON COMMUNICATIONS INC EUR SR UNSEC 0.75% 03-22-32 | Long | Debt | US | $4M | – | 0.02 |
| VERTEX PHARMACEUTICALS INC | Long | Equity-common | US | $119M | 240K | 0.45 |
| VERUS 24-4 A1 144A 6.218% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $20M | – | 0.08 |
| VERUS 24-4 A2 144A 6.572% 06-25-69/05-01-28 (VERUS 2024-4) | Long | ABS-collateralized bond/debt obligation | US | $9M | – | 0.03 |
| VICI PROPERTIES LP SR UNSEC 4.375% 05-15-25 | Long | Debt | US | $556K | – | 0.00 |
| VOLKSWAGEN FINANCIAL SERVICES NV GBP REG S SR UNSEC (B) 0.875% 02-20-25 (VOLKSWAGEN FINANCIAL SERVICES N.V.) | Long | Debt | NL | $1M | – | 0.00 |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A LIFE SR UNSEC 4.625% 11-13-25 | Long | Debt | US | $5M | – | 0.02 |
| VOLVO AB B | Long | Equity-common | SE | $51M | 2M | 0.20 |
| WARNERMEDIA HOLDINGS INC SR UNSEC 5.05% 03-15-42 | Long | Debt | US | $15M | – | 0.06 |
| WASTE MANAGEMENT INC | Long | Equity-common | US | $25M | 125K | 0.10 |
| WEA FINANCE LLC 144A LIFE SR UNSEC 3.75% 09-17-24 | Long | Debt | US | $2M | – | 0.01 |
| WELLS FARGO & CO SR UNSEC 2.393% 06-02-28/27 | Long | Debt | US | $14M | – | 0.05 |
| WELLS FARGO & CO SR UNSEC 3.908% 04-25-26/25 | Long | Debt | US | $1M | – | 0.00 |
| WELLS FARGO & CO SR UNSEC 4.611% 04-25-53/52 | Long | Debt | US | $622K | – | 0.00 |
| WESTPAC BANKING CORP SUB (H) 2.894% 02-04-30/25 | Long | Debt | AU | $19M | – | 0.07 |
| WILLIAMS COS INC SR UNSEC 3.9% 01-15-25 (WILLIAMS COMPANIES INC (THE)) | Long | Debt | US | $938K | – | 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 | $2M | – | 0.01 |
| WLAKE 23-1 A3 144A 5.21% 01-18-28/12-16-24 (WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_23-1) | Long | ABS-other | US | $1M | – | 0.00 |
| XCEL ENERGY INC SR UNSEC 3.35% 12-01-26 | Long | Debt | US | $5M | – | 0.02 |
| ZAR FWD SALE TO USD 8/14/2024 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| ZURICH INSURANCE GROUP AG | Long | Equity-common | CH | $103M | 187K | 0.39 |
Address
AMERICAN FUNDS GLOBAL BALANCED FUND
6455 Irvine Center Drive
Irvine
California
92618
United States of America
Websites
Directors
James Terrile
John C. Mazziotta
John G. Freund
Kathy J. Williams
Kenneth M. Simril
Merit E. Janow
Pablo R. Gonzalez Guajardo
William R. McLaughlin
William D. Jones
William L. Robbins
Transfer Agents
American Funds Service Company
Pricing Services
Refinitiv US LLC
Six Financial Information AG
Bloomberg L.P.
ICE Data Pricing & Reference Data, LLC
PricingDirect Inc.
Virtu ITG Solutions Network, LLC
Markit North America, Inc.
Custodians
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank, N.A.
J.P. Morgan SE
J.P. Morgan S.A. DTVM
Royal Bank of Canada
Cititrust Colombia S.A.
J.P. Morgan SE
Skandinaviska Enskilda Banken AB
J.P. Morgan SE
Deutsche Bank AG
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank N.A.
PT Bank HSBC Indonesia
BNP Paribas SA, Succursale Italia
Mizuho Bank, Ltd.
Standard Chartered Bank Korea Limited
Banco Nacional de Mexico, S.A.
J.P. Morgan SE
Skandinaviska Enskilda Banken AB
DBS Bank Ltd
CACEIS Bank Spain, S.A.U.
Skandinaviska Enskilda Banken AB
UBS Switzerland AG
JPMorgan Chase Bank, N.A.
JPMorgan Chase Bank, N.A.
Skandinaviska Enskilda Banken AB
Shareholder Servicing Agents
American Funds Service Company
Admins
Capital Research and Management Company
Brokers
J.P. Morgan Securities LLC
Goldman Sachs & Co. LLC
Bank of America, N.A.
Morgan Stanley & Co. LLC
Jefferies & Company Inc.
Macquarie Bank Limited
CLSA B.V.
UBS AG
Liquidnet Holdings, Inc.
Cowen and Company, LLC