The Vanguard Group, Inc. > VANGUARD CHARLOTTE FUNDS
VANGUARD GLOBAL CREDIT BOND FUND
$294.57M
Avg Monthly Net Assets
$582.91M
Total Assets
$10.33M
Total Liabilities
$572.58M
Net Assets
VANGUARD GLOBAL CREDIT BOND FUND is a Mutual Fund in VANGUARD CHARLOTTE FUNDS
from The Vanguard Group, Inc.,
based in Pennsylvania,
United States of America.
The fund has two share classes
and monthly net assets of $294.57M.
On September 27th, 2024 it reported 1,541 holdings, the largest
being European Union (1.5%), Bundesrepublik Deutschland Bundesanleihe (1.2%) and United States Treasury Note/Bond (0.9%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Admiral Shares | C000205451 | VGCAX | |
| Investor Shares | C000205452 | VGCIX |
Holdings
From latest NPORT-P, filed September 27th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $36K | – | 0.01 |
| 1011778 BC ULC / (1011778 BC ULC / New Red Finance Inc) | Long | Debt | CA | $5K | – | 0.00 |
| 10YR MINI JGB FUT Sep24 | Derivative-interest rate | $-900.8 | – | -0.00 | ||
| AADVANTAGE LOYAL (AAdvantage Loyalty IP Ltd) | Long | Loan | KY | $27K | – | 0.00 |
| AB INBEV SA/NV (Anheuser-Busch InBev SA/NV) | Long | Debt | BE | $2M | – | 0.30 |
| AB INBEV SA/NV (Anheuser-Busch InBev SA/NV) | Long | Debt | BE | $216K | – | 0.04 |
| ABBVIE INC | Long | Debt | US | $2M | – | 0.28 |
| ABBVIE INC | Long | Debt | US | $967K | – | 0.17 |
| ABBVIE INC | Long | Debt | US | $373K | – | 0.07 |
| ABBVIE INC | Long | Debt | US | $205K | – | 0.04 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Debt | US | $5K | – | 0.00 |
| ABC SUPPLY CO (American Builders & Contractors Supply Co Inc) | Long | Debt | US | $3K | – | 0.00 |
| ABN AMRO BANK NV | Long | Debt | NL | $2M | – | 0.28 |
| ABN AMRO BANK NV | Long | Debt | NL | $1M | – | 0.22 |
| ADVANCED DRAINAG (Advanced Drainage Systems Inc) | Long | Debt | US | $5K | – | 0.00 |
| ADVANCED MICRO (Advanced Micro Devices Inc) | Long | Debt | US | $141K | – | 0.02 |
| ADVENTHEALTH (AdventHealth Obligated Group) | Long | Debt | US | $200K | – | 0.03 |
| AEP TEXAS (AEP Texas Inc) | Long | Debt | US | $271K | – | 0.05 |
| AEP TEXAS (AEP Texas Inc) | Long | Debt | US | $140K | – | 0.02 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $99K | – | 0.02 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $89K | – | 0.02 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $82K | – | 0.01 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $62K | – | 0.01 |
| AEP TRANSMISSION (AEP Transmission Co LLC) | Long | Debt | US | $52K | – | 0.01 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $901K | – | 0.16 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $892K | – | 0.16 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $351K | – | 0.06 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $148K | – | 0.03 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $120K | – | 0.02 |
| AERCAP IRELAND (AerCap Ireland Capital DAC / AerCap Global Aviation Trust) | Long | Debt | IE | $86K | – | 0.02 |
| AES CORP/THE | Long | Debt | US | $151K | – | 0.03 |
| AFLAC INC | Long | Debt | US | $45K | – | 0.01 |
| AGI FINANCE (AGI Finance Pty Ltd) | Long | Debt | AU | $2M | – | 0.30 |
| AGREE LP | Long | Debt | US | $45K | – | 0.01 |
| AIR CANADA | Long | Debt | CA | $19K | – | 0.00 |
| AIR LEASE CORP | Long | Debt | US | $102K | – | 0.02 |
| AIR LEASE CORP | Long | Debt | US | $98K | – | 0.02 |
| AIR LEASE CORP | Long | Debt | US | $20K | – | 0.00 |
| AIR PROD & CHEM (Air Products and Chemicals Inc) | Long | Debt | US | $92K | – | 0.02 |
| ALABAMA POWER CO | Long | Debt | US | $42K | – | 0.01 |
| ALBEMARLE CORP | Long | Debt | US | $50K | – | 0.01 |
| ALCON FINANCE CO (Alcon Finance Corp) | Long | Debt | US | $154K | – | 0.03 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $221K | – | 0.04 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $95K | – | 0.02 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $90K | – | 0.02 |
| ALEXANDRIA REAL (Alexandria Real Estate Equities Inc) | Long | Debt | US | $81K | – | 0.01 |
| ALLEGHANY CORP | Long | Debt | US | $238K | – | 0.04 |
| ALLIANZ SE | Long | Debt | DE | $556K | – | 0.10 |
| ALLINA HEALTH (Allina Health System) | Long | Debt | US | $102K | – | 0.02 |
| ALLISON TRANS (Allison Transmission Inc) | Long | Debt | US | $23K | – | 0.00 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $561K | – | 0.10 |
| ALLSTATE CORP (Allstate Corp/The) | Long | Debt | US | $202K | – | 0.04 |
| ALTRIA GROUP INC | Long | Debt | US | $137K | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $101K | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $97K | – | 0.02 |
| ALTRIA GROUP INC | Long | Debt | US | $52K | – | 0.01 |
| ALTRIA GROUP INC | Long | Debt | US | $32K | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $72K | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $70K | – | 0.01 |
| AMAZON.COM INC | Long | Debt | US | $45K | – | 0.01 |
| AMC NETWORKS INC | Long | Debt | US | $2K | – | 0.00 |
| AMENTUM ESCROW (Amentum Escrow Corp) | Long | Debt | US | $2K | – | 0.00 |
| AMER AXLE & MFG (American Axle & Manufacturing Inc) | Long | Debt | US | $6K | – | 0.00 |
| AMER SPORTS CO | Long | Debt | US | $5K | – | 0.00 |
| AMEREN CORP | Long | Debt | US | $111K | – | 0.02 |
| AMEREN ILLINOIS (Ameren Illinois Co) | Long | Debt | US | $137K | – | 0.02 |
| AMEREN ILLINOIS (Ameren Illinois Co) | Long | Debt | US | $63K | – | 0.01 |
| AMERICAN AIRLINE (American Airlines Inc/AAdvantage Loyalty IP Ltd) | Long | Debt | $40K | – | 0.01 | |
| AMERICAN AIRLINE (American Airlines Inc/AAdvantage Loyalty IP Ltd) | Long | Debt | $14K | – | 0.00 | |
| AMERICAN AIRLINE (American Airlines Inc) | Long | Debt | US | $6K | – | 0.00 |
| AMERICAN AIRLINE (American Airlines Inc) | Long | Debt | US | $5K | – | 0.00 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $1M | – | 0.23 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $412K | – | 0.07 |
| AMERICAN EXPRESS (American Express Co) | Long | Debt | US | $405K | – | 0.07 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $164K | – | 0.03 |
| AMERICAN TOWER (American Tower Corp) | Long | Debt | US | $96K | – | 0.02 |
| AMGEN INC | Long | Debt | US | $948K | – | 0.17 |
| AMGEN INC | Long | Debt | US | $505K | – | 0.09 |
| AMGEN INC | Long | Debt | US | $252K | – | 0.04 |
| AMGEN INC | Long | Debt | US | $246K | – | 0.04 |
| AMGEN INC | Long | Debt | US | $90K | – | 0.02 |
| AMGEN INC | Long | Debt | US | $86K | – | 0.01 |
| AMGEN INC | Long | Debt | US | $76K | – | 0.01 |
| AMGEN INC | Long | Debt | US | $58K | – | 0.01 |
| AMWINS GROUP INC | Long | Debt | US | $7K | – | 0.00 |
| AMWINS GROUP INC | Long | Debt | US | $2K | – | 0.00 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $2M | – | 0.35 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Finance Inc) | Long | Debt | US | $428K | – | 0.07 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $258K | – | 0.05 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $254K | – | 0.04 |
| ANHEUSER-BUSCH (Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $225K | – | 0.04 |
| ANHEUSER-BUSCH (Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $199K | – | 0.03 |
| ANHEUSER-BUSCH (Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc) | Long | Debt | US | $24K | – | 0.00 |
| ANTERO MIDSTREAM (Antero Midstream Partners LP / Antero Midstream Finance Corp) | Long | Debt | US | $5K | – | 0.00 |
| ANTOFAGASTA (Antofagasta PLC) | Long | Debt | GB | $600K | – | 0.10 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $518K | – | 0.09 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $423K | – | 0.07 |
| AON NORTH AMER (Aon North America Inc) | Long | Debt | US | $131K | – | 0.02 |
| AON PLC (Aon Global Ltd) | Long | Debt | GB | $62K | – | 0.01 |
| AON PLC (Aon Global Ltd) | Long | Debt | GB | $31K | – | 0.01 |
| APOLLO GLOBAL (Apollo Global Management Inc) | Long | Debt | US | $958K | – | 0.17 |
| APPALACHIAN PWR (Appalachian Power Co) | Long | Debt | US | $24K | – | 0.00 |
| ARDAGH METAL PAC (Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC) | Long | Debt | $28K | – | 0.00 | |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $602K | – | 0.11 |
| ARES CAPITAL COR (Ares Capital Corp) | Long | Debt | US | $150K | – | 0.03 |
| ARGENTA SPBNK (Argenta Spaarbank NV) | Long | Debt | BE | $1M | – | 0.18 |
| AROUNDTOWN SA | Long | Debt | LU | $1M | – | 0.22 |
| AROUNDTOWN SA | Long | Debt | LU | $298K | – | 0.05 |
| AROUNDTOWN SA | Long | Debt | LU | $293K | – | 0.05 |
| AROUNDTOWN SA | Long | Debt | LU | $105K | – | 0.02 |
| ARSENAL AIC PARE (Arsenal AIC Parent LLC) | Long | Debt | US | $5K | – | 0.00 |
| ASBURY AUTO GRP (Asbury Automotive Group Inc) | Long | Debt | US | $44K | – | 0.01 |
| ASTRAZENECA PLC | Long | Debt | GB | $138K | – | 0.02 |
| AT&T INC | Long | Debt | US | $650K | – | 0.11 |
| AT&T INC | Long | Debt | US | $318K | – | 0.06 |
| AT&T INC | Long | Debt | US | $282K | – | 0.05 |
| AT&T INC | Long | Debt | US | $235K | – | 0.04 |
| AT&T INC | Long | Debt | US | $235K | – | 0.04 |
| AT&T INC | Long | Debt | US | $200K | – | 0.03 |
| AT&T INC | Long | Debt | US | $148K | – | 0.03 |
| AT&T INC | Long | Debt | US | $123K | – | 0.02 |
| AT&T INC | Long | Debt | US | $80K | – | 0.01 |
| AT&T INC | Long | Debt | US | $75K | – | 0.01 |
| AT&T INC | Long | Debt | US | $63K | – | 0.01 |
| AT&T INC | Long | Debt | US | $55K | – | 0.01 |
| ATHENE HOLDING (Athene Holding Ltd) | Long | Debt | US | $856K | – | 0.15 |
| ATLASSIAN CORP | Long | Debt | US | $639K | – | 0.11 |
| ATLASSIAN CORP | Long | Debt | US | $548K | – | 0.10 |
| ATMOS ENERGY COR (Atmos Energy Corp) | Long | Debt | US | $121K | – | 0.02 |
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $436K | – | 0.08 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $104K | – | 0.02 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $76K | – | 0.01 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $662.04 | – | 0.00 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $-444.15 | – | -0.00 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| AUD/USD FWD 20240802 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| AURIZON FINANCE (Aurizon Finance Pty Ltd) | Long | Debt | AU | $603K | – | 0.11 |
| AURIZON NETWORK (Aurizon Network Pty Ltd) | Long | Debt | AU | $1M | – | 0.20 |
| AURIZON NETWORK (Aurizon Network Pty Ltd) | Long | Debt | AU | $596K | – | 0.10 |
| AUSGRID FINANCE (Ausgrid Finance Pty Ltd) | Long | Debt | AU | $1M | – | 0.23 |
| AUSNET SERVICES (AusNet Services Holdings Pty Ltd) | Long | Debt | AU | $1M | – | 0.24 |
| AUST & NZ BANK (Australia & New Zealand Banking Group Ltd) | Long | Debt | AU | $1M | – | 0.19 |
| AUST & NZ BANK (Australia & New Zealand Banking Group Ltd) | Long | Debt | AU | $535K | – | 0.09 |
| AUST 10Y BOND FUT Sep24 | Derivative-interest rate | $-92K | – | -0.02 | ||
| AUST 3YR BOND FUT Sep24 | Derivative-interest rate | $-63K | – | -0.01 | ||
| AUST 5YR BOND FUT Sep24 | Derivative-interest rate | $3K | – | 0.00 | ||
| AUSTRALIAN GAS N (Australian Gas Networks Ltd) | Long | Debt | AU | $235K | – | 0.04 |
| AVIVA PLC | Long | Debt | GB | $672K | – | 0.12 |
| AVOLON HDGS (Avolon Holdings Funding Ltd) | Long | Debt | KY | $143K | – | 0.02 |
| AXA EQUITABLE HO (Equitable Holdings Inc) | Long | Debt | US | $73K | – | 0.01 |
| AXA SA | Long | Debt | FR | $2M | – | 0.27 |
| AXALTA COATING S (Axalta Coating Systems Dutch Holding B BV) | Long | Debt | NL | $5K | – | 0.00 |
| AYVENS SA | Long | Debt | FR | $3M | – | 0.44 |
| B&G FOODS INC | Long | Debt | US | $6K | – | 0.00 |
| BAE SYSTEMS PLC | Long | Debt | GB | $3M | – | 0.53 |
| BAE SYSTEMS PLC | Long | Debt | GB | $2M | – | 0.37 |
| BAE SYSTEMS PLC | Long | Debt | GB | $1M | – | 0.25 |
| BAE SYSTEMS PLC | Long | Debt | GB | $1M | – | 0.21 |
| BAE SYSTEMS PLC | Long | Debt | GB | $651K | – | 0.11 |
| BALL CORP | Long | Debt | US | $13K | – | 0.00 |
| BALL CORP | Long | Debt | US | $10K | – | 0.00 |
| BANCO SABADELL (Banco de Sabadell SA) | Long | Debt | ES | $1M | – | 0.18 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $403K | – | 0.07 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $362K | – | 0.06 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $84K | – | 0.01 |
| BANCO SANTANDER (Banco Santander SA) | Long | Debt | ES | $80K | – | 0.01 |
| BANK GOSPODARSTW (Bank Gospodarstwa Krajowego) | Long | Debt | PL | $1M | – | 0.22 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $1M | – | 0.25 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $584K | – | 0.10 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $458K | – | 0.08 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $289K | – | 0.05 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $267K | – | 0.05 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $231K | – | 0.04 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $194K | – | 0.03 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $193K | – | 0.03 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $175K | – | 0.03 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $153K | – | 0.03 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $132K | – | 0.02 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $122K | – | 0.02 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $102K | – | 0.02 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $90K | – | 0.02 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $72K | – | 0.01 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $46K | – | 0.01 |
| BANK OF AMER CRP (Bank of America Corp) | Long | Debt | US | $28K | – | 0.00 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $504K | – | 0.09 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $199K | – | 0.03 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $187K | – | 0.03 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $182K | – | 0.03 |
| BANK OF NY MELLO (Bank of New York Mellon Corp/The) | Long | Debt | US | $121K | – | 0.02 |
| BANQ FED CRD MUT (Banque Federative du Credit Mutuel SA) | Long | Debt | FR | $576K | – | 0.10 |
| BARCLAYS PLC | Long | Debt | GB | $1M | – | 0.18 |
| BARCLAYS PLC | Long | Debt | GB | $640K | – | 0.11 |
| BARCLAYS PLC | Long | Debt | GB | $567K | – | 0.10 |
| BARCLAYS PLC | Long | Debt | GB | $295K | – | 0.05 |
| BARCLAYS PLC | Long | Debt | GB | $216K | – | 0.04 |
| BARCLAYS PLC | Long | Debt | GB | $200K | – | 0.03 |
| BARCLAYS PLC | Long | Debt | GB | $125K | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $2M | – | 0.31 |
| BAT CAPITAL CORP | Long | Debt | US | $869K | – | 0.15 |
| BAT CAPITAL CORP | Long | Debt | US | $567K | – | 0.10 |
| BAT CAPITAL CORP | Long | Debt | US | $492K | – | 0.09 |
| BAT CAPITAL CORP | Long | Debt | US | $226K | – | 0.04 |
| BAT CAPITAL CORP | Long | Debt | US | $180K | – | 0.03 |
| BAT CAPITAL CORP | Long | Debt | US | $103K | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $99K | – | 0.02 |
| BAT CAPITAL CORP | Long | Debt | US | $65K | – | 0.01 |
| BAT NETHERLANDS (BAT Netherlands Finance BV) | Long | Debt | NL | $584K | – | 0.10 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Debt | CA | $42K | – | 0.01 |
| BAUSCH + LOMB CO (Bausch + Lomb Corp) | Long | Loan | CA | $5K | – | 0.00 |
| BAYER AG | Long | Debt | DE | $523K | – | 0.09 |
| BEACON ROOFING S (Beacon Roofing Supply Inc) | Long | Debt | US | $2K | – | 0.00 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $2M | – | 0.39 |
| BECTON DICKINSON (Becton Dickinson Euro Finance Sarl) | Long | Debt | LU | $2M | – | 0.37 |
| BECTON DICKINSON (Becton Dickinson Euro Finance Sarl) | Long | Debt | LU | $374K | – | 0.07 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $277K | – | 0.05 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $100K | – | 0.02 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $36K | – | 0.01 |
| BECTON DICKINSON (Becton Dickinson & Co) | Long | Debt | US | $32K | – | 0.01 |
| BELGIUM KINGDOM (Kingdom of Belgium Government International Bond) | Long | Debt | BE | $1M | – | 0.23 |
| BELL CANADA (Bell Telephone Co of Canada or Bell Canada) | Long | Debt | CA | $1M | – | 0.19 |
| BELL CANADA (Bell Telephone Co of Canada or Bell Canada) | Long | Debt | CA | $4K | – | 0.00 |
| BELL CANADA (Bell Telephone Co of Canada or Bell Canada) | Long | Debt | CA | $3K | – | 0.00 |
| BELL CANADA (Bell Telephone Co of Canada or Bell Canada) | Long | Debt | CA | $3K | – | 0.00 |
| BERKSHIRE HATH (Berkshire Hathaway Finance Corp) | Long | Debt | US | $200K | – | 0.03 |
| BERKSHIRE HATHAW (Berkshire Hathaway Energy Co) | Long | Debt | US | $64K | – | 0.01 |
| BERMUDA-GOVT OF (Bermuda Government International Bond) | Long | Debt | BM | $489K | – | 0.09 |
| BETH ISRAEL LAHE (Beth Israel Lahey Health Inc) | Long | Debt | US | $119K | – | 0.02 |
| BGARIA-FLIRB-REG (Bulgaria Government International Bond) | Long | Debt | BG | $382K | – | 0.07 |
| BIG RVR STL/FIN (Big River Steel LLC / BRS Finance Corp) | Long | Debt | US | $22K | – | 0.00 |
| BLACK HILLS CORP | Long | Debt | US | $815K | – | 0.14 |
| BLACKROCK FUND (BlackRock Funding Inc) | Long | Debt | US | $1M | – | 0.18 |
| BLACKROCK INC | Long | Debt | US | $300K | – | 0.05 |
| BLACKSTONE HLDGS (Blackstone Holdings Finance Co LLC) | Long | Debt | US | $121K | – | 0.02 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $5M | – | 0.91 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $2M | – | 0.34 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $1M | – | 0.22 |
| BLACKSTONE PROP (Blackstone Property Partners Europe Holdings Sarl) | Long | Debt | LU | $683K | – | 0.12 |
| BLOCK INC | Long | Debt | US | $15K | – | 0.00 |
| BLUE OWL CAPITAL (Blue Owl Capital Corp) | Long | Debt | US | $161K | – | 0.03 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $12K | – | 0.00 |
| BLUE RACER MID/F (Blue Racer Midstream LLC / Blue Racer Finance Corp) | Long | Debt | US | $2K | – | 0.00 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $575K | – | 0.10 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $304K | – | 0.05 |
| BNP PARIBAS (BNP Paribas SA) | Long | Debt | FR | $153K | – | 0.03 |
| BOEING CO (Boeing Co/The) | Long | Debt | US | $414K | – | 0.07 |
| BOEING CO/THE | Long | Debt | US | $233K | – | 0.04 |
| BOEING CO/THE | Long | Debt | US | $201K | – | 0.04 |
| BOEING CO/THE | Long | Debt | US | $125K | – | 0.02 |
| BOEING CO/THE | Long | Debt | US | $21K | – | 0.00 |
| BOMBARDIER INC | Long | Debt | CA | $5K | – | 0.00 |
| BOMBARDIER INC | Long | Debt | CA | $5K | – | 0.00 |
| BOOST NEWCO BORR (Boost Newco Borrower LLC) | Long | Debt | US | $5K | – | 0.00 |
| BOUYGUS SA (Bouygues SA) | Long | Debt | FR | $127K | – | 0.02 |
| BPCE (BPCE SA) | Long | Debt | FR | $3M | – | 0.57 |
| BPCE (BPCE SA) | Long | Debt | FR | $1M | – | 0.24 |
| BPCE (BPCE SA) | Long | Debt | FR | $245K | – | 0.04 |
| BRANDYWINE OPER (Brandywine Operating Partnership LP) | Long | Debt | US | $2K | – | 0.00 |
| BRASKEM NL (Braskem Netherlands Finance BV) | Long | Debt | NL | $475K | – | 0.08 |
| BRASKEM NL (Braskem Netherlands Finance BV) | Long | Debt | NL | $173K | – | 0.03 |
| BRINK'S CO/THE | Long | Debt | US | $2K | – | 0.00 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $468K | – | 0.08 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $308K | – | 0.05 |
| BRISTOL-MYERS (Bristol-Myers Squibb Co) | Long | Debt | US | $73K | – | 0.01 |
| BRIT AMER TOBACC (British American Tobacco PLC) | Long | Debt | GB | $5M | – | 0.79 |
| BROADCOM INC | Long | Debt | US | $1M | – | 0.18 |
| BROADCOM INC | Long | Debt | US | $583K | – | 0.10 |
| BROADCOM INC | Long | Debt | US | $511K | – | 0.09 |
| BROADCOM INC | Long | Debt | US | $318K | – | 0.06 |
| BROADCOM INC | Long | Debt | US | $297K | – | 0.05 |
| BROADCOM INC | Long | Debt | US | $222K | – | 0.04 |
| BROADCOM INC | Long | Debt | US | $174K | – | 0.03 |
| BROADCOM INC | Long | Debt | US | $122K | – | 0.02 |
| BROADCOM INC | Long | Debt | US | $118K | – | 0.02 |
| BROWN & BROWN (Brown & Brown Inc) | Long | Debt | US | $354K | – | 0.06 |
| BTPS (Italy Buoni Poliennali Del Tesoro) | Long | Debt | IT | $1M | – | 0.25 |
| BUILDERS FIRSTSO (Builders FirstSource Inc) | Long | Debt | US | $10K | – | 0.00 |
| BURLINGTON NORTH (Burlington Northern Santa Fe LLC) | Long | Debt | US | $341K | – | 0.06 |
| BURLINGTON NORTH (Burlington Northern Santa Fe LLC) | Long | Debt | US | $138K | – | 0.02 |
| CABLE ONE INC | Long | Debt | US | $2K | – | 0.00 |
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $66K | – | 0.01 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $271.37 | – | 0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $256.96 | – | 0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $145.51 | – | 0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $110.94 | – | 0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $1.88 | – | 0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $-155.06 | – | -0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $-287.9 | – | -0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $-294.38 | – | -0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $-599.06 | – | -0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $-835.52 | – | -0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| CAD/USD FWD 20240801 | Derivative-foreign exchange | $-67K | – | -0.01 | ||
| CAD/USD FWD 20240903 | Derivative-foreign exchange | $59.97 | – | 0.00 | ||
| CADILLAC FAIRVIE (Ontario Teachers' Cadillac Fairview Properties Trust) | Long | Debt | CA | $782K | – | 0.14 |
| CADILLAC FAIRVIE (Ontario Teachers' Cadillac Fairview Properties Trust) | Long | Debt | CA | $338K | – | 0.06 |
| CAESARS ENT (Caesars Entertainment Inc) | Long | Debt | US | $5K | – | 0.00 |
| CAIXABANK (CaixaBank SA) | Long | Debt | ES | $855K | – | 0.15 |
| CALPINE CORP | Long | Debt | US | $15K | – | 0.00 |
| CALPINE CORP | Long | Debt | US | $10K | – | 0.00 |
| CAMDEN PROP TRST (Camden Property Trust) | Long | Debt | US | $78K | – | 0.01 |
| CAMPBELL SOUP CO | Long | Debt | US | $3M | – | 0.55 |
| CAMPBELL SOUP CO | Long | Debt | US | $2M | – | 0.26 |
| CAMPBELL SOUP CO | Long | Debt | US | $2M | – | 0.26 |
| CAMPBELL SOUP CO | Long | Debt | US | $742K | – | 0.13 |
| CAMPBELL SOUP CO | Long | Debt | US | $413K | – | 0.07 |
| CAN 10YR BOND FUT Sep24 | Derivative-interest rate | $117K | – | 0.02 | ||
| CAN 5YR BOND FUT Sep24 | Derivative-interest rate | $136K | – | 0.02 | ||
| CAN NATURAL RES (Canadian Natural Resources Ltd) | Long | Debt | CA | $148K | – | 0.03 |
| CANADA-GOV'T (Canadian Government Bond) | Long | Debt | CA | $403K | – | 0.07 |
| CANADA-GOV'T (Canadian Government Bond) | Long | Debt | CA | $316K | – | 0.06 |
| CANADA-GOV'T (Canadian Government Bond) | Long | Debt | CA | $299K | – | 0.05 |
| CANADIAN NATL RE (Canadian Natural Resources Ltd) | Long | Debt | CA | $112K | – | 0.02 |
| CANADIAN NATL RR (Canadian National Railway Co) | Long | Debt | CA | $203K | – | 0.04 |
| CANADIAN PACIFIC (Canadian Pacific Railway Co) | Long | Debt | CA | $55K | – | 0.01 |
| CANPACK SA (Canpack SA / Canpack US LLC) | Long | Debt | $33K | – | 0.01 | |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $2M | – | 0.42 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $1M | – | 0.19 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $506K | – | 0.09 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $414K | – | 0.07 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $408K | – | 0.07 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $368K | – | 0.06 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $274K | – | 0.05 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $145K | – | 0.03 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $91K | – | 0.02 |
| CAPITAL ONE FINL (Capital One Financial Corp) | Long | Debt | US | $87K | – | 0.02 |
| CARGILL INC | Long | Debt | US | $129K | – | 0.02 |
| CARNIVAL CORP | Long | Debt | PA | $24K | – | 0.00 |
| CARNIVAL CORP | Long | Debt | PA | $24K | – | 0.00 |
| CARNIVAL CORP | Long | Debt | PA | $3K | – | 0.00 |
| CARNIVAL HLD BM (Carnival Holdings Bermuda Ltd) | Long | Debt | US | $8K | – | 0.00 |
| CASSA DEPOSITI E (Cassa Depositi e Prestiti SpA) | Long | Debt | IT | $3M | – | 0.53 |
| CASSA DEPOSITI E (Cassa Depositi e Prestiti SpA) | Long | Debt | IT | $2M | – | 0.37 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $32K | – | 0.01 |
| CATALENT PHARMA (Catalent Pharma Solutions Inc) | Long | Debt | US | $17K | – | 0.00 |
| CATHOLIC HEALTH (CommonSpirit Health) | Long | Debt | US | $190K | – | 0.03 |
| CBOE GLOBAL MKTS (Cboe Global Markets Inc) | Long | Debt | US | $77K | – | 0.01 |
| CBS CORP (Paramount Global) | Long | Debt | US | $183K | – | 0.03 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $55K | – | 0.01 |
| CCO HOLDINGS LLC (CCO Holdings LLC / CCO Holdings Capital Corp) | Long | Debt | US | $37K | – | 0.01 |
| CD 2018-CD7 C (CD 2018-CD7 Mortgage Trust) | Long | ABS-mortgage backed security | US | $45K | – | 0.01 |
| CENCORA INC | Long | Debt | US | $201K | – | 0.04 |
| CENCORA INC | Long | Debt | US | $68K | – | 0.01 |
| CENCOSUD SA | Long | Debt | CL | $809K | – | 0.14 |
| CENOVUS ENERGY (Cenovus Energy Inc) | Long | Debt | CA | $28K | – | 0.00 |
| CENOVUS ENERGY (Cenovus Energy Inc) | Long | Debt | CA | $17K | – | 0.00 |
| CENT AMERICAN BK (Central American Bank for Economic Integration) | Long | Debt | $1M | – | 0.24 | |
| CENTENE CORP | Long | Debt | US | $131K | – | 0.02 |
| CENTENE CORP | Long | Debt | US | $50K | – | 0.01 |
| CENTENE CORP | Long | Debt | US | $12K | – | 0.00 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $2M | – | 0.34 |
| CENTERPOINT ENER (CenterPoint Energy Resources Corp) | Long | Debt | US | $167K | – | 0.03 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $163K | – | 0.03 |
| CENTERPOINT ENER (CenterPoint Energy Resources Corp) | Long | Debt | US | $48K | – | 0.01 |
| CENTERPOINT ENER (CenterPoint Energy Resources Corp) | Long | Debt | US | $40K | – | 0.01 |
| CENTERPOINT ENER (CenterPoint Energy Inc) | Long | Debt | US | $9K | – | 0.00 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $51K | – | 0.01 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $39K | – | 0.01 |
| CENTERPOINT HOUS (CenterPoint Energy Houston Electric LLC) | Long | Debt | US | $26K | – | 0.00 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $830K | – | 0.15 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $210K | – | 0.04 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $123K | – | 0.02 |
| CHARLES SCHWAB (Charles Schwab Corp/The) | Long | Debt | US | $36K | – | 0.01 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $5K | – | 0.00 |
| CHART INDUSTRIES (Chart Industries Inc) | Long | Debt | US | $2K | – | 0.00 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $470K | – | 0.08 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $394K | – | 0.07 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $326K | – | 0.06 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $213K | – | 0.04 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $137K | – | 0.02 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $132K | – | 0.02 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $80K | – | 0.01 |
| CHARTER COMM OPT (Charter Communications Operating LLC / Charter Communications Operating Capital) | Long | Debt | US | $35K | – | 0.01 |
| CHEMOURS CO (Chemours Co/The) | Long | Debt | US | $28K | – | 0.00 |
| CHENIERE CORP CH (Cheniere Corpus Christi Holdings LLC) | Long | Debt | US | $66K | – | 0.01 |
| CHENIERE ENERGY (Cheniere Energy Inc) | Long | Debt | US | $25K | – | 0.00 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $671K | – | 0.12 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $130K | – | 0.02 |
| CHENIERE ENERGYP (Cheniere Energy Partners LP) | Long | Debt | US | $23K | – | 0.00 |
| CHF/USD FWD 20240805 | Derivative-foreign exchange | $588.84 | – | 0.00 | ||
| CHF/USD FWD 20240918 | Derivative-foreign exchange | $-5K | – | -0.00 | ||
| CHILDREN'S HOSP (Children's Hospital of Philadelphia/The) | Long | Debt | US | $101K | – | 0.02 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $34K | – | 0.01 |
| CHS/COMMUNITY (CHS/Community Health Systems Inc) | Long | Debt | US | $15K | – | 0.00 |
| CHUBB INA HLDGS (Chubb INA Holdings LLC) | Long | Debt | US | $72K | – | 0.01 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $40K | – | 0.01 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $23K | – | 0.00 |
| CHURCHILL DOWNS (Churchill Downs Inc) | Long | Debt | US | $5K | – | 0.00 |
| CIGNA GROUP/THE | Long | Debt | US | $147K | – | 0.03 |
| CIGNA GROUP/THE | Long | Debt | US | $105K | – | 0.02 |
| CIGNA GROUP/THE | Long | Debt | US | $64K | – | 0.01 |
| CIGNA GROUP/THE | Long | Debt | US | $59K | – | 0.01 |
| CISCO SYSTEMS (Cisco Systems Inc) | Long | Debt | US | $784K | – | 0.14 |
| CITIBANK NA | Long | Debt | US | $3M | – | 0.50 |
| CITIGROUP INC | Long | Debt | US | $439K | – | 0.08 |
| CITIGROUP INC | Long | Debt | US | $210K | – | 0.04 |
| CITIGROUP INC | Long | Debt | US | $127K | – | 0.02 |
| CITIGROUP INC | Long | Debt | US | $81K | – | 0.01 |
| CITIGROUP INC | Long | Debt | US | $50K | – | 0.01 |
| CITY OF HOPE/THE | Long | Debt | US | $67K | – | 0.01 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $38K | – | 0.01 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $6K | – | 0.00 |
| CIVITAS RESOURCE (Civitas Resources Inc) | Long | Debt | US | $4K | – | 0.00 |
| CK HUTCHISON (CK Hutchison Group Telecom Finance SA) | Long | Debt | LU | $2M | – | 0.31 |
| CLARIOS GLOBAL (Clarios Global LP / Clarios US Finance Co) | Long | Debt | $17K | – | 0.00 | |
| CLARIOS GLOBAL L (Clarios Global LP) | Long | Debt | CA | $5K | – | 0.00 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $22K | – | 0.00 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Debt | US | $5K | – | 0.00 |
| CLD SFTWR GRP IN (Cloud Software Group Inc) | Long | Loan | US | $446.9 | – | 0.00 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $24K | – | 0.00 |
| CLEARWAY ENERGY (Clearway Energy Operating LLC) | Long | Debt | US | $2K | – | 0.00 |
| CLEVELAND-CLIFFS (Cleveland-Cliffs Inc) | Long | Debt | US | $15K | – | 0.00 |
| CLOSE BROTHERS (Close Brothers Finance PLC) | Long | Debt | GB | $2M | – | 0.32 |
| CMS ENERGY (CMS Energy Corp) | Long | Debt | US | $125K | – | 0.02 |
| CNT PAR/CDK GL/F (Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc) | Long | Debt | US | $2K | – | 0.00 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $5K | – | 0.00 |
| CNX RESOURCES CO (CNX Resources Corp) | Long | Debt | US | $5K | – | 0.00 |
| CODELCO INC (Corp Nacional del Cobre de Chile) | Long | Debt | CL | $832K | – | 0.15 |
| COLES GRP TREASU (Coles Group Treasury Pty Ltd) | Long | Debt | AU | $257K | – | 0.04 |
| COLOMBIA REP OF (Colombia Government International Bond) | Long | Debt | CO | $1M | – | 0.23 |
| COLUMBIA PIPE HC (Columbia Pipelines Holding Co LLC) | Long | Debt | US | $197K | – | 0.03 |
| COMCAST CORP | Long | Debt | US | $250K | – | 0.04 |
| COMCAST CORP | Long | Debt | US | $249K | – | 0.04 |
| COMCAST CORP | Long | Debt | US | $174K | – | 0.03 |
| COMCAST CORP | Long | Debt | US | $148K | – | 0.03 |
| COMCAST CORP | Long | Debt | US | $123K | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $121K | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $115K | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $90K | – | 0.02 |
| COMCAST CORP | Long | Debt | US | $85K | – | 0.01 |
| COMCAST CORP | Long | Debt | US | $60K | – | 0.01 |
| COMISION FEDERAL (Comision Federal de Electricidad) | Long | Debt | MX | $188K | – | 0.03 |
| COMMONWEALTH EDI (Commonwealth Edison Co) | Long | Debt | US | $175K | – | 0.03 |
| COMMONWEALTH EDI (Commonwealth Edison Co) | Long | Debt | US | $94K | – | 0.02 |
| COMMONWEALTH EDI (Commonwealth Edison Co) | Long | Debt | US | $34K | – | 0.01 |
| CON EDISON CO (Consolidated Edison Co of New York Inc) | Long | Debt | US | $422K | – | 0.07 |
| CON EDISON CO (Consolidated Edison Co of New York Inc) | Long | Debt | US | $163K | – | 0.03 |
| CON EDISON CO (Consolidated Edison Co of New York Inc) | Long | Debt | US | $81K | – | 0.01 |
| CON EDISON CO (Consolidated Edison Co of New York Inc) | Long | Debt | US | $66K | – | 0.01 |
| CONAGRA BRANDS (Conagra Brands Inc) | Long | Debt | US | $177K | – | 0.03 |
| CONOCOPHIL CO (ConocoPhillips Co) | Long | Debt | US | $73K | – | 0.01 |
| CONOCOPHIL CO (ConocoPhillips Co) | Long | Debt | US | $56K | – | 0.01 |
| CONOCOPHIL CO (ConocoPhillips Co) | Long | Debt | US | $41K | – | 0.01 |
| CONOCOPHIL CO (ConocoPhillips Co) | Long | Debt | US | $31K | – | 0.01 |
| CONSTELLIUM SE | Long | Debt | FR | $2K | – | 0.00 |
| CONTINENTAL RESO (Continental Resources Inc/OK) | Long | Debt | US | $94K | – | 0.02 |
| CONTINENTAL RESO (Continental Resources Inc/OK) | Long | Debt | US | $33K | – | 0.01 |
| COPT DEFENSE LP (COPT Defense Properties LP) | Long | Debt | US | $167K | – | 0.03 |
| COPT DEFENSE LP (COPT Defense Properties LP) | Long | Debt | US | $89K | – | 0.02 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $178K | – | 0.03 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $162K | – | 0.03 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $122K | – | 0.02 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $87K | – | 0.02 |
| COREBRIDGE FIN (Corebridge Financial Inc) | Long | Debt | US | $85K | – | 0.01 |
| CORP ANDINA FOM (Corp Andina de Fomento) | Long | Debt | $2M | – | 0.28 | |
| COSTA RICA GOVT (Costa Rica Government International Bond) | Long | Debt | CR | $203K | – | 0.04 |
| COTERRA ENERGY (Coterra Energy Inc) | Long | Debt | US | $127K | – | 0.02 |
| COTIVITI (Cotiviti Inc) | Long | Loan | US | $3K | – | 0.00 |
| COTIVITI (Cotiviti Inc) | Long | Loan | US | $2K | – | 0.00 |
| COTY/HFC PREST (Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC) | Long | Debt | US | $2K | – | 0.00 |
| COX COMMUN INC (Cox Communications Inc) | Long | Debt | US | $175K | – | 0.03 |
| COX COMMUN INC (Cox Communications Inc) | Long | Debt | US | $94K | – | 0.02 |
| CRDT AGR ASSR (Credit Agricole Assurances SA) | Long | Debt | FR | $820K | – | 0.14 |
| CRED AGRICOLE SA (Credit Agricole SA) | Long | Debt | FR | $2M | – | 0.33 |
| CRELAN SA | Long | Debt | BE | $2M | – | 0.42 |
| CROWN CASTLE INT (Crown Castle Inc) | Long | Debt | US | $109K | – | 0.02 |
| CROWNROCK LP/CR (CrownRock LP / CrownRock Finance Inc) | Long | Debt | US | $14K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $7K | – | 0.00 |
| CSC HOLDINGS LLC | Long | Debt | US | $7K | – | 0.00 |
| CSL FINANCE PLC | Long | Debt | GB | $334K | – | 0.06 |
| CSX CORP | Long | Debt | US | $173K | – | 0.03 |
| CUBESMART LP | Long | Debt | US | $202K | – | 0.04 |
| CVS HEALTH CORP | Long | Debt | US | $809K | – | 0.14 |
| CVS HEALTH CORP | Long | Debt | US | $612K | – | 0.11 |
| CVS HEALTH CORP | Long | Debt | US | $384K | – | 0.07 |
| CVS HEALTH CORP | Long | Debt | US | $368K | – | 0.06 |
| CVS HEALTH CORP | Long | Debt | US | $322K | – | 0.06 |
| CVS HEALTH CORP | Long | Debt | US | $245K | – | 0.04 |
| CVS HEALTH CORP | Long | Debt | US | $128K | – | 0.02 |
| CVS HEALTH CORP | Long | Debt | US | $112K | – | 0.02 |
| CVS HEALTH CORP | Long | Debt | US | $77K | – | 0.01 |
| CVS HEALTH CORP | Long | Debt | US | $76K | – | 0.01 |
| DANA INC | Long | Debt | US | $9K | – | 0.00 |
| DANA INC | Long | Debt | US | $2K | – | 0.00 |
| DANSKE BANK A/S | Long | Debt | DK | $4M | – | 0.78 |
| DANSKE BANK A/S | Long | Debt | DK | $787K | – | 0.14 |
| DAVITA INC | Long | Debt | US | $9K | – | 0.00 |
| DCP MIDSTREAM (DCP Midstream Operating LP) | Long | Debt | US | $329K | – | 0.06 |
| DCP MIDSTREAM OP (DCP Midstream Operating LP) | Long | Debt | US | $612K | – | 0.11 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $1M | – | 0.20 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $447K | – | 0.08 |
| DELL INT / EMC (Dell International LLC / EMC Corp) | Long | Debt | US | $234K | – | 0.04 |
| DELTA AIR LINES (Delta Air Lines Inc) | Long | Debt | US | $8K | – | 0.00 |
| DELTA/SKYMILES (Delta Air Lines Inc / SkyMiles IP Ltd) | Long | Debt | $1M | – | 0.23 | |
| DEUTSCHE BANK AG | Long | Debt | DE | $2M | – | 0.39 |
| DEUTSCHE BANK AG | Long | Debt | DE | $551K | – | 0.10 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $222K | – | 0.04 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $222K | – | 0.04 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $209K | – | 0.04 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $208K | – | 0.04 |
| DEUTSCHE BANK NY (Deutsche Bank AG/New York NY) | Long | Debt | DE | $103K | – | 0.02 |
| DEUTSCHE TEL FIN (Deutsche Telekom International Finance BV) | Long | Debt | NL | $70K | – | 0.01 |
| DEUTSCHLAND REP (Bundesrepublik Deutschland Bundesanleihe) | Long | Debt | DE | $7M | – | 1.18 |
| DEUTSCHLAND REP (Bundesrepublik Deutschland Bundesanleihe) | Long | Debt | DE | $1M | – | 0.21 |
| DEUTSCHLAND REP (Bundesrepublik Deutschland Bundesanleihe) | Long | Debt | DE | $629K | – | 0.11 |
| DEUTSCHLAND REP (Bundesrepublik Deutschland Bundesanleihe) | Long | Debt | DE | $350K | – | 0.06 |
| DEUTSCHLAND REP (Bundesrepublik Deutschland Bundesanleihe) | Long | Debt | DE | $299K | – | 0.05 |
| DEVON ENERGY (Devon Energy Corp) | Long | Debt | US | $48K | – | 0.01 |
| DEVON ENERGY (Devon Energy Corp) | Long | Debt | US | $40K | – | 0.01 |
| DIAMOND 1 FIN/DI (Dell International LLC / EMC Corp) | Long | Debt | US | $57K | – | 0.01 |
| DIAMOND FRGN/FIN (Diamond Foreign Asset Co / Diamond Finance LLC) | Long | Debt | KY | $5K | – | 0.00 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $748K | – | 0.13 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $465K | – | 0.08 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $254K | – | 0.04 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $76K | – | 0.01 |
| DIAMONDBACK ENER (Diamondback Energy Inc) | Long | Debt | US | $13K | – | 0.00 |
| DIGITAL DUTCH (Digital Dutch Finco BV) | Long | Debt | NL | $2M | – | 0.34 |
| DIGITAL DUTCH (Digital Dutch Finco BV) | Long | Debt | NL | $552K | – | 0.10 |
| DIRECTV FIN/DTV (Directv Financing LLC / Directv Financing Co-Obligor Inc) | Long | Debt | US | $12K | – | 0.00 |
| DISCOVERY COMMUN (Discovery Communications LLC) | Long | Debt | US | $155K | – | 0.03 |
| DISCOVERY COMMUN (Discovery Communications LLC) | Long | Debt | US | $147K | – | 0.03 |
| DISH NETWORK (DISH Network Corp) | Long | Debt | US | $11K | – | 0.00 |
| DOMINION ENERGY (Dominion Energy South Carolina Inc) | Long | Debt | US | $205K | – | 0.04 |
| DOMINION RES (Dominion Energy Inc) | Long | Debt | US | $137K | – | 0.02 |
| DOW CHEMICAL CO (Dow Chemical Co/The) | Long | Debt | US | $102K | – | 0.02 |
| DOW CHEMICAL CO (Dow Chemical Co/The) | Long | Debt | US | $86K | – | 0.02 |
| DOWDUPONT (DuPont de Nemours Inc) | Long | Debt | US | $25K | – | 0.00 |
| DR PEPPER SNAPPL (Keurig Dr Pepper Inc) | Long | Debt | US | $287K | – | 0.05 |
| DT LUFTHANSA AG (Deutsche Lufthansa AG) | Long | Debt | DE | $746K | – | 0.13 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $24K | – | 0.00 |
| DT MIDSTREAM (DT Midstream Inc) | Long | Debt | US | $14K | – | 0.00 |
| DTE ELECTRIC CO | Long | Debt | US | $59K | – | 0.01 |
| DTE ENERGY CO | Long | Debt | US | $2M | – | 0.33 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $108K | – | 0.02 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $76K | – | 0.01 |
| DUKE ENERGY CAR (Duke Energy Carolinas LLC) | Long | Debt | US | $20K | – | 0.00 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $2M | – | 0.31 |
| DUKE ENERGY COR (Duke Energy Corp) | Long | Debt | US | $70K | – | 0.01 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $171K | – | 0.03 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $120K | – | 0.02 |
| DUKE ENERGY FLA (Duke Energy Florida LLC) | Long | Debt | US | $25K | – | 0.00 |
| DUKE ENERGY IND (Duke Energy Indiana LLC) | Long | Debt | US | $47K | – | 0.01 |
| DUKE ENERGY OHIO (Duke Energy Ohio Inc) | Long | Debt | US | $540K | – | 0.09 |
| DUKE ENERGY OHIO (Duke Energy Ohio Inc) | Long | Debt | US | $91K | – | 0.02 |
| DUKE ENERGY PROG (Duke Energy Progress LLC) | Long | Debt | US | $168K | – | 0.03 |
| DUKE ENERGY PROG (Duke Energy Progress LLC) | Long | Debt | US | $101K | – | 0.02 |
| EBAY INC | Long | Debt | US | $5K | – | 0.00 |
| ELEC DE FRANCE (Electricite de France SA) | Long | Debt | FR | $324K | – | 0.06 |
| ELEC DE FRANCE (Electricite de France SA) | Long | Debt | FR | $256K | – | 0.04 |
| ELEMENT SOLN INC (Element Solutions Inc) | Long | Debt | US | $15K | – | 0.00 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $439K | – | 0.08 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $235K | – | 0.04 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $166K | – | 0.03 |
| ELEVANCE HEALTH (Elevance Health Inc) | Long | Debt | US | $131K | – | 0.02 |
| ELI LILLY & CO | Long | Debt | US | $58K | – | 0.01 |
| EMBRAER NL FINAN (Embraer Netherlands Finance BV) | Long | Debt | NL | $210K | – | 0.04 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $561K | – | 0.10 |
| EMPRESA NACIONAL (Empresa Nacional del Petroleo) | Long | Debt | CL | $245K | – | 0.04 |
| EMRLD BOR / EMRD (EMRLD Borrower LP / Emerald Co-Issuer Inc) | Long | Debt | US | $5K | – | 0.00 |
| ENBRIDGE ENERGY (Enbridge Energy Partners LP) | Long | Debt | US | $267K | – | 0.05 |
| ENBRIDGE INC | Long | Debt | CA | $847K | – | 0.15 |
| ENBRIDGE INC | Long | Debt | CA | $314K | – | 0.05 |
| ENBRIDGE INC | Long | Debt | CA | $245K | – | 0.04 |
| ENBRIDGE INC | Long | Debt | CA | $156K | – | 0.03 |
| ENBRIDGE INC | Long | Debt | CA | $117K | – | 0.02 |
| ENBRIDGE INC | Long | Debt | CA | $39K | – | 0.01 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Debt | US | $38K | – | 0.01 |
| ENDO FINANCE (Endo Finance Holdings Inc) | Long | Loan | US | $7K | – | 0.00 |
| ENEL FIN INTL NV (Enel Finance International NV) | Long | Debt | NL | $187K | – | 0.03 |
| ENEL FIN INTL NV (Enel Finance International NV) | Long | Debt | NL | $172K | – | 0.03 |
| ENERGIZER HLDGS (Energizer Holdings Inc) | Long | Debt | US | $31K | – | 0.01 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $561K | – | 0.10 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $249K | – | 0.04 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $247K | – | 0.04 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $237K | – | 0.04 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $233K | – | 0.04 |
| ENERGY TRANS (Energy Transfer LP) | Long | Debt | US | $134K | – | 0.02 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $540K | – | 0.09 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $106K | – | 0.02 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $72K | – | 0.01 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $69K | – | 0.01 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $50K | – | 0.01 |
| ENERGY TRANSFER (Energy Transfer LP) | Long | Debt | US | $28K | – | 0.00 |
| ENGIE (Engie SA) | Long | Debt | FR | $2M | – | 0.29 |
| ENGIE (Engie SA) | Long | Debt | FR | $330K | – | 0.06 |
| ENGIE (Engie SA) | Long | Debt | FR | $222K | – | 0.04 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $183K | – | 0.03 |
| ENTEGRIS ESCROW (Entegris Inc) | Long | Debt | US | $45K | – | 0.01 |
| ENTERGY ARKANSAS (Entergy Arkansas LLC) | Long | Debt | US | $573K | – | 0.10 |
| ENTERGY LA LLC (Entergy Louisiana LLC) | Long | Debt | US | $564K | – | 0.10 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $199K | – | 0.03 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $55K | – | 0.01 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $53K | – | 0.01 |
| ENTERPRISE PRODU (Enterprise Products Operating LLC) | Long | Debt | US | $42K | – | 0.01 |
| EOG RESOURCES IN (EOG Resources Inc) | Long | Debt | US | $18K | – | 0.00 |
| EPH FIN INTL AS (EPH Financing International AS) | Long | Debt | CZ | $1M | – | 0.20 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $16K | – | 0.00 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $11K | – | 0.00 |
| EQM MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $10K | – | 0.00 |
| EQT CORP | Long | Debt | US | $93K | – | 0.02 |
| EQT MIDSTREAM PT (EQM Midstream Partners LP) | Long | Debt | US | $15K | – | 0.00 |
| EQUITABLE HLDGS (Equitable Holdings Inc) | Long | Debt | US | $153K | – | 0.03 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $210K | – | 0.04 |
| ERAC USA FINANCE (ERAC USA Finance LLC) | Long | Debt | US | $200K | – | 0.03 |
| ERP OPERATING LP | Long | Debt | US | $118K | – | 0.02 |
| ESSEX PORTFOLIO (Essex Portfolio LP) | Long | Debt | US | $51K | – | 0.01 |
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $35K | – | 0.01 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $10K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $6K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $5K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $1K | – | 0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-180.37 | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-534.72 | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-789.32 | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-938.13 | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-12K | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-15K | – | -0.00 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-32K | – | -0.01 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-38K | – | -0.01 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-53K | – | -0.01 | ||
| EUR/USD FWD 20240802 | Derivative-foreign exchange | $-2M | – | -0.26 | ||
| EUR/USD FWD 20240903 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| EURO-BOBL FUTURE Sep24 | Derivative-interest rate | $-5K | – | -0.00 | ||
| Euro-BTP Future Sep24 | Derivative-interest rate | $-22K | – | -0.00 | ||
| EURO-BUND FUTURE Sep24 | Derivative-interest rate | $-17K | – | -0.00 | ||
| EURO-BUXL 30Y BND Sep24 | Derivative-interest rate | $-118K | – | -0.02 | ||
| Euro-OAT Future Sep24 | Derivative-interest rate | $-14K | – | -0.00 | ||
| EURO-SCHATZ FUT Sep24 | Derivative-interest rate | $5K | – | 0.00 | ||
| EUROPEAN INVT BK (European Investment Bank) | Long | Debt | $2M | – | 0.37 | |
| EUROPEAN INVT BK (European Investment Bank) | Long | Debt | $1M | – | 0.20 | |
| EUROPEAN UNION | Long | Debt | $9M | – | 1.53 | |
| EUROPEAN UNION | Long | Debt | $2M | – | 0.43 | |
| EUROPEAN UNION | Long | Debt | $2M | – | 0.32 | |
| EUROPEAN UNION | Long | Debt | $2M | – | 0.29 | |
| EUROPEAN UNION | Long | Debt | $2M | – | 0.28 | |
| EUROPEAN UNION | Long | Debt | $1M | – | 0.19 | |
| EUROPEAN UNION | Long | Debt | $800K | – | 0.14 | |
| EUROPEAN UNION | Long | Debt | $699K | – | 0.12 | |
| EUROPEAN UNION | Long | Debt | $673K | – | 0.12 | |
| EUROPEAN UNION | Long | Debt | $604K | – | 0.11 | |
| EVEREST RE HLDGS (Everest Reinsurance Holdings Inc) | Long | Debt | US | $66K | – | 0.01 |
| EVERSOURCE ENERG (Eversource Energy) | Long | Debt | US | $102K | – | 0.02 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $387K | – | 0.07 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $213K | – | 0.04 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $180K | – | 0.03 |
| EXELON CO (Exelon Corp) | Long | Debt | US | $79K | – | 0.01 |
| EXELON CORP | Long | Debt | US | $141K | – | 0.02 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $385K | – | 0.07 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $72K | – | 0.01 |
| EXTRA SPACE STOR (Extra Space Storage LP) | Long | Debt | US | $67K | – | 0.01 |
| EXXON MOBIL CORP | Long | Debt | US | $140K | – | 0.02 |
| EXXON MOBIL CORP | Long | Debt | US | $47K | – | 0.01 |
| FEDEX CORP | Long | Debt | US | $60K | – | 0.01 |
| FEDEX CORP | Long | Debt | US | $56K | – | 0.01 |
| FEDEX CORP | Long | Debt | US | $24K | – | 0.00 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $376K | – | 0.07 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $323K | – | 0.06 |
| FIFTH THIRD BANC (Fifth Third Bancorp) | Long | Debt | US | $93K | – | 0.02 |
| FIFTH THIRD BANK (Fifth Third Bancorp) | Long | Debt | US | $339K | – | 0.06 |
| FIRST STUDENT BI (First Student Bidco Inc) | Long | Debt | US | $20K | – | 0.00 |
| FIRSTENERGY CORP | Long | Debt | US | $133K | – | 0.02 |
| FIRSTENERGY CORP | Long | Debt | US | $52K | – | 0.01 |
| FIRSTENERGY PENN (FirstEnergy Pennsylvania Electric Co) | Long | Debt | US | $60K | – | 0.01 |
| FIRSTENERGY TRAN (FirstEnergy Transmission LLC) | Long | Debt | US | $346K | – | 0.06 |
| FIRSTENERGY TRAN (FirstEnergy Transmission LLC) | Long | Debt | US | $241K | – | 0.04 |
| FISERV INC | Long | Debt | US | $2M | – | 0.40 |
| FISERV INC | Long | Debt | US | $124K | – | 0.02 |
| FIVE CORNERS IV (Five Corners Funding Trust IV) | Long | Debt | US | $229K | – | 0.04 |
| FLUTTER TREASURY (Flutter Treasury Designated Activity Co) | Long | Debt | IE | $5K | – | 0.00 |
| FMC CORP | Long | Debt | US | $100K | – | 0.02 |
| FMC CORP | Long | Debt | US | $24K | – | 0.00 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $214K | – | 0.04 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $209K | – | 0.04 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $48K | – | 0.01 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $44K | – | 0.01 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $21K | – | 0.00 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $21K | – | 0.00 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $11K | – | 0.00 |
| FORD MOTOR CRED (Ford Motor Credit Co LLC) | Long | Debt | US | $5K | – | 0.00 |
| FORDR 2022-1 C (FORD CREDIT AUTO OWNER TRUST FORDR_22-1) | Long | ABS-collateralized bond/debt obligation | US | $98K | – | 0.02 |
| FOX CORP | Long | Debt | US | $1M | – | 0.19 |
| FREEPORT-MC C&G (Freeport-McMoRan Inc) | Long | Debt | US | $10K | – | 0.00 |
| FREEPORT-MCMORAN (Freeport-McMoRan Inc) | Long | Debt | US | $10K | – | 0.00 |
| FRESENIUS FIN IR (Fresenius Finance Ireland PLC) | Long | Debt | IE | $894K | – | 0.16 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $21K | – | 0.00 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Debt | US | $6K | – | 0.00 |
| FRONTIER COMMUNI (Frontier Communications Holdings LLC) | Long | Loan | US | $2K | – | 0.00 |
| FSWP: EUR 2.452300 17-JUL-2026 EST | Derivative-interest rate | $29K | – | 0.00 | ||
| FSWP: OIS 3.772020 21-MAY-2028 SOF | Derivative-interest rate | $61K | – | 0.01 | ||
| FSWP: OIS 3.877020 21-MAY-2034 SOF | Derivative-interest rate | $-37K | – | -0.01 | ||
| FSWP: USD 3.733200 17-JUL-2026 SOF | Derivative-interest rate | $-12K | – | -0.00 | ||
| FSWP: USD 4.089000 15-FEB-2040 SOF | Derivative-interest rate | $81K | – | 0.01 | ||
| GACM (Groupe des Assurances du Credit Mutuel SADIR) | Long | Debt | FR | $718K | – | 0.13 |
| GACM (Groupe des Assurances du Credit Mutuel SADIR) | Long | Debt | FR | $550K | – | 0.10 |
| GARDA SECURITY (Garda World Security Corp) | Long | Debt | CA | $10K | – | 0.00 |
| GARRETT MOT/SARL (Garrett Motion Holdings Inc / Garrett LX I Sarl) | Long | Debt | US | $2K | – | 0.00 |
| GATES CORP/DE | Long | Debt | US | $5K | – | 0.00 |
| GBP/SEK FWD 20240918 | Derivative-foreign exchange | $14K | – | 0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $23K | – | 0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $8K | – | 0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $4K | – | 0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $3K | – | 0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $892.47 | – | 0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $-795.26 | – | -0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $-4K | – | -0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $-24K | – | -0.00 | ||
| GBP/USD FWD 20240802 | Derivative-foreign exchange | $-632K | – | -0.11 | ||
| GBP/USD FWD 20240903 | Derivative-foreign exchange | $-764.01 | – | -0.00 | ||
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $115K | – | 0.02 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $111K | – | 0.02 |
| GE HEALTHCARE (GE HealthCare Technologies Inc) | Long | Debt | US | $105K | – | 0.02 |
| GEN ELECTRIC CO (General Electric Co) | Long | Debt | US | $182K | – | 0.03 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $1M | – | 0.24 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $1M | – | 0.21 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $586K | – | 0.10 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $560K | – | 0.10 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $461K | – | 0.08 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $227K | – | 0.04 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $198K | – | 0.03 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $180K | – | 0.03 |
| GEN MOTORS FIN (General Motors Financial Co Inc) | Long | Debt | US | $179K | – | 0.03 |
| GENERAL DYNAMICS (General Dynamics Corp) | Long | Debt | US | $85K | – | 0.01 |
| GENERAL MOTORS C (General Motors Co) | Long | Debt | US | $152K | – | 0.03 |
| GENERAL MOTORS C (General Motors Co) | Long | Debt | US | $79K | – | 0.01 |
| GENESEE & WYOMIN (Genesee & Wyoming Inc) | Long | Debt | US | $10K | – | 0.00 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $5K | – | 0.00 |
| GENESIS ENERGY (Genesis Energy LP / Genesis Energy Finance Corp) | Long | Debt | US | $5K | – | 0.00 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $113K | – | 0.02 |
| GEORGIA POWER (Georgia Power Co) | Long | Debt | US | $67K | – | 0.01 |
| GEORGIA REP OF (Georgia Government International Bond) | Long | Debt | GE | $467K | – | 0.08 |
| GEORGIA-PACIFIC (Georgia-Pacific LLC) | Long | Debt | US | $145K | – | 0.03 |
| GGAM FINANCE LTD | Long | Debt | KY | $50K | – | 0.01 |
| GGAM FINANCE LTD | Long | Debt | KY | $7K | – | 0.00 |
| GILEAD SCIENCES (Gilead Sciences Inc) | Long | Debt | US | $159K | – | 0.03 |
| GLENCORE FDG LLC (Glencore Funding LLC) | Long | Debt | US | $125K | – | 0.02 |
| GLENCORE FDG LLC (Glencore Funding LLC) | Long | Debt | US | $59K | – | 0.01 |
| GLENCORE FINANCE (Glencore Finance Europe Ltd) | Long | Debt | JE | $1M | – | 0.22 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $782K | – | 0.14 |
| GLOBAL ATLANTI (Global Atlantic Fin Co) | Long | Debt | US | $242K | – | 0.04 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $3M | – | 0.45 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $335K | – | 0.06 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $232K | – | 0.04 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $83K | – | 0.01 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $80K | – | 0.01 |
| GOLDMAN SACHS GP (Goldman Sachs Group Inc/The) | Long | Debt | US | $76K | – | 0.01 |
| GOODYEAR TIRE (Goodyear Tire & Rubber Co/The) | Long | Debt | US | $52K | – | 0.01 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $2K | – | 0.00 |
| GRAPHIC PACKAGIN (Graphic Packaging International LLC) | Long | Debt | US | $933.75 | – | 0.00 |
| GRAY TELE INC (Gray Television Inc) | Long | Debt | US | $6K | – | 0.00 |
| GROUP 1 AUTO (Group 1 Automotive Inc) | Long | Debt | US | $2K | – | 0.00 |
| HANESBRANDS INC | Long | Debt | US | $7K | – | 0.00 |
| HARLEY-DAVIDSON (Harley-Davidson Financial Services Inc) | Long | Debt | US | $123K | – | 0.02 |
| HARRIS CORP (L3Harris Technologies Inc) | Long | Debt | US | $28K | – | 0.00 |
| HCA INC | Long | Debt | US | $287K | – | 0.05 |
| HCA INC | Long | Debt | US | $169K | – | 0.03 |
| HCA INC | Long | Debt | US | $105K | – | 0.02 |
| HEALTHPEAK OP (Healthpeak OP LLC) | Long | Debt | US | $171K | – | 0.03 |
| HEATHROW FNDG (Heathrow Funding Ltd) | Long | Debt | JE | $1M | – | 0.22 |
| HEATHROW FNDG (Heathrow Funding Ltd) | Long | Debt | JE | $564K | – | 0.10 |
| HEIMSTADEN BOSTA (Heimstaden Bostad AB) | Long | Debt | SE | $1M | – | 0.23 |
| HELLENIC REPUBLI (Hellenic Republic Government Bond) | Long | Debt | GR | $4M | – | 0.64 |
| HELLENIC REPUBLI (Hellenic Republic Government Bond) | Long | Debt | GR | $814K | – | 0.14 |
| HELMERICH & PAYN (Helmerich & Payne Inc) | Long | Debt | US | $188K | – | 0.03 |
| HERC HOLDINGS (Herc Holdings Inc) | Long | Debt | US | $5K | – | 0.00 |
| HESS CORP | Long | Debt | US | $6K | – | 0.00 |
| HESS MIDSTREAM (Hess Midstream Operations LP) | Long | Debt | US | $6K | – | 0.00 |
| HIGHWOODS REALTY (Highwoods Realty LP) | Long | Debt | US | $473K | – | 0.08 |
| HILCORP ENERGY I (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $6K | – | 0.00 |
| HILCORP ENERGY I (Hilcorp Energy I LP / Hilcorp Finance Co) | Long | Debt | US | $5K | – | 0.00 |
| HILTON DOMESTIC (Hilton Domestic Operating Co Inc) | Long | Debt | US | $2K | – | 0.00 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $927K | – | 0.16 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $102K | – | 0.02 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $67K | – | 0.01 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $52K | – | 0.01 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $51K | – | 0.01 |
| HOME DEPOT INC (Home Depot Inc/The) | Long | Debt | US | $14K | – | 0.00 |
| HONEYWELL INTL (Honeywell International Inc) | Long | Debt | US | $1M | – | 0.20 |
| HORMEL FOODS CRP (Hormel Foods Corp) | Long | Debt | US | $9K | – | 0.00 |
| HOST HOTELS (Host Hotels & Resorts LP) | Long | Debt | US | $217K | – | 0.04 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $40K | – | 0.01 |
| HOWDEN UK REF (Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC) | Long | Debt | GB | $5K | – | 0.00 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $2M | – | 0.39 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $2M | – | 0.38 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $512K | – | 0.09 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $323K | – | 0.06 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $191K | – | 0.03 |
| HSBC HOLDINGS (HSBC Holdings PLC) | Long | Debt | GB | $132K | – | 0.02 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $5K | – | 0.00 |
| HUB INTL LTD (HUB International Ltd) | Long | Debt | US | $5K | – | 0.00 |
| HUB INTL LTD (HUB International Ltd) | Long | Loan | US | $2K | – | 0.00 |
| HUDBAY MINERALS (Hudbay Minerals Inc) | Long | Debt | CA | $34K | – | 0.01 |
| HUNGARY (Hungary Government International Bond) | Long | Debt | HU | $785K | – | 0.14 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $1M | – | 0.21 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $364K | – | 0.06 |
| HUNTINGTON BANCS (Huntington Bancshares Inc/OH) | Long | Debt | US | $112K | – | 0.02 |
| HYATT HOTELS (Hyatt Hotels Corp) | Long | Debt | US | $45K | – | 0.01 |
| IBM CORP (International Business Machines Corp) | Long | Debt | US | $222K | – | 0.04 |
| ICADE | Long | Debt | FR | $966K | – | 0.17 |
| ICE: (CDX.NA.IG.42.V1) | Derivative-credit | $58K | – | 0.01 | ||
| ICELAND (REP OF) (Iceland Government International Bond) | Long | Debt | IS | $1M | – | 0.24 |
| IMOLA MERGER (Imola Merger Corp) | Long | Debt | US | $17K | – | 0.00 |
| IMPERIAL BRANDS (Imperial Brands Finance PLC) | Long | Debt | GB | $206K | – | 0.04 |
| IND MICH POWER (Indiana Michigan Power Co) | Long | Debt | US | $189K | – | 0.03 |
| INDONESIA (REP) (Indonesia Government International Bond) | Long | Debt | ID | $561K | – | 0.10 |
| ING GROEP NV | Long | Debt | NL | $1M | – | 0.22 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $294K | – | 0.05 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $206K | – | 0.04 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $144K | – | 0.03 |
| INGERSOLL RAND (Ingersoll Rand Inc) | Long | Debt | US | $102K | – | 0.02 |
| INSIGHT ENTERPRI (Insight Enterprises Inc) | Long | Debt | US | $2K | – | 0.00 |
| INTEL CORP | Long | Debt | US | $164K | – | 0.03 |
| INTEL CORP | Long | Debt | US | $130K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $90K | – | 0.02 |
| INTEL CORP | Long | Debt | US | $81K | – | 0.01 |
| INTEL CORP | Long | Debt | US | $61K | – | 0.01 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $360K | – | 0.06 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $66K | – | 0.01 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $31K | – | 0.01 |
| INTERCONTINENT (Intercontinental Exchange Inc) | Long | Debt | US | $19K | – | 0.00 |
| INTERPUBLIC GRP (Interpublic Group of Cos Inc/The) | Long | Debt | US | $75K | – | 0.01 |
| INTESA SANPAOLO (Intesa Sanpaolo SpA) | Long | Debt | IT | $1M | – | 0.24 |
| INTL CONSOLIDAT (International Consolidated Airlines Group SA) | Long | Debt | ES | $2M | – | 0.41 |
| INVESCO FIN PLC (Invesco Finance PLC) | Long | Debt | GB | $54K | – | 0.01 |
| IQVIA INC | Long | Debt | US | $6K | – | 0.00 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $306K | – | 0.05 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $135K | – | 0.02 |
| ITC HOLDINGS COR (ITC Holdings Corp) | Long | Debt | US | $50K | – | 0.01 |
| IVORY COAST-PDI (Ivory Coast Government International Bond) | Long | Debt | CI | $3M | – | 0.51 |
| JAB HOLDINGS (JAB Holdings BV) | Long | Debt | NL | $589K | – | 0.10 |
| JACOBS ENGIN GRP (Jacobs Engineering Group Inc) | Long | Debt | US | $112K | – | 0.02 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $525K | – | 0.09 |
| JBS HLD/FD/LUX (JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl) | Long | Debt | LU | $293K | – | 0.05 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $98K | – | 0.02 |
| JOHN DEERE CAP (John Deere Capital Corp) | Long | Debt | US | $90K | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $3M | – | 0.49 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $736K | – | 0.13 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $634K | – | 0.11 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $415K | – | 0.07 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $222K | – | 0.04 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $211K | – | 0.04 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $185K | – | 0.03 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $171K | – | 0.03 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $140K | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $134K | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $132K | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $97K | – | 0.02 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $85K | – | 0.01 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $55K | – | 0.01 |
| JPMORGAN CHASE (JPMorgan Chase & Co) | Long | Debt | US | $49K | – | 0.01 |
| JPN 10Y BOND(OSE) Sep24 | Derivative-interest rate | $5K | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $2K | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $888.95 | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $454.76 | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $412.44 | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $372.71 | – | 0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $-642.38 | – | -0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $-2K | – | -0.00 | ||
| JPY/USD FWD 20240802 | Derivative-foreign exchange | $-7K | – | -0.00 | ||
| JPY/USD FWD 20240903 | Derivative-foreign exchange | $-648.59 | – | -0.00 | ||
| KAISER ALUMINUM (Kaiser Aluminum Corp) | Long | Debt | US | $9K | – | 0.00 |
| KAZAKH DEVELOPME (Development Bank of Kazakhstan JSC) | Long | Debt | KZ | $483K | – | 0.08 |
| KEHE DIS/FIN/NXT (KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc) | Long | Debt | US | $14K | – | 0.00 |
| KENVUE INC | Long | Debt | US | $94K | – | 0.02 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $62K | – | 0.01 |
| KIMCO REALTY (Kimco Realty OP LLC) | Long | Debt | US | $52K | – | 0.01 |
| KINETIK HLDINGS (Kinetik Holdings LP) | Long | Debt | US | $2K | – | 0.00 |
| KINETIK HOLDINGS (Kinetik Holdings LP) | Long | Debt | US | $5K | – | 0.00 |
| KONINKLIJKE PHIL (Koninklijke Philips NV) | Long | Debt | NL | $1M | – | 0.22 |
| KOREA ELEC PWR (Korea Electric Power Corp) | Long | Debt | KR | $937K | – | 0.16 |
| KRAFT HEINZ FOOD (Kraft Heinz Foods Co) | Long | Debt | US | $324K | – | 0.06 |
| KRAFT HEINZ FOOD (Kraft Heinz Foods Co) | Long | Debt | US | $24K | – | 0.00 |
| KROGER CO (Kroger Co/The) | Long | Debt | US | $104K | – | 0.02 |
| KYNDRYL HOLDINGS (Kyndryl Holdings Inc) | Long | Debt | US | $104K | – | 0.02 |
| L3HARRIS TECH IN (L3Harris Technologies Inc) | Long | Debt | US | $1M | – | 0.21 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $18K | – | 0.00 |
| LADDER CAP FINAN (Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp) | Long | Debt | US | $11K | – | 0.00 |
| LAMB WESTON HLD (Lamb Weston Holdings Inc) | Long | Debt | US | $6K | – | 0.00 |
| LAREDO PETROLEUM (Vital Energy Inc) | Long | Debt | US | $5K | – | 0.00 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $5K | – | 0.00 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $5K | – | 0.00 |
| LEVEL 3 FIN INC (Level 3 Financing Inc) | Long | Debt | US | $2K | – | 0.00 |
| LIFEPOINT HEALTH (LifePoint Health Inc) | Long | Debt | US | $3K | – | 0.00 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $47K | – | 0.01 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $11K | – | 0.00 |
| LITHIA MOTORS (Lithia Motors Inc) | Long | Debt | US | $10K | – | 0.00 |
| LITHUANIA (Lithuania Government International Bond) | Long | Debt | LT | $576K | – | 0.10 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $31K | – | 0.01 |
| LIVE NATION ENT (Live Nation Entertainment Inc) | Long | Debt | US | $3K | – | 0.00 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $514K | – | 0.09 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $199K | – | 0.03 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $160K | – | 0.03 |
| LLOYDS BK GR PLC (Lloyds Banking Group PLC) | Long | Debt | GB | $32K | – | 0.01 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $644K | – | 0.11 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $510K | – | 0.09 |
| LOCKHEED MARTIN (Lockheed Martin Corp) | Long | Debt | US | $247K | – | 0.04 |
| LONG GILT FUTURE Sep24 | Derivative-interest rate | $-37K | – | -0.01 | ||
| LONSDALE FINANCE (Lonsdale Finance Pty Ltd) | Long | Debt | AU | $2M | – | 0.36 |
| LOWE'S COS INC | Long | Debt | US | $152K | – | 0.03 |
| LPL HOLDINGS INC | Long | Debt | US | $454K | – | 0.08 |
| LSEG US FIN CORP | Long | Debt | US | $200K | – | 0.04 |
| LYB INT FIN III (LYB International Finance III LLC) | Long | Debt | US | $38K | – | 0.01 |
| M&T BANK CORP | Long | Debt | US | $702K | – | 0.12 |
| M&T BANK CORP | Long | Debt | US | $340K | – | 0.06 |
| MACQUARIE AIR (Macquarie Airfinance Holdings Ltd) | Long | Debt | GB | $10K | – | 0.00 |
| MACQUARIE BK LTD (Macquarie Bank Ltd) | Long | Debt | AU | $2M | – | 0.35 |
| MACQUARIE BK LTD (Macquarie Bank Ltd) | Long | Debt | AU | $2M | – | 0.33 |
| MACQUARIE BK LTD (Macquarie Bank Ltd) | Long | Debt | AU | $73K | – | 0.01 |
| MACQUARIE GROUP (Macquarie Group Ltd) | Long | Debt | AU | $322K | – | 0.06 |
| MANUF & TRADERS (Manufacturers & Traders Trust Co) | Long | Debt | US | $1M | – | 0.22 |
| MANUF & TRADERS (Manufacturers & Traders Trust Co) | Long | Debt | US | $364K | – | 0.06 |
| MARATHON OIL COR (Marathon Oil Corp) | Long | Debt | US | $389K | – | 0.07 |
| MARRIOTT INTL (Marriott International Inc/MD) | Long | Debt | US | $252K | – | 0.04 |
| MARS INC | Long | Debt | US | $156K | – | 0.03 |
| MARSH & MCLENNAN (Marsh & McLennan Cos Inc) | Long | Debt | US | $123K | – | 0.02 |
| MARSH & MCLENNAN (Marsh & McLennan Cos Inc) | Long | Debt | US | $96K | – | 0.02 |
| MARSH & MCLENNAN (Marsh & McLennan Cos Inc) | Long | Debt | US | $69K | – | 0.01 |
| MCAFEE CORP | Long | Loan | US | $10K | – | 0.00 |
| MCAFEE CORP | Long | Debt | US | $7K | – | 0.00 |
| MDGH GMTN RSC (MDGH GMTN RSC Ltd) | Long | Debt | AE | $285K | – | 0.05 |
| MEDLINE BOR/CO-I (Medline Borrower LP/Medline Co-Issuer Inc) | Long | Debt | US | $42K | – | 0.01 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Loan | US | $14K | – | 0.00 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Debt | US | $3K | – | 0.00 |
| MEDLINE BORROWER (Medline Borrower LP) | Long | Debt | US | $3K | – | 0.00 |
| MERCK & CO INC | Long | Debt | US | $156K | – | 0.03 |
| MET TRANS AUTH (Metropolitan Transportation Authority) | Long | Debt | US | $310K | – | 0.05 |
| META PLATFORMS (Meta Platforms Inc) | Long | Debt | US | $37K | – | 0.01 |
| METLIFE INC | Long | Debt | US | $59K | – | 0.01 |
| METLIFE INC | Long | Debt | US | $56K | – | 0.01 |
| METLIFE INC | Long | Debt | US | $51K | – | 0.01 |
| MGM CHINA HOLDIN (MGM China Holdings Ltd) | Long | Debt | KY | $13K | – | 0.00 |
| MGM RESORTS (MGM Resorts International) | Long | Debt | US | $10K | – | 0.00 |
| MIDAMERICAN ENER (MidAmerican Energy Co) | Long | Debt | US | $518K | – | 0.09 |
| MILEAGE PLUS HLD (Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd) | Long | Debt | US | $3M | – | 0.53 |
| MITR BRDN / MIWD (Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC) | Long | Debt | US | $5K | – | 0.00 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $671K | – | 0.12 |
| MITSUB UFJ FIN (Mitsubishi UFJ Financial Group Inc) | Long | Debt | JP | $409K | – | 0.07 |
| MIZUHO FINANCIAL (Mizuho Financial Group Inc) | Long | Debt | JP | $256K | – | 0.04 |
| MONDELEZ INT INC (Mondelez International Inc) | Long | Debt | US | $163K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $957K | – | 0.17 |
| MORGAN STANLEY | Long | Debt | US | $749K | – | 0.13 |
| MORGAN STANLEY | Long | Debt | US | $660K | – | 0.12 |
| MORGAN STANLEY | Long | Debt | US | $567K | – | 0.10 |
| MORGAN STANLEY | Long | Debt | US | $540K | – | 0.09 |
| MORGAN STANLEY | Long | Debt | US | $346K | – | 0.06 |
| MORGAN STANLEY | Long | Debt | US | $275K | – | 0.05 |
| MORGAN STANLEY | Long | Debt | US | $177K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $170K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $152K | – | 0.03 |
| MORGAN STANLEY | Long | Debt | US | $122K | – | 0.02 |
| MORGAN STANLEY | Long | Debt | US | $79K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $59K | – | 0.01 |
| MORGAN STANLEY | Long | Debt | US | $26K | – | 0.00 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $1M | – | 0.22 |
| MORGAN STANLEY B (Morgan Stanley Bank NA) | Long | Debt | US | $254K | – | 0.04 |
| MOROCCO KINGDOM (Morocco Government International Bond) | Long | Debt | MA | $453K | – | 0.08 |
| MOTABILITY OPS (Motability Operations Group PLC) | Long | Debt | GB | $1M | – | 0.19 |
| MOTABILITY OPS (Motability Operations Group PLC) | Long | Debt | GB | $988K | – | 0.17 |
| MOTABILITY OPS (Motability Operations Group PLC) | Long | Debt | GB | $366K | – | 0.06 |
| MPLX LP | Long | Debt | US | $143K | – | 0.02 |
| MPT OP PTNR/FINL (MPT Operating Partnership LP / MPT Finance Corp) | Long | Debt | US | $16K | – | 0.00 |
| MSD NETHERLANDS (MSD Netherlands Capital BV) | Long | Debt | NL | $861K | – | 0.15 |
| MT SINAI HOSP (Mount Sinai Hospital/The) | Long | Debt | US | $149K | – | 0.03 |
| MXN/USD FWD 20240802 | Derivative-foreign exchange | $-1K | – | -0.00 | ||
| NASDAQ INC | Long | Debt | US | $359K | – | 0.06 |
| NASDAQ INC | Long | Debt | US | $182K | – | 0.03 |
| NASDAQ INC | Long | Debt | US | $68K | – | 0.01 |
| NASDAQ INC | Long | Debt | US | $23K | – | 0.00 |
| NAT GRD ELCT EM (National Grid Electricity Distribution East Midlands PLC) | Long | Debt | GB | $3M | – | 0.59 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $5K | – | 0.00 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $4K | – | 0.00 |
| NATIONSTAR MTG (Nationstar Mortgage Holdings Inc) | Long | Debt | US | $1K | – | 0.00 |
| NATIONWIDE FIN (Nationwide Financial Services Inc) | Long | Debt | US | $50K | – | 0.01 |
| NATIONWIDE MUTL (Nationwide Mutual Insurance Co) | Long | Debt | US | $98K | – | 0.02 |
| NATL GRID PLC (National Grid PLC) | Long | Debt | GB | $509K | – | 0.09 |
| NATWEST MARKETS (NatWest Markets PLC) | Long | Debt | GB | $2M | – | 0.39 |
| NAVIENT CORP | Long | Debt | US | $3K | – | 0.00 |
| NAVIENT CORP | Long | Debt | US | $2K | – | 0.00 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $14K | – | 0.00 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $11K | – | 0.00 |
| NCL CORP (NCL Corp Ltd) | Long | Debt | BM | $3K | – | 0.00 |
| NETFLIX INC | Long | Debt | US | $388K | – | 0.07 |
| NETFLIX INC | Long | Debt | US | $342K | – | 0.06 |
| NETFLIX INC | Long | Debt | US | $333K | – | 0.06 |
| NETWORK FINANCE (Network Finance Co Pty Ltd) | Long | Debt | AU | $449K | – | 0.08 |
| NEVADA POWER CO | Long | Debt | US | $188K | – | 0.03 |
| NEW YORK LIFE GL (New York Life Global Funding) | Long | Debt | US | $151K | – | 0.03 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $13K | – | 0.00 |
| NEWELL BRANDS I (Newell Brands Inc) | Long | Debt | US | $10K | – | 0.00 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $6K | – | 0.00 |
| NEWELL RUBBERMAI (Newell Brands Inc) | Long | Debt | US | $4K | – | 0.00 |
| NEWMONT CORP | Long | Debt | US | $87K | – | 0.02 |
| NEWMONT GOLDCORP (Newmont Corp) | Long | Debt | US | $119K | – | 0.02 |
| NEWS CORP | Long | Debt | US | $31K | – | 0.01 |
| NEXSTAR BROADC (Nexstar Media Inc) | Long | Debt | US | $37K | – | 0.01 |
| NIAGARA MOHAWK (Niagara Mohawk Power Corp) | Long | Debt | US | $158K | – | 0.03 |
| NIBC BANK NV | Long | Debt | NL | $5M | – | 0.82 |
| NISOURCE INC | Long | Debt | US | $710K | – | 0.12 |
| NISOURCE INC | Long | Debt | US | $565K | – | 0.10 |
| NISOURCE INC | Long | Debt | US | $403K | – | 0.07 |
| NISOURCE INC | Long | Debt | US | $101K | – | 0.02 |
| NISOURCE INC | Long | Debt | US | $61K | – | 0.01 |
| NISOURCE INC | Long | Debt | US | $39K | – | 0.01 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $834K | – | 0.15 |
| NOMURA HOLDINGS (Nomura Holdings Inc) | Long | Debt | JP | $473K | – | 0.08 |
| NORFOLK SOUTHERN (Norfolk Southern Corp) | Long | Debt | US | $158K | – | 0.03 |
| NORFOLK SOUTHERN (Norfolk Southern Corp) | Long | Debt | US | $81K | – | 0.01 |
| NORTHERN ST PR-M (Northern States Power Co/MN) | Long | Debt | US | $159K | – | 0.03 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $674K | – | 0.12 |
| NORTHROP GRUMMAN (Northrop Grumman Corp) | Long | Debt | US | $531K | – | 0.09 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $43K | – | 0.01 |
| NOVA CHEMICALS (NOVA Chemicals Corp) | Long | Debt | CA | $5K | – | 0.00 |
| NOVELIS CORP | Long | Debt | US | $16K | – | 0.00 |
| NOVELIS CORP | Long | Debt | US | $14K | – | 0.00 |
| NRG ENERGY INC | Long | Debt | US | $4K | – | 0.00 |
| NUCOR CORP | Long | Debt | US | $61K | – | 0.01 |
| NUCOR CORP | Long | Debt | US | $39K | – | 0.01 |
| NUSTAR LOGISTICS (NuStar Logistics LP) | Long | Debt | US | $20K | – | 0.00 |
| NUTRIEN LTD | Long | Debt | CA | $501K | – | 0.09 |
| NUTRIEN LTD | Long | Debt | CA | $122K | – | 0.02 |
| NUTRIEN LTD | Long | Debt | CA | $91K | – | 0.02 |
| NUTRIEN LTD | Long | Debt | CA | $85K | – | 0.01 |
| NUTRIEN LTD | Long | Debt | CA | $63K | – | 0.01 |
| NXP BV/NXP FDG (NXP BV / NXP Funding LLC / NXP USA Inc) | Long | Debt | $427K | – | 0.07 | |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $584K | – | 0.10 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $318K | – | 0.06 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $293K | – | 0.05 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $248K | – | 0.04 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $144K | – | 0.03 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $63K | – | 0.01 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $49K | – | 0.01 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $41K | – | 0.01 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $16K | – | 0.00 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $16K | – | 0.00 |
| OCCIDENTAL PETE (Occidental Petroleum Corp) | Long | Debt | US | $11K | – | 0.00 |
| OGE ENERGY CORP | Long | Debt | US | $154K | – | 0.03 |
| OGLETHORPE POWER (Oglethorpe Power Corp) | Long | Debt | US | $937K | – | 0.16 |
| OGLETHORPE POWER (Oglethorpe Power Corp) | Long | Debt | US | $137K | – | 0.02 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $21K | – | 0.00 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $5K | – | 0.00 |
| OLYMPUS WTR HLDG (Olympus Water US Holding Corp) | Long | Debt | US | $2K | – | 0.00 |
| OMAN INTRNL BOND (Oman Government International Bond) | Long | Debt | OM | $2M | – | 0.36 |
| OMAN INTRNL BOND (Oman Government International Bond) | Long | Debt | OM | $400K | – | 0.07 |
| OMEGA HEALTHCARE (Omega Healthcare Investors Inc) | Long | Debt | US | $163K | – | 0.03 |
| ONCOR ELECTRIC D (Oncor Electric Delivery Co LLC) | Long | Debt | US | $121K | – | 0.02 |
| ONCOR ELECTRIC D (Oncor Electric Delivery Co LLC) | Long | Debt | US | $93K | – | 0.02 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $32K | – | 0.01 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $14K | – | 0.00 |
| ONEMAIN FINANCE (OneMain Finance Corp) | Long | Debt | US | $2K | – | 0.00 |
| ONEOK INC | Long | Debt | US | $139K | – | 0.02 |
| ONEOK INC | Long | Debt | US | $132K | – | 0.02 |
| ONEOK PARTNERS (ONEOK Partners LP) | Long | Debt | US | $138K | – | 0.02 |
| ONTARIO GAMI/OTG (Ontario Gaming GTA LP/OTG Co-Issuer Inc) | Long | Debt | CA | $5K | – | 0.00 |
| ORACLE CORP | Long | Debt | US | $340K | – | 0.06 |
| ORACLE CORP | Long | Debt | US | $239K | – | 0.04 |
| ORACLE CORP | Long | Debt | US | $216K | – | 0.04 |
| ORACLE CORP | Long | Debt | US | $174K | – | 0.03 |
| ORACLE CORP | Long | Debt | US | $118K | – | 0.02 |
| ORACLE CORP | Long | Debt | US | $36K | – | 0.01 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $12K | – | 0.00 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $5K | – | 0.00 |
| ORGANON & CO/ORG (Organon & Co / Organon Foreign Debt Co-Issuer BV) | Long | Debt | US | $2K | – | 0.00 |
| OUTFRONT MEDIA C (Outfront Media Capital LLC / Outfront Media Capital Corp) | Long | Debt | US | $5K | – | 0.00 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $7K | – | 0.00 |
| OWENS-BROCKWAY (Owens-Brockway Glass Container Inc) | Long | Debt | US | $7K | – | 0.00 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $1M | – | 0.24 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $199K | – | 0.03 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $194K | – | 0.03 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $135K | – | 0.02 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $119K | – | 0.02 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $93K | – | 0.02 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $85K | – | 0.01 |
| PACIFIC GAS&ELEC (Pacific Gas and Electric Co) | Long | Debt | US | $68K | – | 0.01 |
| PACIFIC NTNL FIN (Pacific National Finance Pty Ltd) | Long | Debt | AU | $768K | – | 0.13 |
| PACIFICORP | Long | Debt | US | $85K | – | 0.01 |
| PACIFICORP | Long | Debt | US | $9K | – | 0.00 |
| PACIFICORP | Long | Debt | US | $4K | – | 0.00 |
| PACTIV EVERGREEN (Pactiv Evergreen Group Issuer LLC / Pactiv Evergreen Group Issuer Inc) | Long | Debt | US | $14K | – | 0.00 |
| PANAMA (Panama Government International Bond) | Long | Debt | PA | $472K | – | 0.08 |
| PANAMA (Panama Government International Bond) | Long | Debt | PA | $166K | – | 0.03 |
| PANTHER ESCROW (Panther Escrow Issuer LLC) | Long | Debt | US | $5K | – | 0.00 |
| PARAGUAY (Paraguay Government International Bond) | Long | Debt | PY | $586K | – | 0.10 |
| PARK INTERMED HL (Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer) | Long | Debt | US | $5K | – | 0.00 |
| PARKER-HANNIFIN (Parker-Hannifin Corp) | Long | Debt | US | $3M | – | 0.52 |
| PATTERN ENERGY (Pattern Energy Operations LP / Pattern Energy Operations Inc) | Long | Debt | US | $2K | – | 0.00 |
| PAYPAL HOLDING (PayPal Holdings Inc) | Long | Debt | US | $38K | – | 0.01 |
| PECO ENERGY CO | Long | Debt | US | $110K | – | 0.02 |
| PENN NATL GAMING (Penn Entertainment Inc) | Long | Debt | US | $5K | – | 0.00 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $908K | – | 0.16 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $161K | – | 0.03 |
| PENSKE TRUCK LE (Penske Truck Leasing Co Lp / PTL Finance Corp) | Long | Debt | US | $59K | – | 0.01 |
| PEPSICO INC | Long | Debt | US | $22K | – | 0.00 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $25K | – | 0.00 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $10K | – | 0.00 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $5K | – | 0.00 |
| PERMIAN RESR OPR (Permian Resources Operating LLC) | Long | Debt | US | $5K | – | 0.00 |
| PERTH AIRPORT (Perth Airport Pty Ltd) | Long | Debt | AU | $430K | – | 0.08 |
| PERUSAHAAN LISTR (Perusahaan Perseroan Persero PT Perusahaan Listrik Negara) | Long | Debt | ID | $336K | – | 0.06 |
| PETROLEOS DEL PE (Petroleos del Peru SA) | Long | Debt | PE | $210K | – | 0.04 |
| PETROLEOS DEL PE (Petroleos del Peru SA) | Long | Debt | PE | $160K | – | 0.03 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $2M | – | 0.32 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $553K | – | 0.10 |
| PETROLEOS MEXICA (Petroleos Mexicanos) | Long | Debt | MX | $163K | – | 0.03 |
| PETRONAS CAP LTD (Petronas Capital Ltd) | Long | Debt | MY | $417K | – | 0.07 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $357K | – | 0.06 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $253K | – | 0.04 |
| PFIZER INVSTMNT (Pfizer Investment Enterprises Pte Ltd) | Long | Debt | SG | $151K | – | 0.03 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $2M | – | 0.36 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $1M | – | 0.26 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $526K | – | 0.09 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $263K | – | 0.05 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $234K | – | 0.04 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $138K | – | 0.02 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $107K | – | 0.02 |
| PHILIP MORRIS IN (Philip Morris International Inc) | Long | Debt | US | $10K | – | 0.00 |
| PHILLIPS 66 (Phillips 66 Co) | Long | Debt | US | $163K | – | 0.03 |
| PHILLIPS 66 | Long | Debt | US | $38K | – | 0.01 |
| PHILLIPS 66 | Long | Debt | US | $33K | – | 0.01 |
| PHINIA INC | Long | Debt | US | $2K | – | 0.00 |
| PHOENIX GRP (Phoenix Group Holdings PLC) | Long | Debt | GB | $383K | – | 0.07 |
| PIONEER NATURAL (Pioneer Natural Resources Co) | Long | Debt | US | $129K | – | 0.02 |
| PIONEER NATURAL (Pioneer Natural Resources Co) | Long | Debt | US | $125K | – | 0.02 |
| PLAINS ALL AMER (Plains All American Pipeline LP / PAA Finance Corp) | Long | Debt | US | $26K | – | 0.00 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $1M | – | 0.25 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $722K | – | 0.13 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $651K | – | 0.11 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $405K | – | 0.07 |
| PNC FINANCIAL (PNC Financial Services Group Inc/The) | Long | Debt | US | $168K | – | 0.03 |
| POST HOLDINGS IN (Post Holdings Inc) | Long | Debt | US | $5K | – | 0.00 |
| PRINCIPAL FINL (Principal Financial Group Inc) | Long | Debt | US | $215K | – | 0.04 |
| PROLOGIS INTL II (Prologis International Funding II SA) | Long | Debt | LU | $807K | – | 0.14 |
| PROLOGIS LP | Long | Debt | US | $926K | – | 0.16 |
| PROLOGIS LP | Long | Debt | US | $667K | – | 0.12 |
| PROLOGIS LP | Long | Debt | US | $259K | – | 0.05 |
| PROLOGIS LP | Long | Debt | US | $130K | – | 0.02 |
| PROLOGIS LP | Long | Debt | US | $37K | – | 0.01 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $204K | – | 0.04 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $133K | – | 0.02 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $55K | – | 0.01 |
| PRUDENTIAL FIN (Prudential Financial Inc) | Long | Debt | US | $52K | – | 0.01 |
| PUBLIC SERV COLO (Public Service Co of Colorado) | Long | Debt | US | $180K | – | 0.03 |
| PUBLIC SERVICE (Public Service Enterprise Group Inc) | Long | Debt | US | $1M | – | 0.18 |
| PUBLIC SERVICE (Public Service Electric and Gas Co) | Long | Debt | US | $155K | – | 0.03 |
| PUBLIC SERVICE (Public Service Electric and Gas Co) | Long | Debt | US | $77K | – | 0.01 |
| PUBLIC STORAGE (Public Storage Operating Co) | Long | Debt | US | $179K | – | 0.03 |
| QANTAS AIRWAYS (Qantas Airways Ltd) | Long | Debt | AU | $3M | – | 0.46 |
| QANTAS AIRWAYS (Qantas Airways Ltd) | Long | Debt | AU | $647K | – | 0.11 |
| QUEBEC PROVINCE (Province of Quebec Canada) | Long | Debt | CA | $3M | – | 0.47 |
| RABOBANK (Cooperatieve Rabobank UA) | Long | Debt | NL | $5M | – | 0.94 |
| RAIFFEISEN BK IN (Raiffeisen Bank International AG) | Long | Debt | AT | $219K | – | 0.04 |
| RAIFFEISEN SCHWE (Raiffeisen Schweiz Genossenschaft) | Long | Debt | CH | $2M | – | 0.38 |
| RANGE RESOURCES (Range Resources Corp) | Long | Debt | US | $10K | – | 0.00 |
| RCI BANQUE (RCI Banque SA) | Long | Debt | FR | $3M | – | 0.53 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $2M | – | 0.42 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $475K | – | 0.08 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $165K | – | 0.03 |
| REALTY INCOME (Realty Income Corp) | Long | Debt | US | $146K | – | 0.03 |
| REGIONS FINL (Regions Financial Corp) | Long | Debt | US | $763K | – | 0.13 |
| RELX CAPITAL INC | Long | Debt | US | $92K | – | 0.02 |
| REP OF CYPRUS (Cyprus Government International Bond) | Long | Debt | CY | $1M | – | 0.23 |
| REP OF LATVIA (Latvia Government International Bond) | Long | Debt | LV | $569K | – | 0.10 |
| REP OF POLAND (Republic of Poland Government International Bond) | Long | Debt | PL | $375K | – | 0.07 |
| REP OF POLAND (Republic of Poland Government International Bond) | Long | Debt | PL | $222K | – | 0.04 |
| REPUB UZBEKISTAN (Republic of Uzbekistan International Bond) | Long | Debt | UZ | $2M | – | 0.29 |
| REPUBLIC OF PERU (Peruvian Government International Bond) | Long | Debt | PE | $534K | – | 0.09 |
| RHP HOTEL PPTY (RHP Hotel Properties LP / RHP Finance Corp) | Long | Debt | US | $5K | – | 0.00 |
| RIO TINTO FINANC (Rio Tinto Finance USA Ltd) | Long | Debt | AU | $248K | – | 0.04 |
| ROBERT BOSCH (Robert Bosch GmbH) | Long | Debt | DE | $224K | – | 0.04 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $1M | – | 0.18 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $445K | – | 0.08 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $239K | – | 0.04 |
| ROCHE HLDGS INC (Roche Holdings Inc) | Long | Debt | US | $180K | – | 0.03 |
| ROCKET SOFTWARE (Rocket Software Inc) | Long | Debt | US | $5K | – | 0.00 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $850K | – | 0.15 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $542K | – | 0.09 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $307K | – | 0.05 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $281K | – | 0.05 |
| ROGERS COMMUNIC (Rogers Communications Inc) | Long | Debt | CA | $116K | – | 0.02 |
| ROLLER BEARING (Roller Bearing Co of America Inc) | Long | Debt | US | $5K | – | 0.00 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $2M | – | 0.39 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $1M | – | 0.25 |
| ROMANIA (Romanian Government International Bond) | Long | Debt | RO | $1M | – | 0.22 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $3M | – | 0.45 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $787K | – | 0.14 |
| ROTHESAY LIFE (Rothesay Life PLC) | Long | Debt | GB | $138K | – | 0.02 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $12K | – | 0.00 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $5K | – | 0.00 |
| ROYAL CARIBBEAN (Royal Caribbean Cruises Ltd) | Long | Debt | LR | $2K | – | 0.00 |
| RPM INTL INC (RPM International Inc) | Long | Debt | US | $113K | – | 0.02 |
| RTX CORP | Long | Debt | US | $521K | – | 0.09 |
| RTX CORP | Long | Debt | US | $137K | – | 0.02 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $2M | – | 0.32 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $111K | – | 0.02 |
| SABINE PASS LIQU (Sabine Pass Liquefaction LLC) | Long | Debt | US | $108K | – | 0.02 |
| SABRA HEALTH CAR (Sabra Health Care LP) | Long | Debt | US | $273K | – | 0.05 |
| SAN DIEGO G & E (San Diego Gas & Electric Co) | Long | Debt | US | $1M | – | 0.20 |
| SANTANDER UK GRP (Santander UK Group Holdings PLC) | Long | Debt | GB | $102K | – | 0.02 |
| SAUDI INT BOND (Saudi Government International Bond) | Long | Debt | SA | $5M | – | 0.81 |
| SBA COMMUNICATIO (SBA Communications Corp) | Long | Debt | US | $15K | – | 0.00 |
| SCDS: (AIRFP) | Derivative-credit | $183K | – | 0.03 | ||
| SCDS: (ENFP) | Derivative-credit | $-99K | – | -0.02 | ||
| SCDS: (MEX) | Derivative-credit | $-17K | – | -0.00 | ||
| SCDS: (PERU) | Derivative-credit | $-8K | – | -0.00 | ||
| SCDS: (STANLN) | Derivative-credit | $-8K | – | -0.00 | ||
| SCDS: (ULFP) | Derivative-credit | $-4K | – | -0.00 | ||
| SCDS: (ULFP) | Derivative-credit | $-4K | – | -0.00 | ||
| SCRIPPS ESCROW (Scripps Escrow Inc) | Long | Debt | US | $12K | – | 0.00 |
| SCRIPPS ESCROW (Scripps Escrow II Inc) | Long | Debt | US | $1K | – | 0.00 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $4K | – | 0.00 |
| SEAGATE HDD CAYM (Seagate HDD Cayman) | Long | Debt | KY | $1K | – | 0.00 |
| SEALED AIR CORP | Long | Debt | US | $7K | – | 0.00 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $5K | – | 0.00 |
| SEALED AIR/US (Sealed Air Corp/Sealed Air Corp US) | Long | Debt | US | $5K | – | 0.00 |
| SERBIA REPUBLIC (Serbia International Bond) | Long | Debt | RS | $1M | – | 0.18 |
| SETANTA AIRCRAFT (Setanta Aircraft Leasing DAC) | Long | Loan | IE | $44K | – | 0.01 |
| SEVERN TRENT FIN (Severn Trent Utilities Finance PLC) | Long | Debt | GB | $2M | – | 0.28 |
| SEVERN TRENT FIN (Severn Trent Utilities Finance PLC) | Long | Debt | GB | $448K | – | 0.08 |
| SHELL INTL FIN (Shell International Finance BV) | Long | Debt | NL | $112K | – | 0.02 |
| SHELL INTL FIN (Shell International Finance BV) | Long | Debt | NL | $62K | – | 0.01 |
| SHERWIN-WILLIAMS (Sherwin-Williams Co/The) | Long | Debt | US | $70K | – | 0.01 |
| SIEMENS FINAN (Siemens Financieringsmaatschappij NV) | Long | Debt | NL | $277K | – | 0.05 |
| SIRIUS XM RADIO (Sirius XM Radio Inc) | Long | Debt | US | $10K | – | 0.00 |
| SIX FLAG ENT/THM (Six Flags Entertainment Corp / Six Flags Theme Parks Inc) | Long | Debt | US | $5K | – | 0.00 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $342K | – | 0.06 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $223K | – | 0.04 |
| SMURFIT KAPPA (Smurfit Kappa Treasury ULC) | Long | Debt | IE | $203K | – | 0.04 |
| SNF GROUP SACA | Long | Debt | FR | $19K | – | 0.00 |
| SNF GROUP SACA | Long | Debt | FR | $9K | – | 0.00 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $1M | – | 0.18 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $506K | – | 0.09 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $228K | – | 0.04 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $203K | – | 0.04 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $138K | – | 0.02 |
| SOCIETE GENERALE (Societe Generale SA) | Long | Debt | FR | $57K | – | 0.01 |
| SOCIETE PROJETS (Societe Des Grands Projets EPIC) | Long | Debt | FR | $218K | – | 0.04 |
| SOUTH CAROL E&G (Dominion Energy South Carolina Inc) | Long | Debt | US | $215K | – | 0.04 |
| SOUTH CAROL E&G (Dominion Energy South Carolina Inc) | Long | Debt | US | $40K | – | 0.01 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $1M | – | 0.21 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $620K | – | 0.11 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $97K | – | 0.02 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $44K | – | 0.01 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $40K | – | 0.01 |
| SOUTHERN CAL ED (Southern California Edison Co) | Long | Debt | US | $40K | – | 0.01 |
| SOUTHERN CAL GAS (Southern California Gas Co) | Long | Debt | US | $296K | – | 0.05 |
| SOUTHERN CAL GAS (Southern California Gas Co) | Long | Debt | US | $40K | – | 0.01 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $105K | – | 0.02 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $28K | – | 0.00 |
| SOUTHERN CO (Southern Co/The) | Long | Debt | US | $26K | – | 0.00 |
| SOUTHWEST AIR (Southwest Airlines Co) | Long | Debt | US | $221K | – | 0.04 |
| SPANISH GOV'T (Spain Government Bond) | Long | Debt | ES | $1M | – | 0.23 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $13K | – | 0.00 |
| SPIRIT AEROSYSTE (Spirit AeroSystems Inc) | Long | Debt | US | $8K | – | 0.00 |
| SPRINT CAP CORP (Sprint Capital Corp) | Long | Debt | US | $2M | – | 0.36 |
| SPRINT CAP CORP (Sprint Capital Corp) | Long | Debt | US | $963K | – | 0.17 |
| SQUARE INC (Block Inc) | Long | Debt | US | $3K | – | 0.00 |
| SS&C TECH INC (SS&C Technologies Inc) | Long | Debt | US | $9K | – | 0.00 |
| STANDARD CHART (Standard Chartered PLC) | Long | Debt | GB | $917K | – | 0.16 |
| STANDARD CHART (Standard Chartered PLC) | Long | Debt | GB | $203K | – | 0.04 |
| STANDARD INDS IN (Standard Industries Inc/NJ) | Long | Debt | US | $5K | – | 0.00 |
| STANLEY BLACK (Stanley Black & Decker Inc) | Long | Debt | US | $39K | – | 0.01 |
| STAR PARENT INC | Long | Debt | US | $9K | – | 0.00 |
| STARBUCKS CORP | Long | Debt | US | $90K | – | 0.02 |
| STARWOOD PROP TR (Starwood Property Trust Inc) | Long | Debt | US | $2K | – | 0.00 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $481K | – | 0.08 |
| STATE OF ISRAEL (Israel Government International Bond) | Long | Debt | IL | $196K | – | 0.03 |
| STATE STREET CRP (State Street Corp) | Long | Debt | US | $119K | – | 0.02 |
| STATION CAS (Station Casinos LLC) | Long | Debt | US | $4K | – | 0.00 |
| STHRN GAS CRIDOR (Southern Gas Corridor CJSC) | Long | Debt | AZ | $479K | – | 0.08 |
| STOCKLAND TRUST | Long | Debt | AU | $472K | – | 0.08 |
| STUDIO CITY CO (Studio City Co Ltd) | Long | Debt | VG | $10K | – | 0.00 |
| STUDIO CITY FIN (Studio City Finance Ltd) | Long | Debt | VG | $4K | – | 0.00 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $1M | – | 0.19 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $379K | – | 0.07 |
| SUMITOMO MITSUI (Sumitomo Mitsui Financial Group Inc) | Long | Debt | JP | $208K | – | 0.04 |
| SUMMIT MATERIALS (Summit Materials LLC / Summit Materials Finance Corp) | Long | Debt | US | $3K | – | 0.00 |
| SUMMIT MIDSTREA (Summit Midstream Holdings LLC) | Long | Debt | US | $3K | – | 0.00 |
| SUN COMMUNITIES (Sun Communities Operating LP) | Long | Debt | US | $179K | – | 0.03 |
| SUNCOR ENERGY (Suncor Energy Inc) | Long | Debt | CA | $29K | – | 0.01 |
| SUNCOR INC (Suncor Energy Inc) | Long | Debt | CA | $160K | – | 0.03 |
| SUNOCO LP/FIN (Sunoco LP / Sunoco Finance Corp) | Long | Debt | US | $10K | – | 0.00 |
| SUNRISE FINCO (Sunrise FinCo I BV) | Long | Debt | NL | $14K | – | 0.00 |
| SWEDBANK AB | Long | Debt | SE | $3M | – | 0.54 |
| SWEDISH MATCH (Swedish Match AB) | Long | Debt | SE | $2M | – | 0.27 |
| SWP: EUR 3.326300 11-MAR-2034 EST | Derivative-interest rate | $73K | – | 0.01 | ||
| SWP: IFS 2.393800 01-AUG-2029 USC | Derivative-interest rate | $2K | – | 0.00 | ||
| SWP: IFS 2.419500 15-JUL-2029 USC | Derivative-interest rate | $6K | – | 0.00 | ||
| SWP: IFS 2.437000 19-JUL-2029 USC | Derivative-interest rate | $8K | – | 0.00 | ||
| SWP: IFS 2.449200 18-JUL-2029 USC | Derivative-interest rate | $9K | – | 0.00 | ||
| SWP: IFS 2.453800 01-AUG-2054 USC | Derivative-interest rate | $-3K | – | -0.00 | ||
| SWP: IFS 2.468500 15-JUL-2054 USC | Derivative-interest rate | $-5K | – | -0.00 | ||
| SWP: IFS 2.481500 19-JUL-2054 USC | Derivative-interest rate | $-7K | – | -0.00 | ||
| SWP: IFS 2.484000 10-JUL-2029 USC | Derivative-interest rate | $14K | – | 0.00 | ||
| SWP: IFS 2.490770 10-JUL-2029 USC | Derivative-interest rate | $17K | – | 0.00 | ||
| SWP: IFS 2.498500 10-JUL-2054 USC | Derivative-interest rate | $-9K | – | -0.00 | ||
| SWP: IFS 2.500700 18-JUL-2054 USC | Derivative-interest rate | $-9K | – | -0.00 | ||
| SWP: IFS 2.509520 10-JUL-2054 USC | Derivative-interest rate | $-12K | – | -0.00 | ||
| SWP: IFS 2.518800 05-JUL-2054 USC | Derivative-interest rate | $-10K | – | -0.00 | ||
| SWP: IFS 2.521500 05-JUL-2054 USC | Derivative-interest rate | $-12K | – | -0.00 | ||
| SWP: IFS 2.522700 05-JUL-2029 USC | Derivative-interest rate | $17K | – | 0.00 | ||
| SWP: IFS 2.523700 05-JUL-2054 USC | Derivative-interest rate | $-11K | – | -0.00 | ||
| SWP: IFS 2.524800 05-JUL-2029 USC | Derivative-interest rate | $17K | – | 0.00 | ||
| SWP: IFS 2.530000 05-JUL-2029 USC | Derivative-interest rate | $19K | – | 0.00 | ||
| SWP: OIS 4.273500 21-DEC-2024 | Derivative-interest rate | $10K | – | 0.00 | ||
| SWP: USD 3.837000 26-JUL-2029 SOF | Derivative-interest rate | $-21K | – | -0.00 | ||
| SWP: USD 4.016000 26-JUL-2027 SOF | Derivative-interest rate | $16K | – | 0.00 | ||
| SYNOVUS BANK GA (Synovus Bank/Columbus GA) | Long | Debt | US | $247K | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $243K | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $231K | – | 0.04 |
| T-MOBILE USA INC | Long | Debt | US | $177K | – | 0.03 |
| T-MOBILE USA INC | Long | Debt | US | $162K | – | 0.03 |
| TAKEDA PHARM (Takeda Pharmaceutical Co Ltd) | Long | Debt | JP | $131K | – | 0.02 |
| TAKEDA PHARM (Takeda Pharmaceutical Co Ltd) | Long | Debt | JP | $74K | – | 0.01 |
| TAKEDA PHARM (Takeda Pharmaceutical Co Ltd) | Long | Debt | JP | $68K | – | 0.01 |
| TALLGRASS NRG (Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp) | Long | Debt | US | $10K | – | 0.00 |
| TARGA RES PRTNRS (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $49K | – | 0.01 |
| TARGA RES PRTNRS (Targa Resources Partners LP / Targa Resources Partners Finance Corp) | Long | Debt | US | $31K | – | 0.01 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $650K | – | 0.11 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $325K | – | 0.06 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $161K | – | 0.03 |
| TARGA RESOURCES (Targa Resources Corp) | Long | Debt | US | $30K | – | 0.01 |
| TARGET CORP | Long | Debt | US | $56K | – | 0.01 |
| TDC NET AS (TDC Net A/S) | Long | Debt | DK | $223K | – | 0.04 |
| TELUS CORP | Long | Debt | CA | $348K | – | 0.06 |
| TELUS CORP | Long | Debt | CA | $72K | – | 0.01 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $15K | – | 0.00 |
| TENET HEALTHCARE (Tenet Healthcare Corp) | Long | Debt | US | $12K | – | 0.00 |
| TEVA PHARMACEUCI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $3K | – | 0.00 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $11K | – | 0.00 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $6K | – | 0.00 |
| TEVA PHARMACEUTI (Teva Pharmaceutical Finance Netherlands III BV) | Long | Debt | NL | $5K | – | 0.00 |
| THERMO FISHER (Thermo Fisher Scientific Inc) | Long | Debt | US | $125K | – | 0.02 |
| TIME WARNER CABL (Time Warner Cable LLC) | Long | Debt | US | $307K | – | 0.05 |
| TIME WARNER CABL (Time Warner Cable LLC) | Long | Debt | US | $56K | – | 0.01 |
| TIMKEN CO (Timken Co/The) | Long | Debt | US | $975K | – | 0.17 |
| TOLL BR FIN CORP (Toll Brothers Finance Corp) | Long | Debt | US | $61K | – | 0.01 |
| TOPBUILD CORP | Long | Debt | US | $9K | – | 0.00 |
| TOPBUILD CORP | Long | Debt | US | $5K | – | 0.00 |
| TOTALENERGIES SE | Long | Debt | FR | $306K | – | 0.05 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $1M | – | 0.22 |
| TOYOTA MTR CRED (Toyota Motor Credit Corp) | Long | Debt | US | $603K | – | 0.11 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $1M | – | 0.24 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $501K | – | 0.09 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $99K | – | 0.02 |
| TRANSCANADA PL (TransCanada PipeLines Ltd) | Long | Debt | CA | $85K | – | 0.01 |
| TRANSCONT GAS PL (Transcontinental Gas Pipe Line Co LLC) | Long | Debt | US | $83K | – | 0.01 |
| TRANSCONT GAS PL (Transcontinental Gas Pipe Line Co LLC) | Long | Debt | US | $5K | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $13K | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $10K | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $10K | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $5K | – | 0.00 |
| TRANSDIGM INC | Long | Debt | US | $2K | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $15K | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $11K | – | 0.00 |
| TRANSOCEAN INC | Long | Debt | KY | $2K | – | 0.00 |
| TRATON FIN LUX (Traton Finance Luxembourg SA) | Long | Debt | LU | $761K | – | 0.13 |
| TRATON FIN LUX (Traton Finance Luxembourg SA) | Long | Debt | LU | $390K | – | 0.07 |
| TRAVELERS COS (Travelers Cos Inc/The) | Long | Debt | US | $209K | – | 0.04 |
| TRIUMPH GROUP (Triumph Group Inc) | Long | Debt | US | $11K | – | 0.00 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $433K | – | 0.08 |
| UBS AG STAMFORD (UBS AG/Stamford CT) | Long | Debt | CH | $302K | – | 0.05 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $1M | – | 0.19 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $575K | – | 0.10 |
| UBS GROUP (UBS Group AG) | Long | Debt | CH | $167K | – | 0.03 |
| UDR INC | Long | Debt | US | $14K | – | 0.00 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $1M | – | 0.19 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $975K | – | 0.17 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $668K | – | 0.12 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $645K | – | 0.11 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $399K | – | 0.07 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $246K | – | 0.04 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $218K | – | 0.04 |
| UK TSY GILT (United Kingdom Gilt) | Long | Debt | GB | $96K | – | 0.02 |
| UKG INC | Long | Debt | US | $10K | – | 0.00 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $240K | – | 0.04 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $118K | – | 0.02 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $52K | – | 0.01 |
| UNION ELECTRIC (Union Electric Co) | Long | Debt | US | $52K | – | 0.01 |
| UNION PAC CORP (Union Pacific Corp) | Long | Debt | US | $194K | – | 0.03 |
| UNION PAC CORP (Union Pacific Corp) | Long | Debt | US | $27K | – | 0.00 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $52K | – | 0.01 |
| UNITED AIRLINES (United Airlines Inc) | Long | Debt | US | $21K | – | 0.00 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $3M | – | 0.46 |
| UNITED MEXICAN (Mexico Government International Bond) | Long | Debt | MX | $1M | – | 0.20 |
| UNITED NATURAL (United Natural Foods Inc) | Long | Debt | US | $8K | – | 0.00 |
| UNITED TECH CORP (RTX Corp) | Long | Debt | US | $257K | – | 0.04 |
| UNITED UTIL W FI (United Utilities Water Finance PLC) | Long | Debt | GB | $3M | – | 0.57 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $372K | – | 0.07 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $262K | – | 0.05 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $215K | – | 0.04 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $193K | – | 0.03 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $73K | – | 0.01 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $70K | – | 0.01 |
| UNITEDHEALTH GRP (UnitedHealth Group Inc) | Long | Debt | US | $45K | – | 0.01 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $14K | – | 0.00 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $10K | – | 0.00 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $2K | – | 0.00 |
| UNIVISION COMM (Univision Communications Inc) | Long | Debt | US | $2K | – | 0.00 |
| UNTD AIR 20-1 A (United Airlines 2020-1 Class A Pass Through Trust) | Long | Debt | US | $31K | – | 0.01 |
| URW SE (Unibail-Rodamco-Westfield SE) | Long | Debt | FR | $181K | – | 0.03 |
| US 10YR FUT OPTN Sep24P | Derivative-equity | $4K | – | 0.00 | ||
| US 10YR NOTE (CBT)Sep24 | Derivative-interest rate | $240K | – | 0.04 | ||
| US 10yr Ultra Fut Sep24 | Derivative-interest rate | $-208K | – | -0.04 | ||
| US 2YR NOTE (CBT) Sep24 | Derivative-interest rate | $25K | – | 0.00 | ||
| US 5YR NOTE (CBT) Sep24 | Derivative-interest rate | $-22K | – | -0.00 | ||
| US BANCORP | Long | Debt | US | $5M | – | 0.89 |
| US BANCORP | Long | Debt | US | $483K | – | 0.08 |
| US BANCORP | Long | Debt | US | $415K | – | 0.07 |
| US BANCORP | Long | Debt | US | $360K | – | 0.06 |
| US BANCORP | Long | Debt | US | $287K | – | 0.05 |
| US BANCORP | Long | Debt | US | $194K | – | 0.03 |
| US FOODS INC | Long | Debt | US | $9K | – | 0.00 |
| US FOODS INC | Long | Debt | US | $2K | – | 0.00 |
| US LONG BOND(CBT) Sep24 | Derivative-interest rate | $103K | – | 0.02 | ||
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $5M | – | 0.94 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $5M | – | 0.79 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.74 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $4M | – | 0.63 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.52 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.50 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $3M | – | 0.45 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.35 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $2M | – | 0.35 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $895K | – | 0.16 |
| US TREASURY N/B (United States Treasury Note/Bond) | Long | Debt | US | $790K | – | 0.14 |
| US ULTRA BOND CBT Sep24 | Derivative-interest rate | $6K | – | 0.00 | ||
| USI INC/NY | Long | Debt | US | $2K | – | 0.00 |
| UZBEK INTL BOND (Republic of Uzbekistan International Bond) | Long | Debt | UZ | $220K | – | 0.04 |
| VAIL RESORTS (Vail Resorts Inc) | Long | Debt | US | $13K | – | 0.00 |
| VALARIS (Valaris Ltd) | Long | Debt | BM | $17K | – | 0.00 |
| VALERO ENERGY (Valero Energy Corp) | Long | Debt | US | $71K | – | 0.01 |
| VALERO ENERGY (Valero Energy Corp) | Long | Debt | US | $47K | – | 0.01 |
| Vanguard Market Liquidity Fund (Vanguard Cmt Funds-Vanguard Market Liquidity Fund) | Long | Short-term investment vehicle | US | $5M | 49K | 0.85 |
| VELOCITY VEHICLE (Velocity Vehicle Group LLC) | Long | Debt | US | $2K | – | 0.00 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $19K | – | 0.00 |
| VENTURE GLOBAL C (Venture Global Calcasieu Pass LLC) | Long | Debt | US | $5K | – | 0.00 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $32K | – | 0.01 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $13K | – | 0.00 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $6K | – | 0.00 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $5K | – | 0.00 |
| VENTURE GLOBAL L (Venture Global LNG Inc) | Long | Debt | US | $3K | – | 0.00 |
| VERISK ANALYTICS (Verisk Analytics Inc) | Long | Debt | US | $99K | – | 0.02 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $560K | – | 0.10 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $238K | – | 0.04 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $172K | – | 0.03 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $133K | – | 0.02 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $105K | – | 0.02 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $101K | – | 0.02 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $61K | – | 0.01 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $53K | – | 0.01 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $31K | – | 0.01 |
| VERIZON COMM INC (Verizon Communications Inc) | Long | Debt | US | $24K | – | 0.00 |
| VIACOMCBS INC (Paramount Global) | Long | Debt | US | $35K | – | 0.01 |
| VICTORIA POWER N (Victoria Power Networks Finance Pty Ltd) | Long | Debt | AU | $980K | – | 0.17 |
| VILLE DE PARIS | Long | Debt | FR | $873K | – | 0.15 |
| VIPER ENERGY PA (Viper Energy Inc) | Long | Debt | US | $5K | – | 0.00 |
| VIRGIN MEDIA SEC (Virgin Media Secured Finance PLC) | Long | Debt | GB | $42K | – | 0.01 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $342K | – | 0.06 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $126K | – | 0.02 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $99K | – | 0.02 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $60K | – | 0.01 |
| VIRGINIA EL&PWR (Virginia Electric and Power Co) | Long | Debt | US | $57K | – | 0.01 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $22K | – | 0.00 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $7K | – | 0.00 |
| VISTRA OPERATION (Vistra Operations Co LLC) | Long | Debt | US | $3K | – | 0.00 |
| VITAL ENERGY INC | Long | Debt | US | $4K | – | 0.00 |
| VMWARE LLC | Long | Debt | US | $357K | – | 0.06 |
| VMWARE LLC | Long | Debt | US | $184K | – | 0.03 |
| VMWARE LLC | Long | Debt | US | $129K | – | 0.02 |
| VODAFONE GROUP (Vodafone Group PLC) | Long | Debt | GB | $317K | – | 0.06 |
| VODAFONE GROUP (Vodafone Group PLC) | Long | Debt | GB | $255K | – | 0.04 |
| VODAFONE GROUP (Vodafone Group PLC) | Long | Debt | GB | $131K | – | 0.02 |
| VOLKSWAGEN BANK (Volkswagen Bank GmbH) | Long | Debt | DE | $2M | – | 0.29 |
| VOLKSWAGEN GRP (Volkswagen Group of America Finance LLC) | Long | Debt | US | $135K | – | 0.02 |
| VOLKSWAGEN INTFN (Volkswagen International Finance NV) | Long | Debt | NL | $1M | – | 0.24 |
| VZ SECURED FINAN (VZ Secured Financing BV) | Long | Debt | NL | $13K | – | 0.00 |
| WACHOVIA BANK NA (Wells Fargo Bank NA) | Long | Debt | US | $112K | – | 0.02 |
| WALT DISNEY CO (Walt Disney Co/The) | Long | Debt | US | $102K | – | 0.02 |
| WALT DISNEY CO (Walt Disney Co/The) | Long | Debt | US | $81K | – | 0.01 |
| WALT DISNEY CO (Walt Disney Co/The) | Long | Debt | US | $34K | – | 0.01 |
| WALT DISNEY CO (Walt Disney Co/The) | Long | Debt | US | $29K | – | 0.01 |
| WARNERMEDIA HLDG (Warnermedia Holdings Inc) | Long | Debt | US | $532K | – | 0.09 |
| WATCO COS LLC/FI (Watco Cos LLC / Watco Finance Corp) | Long | Debt | US | $3K | – | 0.00 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $253K | – | 0.04 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $241K | – | 0.04 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $233K | – | 0.04 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $87K | – | 0.02 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $75K | – | 0.01 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $50K | – | 0.01 |
| WELLS FARGO CO (Wells Fargo & Co) | Long | Debt | US | $44K | – | 0.01 |
| WELLTOWER INC (Welltower OP LLC) | Long | Debt | US | $49K | – | 0.01 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $10K | – | 0.00 |
| WESCO DISTRIBUT (WESCO Distribution Inc) | Long | Debt | US | $5K | – | 0.00 |
| WESTAR ENERGY (Evergy Kansas Central Inc) | Long | Debt | US | $104K | – | 0.02 |
| WESTCONNEX FINAN (WestConnex Finance Co Pty Ltd) | Long | Debt | AU | $2M | – | 0.40 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $103K | – | 0.02 |
| WESTERN GAS PART (Western Midstream Operating LP) | Long | Debt | US | $48K | – | 0.01 |
| WESTFIELD AMERIC (Westfield America Management Ltd) | Long | Debt | AU | $2M | – | 0.29 |
| WESTFIELD AMERIC (Westfield America Management Ltd) | Long | Debt | AU | $441K | – | 0.08 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $2M | – | 0.37 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $492K | – | 0.09 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $327K | – | 0.06 |
| WESTPAC BANKING (Westpac Banking Corp) | Long | Debt | AU | $54K | – | 0.01 |
| WEYERHAEUSER CO | Long | Debt | US | $87K | – | 0.02 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $229K | – | 0.04 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $194K | – | 0.03 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $78K | – | 0.01 |
| WILLIAMS COS INC (Williams Cos Inc/The) | Long | Debt | US | $69K | – | 0.01 |
| WILLIAMS SCOTSM (Williams Scotsman Inc) | Long | Debt | US | $5K | – | 0.00 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $77K | – | 0.01 |
| WILLIS NORTH AME (Willis North America Inc) | Long | Debt | US | $52K | – | 0.01 |
| WMG ACQUISITION (WMG Acquisition Corp) | Long | Debt | US | $54K | – | 0.01 |
| WOOLWORTHS GROUP (Woolworths Group Ltd) | Long | Debt | AU | $1M | – | 0.22 |
| WORKDAY INC | Long | Debt | US | $134K | – | 0.02 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $6K | – | 0.00 |
| WR GRACE HOLDING (WR Grace Holdings LLC) | Long | Debt | US | $5K | – | 0.00 |
| WYNDHAM HOTELS & (Wyndham Hotels & Resorts Inc) | Long | Debt | US | $14K | – | 0.00 |
| WYNN MACAU LTD | Long | Debt | KY | $35K | – | 0.01 |
| WYNN MACAU LTD | Long | Debt | KY | $4K | – | 0.00 |
| XSTRATA FIN CAN (Glencore Finance Canada Ltd) | Long | Debt | CA | $33K | – | 0.01 |
| YINSON BORONIA (Yinson Boronia Production BV) | Long | Debt | NL | $589K | – | 0.10 |
| YORKSHIRE WATER (Yorkshire Water Finance PLC) | Long | Debt | GB | $1M | – | 0.25 |
| YORKSHIRE WATER (Yorkshire Water Finance PLC) | Long | Debt | GB | $851K | – | 0.15 |
| YORKSHIRE WATER (Yorkshire Water Finance PLC) | Long | Debt | GB | $850K | – | 0.15 |
| ZOETIS INC | Long | Debt | US | $231K | – | 0.04 |
| ZOETIS INC | Long | Debt | US | $118K | – | 0.02 |
| ZOETIS INC | Long | Debt | US | $56K | – | 0.01 |
Address
VANGUARD CHARLOTTE FUNDS
100 VANGUARD BOULEVARD
MALVERN
Pennsylvania
19355
United States of America
Websites
Directors
F. Joseph Loughrey
Andre F. Perold
Mortimer J. Buckley
Deanna Mulligan
Peter F. Volanakis
David Thomas
Grant Reid
Sarah Bloom Raskin
Mark Loughridge
Scott C. Malpass
Emerson U. Fullwood
Tara Bunch
Transfer Agents
THE VANGUARD GROUP, INC.
Pricing Services
ICE Data Pricing and Reference Data LLC
ITG Analytics Inc
JPMorgan Chase Bank
Markit North America INC
Markit Group Limited
Bloomberg Finance LP
Refinitiv US LLC
Custodians
Citibank Europe plc
Deutsche Bank AG
Bank Handlowy w Warszawie SA
GCD Denmark
UBS Switzerland AG
Cititrust Colombia SA
JPMorgan Chase Bank NA
J.P. MORGAN SE - LUXEMBOURG BRANCH
Mizuho Bank Ltd
PT Bank HSBC Indonesia
Royal Bank of Canada
JP Morgan SA DTVM
Standard Chartered Bank Korea Limited
HSBC Argentina Bank SA
The Hongkong and Shanghai Banking Corporation Limited
Bank Leumi leIsrael BM
BNP Paribas Securities Services SCA
Standard Chartered Bank Thai Public Company Limited
DBS Bank Ltd
HSBC Bank Malaysia Berhad
Euroclear
Citibank NA
Deutsche Bank AG
Skandinaviska Enskilda Banken AB (publ)
JPMorgan Chase Bank NA
JPMorgan Chase Bank NA
Citibank AS
J.P. MORGAN SE - LUXEMBOURG BRANCH
Banco Santander Chile
FirstRand Bank Limited
Banco Nacional de Mexico SA
Skandinaviska Enskilda Banken AB (publ)
UniCredit Bank Czech Republic and Slovakia as
UniCredit Bank Czech Republic and Slovakia as
JPMorgan Chase Bank NA
JP Morgan Bank International Limited Liability Company
J.P. MORGAN SE - LUXEMBOURG BRANCH
Skandinaviska Enskilda Banken AB (publ)
Euroclear
JPMorgan Chase Bank NA
BNP Paribas S.A. - Athens Branch
BNP Paribas Securities Services SCA
Shareholder Servicing Agents
THE VANGUARD GROUP, INC.
Admins
The Vanguard Group, Inc.
JPMorgan Chase Bank, N.A.
Brokers
N/A