Mutual Fund Database

Six Circles Funds > Six Circles Trust

Six Circles Global Bond Fund

Series ID: S000068181
LEI: 549300SSSIFRKGSSGN94
SEC CIK: 1724826
$9.36B Avg Monthly Net Assets
$14.10B Total Assets
$1.76B Total Liabilities
$12.34B Net Assets
Six Circles Global Bond Fund is a Mutual Fund in Six Circles Trust from Six Circles Funds, based in New York, United States of America. The fund has one share class and monthly net assets of $9.36B. On August 26th, 2024 it reported 6,552 holdings, the largest being FNMA 30YR TBA 5% JUL 24 (1.0%), FRANCE (GOV 4.5% 04/25/41/EUR/ (0.9%) and FRANCE (GO 1.25% 05/25/36/EUR/ (0.8%). Data provided by Fincoded.

Share Classes

Name Class/Contract ID Ticker Monthly Returns (2 years)
Six Circles Global Bond Fund C000218339 CGLBX Jun 22Jul 22Aug 22Sep 22Oct 22Nov 22Dec 22Jan 23Feb 23Mar 23Apr 23May 23Jun 23Jul 23Aug 23Sep 23Oct 23Nov 23Dec 23Jan 24Feb 24Mar 24Apr 24May 243.75% (Max)-2.92% (Min)

Holdings

From latest NPORT-P, filed August 26th, 2024 for period ending June 30th, 2024. Historic holdings data available from Fincoded.
Name Profile Category Country Value $USD # Shares % of Fund
3I GROUP PLC /EUR/ REGD REG S 4.87500000 (3I GROUP 4.875% 06/14/29/EUR/) Long Debt GB $5M 5M 0.04
3I GROUP PLC /GBP/ REGD REG S EMTN 5.75000000 (3I GROUP P 5.75% 12/03/32/GBP/) Long Debt GB $453K 350K 0.00
A1 TOWERS HOLDING /EUR/ REGD REG S 5.25000000 (A1 TOWERS 5.25% 07/13/28/EUR/) Long Debt AT $14M 13M 0.11
A2A SPA /EUR/ REGD REG S 4.37500000 (A2A SPA 4.375% 02/03/34/EUR/) Long Debt IT $109K 100K 0.00
A2A SPA /EUR/ REGD REG S EMTN 0.62500000 (A2A SPA 0.625% 07/15/31/EUR/) Long Debt IT $171K 200K 0.00
A2A SPA /EUR/ REGD REG S EMTN 1.00000000 (A2A SPA 1% 07/16/29/EUR/) Long Debt IT $94K 100K 0.00
A2A SPA /EUR/ REGD REG S EMTN 1.00000000 (A2A SPA 1% 11/02/33/EUR/) Long Debt IT $82K 100K 0.00
A2A SPA /EUR/ REGD REG S EMTN 1.62500000 (A2A SPA 1.625% 10/19/27/EUR/) Long Debt IT $201K 200K 0.00
A2A SPA /EUR/ REGD REG S EMTN 4.50000000 (A2A SPA 4.5% 09/19/30/EUR/) Long Debt IT $222K 200K 0.00
AAREAL BANK A /EUR/ REGD REG S 4.50000000 (AAREAL BANK 4.5% 07/25/25/EUR/) Long Debt DE $2M 2M 0.02
AAREAL BANK AG /EUR/ REGD REG S EMTN 2.87500000 (AAREAL BA 2.875% 05/10/28/EUR/) Long Debt DE $105K 100K 0.00
AAREAL BANK AG /EUR/ REGD REG S SER 236 0.01000000 (AAREAL BAN 0.01% 02/01/28/EUR/) Long Debt DE $95K 100K 0.00
ABB FINANCE BV /EUR/ REGD REG S EMTN 0.00000000 (ABB FINANCE B 0% 01/19/30/EUR/) Long Debt NL $2M 2M 0.01
ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000 (ABB FINAN 3.375% 01/16/31/EUR/) Long Debt NL $8M 7M 0.06
ABB FINANCE BV /EUR/ REGD REG S EMTN 3.37500000 (ABB FINAN 3.375% 01/15/34/EUR/) Long Debt NL $3M 3M 0.03
ABBOTT LABORATORIES REGD 4.90000000 (ABBOTT LABORATOR 4.9% 11/30/46) Long Debt US $24K 25K 0.00
ABBVIE INC REGD 4.50000000 (ABBVIE INC 4.5% 05/14/35) Long Debt US $241K 255K 0.00
ABBVIE INC REGD 4.95000000 (ABBVIE INC 4.95% 03/15/31) Long Debt US $10K 10K 0.00
ABBVIE INC REGD 5.05000000 (ABBVIE INC 5.05% 03/15/34) Long Debt US $10K 10K 0.00
ABBVIE INC REGD 5.35000000 (ABBVIE INC 5.35% 03/15/44) Long Debt US $10K 10K 0.00
ABBVIE INC REGD 5.50000000 (ABBVIE INC 5.5% 03/15/64) Long Debt US $209K 210K 0.00
ABBVIE INC REGD SER WI 3.20000000 (ABBVIE INC 3.2% 11/21/29) Long Debt US $5M 5M 0.04
ABBVIE INC REGD SER WI 4.05000000 (ABBVIE INC 4.05% 11/21/39) Long Debt US $22K 25K 0.00
ABBVIE INC REGD SER WI 4.40000000 (ABBVIE INC 4.4% 11/06/42) Long Debt US $4K 5K 0.00
ABERTIS INFRAESTRUCTURAS /GBP/ REGD REG S EMTN 3.37500000 (ABERTIS I 3.375% 11/27/26/GBP/) Long Debt ES $5M 4M 0.04
ABN AMRO BANK NV /EUR/ REGD REG S 1.37500000 (ABN AMRO 1.375% 01/12/37/EUR/) Long Debt NL $86K 100K 0.00
ABN AMRO BANK NV /EUR/ REGD REG S 1.45000000 (ABN AMRO B 1.45% 04/12/38/EUR/) Long Debt NL $85K 100K 0.00
ABN AMRO BANK NV /EUR/ REGD REG S 4.37500000 (ABN AMRO 4.375% 10/20/28/EUR/) Long Debt NL $4M 4M 0.03
ABN AMRO BANK NV /EUR/ REGD REG S EMTN 0.40000000 (ABN AMRO BA 0.4% 09/17/41/EUR/) Long Debt NL $65K 100K 0.00
ABN AMRO BANK NV /EUR/ REGD REG S EMTN 1.25000000 (ABN AMRO B 1.25% 01/10/33/EUR/) Long Debt NL $92K 100K 0.00
ABN AMRO BANK NV /EUR/ REGD V/R REG S EMTN 5.50000000 (ABN AMRO BAN V/R 09/21/33/EUR/) Long Debt NL $1M 1M 0.01
ABN AMRO BANK NV REGD V/R 144A P/P 6.33900000 (ABN AMRO BANK NV V/R 09/18/27) Long Debt NL $1M 1M 0.01
ABN AMRO BANK NV REGD V/R 144A P/P MTN 6.57500000 (ABN AMRO BANK NV V/R 10/13/26) Long Debt NL $2M 2M 0.02
ACCOR SA /EUR/ REGD REG S 1.75000000 (ACCOR SA 1.75% 02/04/26/EUR/) Long Debt FR $7M 7M 0.06
ACCOR SA /EUR/ REGD REG S 2.37500000 (ACCOR SA 2.375% 11/29/28/EUR/) Long Debt FR $4M 4M 0.03
ACCOR SA /EUR/ REGD REG S 3.87500000 (ACCOR SA 3.875% 03/11/31/EUR/) Long Debt FR $319K 300K 0.00
ACEA SPA /EUR/ REGD REG S EMTN 0.50000000 (ACEA SPA 0.5% 04/06/29/EUR/) Long Debt IT $93K 100K 0.00
ACEA SPA /EUR/ REGD REG S EMTN 1.75000000 (ACEA SPA 1.75% 05/23/28/EUR/) Long Debt IT $129K 130K 0.00
ACEA SPA /EUR/ REGD REG S EMTN SER *- 3.87500000 (ACEA SPA 3.875% 01/24/31/EUR/) Long Debt IT $535K 500K 0.00
ACHMEA BANK NV /EUR/ REGD REG S EMTN 0.50000000 (ACHMEA BANK 0.5% 02/20/26/EUR/) Long Debt NL $102K 100K 0.00
ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 0.37500000 (ACTION LO 0.375% 10/05/31/EUR/) Long Debt FR $433K 500K 0.00
ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.12500000 (ACTION LO 3.125% 09/28/37/EUR/) Long Debt FR $298K 300K 0.00
ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 3.62500000 (ACTION LO 3.625% 05/25/43/EUR/) Long Debt FR $102K 100K 0.00
ACTION LOGEMENT SERVICES /EUR/ REGD REG S EMTN 4.12500000 (ACTION LO 4.125% 10/03/38/EUR/) Long Debt FR $110K 100K 0.00
ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.55000000 (ADIF ALTA 0.55% 10/31/31/EUR/) Long Debt ES $173K 200K 0.00
ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.55000000 (ADIF ALTA 0.55% 04/30/30/EUR/) Long Debt ES $91K 100K 0.00
ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 0.95000000 (ADIF ALTA 0.95% 04/30/27/EUR/) Long Debt ES $200K 200K 0.00
ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.25000000 (ADIF ALTA 3.25% 05/31/29/EUR/) Long Debt ES $846K 800K 0.01
ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000 (ADIF ALTA V 3.5% 07/30/29/EUR/) Long Debt ES $214K 200K 0.00
ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.50000000 (ADIF ALTA V 3.5% 07/30/28/EUR/) Long Debt ES $107K 100K 0.00
ADIF ALTA VELOCIDAD /EUR/ REGD REG S EMTN 3.65000000 (ADIF ALTA 3.65% 04/30/34/EUR/) Long Debt ES $106K 100K 0.00
ADOBE INC REGD 2.30000000 (ADOBE INC 2.3% 02/01/30) Long Debt US $25K 28K 0.00
ADVOCATE HEALTH CORP REGD 3.38700000 (ADVOCATE HEALT 3.387% 10/15/49) Long Debt US $26K 35K 0.00
AEDIFICA SA /EUR/ REGD REG S 0.75000000 (AEDIFICA S 0.75% 09/09/31/EUR/) Long Debt BE $1M 1M 0.01
AEP TEXAS INC REGD 4.70000000 (AEP TEXAS INC 4.7% 05/15/32) Long Debt US $834K 885K 0.01
AEP TEXAS INC REGD 5.45000000 (AEP TEXAS INC 5.45% 05/15/29) Long Debt US $512K 510K 0.00
AEP TEXAS INC REGD SER I 2.10000000 (AEP TEXAS INC 2.1% 07/01/30) Long Debt US $2M 3M 0.02
AEP TRANSMISSION CO LLC REGD 5.15000000 (AEP TRANSMISSIO 5.15% 04/01/34) Long Debt US $10K 10K 0.00
AERCAP IRELAND CAP/GLOBA REGD 2.45000000 (AERCAP IRELAND 2.45% 10/29/26) Long Debt IE $140K 150K 0.00
AEROPORTS DE PARIS SA /EUR/ REGD 2.75000000 (AEROPORTS 2.75% 06/05/28/EUR/) Long Debt FR $105K 100K 0.00
AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.00000000 (AEROPORTS DE 1% 01/05/29/EUR/) Long Debt FR $480K 500K 0.00
AEROPORTS DE PARIS SA /EUR/ REGD REG S 1.50000000 (AEROPORTS D 1.5% 07/02/32/EUR/) Long Debt FR $550K 600K 0.00
AEROPORTS DE PARIS SA /EUR/ REGD REG S 2.12500000 (AEROPORTS 2.125% 10/02/26/EUR/) Long Debt FR $208K 200K 0.00
AEROPORTS DE PARIS SA /EUR/ REGD REG S 2.75000000 (AEROPORTS 2.75% 04/02/30/EUR/) Long Debt FR $3M 3M 0.02
AES CORP/THE REGD SER WI 2.45000000 (AES CORP/THE 2.45% 01/15/31) Long Debt US $12K 15K 0.00
AETNA INC REGD 3.50000000 (AETNA INC 3.5% 11/15/24) Long Debt US $58K 58K 0.00
AFFINITY SUTTON CM PLC /GBP/ REGD EMTN 5.98100000 (AFFINITY 5.981% 09/17/38/GBP/) Long Debt GB $1M 1M 0.01
AFFINITY WATER FIN 2004 /GBP/ REGD 5.87500000 (AFFINITY 5.875% 07/13/26/GBP/) Long Debt GB $38K 30K 0.00
AFFORDABLE HOUSING FINAN /GBP/ REGD REG S 2.89300000 (AFFORDABL 2.893% 08/11/43/GBP/) Long Debt GB $189K 200K 0.00
AFFORDABLE HOUSING FINAN /GBP/ REGD REG S EMTN 3.80000000 (AFFORDABLE 3.8% 05/20/42/GBP/) Long Debt GB $109K 100K 0.00
AFLAC INC REGD 3.60000000 (AFLAC INC 3.6% 04/01/30) Long Debt US $37K 40K 0.00
AFLAC INC REGD 4.75000000 (AFLAC INC 4.75% 01/15/49) Long Debt US $18K 20K 0.00
AFRICAN DEVELOPMENT BANK /EUR/ REGD 0.50000000 (AFRICAN DEV 0.5% 03/21/29/EUR/) Long Debt $3M 4M 0.03
AFRICAN DEVELOPMENT BANK /EUR/ REGD 0.50000000 (AFRICAN DEV 0.5% 03/22/27/EUR/) Long Debt $999K 1M 0.01
AFRICAN DEVELOPMENT BANK /EUR/ REGD EMTN 2.25000000 (AFRICAN DE 2.25% 09/14/29/EUR/) Long Debt $2M 2M 0.02
AFRICAN DEVELOPMENT BANK /EUR/ REGD MTN SER GDIF 0.87500000 (AFRICAN D 0.875% 05/24/28/EUR/) Long Debt $395K 400K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 0.12500000 (AGENCE FR 0.125% 09/29/31/EUR/) Long Debt FR $255K 300K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 1.62500000 (AGENCE FR 1.625% 05/25/32/EUR/) Long Debt FR $188K 200K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.00000000 (AGENCE FRANCA 3% 01/17/34/EUR/) Long Debt FR $309K 300K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.37500000 (AGENCE FR 3.375% 05/25/33/EUR/) Long Debt FR $533K 500K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S 3.50000000 (AGENCE FRAN 3.5% 02/25/33/EUR/) Long Debt FR $108K 100K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.25000000 (AGENCE FRA 0.25% 07/21/26/EUR/) Long Debt FR $1M 1M 0.01
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.25000000 (AGENCE FRA 0.25% 06/29/29/EUR/) Long Debt FR $368K 400K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.37500000 (AGENCE FR 0.375% 05/25/36/EUR/) Long Debt FR $74K 100K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000 (AGENCE FRAN 0.5% 05/31/35/EUR/) Long Debt FR $391K 500K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 0.50000000 (AGENCE FRAN 0.5% 05/25/30/EUR/) Long Debt FR $182K 200K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN 1.12500000 (AGENCE FR 1.125% 03/02/37/EUR/) Long Debt FR $239K 300K 0.00
AGENCE FRANCAISE DEVELOP /EUR/ REGD REG S EMTN SER EMRN 1.50000000 (AGENCE FRAN 1.5% 10/31/34/EUR/) Long Debt FR $798K 900K 0.01
AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.00000000 (AGENCE FRANCE 0% 09/20/27/EUR/) Long Debt FR $481K 500K 0.00
AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.00000000 (AGENCE FRANCE 0% 03/20/31/EUR/) Long Debt FR $85K 100K 0.00
AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 0.12500000 (AGENCE FR 0.125% 06/20/26/EUR/) Long Debt FR $401K 400K 0.00
AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 1.12500000 (AGENCE FR 1.125% 06/20/28/EUR/) Long Debt FR $982K 1M 0.01
AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.00000000 (AGENCE FRANCE 3% 03/20/30/EUR/) Long Debt FR $314K 300K 0.00
AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.12500000 (AGENCE FR 3.125% 03/20/34/EUR/) Long Debt FR $103K 100K 0.00
AGENCE FRANCE LOCALE /EUR/ REGD REG S EMTN 3.62500000 (AGENCE FR 3.625% 06/20/38/EUR/) Long Debt FR $105K 100K 0.00
AGILENT TECHNOLOGIES INC REGD 3.05000000 (AGILENT TECHNOL 3.05% 09/22/26) Long Debt US $33K 35K 0.00
AGRICUL DEV BANK CHINA /CNH/ REGD REG S 3.80000000 (AGRICUL DEV 3.8% 10/27/30/CNH/) Long Debt CN $2M 14M 0.02
AGRICUL DEV BANK CHINA /CNH/ REGD REG S SER . 3.40000000 (AGRICUL DEV 3.4% 11/06/24/CNH/) Long Debt CN $8M 56M 0.06
AGRICUL DEV BANK CHINA /CNY/ REGD 2.87000000 (AGRICUL DE 2.87% 05/14/27/CNY/) Long Debt CN $6M 44M 0.05
AGRICUL DEV BANK CHINA /CNY/ REGD 2.91000000 (AGRICUL DE 2.91% 02/21/29/CNY/) Long Debt CN $3M 18M 0.02
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1618 3.58000000 (AGRICUL DE 3.58% 04/22/26/CNY/) Long Debt CN $3M 24M 0.03
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1806 4.65000000 (AGRICUL DE 4.65% 05/11/28/CNY/) Long Debt CN $6M 38M 0.05
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1901 3.75000000 (AGRICUL DE 3.75% 01/25/29/CNY/) Long Debt CN $12M 83M 0.10
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1906 3.74000000 (AGRICUL DE 3.74% 07/12/29/CNY/) Long Debt CN $7M 46M 0.06
AGRICUL DEV BANK CHINA /CNY/ REGD SER 1908 3.63000000 (AGRICUL DE 3.63% 07/19/26/CNY/) Long Debt CN $26M 183M 0.21
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2004 2.96000000 (AGRICUL DE 2.96% 04/17/30/CNY/) Long Debt CN $14M 94M 0.11
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2008 3.45000000 (AGRICUL DE 3.45% 09/23/25/CNY/) Long Debt CN $2M 17M 0.02
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2010 3.79000000 (AGRICUL DE 3.79% 10/26/30/CNY/) Long Debt CN $751K 5M 0.01
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2103 3.35000000 (AGRICUL DE 3.35% 03/24/26/CNY/) Long Debt CN $4M 25M 0.03
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2105 3.52000000 (AGRICUL DE 3.52% 05/24/31/CNY/) Long Debt CN $6M 39M 0.05
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2108 2.99000000 (AGRICUL DE 2.99% 08/11/26/CNY/) Long Debt CN $18M 126M 0.14
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2110 3.30000000 (AGRICUL DEV 3.3% 11/05/31/CNY/) Long Debt CN $21M 139M 0.17
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2202 2.74000000 (AGRICUL DE 2.74% 02/23/27/CNY/) Long Debt CN $1M 10M 0.01
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2205 3.06000000 (AGRICUL DE 3.06% 06/06/32/CNY/) Long Debt CN $9M 61M 0.07
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2207 2.50000000 (AGRICUL DEV 2.5% 08/24/27/CNY/) Long Debt CN $8M 60M 0.07
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2210 2.97000000 (AGRICUL DE 2.97% 10/14/32/CNY/) Long Debt CN $19M 135M 0.16
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2212 2.60000000 (AGRICUL DEV 2.6% 12/01/25/CNY/) Long Debt CN $1M 7M 0.01
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2302 3.10000000 (AGRICUL DEV 3.1% 02/27/33/CNY/) Long Debt CN $9M 59M 0.07
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2303 2.90000000 (AGRICUL DEV 2.9% 03/08/28/CNY/) Long Debt CN $20M 138M 0.16
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2304 2.72000000 (AGRICUL DE 2.72% 03/16/26/CNY/) Long Debt CN $447K 3M 0.00
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2307 2.63000000 (AGRICUL DE 2.63% 06/07/28/CNY/) Long Debt CN $16M 115M 0.13
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2313 2.35000000 (AGRICUL DE 2.35% 09/07/26/CNY/) Long Debt CN $21M 153M 0.17
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2320 2.85000000 (AGRICUL DE 2.85% 10/20/33/CNY/) Long Debt CN $4M 28M 0.03
AGRICUL DEV BANK CHINA /CNY/ REGD SER 2410 2.47000000 (AGRICUL DE 2.47% 04/02/34/CNY/) Long Debt CN $1M 10M 0.01
AHS HOSPITAL CORP REGD SER 2021 2.78000000 (AHS HOSPITAL CO 2.78% 07/01/51) Long Debt US $480K 750K 0.00
AIA GROUP LTD /EUR/ REGD V/R REG S EMTN SER GMTN 0.88000000 (AIA GROUP LT V/R 09/09/33/EUR/) Long Debt HK $2M 2M 0.01
AIB GROUP PLC /EUR/ REGD V/R REG S EMTN 2.25000000 (AIB GROUP PL V/R 04/04/28/EUR/) Long Debt IE $1M 1M 0.01
AID-ISRAEL REGD 5.50000000 (AID-ISRAEL 5.5% 09/18/33) Long Debt IL $27K 25K 0.00
AID-ISRAEL REGD ZCP SER 2 0.00000000 (AID-ISRAEL ZCP 11/01/24) Long Debt IL $734K 749K 0.01
AIR LIQUIDE FINANCE /EUR/ REGD REG S EMTN 0.37500000 (AIR LIQUI 0.375% 05/27/31/EUR/) Long Debt FR $3M 3M 0.02
AIR LIQUIDE FINANCE /EUR/ REGD REG S EMTN 0.62500000 (AIR LIQUI 0.625% 06/20/30/EUR/) Long Debt FR $5M 6M 0.04
AIR LIQUIDE FINANCE /EUR/ REGD REG S EMTN 2.87500000 (AIR LIQUI 2.875% 09/16/32/EUR/) Long Debt FR $5M 5M 0.04
AIR PRODUCTS & CHEMICALS /EUR/ REGD 4.00000000 (AIR PRODUCTS 4% 03/03/35/EUR/) Long Debt US $2M 2M 0.01
AIR PRODUCTS & CHEMICALS /EUR/ REGD EMTN 0.50000000 (AIR PRODUCT 0.5% 05/05/28/EUR/) Long Debt US $962K 1M 0.01
AIR PRODUCTS & CHEMICALS REGD 2.80000000 (AIR PRODUCTS & C 2.8% 05/15/50) Long Debt US $3K 5K 0.00
AIRBUS SE /EUR/ REGD EMTN 2.37500000 (AIRBUS SE 2.375% 04/07/32/EUR/) Long Debt NL $2M 2M 0.02
AIRBUS SE /EUR/ REGD REG S 2.00000000 (AIRBUS SE 2% 04/07/28/EUR/) Long Debt NL $2M 2M 0.01
AIRBUS SE /EUR/ REGD REG S EMTN 1.62500000 (AIRBUS SE 1.625% 06/09/30/EUR/) Long Debt NL $3M 3M 0.02
AKELIUS RESIDENTIAL PROP /EUR/ REGD REG S EMTN 1.00000000 (AKELIUS RESID 1% 01/17/28/EUR/) Long Debt NL $949K 1M 0.01
AKELIUS RESIDENTIAL PROP /EUR/ REGD REG S EMTN 1.12500000 (AKELIUS R 1.125% 01/11/29/EUR/) Long Debt NL $4M 5M 0.03
AKER BP ASA REGD 144A P/P 2.00000000 (AKER BP ASA 2% 07/15/26) Long Debt NO $851K 915K 0.01
AKER BP ASA REGD 144A P/P 3.10000000 (AKER BP ASA 3.1% 07/15/31) Long Debt NO $2M 2M 0.01
AKER BP ASA REGD 144A P/P 5.60000000 (AKER BP ASA 5.6% 06/13/28) Long Debt NO $803K 795K 0.01
AKER BP ASA REGD 144A P/P 6.00000000 (AKER BP ASA 6% 06/13/33) Long Debt NO $724K 715K 0.01
AKZO NOBEL NV /EUR/ REGD REG S EMTN 1.50000000 (AKZO NOBEL 1.5% 03/28/28/EUR/) Long Debt NL $991K 1M 0.01
AKZO NOBEL NV /EUR/ REGD REG S EMTN 2.00000000 (AKZO NOBEL NV 2% 03/28/32/EUR/) Long Debt NL $952K 1M 0.01
ALABAMA POWER CO REGD 3.00000000 (ALABAMA POWER CO 3% 03/15/52) Long Debt US $7K 10K 0.00
ALABAMA POWER CO REGD 3.75000000 (ALABAMA POWER C 3.75% 09/01/27) Long Debt US $29K 30K 0.00
ALCON FINANCE BV /EUR/ REGD REG S 2.37500000 (ALCON FIN 2.375% 05/31/28/EUR/) Long Debt NL $206K 200K 0.00
ALEXANDRIA REAL ESTATE E REGD 5.25000000 (ALEXANDRIA REAL 5.25% 05/15/36) Long Debt US $333K 345K 0.00
ALEXANDRIA REAL ESTATE E REGD 5.62500000 (ALEXANDRIA REA 5.625% 05/15/54) Long Debt US $1M 1M 0.01
ALFA LAVAL TREASURY INTL /EUR/ REGD EMTN 0.87500000 (ALFA LAVA 0.875% 02/18/26/EUR/) Long Debt SE $5M 5M 0.04
ALFA LAVAL TREASURY INTL /EUR/ REGD EMTN 1.37500000 (ALFA LAVA 1.375% 02/18/29/EUR/) Long Debt SE $5M 5M 0.04
ALGONQUIN PWR & UTILITY REGD S/UP 5.36500000 (ALGONQUIN PWR & S/UP 06/15/26) Long Debt CA $473K 475K 0.00
ALIMENTATION COUCHE-TARD /EUR/ REGD REG S 4.01100000 (ALIMENTAT 4.011% 02/12/36/EUR/) Long Debt CA $1M 1M 0.01
ALIMENTATION COUCHE-TARD REGD 144A P/P 5.26700000 (ALIMENTATION C 5.267% 02/12/34) Long Debt CA $553K 560K 0.00
ALLEGHANY CORP REGD 3.25000000 (ALLEGHANY CORP 3.25% 08/15/51) Long Debt US $10K 15K 0.00
ALLEGHANY CORP REGD 3.62500000 (ALLEGHANY CORP 3.625% 05/15/30) Long Debt US $5K 5K 0.00
ALLIANDER NV /EUR/ REGD REG S EMTN 2.62500000 (ALLIANDER 2.625% 09/09/27/EUR/) Long Debt NL $420K 400K 0.00
ALLIANDER NV /EUR/ REGD REG S EMTN 3.25000000 (ALLIANDER 3.25% 06/13/28/EUR/) Long Debt NL $642K 600K 0.01
ALLIANZ FINANCE II B.V. /EUR/ REGD 0.50000000 (ALLIANZ FIN 0.5% 11/22/33/EUR/) Long Debt NL $166K 200K 0.00
ALLIANZ FINANCE II B.V. /GBP/ REGD SER 62 4.50000000 (ALLIANZ FIN 4.5% 03/13/43/GBP/) Long Debt NL $2M 2M 0.01
ALLIANZ S /EUR/ REGD V/R REG S 5.82400000 (ALLIANZ SE V/R 07/25/53/EUR/) Long Debt DE $2M 2M 0.02
ALLIANZ SE /EUR/ REGD V/R /PERP/ 3.37500000 (ALLIANZ SE V/R /PERP//EUR/) Long Debt DE $2M 2M 0.02
ALLIANZ SE /EUR/ REGD V/R 2.24100000 (ALLIANZ SE V/R 07/07/45/EUR/) Long Debt DE $2M 2M 0.02
ALLIANZ SE /EUR/ REGD V/R REG S EMTN 4.25200000 (ALLIANZ SE V/R 07/05/52/EUR/) Long Debt DE $3M 3M 0.02
ALLSTATE CORP REGD 5.05000000 (ALLSTATE CORP 5.05% 06/24/29) Long Debt US $40K 40K 0.00
ALPHABET INC REGD 1.90000000 (ALPHABET INC 1.9% 08/15/40) Long Debt US $458K 700K 0.00
ALPHABET INC REGD 2.25000000 (ALPHABET INC 2.25% 08/15/60) Long Debt US $14K 25K 0.00
ALTAREA /EUR/ REGD REG S 1.75000000 (ALTAREA 1.75% 01/16/30/EUR/) Long Debt FR $356K 400K 0.00
ALTRIA GROUP INC /EUR/ REGD 1.70000000 (ALTRIA GROU 1.7% 06/15/25/EUR/) Long Debt US $2M 2M 0.02
ALTRIA GROUP INC /EUR/ REGD 3.12500000 (ALTRIA GR 3.125% 06/15/31/EUR/) Long Debt US $1M 1M 0.01
ALTRIA GROUP INC REGD 3.40000000 (ALTRIA GROUP INC 3.4% 02/04/41) Long Debt US $54K 75K 0.00
ALTRIA GROUP INC REGD 3.70000000 (ALTRIA GROUP INC 3.7% 02/04/51) Long Debt US $75K 110K 0.00
ALTRIA GROUP INC REGD 3.87500000 (ALTRIA GROUP I 3.875% 09/16/46) Long Debt US $69K 95K 0.00
ALTRIA GROUP INC REGD 4.00000000 (ALTRIA GROUP INC 4% 02/04/61) Long Debt US $42K 60K 0.00
ALTRIA GROUP INC REGD 5.80000000 (ALTRIA GROUP INC 5.8% 02/14/39) Long Debt US $6K 6K 0.00
ALTRIA GROUP INC REGD 5.95000000 (ALTRIA GROUP IN 5.95% 02/14/49) Long Debt US $6K 6K 0.00
ALTRIA GROUP INC REGD 6.20000000 (ALTRIA GROUP INC 6.2% 11/01/28) Long Debt US $78K 75K 0.00
ALTRIA GROUP INC REGD 6.20000000 (ALTRIA GROUP INC 6.2% 02/14/59) Long Debt US $8K 8K 0.00
AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 1.50000000 (AMADEUS IT 1.5% 09/18/26/EUR/) Long Debt ES $1M 1M 0.01
AMADEUS IT GROUP SA /EUR/ REGD REG S EMTN 2.87500000 (AMADEUS I 2.875% 05/20/27/EUR/) Long Debt ES $527K 500K 0.00
AMAZON.COM INC REGD 3.10000000 (AMAZON.COM INC 3.1% 05/12/51) Long Debt US $3K 5K 0.00
AMAZON.COM INC REGD 3.25000000 (AMAZON.COM INC 3.25% 05/12/61) Long Debt US $3K 5K 0.00
AMCO SPA /EUR/ REGD REG S EMTN 0.75000000 (AMCO SPA 0.75% 04/20/28/EUR/) Long Debt IT $154K 163K 0.00
AMCO SPA /EUR/ REGD REG S EMTN 4.62500000 (AMCO SPA 4.625% 02/06/27/EUR/) Long Debt IT $217K 200K 0.00
AMCOR UK FINANCE PLC /EUR/ REGD 1.12500000 (AMCOR UK 1.125% 06/23/27/EUR/) Long Debt GB $1M 2M 0.01
AMDOCS LTD REGD 2.53800000 (AMDOCS LTD 2.538% 06/15/30) Long Debt GG $149K 175K 0.00
AMEREN ILLINOIS CO REGD 3.25000000 (AMEREN ILLINOIS 3.25% 03/15/50) Long Debt US $823K 1M 0.01
AMEREN ILLINOIS CO REGD 5.55000000 (AMEREN ILLINOIS 5.55% 07/01/54) Long Debt US $10K 10K 0.00
AMERICA MOVIL SAB DE CV /EUR/ REGD 2.12500000 (AMERICA M 2.125% 03/10/28/EUR/) Long Debt MX $1M 1M 0.01
AMERICA MOVIL SAB DE CV /GBP/ REGD 4.37500000 (AMERICA M 4.375% 08/07/41/GBP/) Long Debt MX $2M 2M 0.01
AMERICA MOVIL SAB DE CV /GBP/ REGD 5.00000000 (AMERICA MOVIL 5% 10/27/26/GBP/) Long Debt MX $2M 1M 0.01
AMERICAN ELECTRIC POWER REGD 2.30000000 (AMERICAN ELECTRI 2.3% 03/01/30) Long Debt US $4K 5K 0.00
AMERICAN ELECTRIC POWER REGD 5.95000000 (AMERICAN ELECTR 5.95% 11/01/32) Long Debt US $10K 10K 0.00
AMERICAN EXPRESS CO REGD V/R 4.99000000 (AMERICAN EXPRESS V/R 05/01/26) Long Debt US $25K 25K 0.00
AMERICAN EXPRESS CO REGD V/R 5.04300000 (AMERICAN EXPRESS V/R 05/01/34) Long Debt US $59K 60K 0.00
AMERICAN EXPRESS CO REGD V/R 5.09800000 (AMERICAN EXPRESS V/R 02/16/28) Long Debt US $30K 30K 0.00
AMERICAN EXPRESS CO REGD V/R 5.62500000 (AMERICAN EXPRESS V/R 07/28/34) Long Debt US $35K 35K 0.00
AMERICAN HONDA FINANCE /EUR/ REGD 3.75000000 (AMERICAN H 3.75% 10/25/27/EUR/) Long Debt US $4M 3M 0.03
AMERICAN HONDA FINANCE /GBP/ REGD EMTN 1.50000000 (AMERICAN HO 1.5% 10/19/27/GBP/) Long Debt US $3M 2M 0.02
AMERICAN HONDA FINANCE REGD MTN SER GMTN 4.90000000 (AMERICAN HONDA F 4.9% 01/10/34) Long Debt US $39K 40K 0.00
AMERICAN INTERNATIONAL REGD 5.12500000 (AMERICAN INTER 5.125% 03/27/33) Long Debt US $44K 45K 0.00
AMERICAN INTL GROUP /EUR/ REGD 1.87500000 (AMERICAN 1.875% 06/21/27/EUR/) Long Debt US $1M 1M 0.01
AMERICAN MEDICAL SYST EU /EUR/ REGD 3.37500000 (AMERICAN 3.375% 03/08/29/EUR/) Long Debt NL $2M 2M 0.01
AMERICAN MEDICAL SYST EU /EUR/ REGD 3.50000000 (AMERICAN ME 3.5% 03/08/32/EUR/) Long Debt NL $3M 3M 0.02
AMERICAN TOWER CORP /EUR/ REGD 1.95000000 (AMERICAN T 1.95% 05/22/26/EUR/) Long Debt US $1M 1M 0.01
AMERICAN TOWER CORP REGD 3.80000000 (AMERICAN TOWER C 3.8% 08/15/29) Long Debt US $86K 92K 0.00
AMERICAN TOWER CORP REGD 5.20000000 (AMERICAN TOWER C 5.2% 02/15/29) Long Debt US $55K 55K 0.00
AMERICAN TOWER CORP REGD 5.80000000 (AMERICAN TOWER C 5.8% 11/15/28) Long Debt US $31K 30K 0.00
AMERICAN WATER CAPITAL C REGD 4.15000000 (AMERICAN WATER 4.15% 06/01/49) Long Debt US $8K 10K 0.00
AMERICAN WATER CAPITAL C REGD 4.45000000 (AMERICAN WATER 4.45% 06/01/32) Long Debt US $38K 40K 0.00
AMERIPRISE FINANCIAL INC REGD 5.15000000 (AMERIPRISE FINA 5.15% 05/15/33) Long Debt US $9K 9K 0.00
AMGEN INC REGD 1.90000000 (AMGEN INC 1.9% 02/21/25) Long Debt US $10K 10K 0.00
AMGEN INC REGD 4.05000000 (AMGEN INC 4.05% 08/18/29) Long Debt US $37K 39K 0.00
AMGEN INC REGD 4.40000000 (AMGEN INC 4.4% 05/01/45) Long Debt US $30K 35K 0.00
AMGEN INC REGD 5.15000000 (AMGEN INC 5.15% 03/02/28) Long Debt US $10K 10K 0.00
AMGEN INC REGD 5.25000000 (AMGEN INC 5.25% 03/02/33) Long Debt US $2M 2M 0.01
AMGEN INC REGD 5.60000000 (AMGEN INC 5.6% 03/02/43) Long Debt US $608K 615K 0.00
AMGEN INC REGD 5.65000000 (AMGEN INC 5.65% 03/02/53) Long Debt US $446K 450K 0.00
AMPHENOL CORP REGD 5.25000000 (AMPHENOL CORP 5.25% 04/05/34) Long Debt US $884K 885K 0.01
AMPHENOL TECH HLDS GMBH /EUR/ REGD REG S 0.75000000 (AMPHENOL T 0.75% 05/04/26/EUR/) Long Debt DE $3M 3M 0.02
AMPRION GMBH /EUR/ REGD REG S 3.97100000 (AMPRION G 3.971% 09/22/32/EUR/) Long Debt DE $434K 400K 0.00
AMPRION GMBH /EUR/ REGD REG S 3.97100000 (AMPRION G 3.971% 09/22/32/EUR/) Long Debt DE $434K 400K 0.00
AMPRION GMBH /EUR/ REGD REG S EMTN 0.62500000 (AMPRION G 0.625% 09/23/33/EUR/) Long Debt DE $1M 2M 0.01
ANALOG DEVICES INC REGD 1.70000000 (ANALOG DEVICES I 1.7% 10/01/28) Long Debt US $18K 20K 0.00
ANALOG DEVICES INC REGD SER WI 3.45000000 (ANALOG DEVICES 3.45% 06/15/27) Long Debt US $29K 30K 0.00
ANCHORAGE CAPITAL CLO 28 LTD SER 2024-28A CL A V/R REGD 144A P/P 6.98462000 (ANCHC 2024-28A A V/R 04/20/37) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
ANDORRA INTERNATIONAL BD /EUR/ REGD REG S EMTN 1.25000000 (ANDORRA IN 1.25% 05/06/31/EUR/) Long Debt AD $908K 1M 0.01
ANDORRA INTERNATIONAL BD /EUR/ REGD REG S EMTN 1.25000000 (ANDORRA IN 1.25% 02/23/27/EUR/) Long Debt AD $799K 800K 0.01
ANHEUSER-BUSCH CO/INBEV REGD SER * 4.70000000 (ANHEUSER-BUSCH C 4.7% 02/01/36) Long Debt US $2M 2M 0.01
ANHEUSER-BUSCH CO/INBEV REGD SER * 4.90000000 (ANHEUSER-BUSCH C 4.9% 02/01/46) Long Debt US $2M 2M 0.01
ANHEUSER-BUSCH INBEV SA/ /EUR/ REGD REG S EMTN 2.75000000 (ANHEUSER-B 2.75% 03/17/36/EUR/) Long Debt BE $10K 10K 0.00
ANHEUSER-BUSCH INBEV WOR REGD 4.35000000 (ANHEUSER-BUSCH 4.35% 06/01/40) Long Debt US $4K 5K 0.00
ANZ NEW ZEALAND INTL/LDN /EUR/ REGD REG S EMTN 0.20000000 (ANZ NEW ZEA 0.2% 09/23/27/EUR/) Long Debt NZ $6M 6M 0.05
APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000 (APA INFRASTRU 2% 03/22/27/EUR/) Long Debt AU $2M 2M 0.02
APA INFRASTRUCTURE LTD /EUR/ REGD REG S EMTN 2.00000000 (APA INFRASTRU 2% 07/15/30/EUR/) Long Debt AU $960K 1M 0.01
APA INFRASTRUCTURE LTD /GBP/ REGD EMTN 3.50000000 (APA INFRAST 3.5% 03/22/30/GBP/) Long Debt AU $3M 2M 0.02
APACHE CORP REGD 5.10000000 (APACHE CORP 5.1% 09/01/40) Long Debt US $17K 20K 0.00
APEX CREDIT CLO 2024-I LTD SER 2024-1A CL A1 V/R REGD 144A P/P 7.12198000 (APEXC 2024-1A A1 V/R 04/20/36) Long ABS-collateralized bond/debt obligation BM $1M 1M 0.01
APOLLO DEBT SOLUTIONS BD REGD 144A P/P 6.90000000 (APOLLO DEBT SOLU 6.9% 04/13/29) Long Debt US $35K 35K 0.00
APOLLO GLOBAL MANAGEMENT REGD 5.80000000 (APOLLO GLOBAL MA 5.8% 05/21/54) Long Debt US $49K 50K 0.00
APOLLO GLOBAL MANAGEMENT REGD 6.37500000 (APOLLO GLOBAL 6.375% 11/15/33) Long Debt US $19K 18K 0.00
APPALACHIAN POWER C REGD SER Z 3.70000000 (APPALACHIAN POWE 3.7% 05/01/50) Long Debt US $3K 5K 0.00
APPALACHIAN POWER CO REGD 5.65000000 (APPALACHIAN POW 5.65% 04/01/34) Long Debt US $10K 10K 0.00
APPALACHIAN POWER CO REGD SER BB 4.50000000 (APPALACHIAN POWE 4.5% 08/01/32) Long Debt US $19K 20K 0.00
APPLE INC /EUR/ REGD 0.50000000 (APPLE INC 0.5% 11/15/31/EUR/) Long Debt US $1M 2M 0.01
APPLE INC /EUR/ REGD 1.37500000 (APPLE INC 1.375% 05/24/29/EUR/) Long Debt US $2M 2M 0.01
APPLE INC /EUR/ REGD 1.62500000 (APPLE INC 1.625% 11/10/26/EUR/) Long Debt US $1M 1M 0.01
APPLE INC /GBP/ REGD 3.05000000 (APPLE INC 3.05% 07/31/29/GBP/) Long Debt US $504K 425K 0.00
APPLE INC REGD 2.55000000 (APPLE INC 2.55% 08/20/60) Long Debt US $3K 5K 0.00
APPLE INC REGD 2.85000000 (APPLE INC 2.85% 08/05/61) Long Debt US $12K 20K 0.00
APPLE INC REGD 3.75000000 (APPLE INC 3.75% 09/12/47) Long Debt US $802K 1M 0.01
APRR SA /EUR/ REGD REG S EMTN 1.87500000 (APRR SA 1.875% 01/03/29/EUR/) Long Debt FR $4M 4M 0.03
ARCADIS NV /EUR/ REGD REG S 4.87500000 (ARCADIS N 4.875% 02/28/28/EUR/) Long Debt NL $20M 18M 0.16
ARCHER-DANIELS-MIDLAND C /EUR/ REGD 1.00000000 (ARCHER-DANIEL 1% 09/12/25/EUR/) Long Debt US $2M 2M 0.01
AREIT LTD 2023-CRE8 20410812__ FLT VARIABLE 7.44064000 (AREIT LTD 202 V/R 02/17/28) Long ABS-collateralized bond/debt obligation BM $2M 2M 0.01
ARES CAPITAL CORP REGD 2.15000000 (ARES CAPITAL CO 2.15% 07/15/26) Long Debt US $6K 6K 0.00
ARES CAPITAL CORP REGD 5.95000000 (ARES CAPITAL CO 5.95% 07/15/29) Long Debt US $39K 40K 0.00
ARES CAPITAL CORP REGD 7.00000000 (ARES CAPITAL CORP 7% 01/15/27) Long Debt US $51K 50K 0.00
ARES L CLO LTD SER 2018-50A CL AR V/R REGD 144A P/P 6.64017000 (ARES 2018-50A AR V/R 01/15/32) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.03
ARGENTA SPAARBANK /EUR/ REGD REG S 3.37500000 (ARGENTA S 3.375% 06/22/28/EUR/) Long Debt BE $107K 100K 0.00
ARGENTUM (GIVAUDAN) /EUR/ REGD REG S SER EUR 1.12500000 (ARGENTUM 1.125% 09/17/25/EUR/) Long Debt NL $831K 800K 0.01
ARGENTUM (GIVAUDAN) /EUR/ REGD REG S SER EUR 2.00000000 (ARGENTUM (GIV 2% 09/17/30/EUR/) Long Debt NL $983K 1M 0.01
ARGENTUM (ZURICH INS) /EUR/ REGD V/R REG S 2.75000000 (ARGENTUM (ZU V/R 02/19/49/EUR/) Long Debt NL $505K 500K 0.00
ARION BANKI H /EUR/ REGD REG S 0.05000000 (ARION BANK 0.05% 10/05/26/EUR/) Long Debt IS $99K 100K 0.00
ARION BANKI HF /EUR/ REGD REG S EMTN 0.37500000 (ARION BAN 0.375% 07/14/25/EUR/) Long Debt IS $3M 3M 0.02
ARIZONA PUBLIC SERVICE REGD 2.20000000 (ARIZONA PUBLIC S 2.2% 12/15/31) Long Debt US $8K 10K 0.00
ARIZONA PUBLIC SERVICE REGD 2.60000000 (ARIZONA PUBLIC S 2.6% 08/15/29) Long Debt US $12K 14K 0.00
ARIZONA PUBLIC SERVICE REGD 3.35000000 (ARIZONA PUBLIC 3.35% 05/15/50) Long Debt US $7K 10K 0.00
ARIZONA PUBLIC SERVICE REGD 5.55000000 (ARIZONA PUBLIC 5.55% 08/01/33) Long Debt US $1M 1M 0.01
ARKEA HOME LOANS /EUR/ REGD REG S 3.25000000 (ARKEA HOME 3.25% 08/01/33/EUR/) Long Debt FR $107K 100K 0.00
ARKEA PUBLIC SECTOR SCF /EUR/ REGD REG S 3.11100000 (ARKEA PUB 3.111% 02/28/29/EUR/) Long Debt FR $107K 100K 0.00
ARKEMA /EUR/ REGD REG S 0.75000000 (ARKEMA 0.75% 12/03/29/EUR/) Long Debt FR $923K 1M 0.01
ARKEMA /EUR/ REGD REG S EMTN 1.50000000 (ARKEMA 1.5% 04/20/27/EUR/) Long Debt FR $1M 1M 0.01
ARKEMA /EUR/ REGD V/R /PERP/ REG S 1.50000000 (ARKEMA V/R /PERP//EUR/) Long Debt FR $1M 1M 0.01
AROUNDTOWN SA /EUR/ REGD REG S EMTN 0.00000000 (AROUNDTOWN SA 0% 07/16/26/EUR/) Long Debt LU $4M 4M 0.03
AROUNDTOWN SA /EUR/ REGD REG S EMTN 1.45000000 (AROUNDTOWN 1.45% 07/09/28/EUR/) Long Debt LU $6M 7M 0.05
AROUNDTOWN SA /EUR/ REGD V/R /PERP/ REG S EMTN 1.62500000 (AROUNDTOWN SA V/R /PERP//EUR/) Long Debt LU $2M 3M 0.01
AROUNDTOWN SA /GBP/ REGD REG S EMTN 3.00000000 (AROUNDTOWN SA 3% 10/16/29/GBP/) Long Debt LU $5M 5M 0.04
ARROW ELECTRONICS INC REGD 5.87500000 (ARROW ELECTRON 5.875% 04/10/34) Long Debt US $139K 140K 0.00
ARTESIAN FINANCE II /GBP/ REGD EMTN 6.00000000 (ARTESIAN FINA 6% 09/30/33/GBP/) Long Debt GB $39K 30K 0.00
ARTHUR J GALLAGHER & CO REGD 3.05000000 (ARTHUR J GALLAG 3.05% 03/09/52) Long Debt US $12K 20K 0.00
ARTHUR J GALLAGHER & CO REGD 3.50000000 (ARTHUR J GALLAGH 3.5% 05/20/51) Long Debt US $3K 5K 0.00
ASB BANK LIMITED /EUR/ REGD REG S EMTN 0.25000000 (ASB BANK L 0.25% 09/08/28/EUR/) Long Debt NZ $933K 1M 0.01
ASB BANK LIMITED /EUR/ REGD REG S EMTN 0.50000000 (ASB BANK LI 0.5% 09/24/29/EUR/) Long Debt NZ $925K 1M 0.01
ASCENSION HEALTH REGD 3.94500000 (ASCENSION HEAL 3.945% 11/15/46) Long Debt US $34K 40K 0.00
ASIAN DEVELOPMENT BANK /EUR/ REGD 0.02500000 (ASIAN DEV 0.025% 01/31/30/EUR/) Long Debt $3M 4M 0.03
ASIAN DEVELOPMENT BANK /EUR/ REGD EMTN 0.35000000 (ASIAN DEVE 0.35% 07/16/25/EUR/) Long Debt $727K 700K 0.01
ASIAN DEVELOPMENT BANK /EUR/ REGD MTN SER GMTN 1.40000000 (ASIAN DEVEL 1.4% 02/06/37/EUR/) Long Debt $6M 7M 0.05
ASIAN DEVELOPMENT BANK /GBP/ REGD 0.75000000 (ASIAN DEVE 0.75% 12/07/27/GBP/) Long Debt $6M 5M 0.05
ASIAN DEVELOPMENT BANK /GBP/ REGD EMTN 4.12500000 (ASIAN DEV 4.125% 02/14/29/GBP/) Long Debt $6M 5M 0.05
ASIAN DEVELOPMENT BANK REGD 6.22000000 (ASIAN DEVELOPME 6.22% 08/15/27) Long Debt $104K 100K 0.00
ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 2.87500000 (ASIAN DEVELOPM 2.875% 05/06/25) Long Debt $147K 150K 0.00
ASIAN DEVELOPMENT BANK REGD MTN SER GMTN 4.50000000 (ASIAN DEVELOPMEN 4.5% 08/25/28) Long Debt $150K 150K 0.00
ASML HOLDING NV /EUR/ REGD REG S 0.25000000 (ASML HOLDI 0.25% 02/25/30/EUR/) Long Debt NL $5M 6M 0.04
ASML HOLDING NV /EUR/ REGD REG S 0.62500000 (ASML HOLD 0.625% 05/07/29/EUR/) Long Debt NL $1M 1M 0.01
ASML HOLDING NV /EUR/ REGD REG S 0.62500000 (ASML HOLD 0.625% 05/07/29/EUR/) Long Debt NL $95K 100K 0.00
ASML HOLDING NV /EUR/ REGD REG S 1.37500000 (ASML HOLD 1.375% 07/07/26/EUR/) Long Debt NL $2M 2M 0.02
ASML HOLDING NV /EUR/ REGD REG S 1.62500000 (ASML HOLD 1.625% 05/28/27/EUR/) Long Debt NL $3M 3M 0.02
ASPIRE DEFENCE 4.674% 3/31/40 4.67400000 Long Debt GB $47K 39K 0.00
ASR NEDERLAND NV /EUR/ REGD V/R REG S 3.37500000 (ASR NEDERLAN V/R 05/02/49/EUR/) Long Debt NL $1M 1M 0.01
ASR NEDERLAND NV /EUR/ REGD V/R REG S 5.12500000 (ASR NEDERLAN V/R 09/29/45/EUR/) Long Debt NL $1M 1M 0.01
ASSA ABLOY AB /EUR/ REGD REG S EMTN SER GMTN 4.12500000 (ASSA ABLO 4.125% 09/13/35/EUR/) Long Debt SE $2M 2M 0.02
ASSICURAZIONI GENERALI /EUR/ REGD EMTN 4.12500000 (ASSICURAZ 4.125% 05/04/26/EUR/) Long Debt IT $108K 100K 0.00
ASSICURAZIONI GENERALI /EUR/ REGD REG S EMTN 1.71300000 (ASSICURAZ 1.713% 06/30/32/EUR/) Long Debt IT $89K 100K 0.00
ASSICURAZIONI GENERALI /EUR/ REGD REG S EMTN 2.42900000 (ASSICURAZ 2.429% 07/14/31/EUR/) Long Debt IT $940K 1M 0.01
ASSICURAZIONI GENERALI /EUR/ REGD V/R /PERP/ REG S EMTN 4.59600000 (ASSICURAZIONI V/R /PERP//EUR/) Long Debt IT $822K 770K 0.01
ASSURANT INC REGD 2.65000000 (ASSURANT INC 2.65% 01/15/32) Long Debt US $21K 26K 0.00
ASSURANT INC REGD 3.70000000 (ASSURANT INC 3.7% 02/22/30) Long Debt US $27K 30K 0.00
ASSURANT INC REGD 4.90000000 (ASSURANT INC 4.9% 03/27/28) Long Debt US $7K 7K 0.00
ASTM SPA /EUR/ REGD REG S EMTN 1.00000000 (ASTM SPA 1% 11/25/26/EUR/) Long Debt IT $1M 1M 0.01
ASTM SPA /EUR/ REGD REG S EMTN 1.62500000 (ASTM SPA 1.625% 02/08/28/EUR/) Long Debt IT $498K 500K 0.00
ASTRAZENECA FINANCE LLC REGD 1.75000000 (ASTRAZENECA FIN 1.75% 05/28/28) Long Debt US $44K 50K 0.00
ASTRAZENECA PLC /EUR/ REGD REG S EMTN 0.37500000 (ASTRAZENE 0.375% 06/03/29/EUR/) Long Debt GB $1M 2M 0.01
ASTRAZENECA PLC /EUR/ REGD REG S EMTN 1.25000000 (ASTRAZENEC 1.25% 05/12/28/EUR/) Long Debt GB $993K 1M 0.01
ASTRAZENECA PLC REGD 4.37500000 (ASTRAZENECA PL 4.375% 11/16/45) Long Debt GB $9K 10K 0.00
AT&T INC 7% 04/30/40 /GBP/ 7.00000000 Long Debt US $567K 400K 0.00
AT&T INC /EUR/ REGD 1.80000000 (AT&T INC 1.8% 09/05/26/EUR/) Long Debt US $2M 2M 0.02
AT&T INC /EUR/ REGD 2.05000000 (AT&T INC 2.05% 05/19/32/EUR/) Long Debt US $190K 200K 0.00
AT&T INC /EUR/ REGD 2.45000000 (AT&T INC 2.45% 03/15/35/EUR/) Long Debt US $773K 825K 0.01
AT&T INC /GBP/ REGD 4.25000000 (AT&T INC 4.25% 06/01/43/GBP/) Long Debt US $206K 200K 0.00
AT&T INC REGD 1.70000000 (AT&T INC 1.7% 03/25/26) Long Debt US $60K 64K 0.00
AT&T INC REGD 3.50000000 (AT&T INC 3.5% 06/01/41) Long Debt US $2M 2M 0.01
AT&T INC REGD 3.65000000 (AT&T INC 3.65% 06/01/51) Long Debt US $1M 2M 0.01
AT&T INC REGD 5.40000000 (AT&T INC 5.4% 02/15/34) Long Debt US $311K 310K 0.00
AT&T INC REGD SER WI 4.30000000 (AT&T INC 4.3% 12/15/42) Long Debt US $10K 12K 0.00
ATHENE HOLDING LTD REGD 3.95000000 (ATHENE HOLDING 3.95% 05/25/51) Long Debt US $4K 5K 0.00
ATHENE HOLDING LTD REGD 6.25000000 (ATHENE HOLDING 6.25% 04/01/54) Long Debt US $5K 5K 0.00
ATLANTIC CITY ELECTRIC REGD 4.00000000 (ATLANTIC CITY ELEC 4% 10/15/28) Long Debt US $10K 10K 0.00
ATLAS COPCO AB /EUR/ REGD REG S EMTN 0.62500000 (ATLAS COP 0.625% 08/30/26/EUR/) Long Debt SE $1M 1M 0.01
ATLAS COPCO FINANCE /EUR/ REGD REG S EMTN 0.12500000 (ATLAS COP 0.125% 09/03/29/EUR/) Long Debt IE $457K 500K 0.00
ATLAS COPCO FINANCE /EUR/ REGD REG S EMTN 0.75000000 (ATLAS COPC 0.75% 02/08/32/EUR/) Long Debt IE $2M 3M 0.02
ATLAS SENIOR LOAN FUND LTD SER 2017-8A CL A V/R REGD 144A P/P 6.73927000 (ATCLO 2017-8A A V/R 01/16/30) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
ATMOS ENERGY CORP REGD 1.50000000 (ATMOS ENERGY COR 1.5% 01/15/31) Long Debt US $1M 2M 0.01
ATMOS ENERGY CORP REGD 2.62500000 (ATMOS ENERGY C 2.625% 09/15/29) Long Debt US $4K 5K 0.00
ATMOS ENERGY CORP REGD 2.85000000 (ATMOS ENERGY CO 2.85% 02/15/52) Long Debt US $3K 5K 0.00
ATMOS ENERGY CORP REGD 3.37500000 (ATMOS ENERGY C 3.375% 09/15/49) Long Debt US $139K 200K 0.00
ATMOS ENERGY CORP REGD 5.75000000 (ATMOS ENERGY CO 5.75% 10/15/52) Long Debt US $10K 10K 0.00
AUCKLAND COUNCIL /CHF/ REGD REG S EMTN 1.50000000 (AUCKLAND CO 1.5% 11/28/25/CHF/) Long Debt NZ $335K 300K 0.00
AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 0.12500000 (AUCKLAND 0.125% 09/26/29/EUR/) Long Debt NZ $183K 200K 0.00
AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 0.25000000 (AUCKLAND C 0.25% 11/17/31/EUR/) Long Debt NZ $173K 200K 0.00
AUCKLAND COUNCIL /EUR/ REGD REG S EMTN 1.00000000 (AUCKLAND COUN 1% 01/19/27/EUR/) Long Debt NZ $304K 300K 0.00
AUD/USD FWD 20240702 000000426 USD Derivative-foreign exchange $-88K – -0.00
AUD/USD FWD 20240702 000000605 USD Derivative-foreign exchange $-439.3 – -0.00
AUD/USD FWD 20240702 000004388 USD Derivative-foreign exchange $-33K – -0.00
AUD/USD FWD 20240702 000005208 USD Derivative-foreign exchange $-259.39 – -0.00
AUD/USD FWD 20240702 000006038 USD Derivative-foreign exchange $-11K – -0.00
AUD/USD FWD 20240702 000009049 USD Derivative-foreign exchange $-824.95 – -0.00
AUD/USD FWD 20240702 000009605 USD Derivative-foreign exchange $-33K – -0.00
AUD/USD FWD 20240702 000016440 USD Derivative-foreign exchange $-15K – -0.00
AUD/USD FWD 20240702 000018337 USD Derivative-foreign exchange $-1K – -0.00
AUD/USD FWD 20240719 000006038 USD Derivative-foreign exchange $-35K – -0.00
AUD/USD FWD 20240802 000009049 USD Derivative-foreign exchange $837.93 – 0.00
AURIZON NETWORK PTY LTD /EUR/ REGD REG S EMTN 3.12500000 (AURIZON N 3.125% 06/01/26/EUR/) Long Debt AU $1M 1M 0.01
AUST & NZ BANKING GROUP /EUR/ REGD V/R REG S EMTN 0.66900000 (AUST & NZ BA V/R 05/05/31/EUR/) Long Debt AU $3M 3M 0.02
AUST CAPITAL TERRITORY /AUD/ REGD 4.50000000 (AUST CAPITA 4.5% 10/23/34/AUD/) Long Debt AU $254K 400K 0.00
AUST CAPITAL TERRITORY /AUD/ REGD REG S 1.75000000 (AUST CAPIT 1.75% 05/17/30/AUD/) Long Debt AU $228K 400K 0.00
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 138 3.25000000 (AUSTRALIAN 3.25% 04/21/29/AUD/) Long Debt AU $2M 3M 0.02
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 144 3.75000000 (AUSTRALIAN 3.75% 04/21/37/AUD/) Long Debt AU $512K 820K 0.00
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 147 3.25000000 (AUSTRALIAN 3.25% 06/21/39/AUD/) Long Debt AU $831K 1M 0.01
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 150 3.00000000 (AUSTRALIAN GO 3% 03/21/47/AUD/) Long Debt AU $1M 2M 0.01
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 152 2.75000000 (AUSTRALIAN 2.75% 11/21/28/AUD/) Long Debt AU $4M 6M 0.03
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 155 2.50000000 (AUSTRALIAN 2.5% 05/21/30/AUD/) Long Debt AU $5M 8M 0.04
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 156 2.75000000 (AUSTRALIAN 2.75% 05/21/41/AUD/) Long Debt AU $1M 2M 0.01
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 157 1.50000000 (AUSTRALIAN 1.5% 06/21/31/AUD/) Long Debt AU $2M 4M 0.02
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 160 1.00000000 (AUSTRALIAN GO 1% 12/21/30/AUD/) Long Debt AU $3M 5M 0.02
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 161 0.25000000 (AUSTRALIAN 0.25% 11/21/25/AUD/) Long Debt AU $309K 490K 0.00
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 164 0.50000000 (AUSTRALIAN 0.5% 09/21/26/AUD/) Long Debt AU $3M 6M 0.03
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 165 1.75000000 (AUSTRALIAN 1.75% 11/21/32/AUD/) Long Debt AU $4M 7M 0.03
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 166 3.00000000 (AUSTRALIAN GO 3% 11/21/33/AUD/) Long Debt AU $3M 5M 0.02
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 167 3.75000000 (AUSTRALIAN 3.75% 05/21/34/AUD/) Long Debt AU $25K 40K 0.00
AUSTRALIAN GOVERNMENT /AUD/ REGD REG S SER 168 3.50000000 (AUSTRALIAN 3.5% 12/21/34/AUD/) Long Debt AU $3M 5M 0.03
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 136 4.75000000 (AUSTRALIAN 4.75% 04/21/27/AUD/) Long Debt AU $4M 5M 0.03
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 139 3.25000000 (AUSTRALIAN 3.25% 04/21/25/AUD/) Long Debt AU $975K 1M 0.01
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 142 4.25000000 (AUSTRALIAN 4.25% 04/21/26/AUD/) Long Debt AU $3M 4M 0.02
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 149 2.25000000 (AUSTRALIAN 2.25% 05/21/28/AUD/) Long Debt AU $5M 8M 0.04
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 154 2.75000000 (AUSTRALIAN 2.75% 11/21/29/AUD/) Long Debt AU $66K 105K 0.00
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 158 1.25000000 (AUSTRALIAN 1.25% 05/21/32/AUD/) Long Debt AU $4M 8M 0.03
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 162 1.75000000 (AUSTRALIAN 1.75% 06/21/51/AUD/) Long Debt AU $687K 2M 0.01
AUSTRALIAN GOVERNMENT /AUD/ REGD SER 169 4.75000000 (AUSTRALIAN 4.75% 06/21/54/AUD/) Long Debt AU $637K 940K 0.01
AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000 (AUTOBAHN S 2.75% 06/11/32/EUR/) Long Debt AT $315K 300K 0.00
AUTOBAHN SCHNELL AG /EUR/ REGD EMTN 2.75000000 (AUTOBAHN S 2.75% 06/20/33/EUR/) Long Debt AT $136K 130K 0.00
AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.10000000 (AUTOBAHN SC 0.1% 07/09/29/EUR/) Long Debt AT $651K 700K 0.01
AUTOBAHN SCHNELL AG /EUR/ REGD REG S 0.10000000 (AUTOBAHN SC 0.1% 07/16/35/EUR/) Long Debt AT $77K 100K 0.00
AUTOMATIC DATA PROCESSNG REGD 1.25000000 (AUTOMATIC DATA 1.25% 09/01/30) Long Debt US $8K 10K 0.00
AUTONATION INC REGD 4.75000000 (AUTONATION INC 4.75% 06/01/30) Long Debt US $1M 1M 0.01
AUTOROUTES DU SUD DE LA /EUR/ REGD REG S EMTN 1.25000000 (AUTOROUTES 1.25% 01/18/27/EUR/) Long Debt FR $4M 4M 0.03
AUTOSTRADE PER L'ITALIA /EUR/ REGD REG S EMTN 1.62500000 (AUTOSTRAD 1.625% 01/25/28/EUR/) Long Debt IT $7M 7M 0.06
AUTOSTRADE PER L'ITALIA /EUR/ REGD REG S EMTN 2.25000000 (AUTOSTRADE 2.25% 01/25/32/EUR/) Long Debt IT $6M 7M 0.05
AUTOZONE INC REGD 1.65000000 (AUTOZONE INC 1.65% 01/15/31) Long Debt US $2M 3M 0.02
AUTOZONE INC REGD 4.75000000 (AUTOZONE INC 4.75% 02/01/33) Long Debt US $813K 850K 0.01
AUTOZONE INC REGD 5.20000000 (AUTOZONE INC 5.2% 08/01/33) Long Debt US $25K 25K 0.00
AUTOZONE INC REGD 6.25000000 (AUTOZONE INC 6.25% 11/01/28) Long Debt US $31K 30K 0.00
AVALONBAY COMMUNITIES REGD 5.35000000 (AVALONBAY COMMU 5.35% 06/01/34) Long Debt US $75K 75K 0.00
AVIVA PLC /EUR/ REGD REG S EMTN 1.87500000 (AVIVA PLC 1.875% 11/13/27/EUR/) Long Debt GB $516K 500K 0.00
AVIVA PLC /EUR/ REGD V/R REG S EMTN 3.37500000 (AVIVA PLC V/R 12/04/45/EUR/) Long Debt GB $1M 1M 0.01
AVIVA PLC /GBP/ REGD V/R REG S 4.00000000 (AVIVA PLC V/R 06/03/55/GBP/) Long Debt GB $847K 825K 0.01
AVIVA PLC 6.125% 11/16/26/GBP/ 6.12500000 Long Debt GB $548K 430K 0.00
AVNET INC REGD 5.50000000 (AVNET INC 5.5% 06/01/32) Long Debt US $10K 10K 0.00
AXA HOME LOAN SFH /EUR/ REGD REG S 0.01000000 (AXA HOME L 0.01% 10/16/29/EUR/) Long Debt FR $91K 100K 0.00
AXA SA /EUR/ REGD V/R /PERP/ EMTN 3.87500000 (AXA SA V/R /PERP//EUR/) Long Debt FR $5M 5M 0.04
AXA SA /EUR/ REGD V/R EMTN 3.37500000 (AXA SA V/R 07/06/47/EUR/) Long Debt FR $2M 2M 0.02
AYT CEDULAS CAJAS X /EUR/ REGD SER X 3.75000000 (AYT CEDULA 3.75% 06/30/25/EUR/) Long Debt ES $107K 100K 0.00
AYVENS SA /EUR/ REGD REG S EMTN 1.25000000 (AYVENS SA 1.25% 03/02/26/EUR/) Long Debt FR $3M 3M 0.03
BAA FUNDING LTD /GBP/_________ REGD EMTN 6.75000000 (BAA FND 6.75% 12/03/26/GBP/) Long Debt JE $196K 150K 0.00
BAA FUNDING LTD /GBP/_________ REGD REG S EMTN 6.45000000 (BAA F 6.45% 12/10/31/GBP/) Long Debt JE $302K 225K 0.00
BABCOCK INTL GROUP PLC /EUR/ REGD REG S EMTN 1.37500000 (BABCOCK I 1.375% 09/13/27/EUR/) Long Debt GB $22M 23M 0.18
BAE SYSTEMS PLC REGD 144A P/P 1.90000000 (BAE SYSTEMS PLC 1.9% 02/15/31) Long Debt GB $1M 1M 0.01
BALDER FINLAND OYJ /EUR/ REGD REG S 2.00000000 (BALDER FINLAN 2% 01/18/31/EUR/) Long Debt FI $6M 7M 0.05
BALDER FINLAND OYJ /EUR/ REGD REG S EMTN 1.00000000 (BALDER FINLAN 1% 01/18/27/EUR/) Long Debt FI $2M 2M 0.02
BALTIMORE GAS & ELECTRIC REGD 2.90000000 (BALTIMORE GAS & 2.9% 06/15/50) Long Debt US $6K 10K 0.00
BALTIMORE GAS & ELECTRIC REGD 4.55000000 (BALTIMORE GAS & 4.55% 06/01/52) Long Debt US $25K 30K 0.00
BALTIMORE GAS & ELECTRIC REGD 5.40000000 (BALTIMORE GAS & 5.4% 06/01/53) Long Debt US $10K 10K 0.00
BALTIMORE GAS & ELECTRIC REGD SER . 5.65000000 (BALTIMORE GAS & 5.65% 06/01/54) Long Debt US $10K 10K 0.00
BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2015-UBS7 SER 2015-UBS7 CL ASB REGD 3.42900000 (BACM 2015-UBS 3.429% 06/15/25) Long ABS-collateralized bond/debt obligation US $127K 129K 0.00
BANCA MONTE DEI PASCHI S /EUR/ REGD REG S 0.87500000 (BANCA MON 0.875% 10/08/26/EUR/) Long Debt IT $4M 4M 0.03
BANCA MONTE DEI PASCHI S /EUR/ REGD REG S 3.50000000 (BANCA MONTE 3.5% 04/23/29/EUR/) Long Debt IT $107K 100K 0.00
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S 3.12500000 (BANCO BIL 3.125% 07/17/27/EUR/) Long Debt ES $107K 100K 0.00
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN 3.50000000 (BANCO BILBA 3.5% 03/26/31/EUR/) Long Debt ES $956K 900K 0.01
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 0.37500000 (BANCO BIL 0.375% 11/15/26/EUR/) Long Debt ES $996K 1M 0.01
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S EMTN SER GMTN 3.37500000 (BANCO BIL 3.375% 09/20/27/EUR/) Long Debt ES $7M 7M 0.06
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN 1.00000000 (BANCO BILBAO 1% 06/21/26/EUR/) Long Debt ES $1M 1M 0.01
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN SER GMTN 0.50000000 (BANCO BILBA 0.5% 01/14/27/EUR/) Long Debt ES $991K 1M 0.01
BANCO BILBAO VIZCAYA ARG /EUR/ REGD REG S MTN SER GMTN 3.50000000 (BANCO BILBA 3.5% 02/10/27/EUR/) Long Debt ES $532K 500K 0.00
BANCO BILBAO VIZCAYA ARG /EUR/ REGD V/R REG S EMTN SER GMTN 0.12500000 (BANCO BILBAO V/R 03/24/27/EUR/) Long Debt ES $7M 7M 0.05
BANCO BPI SA /EUR/ REGD REG S 3.62500000 (BANCO BPI 3.625% 07/04/28/EUR/) Long Debt PT $2M 2M 0.01
BANCO BPM SPA /EUR/ REGD REG S EMTN 3.37500000 (BANCO BPM 3.375% 01/24/30/EUR/) Long Debt IT $107K 100K 0.00
BANCO DE SABADELL SA /EUR/ REGD REG S 1.75000000 (BANCO DE S 1.75% 05/30/29/EUR/) Long Debt ES $99K 100K 0.00
BANCO DE SABADELL SA /EUR/ REGD V/R REG S 1.12500000 (BANCO DE SAB V/R 03/11/27/EUR/) Long Debt ES $3M 3M 0.02
BANCO DESIO DELLA BRIANZ /EUR/ REGD REG S EMTN 4.00000000 (BANCO DESIO D 4% 03/13/28/EUR/) Long Debt IT $2M 2M 0.01
BANCO SANTANDER SA /EUR/ REGD 0.10000000 (BANCO SANTA 0.1% 02/27/32/EUR/) Long Debt ES $168K 200K 0.00
BANCO SANTANDER SA /EUR/ REGD REG S 1.12500000 (BANCO SAN 1.125% 10/25/28/EUR/) Long Debt ES $98K 100K 0.00
BANCO SANTANDER SA /EUR/ REGD REG S 2.37500000 (BANCO SAN 2.375% 09/08/27/EUR/) Long Debt ES $104K 100K 0.00
BANCO SANTANDER SA /EUR/ REGD REG S EMTN 0.20000000 (BANCO SANTA 0.2% 02/11/28/EUR/) Long Debt ES $6M 6M 0.05
BANCO SANTANDER SA /EUR/ REGD REG S EMTN 1.37500000 (BANCO SAN 1.375% 01/05/26/EUR/) Long Debt ES $207K 200K 0.00
BANCO SANTANDER SA /EUR/ REGD REG S EMTN 1.62500000 (BANCO SAN 1.625% 10/22/30/EUR/) Long Debt ES $738K 800K 0.01
BANCO SANTANDER SA /EUR/ REGD REG S EMTN SER DIP 3.25000000 (BANCO SANT 3.25% 04/04/26/EUR/) Long Debt ES $11M 10M 0.09
BANCO SANTANDER SA /EUR/ REGD V/R REG S EMTN 3.62500000 (BANCO SANTAN V/R 09/27/26/EUR/) Long Debt ES $2M 2M 0.02
BANCO SANTANDER SA /GBP/ REGD REG S EMTN 5.12500000 (BANCO SAN 5.125% 01/25/30/GBP/) Long Debt ES $1M 1M 0.01
BANCO SANTANDER SA REGD 5.29400000 (BANCO SANTANDE 5.294% 08/18/27) Long Debt ES $199K 200K 0.00
BANCO SANTANDER SA REGD 6.93800000 (BANCO SANTANDE 6.938% 11/07/33) Long Debt ES $2M 1M 0.01
BANCO SANTANDER SA REGD V/R SER * 5.53800000 (BANCO SANTANDER S V/R 03/14/30) Long Debt ES $5M 5M 0.04
BANCO SANTANDER TOTTA SA /EUR/ REGD REG S 1.25000000 (BANCO SANT 1.25% 09/26/27/EUR/) Long Debt PT $100K 100K 0.00
BANGKO PILIPINAS BOND REGD SER A 8.60000000 (BANGKO PILIPINAS 8.6% 06/15/27) Long Debt PH $323K 300K 0.00
BANK 2017-BNK7 SER 2017-BNK7 CL AS REGD 3.74800000 (BANK 2017-BNK 3.748% 09/15/27) Long ABS-collateralized bond/debt obligation US $701K 750K 0.01
BANK 2018-BNK13 SER 2018-BN13 CL A5 V/R REGD 4.21700000 (BANK 2018-BN13 A V/R 07/15/28) Long ABS-collateralized bond/debt obligation US $477K 500K 0.00
BANK 2018-BNK15 SER 2018-BN15 CL A4 V/R REGD 4.40700000 (BANK 2018-BN15 A V/R 10/15/28) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
BANK OF AMERICA CORP /EUR/ REGD V/R REG S EMTN 1.66200000 (BANK OF AMER V/R 04/25/28/EUR/) Long Debt US $2M 2M 0.02
BANK OF AMERICA CORP /EUR/ REGD V/R REG S EMTN 1.94900000 (BANK OF AMER V/R 10/27/26/EUR/) Long Debt US $2M 2M 0.02
BANK OF AMERICA CORP /GBP/ REGD V/R REG S EMTN 1.66700000 (BANK OF AMER V/R 06/02/29 /GBP/) Long Debt US $2M 2M 0.02
BANK OF AMERICA CORP /GBP/ REGD REG S EMTN 2.30000000 (BANK OF AME 2.3% 07/25/25/GBP/) Long Debt US $1M 1M 0.01
BANK OF AMERICA CORP /GBP/ REGD V/R REG S 3.58400000 (BANK OF AMER V/R 04/27/31/GBP/) Long Debt US $2M 2M 0.01
BANK OF AMERICA CORP /GBP/____ REGD EMTN 7.00000000 (BANK OF A 7% 07/31/28 /GBP/) Long Debt US $879K 650K 0.01
BANK OF AMERICA CORP REGD MTN 4.87500000 (BANK OF AMERIC 4.875% 04/01/44) Long Debt US $5K 5K 0.00
BANK OF AMERICA CORP REGD V/R 1.73400000 (BANK OF AMERICA C V/R 07/22/27) Long Debt US $1M 1M 0.01
BANK OF AMERICA CORP REGD V/R 2.29900000 (BANK OF AMERICA C V/R 07/21/32) Long Debt US $820K 1M 0.01
BANK OF AMERICA CORP REGD V/R 2.57200000 (BANK OF AMERICA C V/R 10/20/32) Long Debt US $2M 3M 0.02
BANK OF AMERICA CORP REGD V/R 2.68700000 (BANK OF AMERICA C V/R 04/22/32) Long Debt US $2M 2M 0.01
BANK OF AMERICA CORP REGD V/R 3.31100000 (BANK OF AMERICA C V/R 04/22/42) Long Debt US $8K 10K 0.00
BANK OF AMERICA CORP REGD V/R 5.20200000 (BANK OF AMERICA C V/R 04/25/29) Long Debt US $30K 30K 0.00
BANK OF AMERICA CORP REGD V/R 5.28800000 (BANK OF AMERICA C V/R 04/25/34) Long Debt US $1M 1M 0.01
BANK OF AMERICA CORP REGD V/R MTN 2.08700000 (BANK OF AMERICA C V/R 06/14/29) Long Debt US $1M 2M 0.01
BANK OF AMERICA CORP REGD V/R MTN 2.49600000 (BANK OF AMERICA C V/R 02/13/31) Long Debt US $3M 3M 0.02
BANK OF AMERICA CORP REGD V/R MTN 2.55100000 (BANK OF AMERICA C V/R 02/04/28) Long Debt US $5K 5K 0.00
BANK OF AMERICA CORP REGD V/R MTN 2.67600000 (BANK OF AMERICA C V/R 06/19/41) Long Debt US $1M 2M 0.01
BANK OF AMERICA CORP REGD V/R MTN 2.88400000 (BANK OF AMERICA C V/R 10/22/30) Long Debt US $4K 5K 0.00
BANK OF AMERICA CORP REGD V/R MTN 2.97200000 (BANK OF AMERICA C V/R 02/04/33) Long Debt US $119K 140K 0.00
BANK OF AMERICA CORP REGD V/R MTN 3.97000000 (BANK OF AMERICA C V/R 03/05/29) Long Debt US $115K 120K 0.00
BANK OF AMERICA CORP REGD V/R MTN 4.07800000 (BANK OF AMERICA C V/R 04/23/40) Long Debt US $9K 10K 0.00
BANK OF AMERICA CORP REGD V/R MTN 4.08300000 (BANK OF AMERICA C V/R 03/20/51) Long Debt US $8K 10K 0.00
BANK OF AMERICA CORP REGD V/R MTN 4.37600000 (BANK OF AMERICA C V/R 04/27/28) Long Debt US $146K 150K 0.00
BANK OF AMERICA CORP REGD V/R MTN 4.94800000 (BANK OF AMERICA C V/R 07/22/28) Long Debt US $1M 1M 0.01
BANK OF AMERICA CORP REGD V/R MTN 5.01500000 (BANK OF AMERICA C V/R 07/22/33) Long Debt US $118K 120K 0.00
BANK OF AMERICA CORP REGD V/R MTN SER GMTN 3.59300000 (BANK OF AMERICA C V/R 07/21/28) Long Debt US $628K 660K 0.01
BANK OF AMERICA CORP REGD V/R SER N 2.65100000 (BANK OF AMERICA C V/R 03/11/32) Long Debt US $848K 1M 0.01
BANK OF AMERICA CORP REGD V/R SER N 3.48300000 (BANK OF AMERICA C V/R 03/13/52) Long Debt US $65K 90K 0.00
BANK OF AMERICA CORP REGD V/R SER WI 3.41900000 (BANK OF AMERICA C V/R 12/20/28) Long Debt US $329K 350K 0.00
BANK OF MONTREAL /EUR/ REGD REG S 1.00000000 (BANK OF MONTR 1% 04/05/26/EUR/) Long Debt CA $103K 100K 0.00
BANK OF MONTREAL /EUR/ REGD REG S EMTN 0.05000000 (BANK OF MO 0.05% 06/08/29/EUR/) Long Debt CA $92K 100K 0.00
BANK OF MONTREAL /EUR/ REGD REG S EMTN 0.12500000 (BANK OF M 0.125% 01/26/27/EUR/) Long Debt CA $2M 2M 0.01
BANK OF MONTREAL REGD 5.30000000 (BANK OF MONTREAL 5.3% 06/05/26) Long Debt CA $10K 10K 0.00
BANK OF MONTREAL REGD 5.71700000 (BANK OF MONTRE 5.717% 09/25/28) Long Debt CA $31K 30K 0.00
BANK OF MONTREAL REGD 5.92000000 (BANK OF MONTREA 5.92% 09/25/25) Long Debt CA $20K 20K 0.00
BANK OF MONTREAL REGD MTN 3.70000000 (BANK OF MONTREAL 3.7% 06/07/25) Long Debt CA $39K 40K 0.00
BANK OF NEW ZEALAND /EUR/ REGD REG S 3.70750000 (BANK OF N 3.707% 12/20/28/EUR/) Long Debt NZ $1M 1M 0.01
BANK OF NEW ZEALAND /EUR/ REGD REG S EMTN 2.55200000 (BANK OF N 2.552% 06/29/27/EUR/) Long Debt NZ $104K 100K 0.00
BANK OF NOVA SCOTIA /EUR/ REGD REG S 0.01000000 (BANK OF NO 0.01% 01/14/27/EUR/) Long Debt CA $2M 2M 0.02
BANK OF NOVA SCOTIA /EUR/ REGD REG S EMTN 0.37500000 (BANK OF N 0.375% 03/26/30/EUR/) Long Debt CA $91K 100K 0.00
BANK OF NOVA SCOTIA REGD 1.05000000 (BANK OF NOVA SC 1.05% 03/02/26) Long Debt CA $19K 20K 0.00
BANK OF NOVA SCOTIA REGD MTN 3.45000000 (BANK OF NOVA SC 3.45% 04/11/25) Long Debt CA $44K 45K 0.00
BANK OF NY MELLON CORP REGD V/R 4.54300000 (BANK OF NY MELLON V/R 02/01/29) Long Debt US $20K 20K 0.00
BANK OF NY MELLON CORP REGD V/R 4.70600000 (BANK OF NY MELLON V/R 02/01/34) Long Debt US $10K 10K 0.00
BANK OF NY MELLON CORP REGD V/R MTN 4.41400000 (BANK OF NY MELLON V/R 07/24/26) Long Debt US $13K 13K 0.00
BANK OF NY MELLON CORP REGD V/R MTN 5.80200000 (BANK OF NY MELLON V/R 10/25/28) Long Debt US $7K 7K 0.00
BANK OF QUEENSLAND LTD /EUR/ REGD REG S 1.83900000 (BANK OF Q 1.839% 06/09/27/EUR/) Long Debt AU $8M 8M 0.06
BANKINTER SA /EUR/ REGD REG S EMTN 0.87500000 (BANKINTER 0.875% 07/08/26/EUR/) Long Debt ES $3M 3M 0.02
BANKINTER SA /EUR/ REGD V/R REG S 1.25000000 (BANKINTER SA V/R 12/23/32/EUR/) Long Debt ES $2M 2M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S 0.75000000 (BANQUE FED 0.75% 01/17/30/EUR/) Long Debt FR $907K 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S 1.25000000 (BANQUE FED 1.25% 06/03/30/EUR/) Long Debt FR $922K 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.01000000 (BANQUE FED 0.01% 05/11/26/EUR/) Long Debt FR $1M 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.62500000 (BANQUE FE 0.625% 11/03/28/EUR/) Long Debt FR $935K 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 0.75000000 (BANQUE FED 0.75% 06/08/26/EUR/) Long Debt FR $1M 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.12500000 (BANQUE FE 1.125% 11/19/31/EUR/) Long Debt FR $513K 600K 0.00
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.25000000 (BANQUE FED 1.25% 05/26/27/EUR/) Long Debt FR $1M 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.37500000 (BANQUE FE 1.375% 07/16/28/EUR/) Long Debt FR $3M 3M 0.02
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000 (BANQUE FE 1.875% 11/04/26/EUR/) Long Debt FR $1M 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 1.87500000 (BANQUE FE 1.875% 06/18/29/EUR/) Long Debt FR $966K 1M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.50000000 (BANQUE FED 2.5% 05/25/28/EUR/) Long Debt FR $2M 2M 0.01
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 2.62500000 (BANQUE FE 2.625% 11/06/29/EUR/) Long Debt FR $503K 500K 0.00
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.00000000 (BANQUE FED CR 3% 09/11/25/EUR/) Long Debt FR $7M 7M 0.06
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.12500000 (BANQUE FE 3.125% 09/14/27/EUR/) Long Debt FR $4M 3M 0.03
BANQUE FED CRED MUTUEL /EUR/ REGD REG S EMTN 3.62500000 (BANQUE FE 3.625% 09/14/32/EUR/) Long Debt FR $3M 3M 0.03
BANQUE FED CRED MUTUEL /EUR/ REGD V/R REG S 3.87500000 (BANQUE FED C V/R 06/16/32/EUR/) Long Debt FR $1M 1M 0.01
BANQUE FED CRED MUTUEL /GBP/ REGD REG S EMTN 5.00000000 (BANQUE FED CR 5% 10/22/29/GBP/) Long Debt FR $8M 7M 0.07
BANQUE FED CRED MUTUEL REGD 144A P/P 4.93500000 (BANQUE FED CRE 4.935% 01/26/26) Long Debt FR $2M 2M 0.02
BANQUE FED CRED MUTUEL REGD 144A P/P 5.89600000 (BANQUE FED CRE 5.896% 07/13/26) Long Debt FR $3M 3M 0.02
BARCLAYS BANK PLC /GBP/ REGD REG S EMTN 5.75000000 (BARCLAYS B 5.75% 09/14/26/GBP/) Long Debt GB $114K 90K 0.00
BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL A4 REGD 3.06300000 (BBCMS 2019-C5 3.063% 10/15/29) Long ABS-collateralized bond/debt obligation US $899K 1M 0.01
BARCLAYS COMMERCIAL MORTGAGE TRUST 2019-C5 SER 2019-C5 CL ASB REGD 2.99000000 (BBCMS 2019-C5 2.99% 11/15/28) Long ABS-collateralized bond/debt obligation US $475K 500K 0.00
BARCLAYS PLC /EUR/ REGD V/R REG S 0.87700000 (BARCLAYS PLC V/R 01/28/28/EUR/) Long Debt GB $2M 2M 0.02
BARCLAYS PLC /GBP/ REGD REG S EMTN 3.00000000 (BARCLAYS PLC 3% 05/08/26/GBP/) Long Debt GB $121K 100K 0.00
BARCLAYS PLC /GBP/ REGD REG S EMTN 3.25000000 (BARCLAYS P 3.25% 02/12/27/GBP/) Long Debt GB $1M 1M 0.01
BARCLAYS PLC /GBP/ REGD V/R REG S 3.75000000 (BARCLAYS PLC V/R 11/22/30/GBP/) Long Debt GB $1M 825K 0.01
BARCLAYS PLC REGD V/R 5.67400000 (BARCLAYS PLC V/R 03/12/28) Long Debt GB $1M 1M 0.01
BARCLAYS PLC REGD V/R 6.03600000 (BARCLAYS PLC V/R 03/12/55) Long Debt GB $214K 210K 0.00
BARCLAYS PLC REGD V/R 6.49600000 (BARCLAYS PLC V/R 09/13/27) Long Debt GB $1M 1M 0.01
BARRICK PD AU FIN PTY LT REGD 5.95000000 (BARRICK PD AU F 5.95% 10/15/39) Long Debt AU $938K 920K 0.01
BASELLANDSCHAFT KANTONBK /CHF/ REGD REG S 0.37500000 (BASELLAND 0.375% 05/13/30/CHF/) Long Debt CH $106K 100K 0.00
BASQUE GOVERNMENT /EUR/ REGD 3.40000000 (BASQUE GOVE 3.4% 04/30/34/EUR/) Long Debt ES $213K 200K 0.00
BASQUE GOVERNMENT /EUR/ REGD 3.50000000 (BASQUE GOVE 3.5% 04/30/33/EUR/) Long Debt ES $108K 100K 0.00
BASQUE GOVERNMENT /EUR/ REGD REG S 0.25000000 (BASQUE GOV 0.25% 04/30/31/EUR/) Long Debt ES $263K 300K 0.00
BASQUE GOVERNMENT /EUR/ REGD REG S 0.45000000 (BASQUE GOV 0.45% 04/30/32/EUR/) Long Debt ES $172K 200K 0.00
BASQUE GOVERNMENT /EUR/ REGD REG S 0.85000000 (BASQUE GOV 0.85% 04/30/30/EUR/) Long Debt ES $47K 50K 0.00
BASQUE GOVERNMENT /EUR/ REGD REG S 1.75000000 (BASQUE GOV 1.75% 03/16/26/EUR/) Long Debt ES $177K 170K 0.00
BASQUE GOVERNMENT /EUR/ REGD REG S 3.40000000 (BASQUE GOVE 3.4% 04/30/34/EUR/) Long Debt ES $106K 100K 0.00
BAT CAPITAL CORP REGD 2.25900000 (BAT CAPITAL CO 2.259% 03/25/28) Long Debt US $9K 10K 0.00
BAT CAPITAL CORP REGD 2.78900000 (BAT CAPITAL CO 2.789% 09/06/24) Long Debt US $55K 55K 0.00
BAT CAPITAL CORP REGD 3.22200000 (BAT CAPITAL CO 3.222% 08/15/24) Long Debt US $8K 8K 0.00
BAT CAPITAL CORP REGD 3.55700000 (BAT CAPITAL CO 3.557% 08/15/27) Long Debt US $614K 646K 0.00
BAT CAPITAL CORP REGD 4.75800000 (BAT CAPITAL CO 4.758% 09/06/49) Long Debt US $4K 5K 0.00
BAT CAPITAL CORP REGD 5.83400000 (BAT CAPITAL CO 5.834% 02/20/31) Long Debt US $66K 65K 0.00
BAT CAPITAL CORP REGD 6.00000000 (BAT CAPITAL CORP 6% 02/20/34) Long Debt US $15K 15K 0.00
BAT CAPITAL CORP REGD 7.07900000 (BAT CAPITAL CO 7.079% 08/02/43) Long Debt US $11K 10K 0.00
BAT CAPITAL CORP REGD 7.08100000 (BAT CAPITAL CO 7.081% 08/02/53) Long Debt US $16K 15K 0.00
BAT CAPITAL CORP REGD SER WI 4.54000000 (BAT CAPITAL COR 4.54% 08/15/47) Long Debt US $3K 4K 0.00
BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 1.25000000 (BAT INTL F 1.25% 03/13/27/EUR/) Long Debt GB $634K 625K 0.01
BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 2.25000000 (BAT INTL F 2.25% 01/16/30/EUR/) Long Debt GB $2M 3M 0.02
BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 3.12500000 (BAT INTL 3.125% 03/06/29/EUR/) Long Debt GB $578K 559K 0.00
BAT INTL FINANCE PLC /EUR/ REGD REG S EMTN 4.12500000 (BAT INTL 4.125% 04/12/32/EUR/) Long Debt GB $6M 6M 0.05
BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 2.25000000 (BAT INTL F 2.25% 06/26/28/GBP/) Long Debt GB $966K 860K 0.01
BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 2.25000000 (BAT INTL F 2.25% 09/09/52/GBP/) Long Debt GB $867K 2M 0.01
BAT INTL FINANCE PLC /GBP/ REGD REG S EMTN 6.00000000 (BAT INTL FINA 6% 11/24/34/GBP/) Long Debt GB $770K 600K 0.01
BAT INTL FINANCE PLC REGD 4.44800000 (BAT INTL FINAN 4.448% 03/16/28) Long Debt GB $19K 20K 0.00
BAT INTL FINANCE PLC REGD 5.93100000 (BAT INTL FINAN 5.931% 02/02/29) Long Debt GB $2M 2M 0.02
BAUSPAR.SCHWAEBISCH HALL /EUR/ REGD EMTN 2.00000000 (BAUSPAR.SCHWA 2% 05/17/34/EUR/) Long Debt DE $96K 100K 0.00
BAWAG P.S.K. /EUR/ REGD REG S 0.10000000 (BAWAG P.S.K 0.1% 05/12/31/EUR/) Long Debt AT $86K 100K 0.00
BAWAG P.S.K. /EUR/ REGD REG S EMTN 2.00000000 (BAWAG P.S.K. 2% 08/25/32/EUR/) Long Debt AT $97K 100K 0.00
BAYER AG /EUR/ REGD REG S 1.12500000 (BAYER AG 1.125% 01/06/30/EUR/) Long Debt DE $924K 1M 0.01
BAYER CAPITAL CORP BV /EUR/ REGD REG S 2.12500000 (BAYER CAP 2.125% 12/15/29/EUR/) Long Debt NL $585K 600K 0.00
BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.05000000 (BAYERISCHE 0.05% 04/30/31/EUR/) Long Debt DE $44K 50K 0.00
BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.12500000 (BAYERISCH 0.125% 02/10/28/EUR/) Long Debt DE $94K 100K 0.00
BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 0.12500000 (BAYERISCH 0.125% 11/02/29/EUR/) Long Debt DE $46K 50K 0.00
BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 2.12500000 (BAYERISCH 2.125% 09/01/31/EUR/) Long Debt DE $50K 50K 0.00
BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 3.75000000 (BAYERISCHE 3.75% 02/07/29/EUR/) Long Debt DE $216K 200K 0.00
BAYERISCHE LANDESBANK /EUR/ REGD REG S EMTN 4.25000000 (BAYERISCHE 4.25% 06/21/27/EUR/) Long Debt DE $436K 400K 0.00
BAYERISCHE LANDESBANK /EUR/ REGD V/R REG S EMTN 1.37500000 (BAYERISCHE L V/R 11/22/32/EUR/) Long Debt DE $94K 100K 0.00
BAYERISCHE LANDESBODEN /EUR/ REGD REG S 2.87500000 (BAYERISCH 2.875% 02/28/31/EUR/) Long Debt DE $106K 100K 0.00
BBCMS MORTGAGE TRUST 2020-C6 SER 2020-C6 CL ASB REGD 2.59500000 (BBCMS 2020-C6 2.595% 11/15/29) Long ABS-collateralized bond/debt obligation US $558K 600K 0.00
BBCMS MORTGAGE TRUST 2020-C7 SER 2020-C7 CL A5 REGD 2.03700000 (BBCMS 2020-C7 2.037% 02/15/30) Long ABS-collateralized bond/debt obligation US $177K 210K 0.00
BCP TRUST 2021-330N SER 2021-330N CL A V/R REGD 144A P/P 6.24248000 (BCP 2021-330N A V/R 06/15/23) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
BECTON DICKINSON & CO REGD 3.79400000 (BECTON DICKINS 3.794% 05/20/50) Long Debt US $8K 10K 0.00
BECTON DICKINSON & CO REGD 4.29800000 (BECTON DICKINS 4.298% 08/22/32) Long Debt US $5K 5K 0.00
BECTON DICKINSON EURO /EUR/ REGD 1.20800000 (BECTON DI 1.208% 06/04/26/EUR/) Long Debt LU $844K 825K 0.01
BELFIUS BANK SA/NV /EUR/ REGD EMTN 4.12500000 (BELFIUS B 4.125% 09/12/29/EUR/) Long Debt BE $110K 100K 0.00
BELFIUS BANK SA/NV /EUR/ REGD REG S 3.25000000 (BELFIUS BA 3.25% 10/18/27/EUR/) Long Debt BE $107K 100K 0.00
BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 0.00000000 (BELFIUS BANK 0% 08/28/26/EUR/) Long Debt BE $198K 200K 0.00
BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 0.12500000 (BELFIUS B 0.125% 02/08/28/EUR/) Long Debt BE $572K 600K 0.00
BELFIUS BANK SA/NV /EUR/ REGD REG S EMTN 0.12500000 (BELFIUS B 0.125% 09/14/26/EUR/) Long Debt BE $100K 100K 0.00
BELFIUS BANK SA/NV /EUR/ REGD V/R REG S EMTN 4.87500000 (BELFIUS BANK V/R 06/11/35/EUR/) Long Debt BE $541K 500K 0.00
BELGIUM KINGDOM /EUR/ REGD REG S SER 66 4.00000000 (BELGIUM KINGD 4% 03/28/32/EUR/) Long Debt BE $1M 992K 0.01
BELGIUM KINGDOM /EUR/ REGD REG S SER 71 3.75000000 (BELGIUM KI 3.75% 06/22/45/EUR/) Long Debt BE $1M 1M 0.01
BELGIUM KINGDOM /EUR/ REGD REG S SER 92 0.00000000 (BELGIUM KINGD 0% 10/22/31/EUR/) Long Debt BE $1M 1M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 100 2.85000000 (BELGIUM KI 2.85% 10/22/34/EUR/) Long Debt BE $470K 450K 0.00
BELGIUM KINGDOM /EUR/ REGD SER 101 3.50000000 (BELGIUM KIN 3.5% 06/22/55/EUR/) Long Debt BE $573K 550K 0.00
BELGIUM KINGDOM /EUR/ REGD SER 101 3.50000000 (BELGIUM KIN 3.5% 06/22/55/EUR/) Long Debt BE $469K 450K 0.00
BELGIUM KINGDOM /EUR/ REGD SER 102 2.70000000 (BELGIUM KIN 2.7% 10/22/29/EUR/) Long Debt BE $744K 700K 0.01
BELGIUM KINGDOM /EUR/ REGD SER 44 5.00000000 (BELGIUM KINGD 5% 03/28/35/EUR/) Long Debt BE $4M 3M 0.03
BELGIUM KINGDOM /EUR/ REGD SER 60 4.25000000 (BELGIUM KI 4.25% 03/28/41/EUR/) Long Debt BE $3M 2M 0.02
BELGIUM KINGDOM /EUR/ REGD SER 64 4.50000000 (BELGIUM KIN 4.5% 03/28/26/EUR/) Long Debt BE $3M 3M 0.02
BELGIUM KINGDOM /EUR/ REGD SER 73 3.00000000 (BELGIUM KINGD 3% 06/22/34/EUR/) Long Debt BE $4M 4M 0.03
BELGIUM KINGDOM /EUR/ REGD SER 74 0.80000000 (BELGIUM KIN 0.8% 06/22/25/EUR/) Long Debt BE $2M 2M 0.02
BELGIUM KINGDOM /EUR/ REGD SER 75 1.00000000 (BELGIUM KINGD 1% 06/22/31/EUR/) Long Debt BE $3M 3M 0.03
BELGIUM KINGDOM /EUR/ REGD SER 75 1.00000000 (BELGIUM KINGD 1% 06/22/31/EUR/) Long Debt BE $940K 997K 0.01
BELGIUM KINGDOM /EUR/ REGD SER 76 1.90000000 (BELGIUM KIN 1.9% 06/22/38/EUR/) Long Debt BE $2M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 77 1.00000000 (BELGIUM KINGD 1% 06/22/26/EUR/) Long Debt BE $3M 3M 0.02
BELGIUM KINGDOM /EUR/ REGD SER 78 1.60000000 (BELGIUM KIN 1.6% 06/22/47/EUR/) Long Debt BE $2M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 80 2.15000000 (BELGIUM KI 2.15% 06/22/66/EUR/) Long Debt BE $1M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 81 0.80000000 (BELGIUM KIN 0.8% 06/22/27/EUR/) Long Debt BE $2M 2M 0.02
BELGIUM KINGDOM /EUR/ REGD SER 83 2.25000000 (BELGIUM KI 2.25% 06/22/57/EUR/) Long Debt BE $772K 967K 0.01
BELGIUM KINGDOM /EUR/ REGD SER 84 1.45000000 (BELGIUM KI 1.45% 06/22/37/EUR/) Long Debt BE $717K 830K 0.01
BELGIUM KINGDOM /EUR/ REGD SER 85 0.80000000 (BELGIUM KIN 0.8% 06/22/28/EUR/) Long Debt BE $4M 4M 0.03
BELGIUM KINGDOM /EUR/ REGD SER 86 1.25000000 (BELGIUM KI 1.25% 04/22/33/EUR/) Long Debt BE $2M 3M 0.02
BELGIUM KINGDOM /EUR/ REGD SER 87 0.90000000 (BELGIUM KIN 0.9% 06/22/29/EUR/) Long Debt BE $4M 4M 0.03
BELGIUM KINGDOM /EUR/ REGD SER 88 1.70000000 (BELGIUM KIN 1.7% 06/22/50/EUR/) Long Debt BE $2M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 89 0.10000000 (BELGIUM KIN 0.1% 06/22/30/EUR/) Long Debt BE $1M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 90 0.40000000 (BELGIUM KIN 0.4% 06/22/40/EUR/) Long Debt BE $873K 1M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 91 0.00000000 (BELGIUM KINGD 0% 10/22/27/EUR/) Long Debt BE $6M 6M 0.05
BELGIUM KINGDOM /EUR/ REGD SER 93 0.65000000 (BELGIUM KI 0.65% 06/22/71/EUR/) Long Debt BE $575K 1M 0.00
BELGIUM KINGDOM /EUR/ REGD SER 94 0.35000000 (BELGIUM KI 0.35% 06/22/32/EUR/) Long Debt BE $2M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 95 1.40000000 (BELGIUM KIN 1.4% 06/22/53/EUR/) Long Debt BE $2M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 96 2.75000000 (BELGIUM KI 2.75% 04/22/39/EUR/) Long Debt BE $1M 1M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 96 2.75000000 (BELGIUM KI 2.75% 04/22/39/EUR/) Long Debt BE $199K 200K 0.00
BELGIUM KINGDOM /EUR/ REGD SER 97 3.00000000 (BELGIUM KINGD 3% 06/22/33/EUR/) Long Debt BE $2M 2M 0.02
BELGIUM KINGDOM /EUR/ REGD SER 97 3.00000000 (BELGIUM KINGD 3% 06/22/33/EUR/) Long Debt BE $854K 800K 0.01
BELGIUM KINGDOM /EUR/ REGD SER 98 3.30000000 (BELGIUM KIN 3.3% 06/22/54/EUR/) Long Debt BE $2M 2M 0.01
BELGIUM KINGDOM /EUR/ REGD SER 99 3.45000000 (BELGIUM KI 3.45% 06/22/43/EUR/) Long Debt BE $2M 2M 0.01
BENCHMARK 2020-B16 MORTGAGE TRUST SER 2020-B16 CL AM V/R REGD 2.94400000 (BMARK 2020-B16 A V/R 01/15/30) Long ABS-collateralized bond/debt obligation US $297K 350K 0.00
BENCHMARK 2020-B17 MORTGAGE TRUST SER 2020-B17 CL A5 REGD 2.28900000 (BMARK 2020-B1 2.289% 02/15/30) Long ABS-collateralized bond/debt obligation US $418K 500K 0.00
BENCHMARK 2020-B20 MORTGAGE TRUST SER 2020-B20 CL A5 REGD 2.03410000 (BMARK 2020-B2 2.034% 10/15/30) Long ABS-collateralized bond/debt obligation US $599K 750K 0.00
BENDIGO AND ADELAIDE BK /EUR/ REGD REG S 4.02000000 (BENDIGO AN 4.02% 10/04/26/EUR/) Long Debt AU $108K 100K 0.00
BENEFIT STREET PARTNERS CLO XVII LTD SER 2019-17A CL AR V/R REGD 144A P/P 6.67017000 (BSP 2019-17A AR V/R 07/15/32) Long ABS-collateralized bond/debt obligation KY $4M 4M 0.03
BERKLEY (WR) CORPORATION REGD 4.00000000 (BERKLEY (WR) CORPO 4% 05/12/50) Long Debt US $539K 700K 0.00
BERKSHIRE HATHAWAY ENERG REGD 1.65000000 (BERKSHIRE HATHA 1.65% 05/15/31) Long Debt US $8K 10K 0.00
BERKSHIRE HATHAWAY ENERG REGD 4.25000000 (BERKSHIRE HATHA 4.25% 10/15/50) Long Debt US $4K 5K 0.00
BERKSHIRE HATHAWAY ENERG REGD 4.60000000 (BERKSHIRE HATHAW 4.6% 05/01/53) Long Debt US $4K 5K 0.00
BERKSHIRE HATHAWAY ENERG REGD SER WI 2.85000000 (BERKSHIRE HATHA 2.85% 05/15/51) Long Debt US $31K 50K 0.00
BERKSHIRE HATHAWAY ENERG REGD SER WI 5.15000000 (BERKSHIRE HATHA 5.15% 11/15/43) Long Debt US $9K 10K 0.00
BERKSHIRE HATHAWAY FIN /EUR/ REGD 1.50000000 (BERKSHIRE H 1.5% 03/18/30/EUR/) Long Debt US $2M 2M 0.02
BERKSHIRE HATHAWAY FIN /GBP/ REGD 2.37500000 (BERKSHIRE 2.375% 06/19/39/GBP/) Long Debt US $731K 825K 0.01
BERKSHIRE HATHAWAY FIN REGD 2.85000000 (BERKSHIRE HATHA 2.85% 10/15/50) Long Debt US $3K 5K 0.00
BERKSHIRE HATHAWAY FIN REGD 3.85000000 (BERKSHIRE HATHA 3.85% 03/15/52) Long Debt US $35K 45K 0.00
BERKSHIRE HATHAWAY FIN REGD 4.20000000 (BERKSHIRE HATHAW 4.2% 08/15/48) Long Debt US $4K 5K 0.00
BERKSHIRE HATHAWAY INC /EUR/ REGD 2.15000000 (BERKSHIRE 2.15% 03/15/28/EUR/) Long Debt US $1M 1M 0.01
BERLIN HYP AG /EUR/ REGD REG S 0.01000000 (BERLIN HYP 0.01% 07/07/28/EUR/) Long Debt DE $95K 100K 0.00
BERLIN HYP AG /EUR/ REGD REG S EMTN 0.01000000 (BERLIN HYP 0.01% 08/24/26/EUR/) Long Debt DE $100K 100K 0.00
BERLIN HYP AG /EUR/ REGD REG S EMTN 1.75000000 (BERLIN HYP 1.75% 05/10/32/EUR/) Long Debt DE $49K 50K 0.00
BERLIN HYP AG /EUR/ REGD REG S EMTN 3.00000000 (BERLIN HYP AG 3% 01/10/33/EUR/) Long Debt DE $53K 50K 0.00
BERRY GLOBAL INC REGD 144A P/P 5.65000000 (BERRY GLOBAL IN 5.65% 01/15/34) Long Debt US $49K 50K 0.00
BERRY GLOBAL INC REGD 5.50000000 (BERRY GLOBAL INC 5.5% 04/15/28) Long Debt US $614K 615K 0.00
BHP BILLITON FIN USA LTD REGD 4.75000000 (BHP BILLITON FI 4.75% 02/28/28) Long Debt AU $10K 10K 0.00
BHP BILLITON FIN USA LTD REGD 5.25000000 (BHP BILLITON FI 5.25% 09/08/30) Long Debt AU $9K 9K 0.00
BHP BILLITON FIN USA LTD REGD 5.50000000 (BHP BILLITON FIN 5.5% 09/08/53) Long Debt AU $135K 135K 0.00
BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 10 3.25000000 (BHP BILLIT 3.25% 09/24/27/EUR/) Long Debt AU $1M 1M 0.01
BHP BILLITON FINANCE LTD /EUR/ REGD REG S EMTN SER 10 3.25000000 (BHP BILLIT 3.25% 09/24/27/EUR/) Long Debt AU $743K 698K 0.01
BHP BILLITON FINANCE LTD /GBP/ REGD EMTN SER 12 4.30000000 (BHP BILLITO 4.3% 09/25/42/GBP/) Long Debt AU $3M 3M 0.03
BLACK HILLS CORP REGD 2.50000000 (BLACK HILLS CORP 2.5% 06/15/30) Long Debt US $8K 10K 0.00
BLACKROCK FUNDING INC REGD 5.25000000 (BLACKROCK FUNDI 5.25% 03/14/54) Long Debt US $219K 225K 0.00
BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.62500000 (BLACKSTON 1.625% 04/20/30/EUR/) Long Debt LU $913K 1M 0.01
BLACKSTONE PP EUR HOLD /EUR/ REGD REG S EMTN 1.75000000 (BLACKSTONE 1.75% 03/12/29/EUR/) Long Debt LU $2M 3M 0.02
BLACKSTONE PP EUR HOLD /GBP/ REGD REG S EMTN 2.62500000 (BLACKSTON 2.625% 10/20/28/GBP/) Long Debt LU $1M 1M 0.01
BLACKSTONE PRIVATE CRE REGD SER WI 3.25000000 (BLACKSTONE PRIV 3.25% 03/15/27) Long Debt US $23K 25K 0.00
BLACKSTONE SECURED LEND REGD 2.85000000 (BLACKSTONE SECU 2.85% 09/30/28) Long Debt US $11K 13K 0.00
BLUE OWL CAPITAL CORP REGD 2.87500000 (BLUE OWL CAPIT 2.875% 06/11/28) Long Debt US $40K 45K 0.00
BLUEMOUNTAIN CLO 2016-3 LTD SER 2016-3A CL A1R2 V/R REGD 144A P/P 6.52238000 (BLUEM 2016-3A A1 V/R 11/15/30) Long ABS-collateralized bond/debt obligation KY $928K 926K 0.01
BMO 2023-C5 MORTGAGE TRUST SER 2023-C5 CL A5 REGD 5.76530000 (BMO 2023-C5 A 5.765% 05/15/33) Long ABS-collateralized bond/debt obligation US $858K 832K 0.01
BNG BANK NV /CAD/ REGD ZCP MTN SER MPLE 0.00000000 (BNG BANK NV ZCP 04/05/28/CAD/) Long Debt NL $620K 1M 0.01
BNG BANK NV /EUR/ REGD EMTN 0.75000000 (BNG BANK N 0.75% 01/11/28/EUR/) Long Debt NL $496K 500K 0.00
BNG BANK NV /EUR/ REGD REG S 0.10000000 (BNG BANK NV 0.1% 01/15/30/EUR/) Long Debt NL $292K 320K 0.00
BNG BANK NV /EUR/ REGD REG S 0.12500000 (BNG BANK 0.125% 07/09/35/EUR/) Long Debt NL $449K 580K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.00000000 (BNG BANK NV 0% 01/20/31/EUR/) Long Debt NL $176K 200K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.01000000 (BNG BANK N 0.01% 10/05/32/EUR/) Long Debt NL $418K 500K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.12500000 (BNG BANK 0.125% 04/19/33/EUR/) Long Debt NL $581K 700K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.12500000 (BNG BANK 0.125% 04/11/26/EUR/) Long Debt NL $538K 530K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.25000000 (BNG BANK N 0.25% 11/22/36/EUR/) Long Debt NL $225K 300K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.62500000 (BNG BANK 0.625% 06/19/27/EUR/) Long Debt NL $650K 650K 0.01
BNG BANK NV /EUR/ REGD REG S EMTN 0.80500000 (BNG BANK 0.805% 06/28/49/EUR/) Long Debt NL $121K 200K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.87500000 (BNG BANK 0.875% 10/24/36/EUR/) Long Debt NL $327K 400K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 0.87500000 (BNG BANK 0.875% 10/17/35/EUR/) Long Debt NL $84K 100K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 1.25000000 (BNG BANK N 1.25% 03/30/37/EUR/) Long Debt NL $169K 200K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 1.50000000 (BNG BANK NV 1.5% 03/29/38/EUR/) Long Debt NL $163K 190K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 1.50000000 (BNG BANK NV 1.5% 07/15/39/EUR/) Long Debt NL $142K 170K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 1.87500000 (BNG BANK 1.875% 07/13/32/EUR/) Long Debt NL $805K 820K 0.01
BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000 (BNG BANK N 2.75% 10/04/27/EUR/) Long Debt NL $2M 2M 0.02
BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000 (BNG BANK N 2.75% 04/05/29/EUR/) Long Debt NL $318K 300K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 2.75000000 (BNG BANK N 2.75% 01/11/34/EUR/) Long Debt NL $104K 100K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000 (BNG BANK NV 3% 02/23/28/EUR/) Long Debt NL $643K 600K 0.01
BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000 (BNG BANK NV 3% 04/23/30/EUR/) Long Debt NL $535K 500K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 3.00000000 (BNG BANK NV 3% 01/11/33/EUR/) Long Debt NL $533K 500K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 3.25000000 (BNG BANK N 3.25% 08/29/33/EUR/) Long Debt NL $597K 550K 0.00
BNG BANK NV /EUR/ REGD REG S EMTN 3.50000000 (BNG BANK NV 3.5% 09/27/38/EUR/) Long Debt NL $109K 100K 0.00
BNG BANK NV /GBP/ REGD REG S 0.37500000 (BNG BANK 0.375% 12/15/25/GBP/) Long Debt NL $2M 2M 0.02
BNP PARIBAS /EUR/ REGD REG S EMTN 0.62500000 (BNP PARIB 0.625% 12/03/32/EUR/) Long Debt FR $1M 1M 0.01
BNP PARIBAS /EUR/ REGD REG S EMTN 1.12500000 (BNP PARIB 1.125% 06/11/26/EUR/) Long Debt FR $1M 1M 0.01
BNP PARIBAS /EUR/ REGD REG S EMTN 1.37500000 (BNP PARIB 1.375% 05/28/29/EUR/) Long Debt FR $191K 200K 0.00
BNP PARIBAS /EUR/ REGD REG S EMTN 1.50000000 (BNP PARIBAS 1.5% 05/25/28/EUR/) Long Debt FR $1M 2M 0.01
BNP PARIBAS /EUR/ REGD REG S EMTN 1.50000000 (BNP PARIBAS 1.5% 05/23/28/EUR/) Long Debt FR $493K 500K 0.00
BNP PARIBAS /EUR/ REGD REG S EMTN 2.10000000 (BNP PARIBAS 2.1% 04/07/32/EUR/) Long Debt FR $1M 2M 0.01
BNP PARIBAS /EUR/ REGD REG S EMTN 2.25000000 (BNP PARIBA 2.25% 01/11/27/EUR/) Long Debt FR $516K 500K 0.00
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000 (BNP PARIBAS V/R 01/19/30/EUR/) Long Debt FR $3M 4M 0.03
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.50000000 (BNP PARIBAS V/R 02/19/28/EUR/) Long Debt FR $982K 1M 0.01
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.87500000 (BNP PARIBAS V/R 08/31/33/EUR/) Long Debt FR $930K 1M 0.01
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 0.87500000 (BNP PARIBAS V/R 07/11/30/EUR/) Long Debt FR $92K 100K 0.00
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 1.12500000 (BNP PARIBAS V/R 01/15/32/EUR/) Long Debt FR $1M 2M 0.01
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 2.50000000 (BNP PARIBAS V/R 03/31/32/EUR/) Long Debt FR $3M 3M 0.02
BNP PARIBAS /EUR/ REGD V/R REG S EMTN 4.12500000 (BNP PARIBAS V/R 09/26/32/EUR/) Long Debt FR $3M 3M 0.02
BNP PARIBAS /GBP/ REGD REG S 1.87500000 (BNP PARIB 1.875% 12/14/27/GBP/) Long Debt FR $2M 2M 0.02
BNP PARIBAS /GBP/ REGD REG S EMTN 2.87500000 (BNP PARIB 2.875% 02/24/29/GBP/) Long Debt FR $2M 2M 0.02
BNP PARIBAS /GBP/ REGD REG S EMTN 3.37500000 (BNP PARIB 3.375% 01/23/26/GBP/) Long Debt FR $736K 600K 0.01
BNP PARIBAS /GBP/ REGD REG S EMTN 5.75000000 (BNP PARIBA 5.75% 06/13/32/GBP/) Long Debt FR $2M 2M 0.02
BNP PARIBAS CARDIF /EUR/ REGD V/R /PERP/ REG S 4.03200000 (BNP PARIBAS CA V/R /PERP//EUR/) Long Debt FR $6M 6M 0.05
BNP PARIBAS HOMELOAN SFH /EUR/ REGD REG S EMTN 3.00000000 (BNP PARIBAS H 3% 05/25/28/EUR/) Long Debt FR $107K 100K 0.00
BNP PARIBAS HOMELOAN SFH /EUR/ REGD REG S EMTN 3.00000000 (BNP PARIBAS H 3% 01/31/30/EUR/) Long Debt FR $106K 100K 0.00
BNP PARIBAS REGD V/R 144A P/P 1.67500000 (BNP PARIBAS V/R 06/30/27) Long Debt FR $1M 1M 0.01
BNP PARIBAS REGD V/R 144A P/P 5.17600000 (BNP PARIBAS V/R 01/09/30) Long Debt FR $2M 2M 0.02
BOEING CO REGD 144A P/P 6.29800000 (BOEING CO 6.298% 05/01/29) Long Debt US $20K 20K 0.00
BOEING CO REGD 144A P/P 6.38800000 (BOEING CO 6.388% 05/01/31) Long Debt US $31K 30K 0.00
BOEING CO REGD 144A P/P 6.85800000 (BOEING CO 6.858% 05/01/54) Long Debt US $21K 20K 0.00
BOEING CO REGD 144A P/P 7.00800000 (BOEING CO 7.008% 05/01/64) Long Debt US $1M 1M 0.01
BOEING CO REGD 3.20000000 (BOEING CO 3.2% 03/01/29) Long Debt US $31K 35K 0.00
BOEING CO REGD 3.45000000 (BOEING CO 3.45% 11/01/28) Long Debt US $9K 10K 0.00
BOEING CO REGD 4.87500000 (BOEING CO 4.875% 05/01/25) Long Debt US $27K 27K 0.00
BOEING CO REGD 5.15000000 (BOEING CO 5.15% 05/01/30) Long Debt US $58K 60K 0.00
BOEING CO REGD 5.70500000 (BOEING CO 5.705% 05/01/40) Long Debt US $2M 2M 0.02
BOEING CO REGD 5.80500000 (BOEING CO 5.805% 05/01/50) Long Debt US $45K 50K 0.00
BONOS TESORERIA PESOS /CLP/ REGD 4.70000000 (BONOS TESOR 4.7% 09/01/30/CLP/) Long Debt CL $303K 300M 0.00
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000 (BONOS Y OBLIG 0% 01/31/28/EUR/) Long Debt ES $4M 4M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000 (BONOS Y OBLIG 0% 01/31/26/EUR/) Long Debt ES $3M 3M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000 (BONOS Y OBLIG 0% 01/31/27/EUR/) Long Debt ES $3M 3M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.00000000 (BONOS Y OBLIG 0% 05/31/25/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.10000000 (BONOS Y OBL 0.1% 04/30/31/EUR/) Long Debt ES $9M 10M 0.07
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000 (BONOS Y OBL 0.5% 04/30/30/EUR/) Long Debt ES $6M 6M 0.05
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.50000000 (BONOS Y OBL 0.5% 10/31/31/EUR/) Long Debt ES $5M 5M 0.04
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.60000000 (BONOS Y OBL 0.6% 10/31/29/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.70000000 (BONOS Y OBL 0.7% 04/30/32/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000 (BONOS Y OBL 0.8% 07/30/29/EUR/) Long Debt ES $8M 8M 0.06
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.80000000 (BONOS Y OBL 0.8% 07/30/27/EUR/) Long Debt ES $3M 3M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000 (BONOS Y OB 0.85% 07/30/37/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 0.85000000 (BONOS Y OB 0.85% 07/30/37/EUR/) Long Debt ES $838K 1M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000 (BONOS Y OBLIG 1% 10/31/50/EUR/) Long Debt ES $3M 6M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.00000000 (BONOS Y OBLIG 1% 07/30/42/EUR/) Long Debt ES $887K 1M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.20000000 (BONOS Y OBL 1.2% 10/31/40/EUR/) Long Debt ES $2M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000 (BONOS Y OB 1.25% 10/31/30/EUR/) Long Debt ES $863K 900K 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.25000000 (BONOS Y OB 1.25% 10/31/30/EUR/) Long Debt ES $151K 158K 0.00
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.30000000 (BONOS Y OBL 1.3% 10/31/26/EUR/) Long Debt ES $2M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000 (BONOS Y OBL 1.4% 04/30/28/EUR/) Long Debt ES $3M 3M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.40000000 (BONOS Y OBL 1.4% 07/30/28/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 (BONOS Y OB 1.45% 10/31/27/EUR/) Long Debt ES $3M 3M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 (BONOS Y OB 1.45% 04/30/29/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 (BONOS Y OB 1.45% 04/30/29/EUR/) Long Debt ES $2M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 (BONOS Y OB 1.45% 10/31/27/EUR/) Long Debt ES $1M 1M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.45000000 (BONOS Y OB 1.45% 10/31/71/EUR/) Long Debt ES $712K 1M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.50000000 (BONOS Y OBL 1.5% 04/30/27/EUR/) Long Debt ES $1M 1M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.85000000 (BONOS Y OB 1.85% 07/30/35/EUR/) Long Debt ES $4M 4M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.90000000 (BONOS Y OBL 1.9% 10/31/52/EUR/) Long Debt ES $2M 3M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.95000000 (BONOS Y OB 1.95% 04/30/26/EUR/) Long Debt ES $2M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 1.95000000 (BONOS Y OB 1.95% 07/30/30/EUR/) Long Debt ES $2M 2M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.15000000 (BONOS Y OB 2.15% 10/31/25/EUR/) Long Debt ES $5M 5M 0.04
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.15000000 (BONOS Y OB 2.15% 10/31/25/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.35000000 (BONOS Y OB 2.35% 07/30/33/EUR/) Long Debt ES $2M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.50000000 (BONOS Y OBL 2.5% 05/31/27/EUR/) Long Debt ES $11M 10M 0.09
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.55000000 (BONOS Y OB 2.55% 10/31/32/EUR/) Long Debt ES $3M 3M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.80000000 (BONOS Y OBL 2.8% 05/31/26/EUR/) Long Debt ES $7M 7M 0.06
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.80000000 (BONOS Y OBL 2.8% 05/31/26/EUR/) Long Debt ES $957K 900K 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 2.90000000 (BONOS Y OBL 2.9% 10/31/46/EUR/) Long Debt ES $2M 2M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.15000000 (BONOS Y OB 3.15% 04/30/33/EUR/) Long Debt ES $4M 4M 0.03
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.25000000 (BONOS Y OB 3.25% 04/30/34/EUR/) Long Debt ES $10M 9M 0.08
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.25000000 (BONOS Y OB 3.25% 04/30/34/EUR/) Long Debt ES $2M 2M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000 (BONOS Y OB 3.45% 07/30/66/EUR/) Long Debt ES $2M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000 (BONOS Y OB 3.45% 07/30/43/EUR/) Long Debt ES $2M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000 (BONOS Y OB 3.45% 10/31/34/EUR/) Long Debt ES $655K 610K 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.45000000 (BONOS Y OB 3.45% 07/30/43/EUR/) Long Debt ES $192K 190K 0.00
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.50000000 (BONOS Y OBL 3.5% 05/31/29/EUR/) Long Debt ES $8M 8M 0.07
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.55000000 (BONOS Y OB 3.55% 10/31/33/EUR/) Long Debt ES $3M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 3.90000000 (BONOS Y OBL 3.9% 07/30/39/EUR/) Long Debt ES $8M 7M 0.06
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.00000000 (BONOS Y OBLIG 4% 10/31/54/EUR/) Long Debt ES $1M 1M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.00000000 (BONOS Y OBLIG 4% 10/31/54/EUR/) Long Debt ES $481K 450K 0.00
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.20000000 (BONOS Y OBL 4.2% 01/31/37/EUR/) Long Debt ES $1M 1M 0.01
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.65000000 (BONOS Y OB 4.65% 07/30/25/EUR/) Long Debt ES $2M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.70000000 (BONOS Y OBL 4.7% 07/30/41/EUR/) Long Debt ES $2M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 4.90000000 (BONOS Y OBL 4.9% 07/30/40/EUR/) Long Debt ES $3M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000 (BONOS Y OB 5.15% 10/31/44/EUR/) Long Debt ES $7M 5M 0.05
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.15000000 (BONOS Y OB 5.15% 10/31/28/EUR/) Long Debt ES $3M 3M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.75000000 (BONOS Y OB 5.75% 07/30/32/EUR/) Long Debt ES $3M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 5.90000000 (BONOS Y OBL 5.9% 07/30/26/EUR/) Long Debt ES $6M 6M 0.05
BONOS Y OBLIG DEL ESTADO /EUR/ REGD 6.00000000 (BONOS Y OBLIG 6% 01/31/29/EUR/) Long Debt ES $3M 2M 0.02
BONOS Y OBLIG DEL ESTADO /EUR/ REGD SER 30Y 2.70000000 (BONOS Y OBL 2.7% 10/31/48/EUR/) Long Debt ES $3M 3M 0.02
BOOKING HOLDINGS INC /EUR/ REGD 0.50000000 (BOOKING HOL 0.5% 03/08/28/EUR/) Long Debt US $4M 5M 0.04
BOOKING HOLDINGS INC /EUR/ REGD 1.80000000 (BOOKING HOL 1.8% 03/03/27/EUR/) Long Debt US $2M 2M 0.01
BOOKING HOLDINGS INC /EUR/ REGD 3.62500000 (BOOKING H 3.625% 11/12/28/EUR/) Long Debt US $366K 339K 0.00
BOOKING HOLDINGS INC /EUR/ REGD 4.12500000 (BOOKING H 4.125% 05/12/33/EUR/) Long Debt US $841K 762K 0.01
BORGWARNER INC /EUR/ REGD 1.00000000 (BORGWARNER IN 1% 05/19/31/EUR/) Long Debt US $1M 2M 0.01
BOSTON SCIENTIFIC CORP /EUR/ REGD 0.62500000 (BOSTON SC 0.625% 12/01/27/EUR/) Long Debt US $779K 800K 0.01
BOSTON SCIENTIFIC CORP REGD 6.50000000 (BOSTON SCIENTI 6.5% 11/15/35) Long Debt US $17K 15K 0.00
BP CAPITAL MARKETS BV /EUR/ REGD REG S EMTN 4.32300000 (BP CAPITA 4.323% 05/12/35/EUR/) Long Debt NL $2M 2M 0.01
BP CAPITAL MARKETS PLC /EUR/ REGD REG S EMTN 1.63700000 (BP CAPITA 1.637% 06/26/29/EUR/) Long Debt GB $980K 1M 0.01
BP CAPITAL MARKETS PLC /EUR/ REGD V/R /PERP/ REG S 3.62500000 (BP CAPITAL MAR V/R /PERP//EUR/) Long Debt GB $1M 1M 0.01
BP CAPITAL MARKETS PLC /GBP/ REGD REG S EMTN 2.27400000 (BP CAPITA 2.274% 07/03/26/GBP/) Long Debt GB $2M 2M 0.02
BP CAPITAL MARKETS PLC /GBP/ REGD V/R /PERP/ REG S 4.25000000 (BP CAPITAL MAR V/R /PERP//GBP/) Long Debt GB $6M 5M 0.05
BPCE SA /EUR/ REGD REG S 0.25000000 (BPCE SA 0.25% 01/15/26/EUR/) Long Debt FR $6M 6M 0.05
BPCE SA /EUR/ REGD REG S 0.25000000 (BPCE SA 0.25% 01/14/31/EUR/) Long Debt FR $2M 2M 0.01
BPCE SA /EUR/ REGD REG S EMTN 1.00000000 (BPCE SA 1% 10/05/28/EUR/) Long Debt FR $483K 500K 0.00
BPCE SA /EUR/ REGD REG S EMTN 3.50000000 (BPCE SA 3.5% 01/25/28/EUR/) Long Debt FR $11M 10M 0.09
BPCE SA /EUR/ REGD REG S EMTN 4.00000000 (BPCE SA 4% 11/29/32/EUR/) Long Debt FR $5M 4M 0.04
BPCE SA /EUR/ REGD V/R REG S EMTN 5.75000000 (BPCE SA V/R 06/01/33/EUR/) Long Debt FR $3M 3M 0.03
BPCE SA /GBP/ REGD REG S EMTN 1.00000000 (BPCE SA 1% 12/22/25/GBP/) Long Debt FR $2M 2M 0.02
BPCE SA /GBP/ REGD REG S EMTN 4.87500000 (BPCE SA 4.875% 10/22/30/GBP/) Long Debt FR $2M 2M 0.02
BPCE SA REGD P/P MTN 4.62500000 (BPCE SA 4.625% 07/11/24) Long Debt FR $1M 1M 0.01
BPCE SA REGD V/R 144A P/P 5.93600000 (BPCE SA V/R 05/30/35) Long Debt FR $2M 2M 0.01
BPCE SA REGD V/R 144A P/P MTN 5.97500000 (BPCE SA V/R 01/18/27) Long Debt FR $2M 2M 0.01
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.01000000 (BPCE SFH - 0.01% 01/21/27/EUR/) Long Debt FR $99K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.12500000 (BPCE SFH 0.125% 12/03/30/EUR/) Long Debt FR $88K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 0.62500000 (BPCE SFH 0.625% 09/22/27/EUR/) Long Debt FR $99K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.12500000 (BPCE SFH 1.125% 04/12/30/EUR/) Long Debt FR $95K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 1.75000000 (BPCE SFH - 1.75% 05/27/32/EUR/) Long Debt FR $96K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 2.87500000 (BPCE SFH 2.875% 01/15/27/EUR/) Long Debt FR $106K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.12500000 (BPCE SFH 3.125% 05/22/34/EUR/) Long Debt FR $106K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S 3.37500000 (BPCE SFH 3.375% 03/13/29/EUR/) Long Debt FR $108K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.01000000 (BPCE SFH - 0.01% 11/08/26/EUR/) Long Debt FR $99K 100K 0.00
BPCE SFH - SOCIETE DE FI /EUR/ REGD REG S EMTN 0.01000000 (BPCE SFH - 0.01% 01/29/36/EUR/) Long Debt FR $74K 100K 0.00
BPER BANCA /EUR/ REGD REG S EMTN 3.25000000 (BPER BANCA 3.25% 01/22/31/EUR/) Long Debt IT $106K 100K 0.00
BPIFRANCE SACA /EUR/ REGD EMTN 0.25000000 (BPIFRANCE 0.25% 03/29/30/EUR/) Long Debt FR $181K 200K 0.00
BPIFRANCE SACA /EUR/ REGD REG S 0.12500000 (BPIFRANCE 0.125% 11/25/28/EUR/) Long Debt FR $280K 300K 0.00
BPIFRANCE SACA /EUR/ REGD REG S 0.87500000 (BPIFRANCE 0.875% 09/26/28/EUR/) Long Debt FR $194K 200K 0.00
BPIFRANCE SACA /EUR/ REGD REG S 3.37500000 (BPIFRANCE 3.375% 11/25/32/EUR/) Long Debt FR $214K 200K 0.00
BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.25000000 (BPIFRANCE 0.25% 06/04/31/EUR/) Long Debt FR $174K 200K 0.00
BPIFRANCE SACA /EUR/ REGD REG S EMTN 0.62500000 (BPIFRANCE 0.625% 05/25/26/EUR/) Long Debt FR $509K 500K 0.00
BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.12500000 (BPIFRANCE 2.125% 11/29/27/EUR/) Long Debt FR $413K 400K 0.00
BPIFRANCE SACA /EUR/ REGD REG S EMTN 2.87500000 (BPIFRANCE 2.875% 11/25/29/EUR/) Long Debt FR $525K 500K 0.00
BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.00000000 (BPIFRANCE SAC 3% 09/10/26/EUR/) Long Debt FR $2M 2M 0.02
BPIFRANCE SACA /EUR/ REGD REG S EMTN 3.50000000 (BPIFRANCE S 3.5% 09/27/27/EUR/) Long Debt FR $216K 200K 0.00
BRAMBLES FINANCE PLC /EUR/ REGD REG S 1.50000000 (BRAMBLES FI 1.5% 10/04/27/EUR/) Long Debt GB $1M 1M 0.01
BRENNTAG FINANCE BV /EUR/ REGD REG S 1.12500000 (BRENNTAG 1.125% 09/27/25/EUR/) Long Debt NL $1M 1M 0.01
BRENNTAG FINANCE BV /EUR/ REGD REG S EMTN 0.50000000 (BRENNTAG FI 0.5% 10/06/29/EUR/) Long Debt NL $455K 500K 0.00
BRISTOL-MYERS SQUIBB CO REGD 6.40000000 (BRISTOL-MYERS SQ 6.4% 11/15/63) Long Debt US $896K 820K 0.01
BRIT COL MUNI FIN AUTH /CAD/ REGD 1.10000000 (BRIT COL MU 1.1% 06/01/25/CAD/) Long Debt CA $142K 200K 0.00
BRIT COL MUNI FIN AUTH /CAD/ REGD 2.55000000 (BRIT COL M 2.55% 10/09/29/CAD/) Long Debt CA $205K 300K 0.00
BRITISH COLUMBIA PROV OF /CAD/ REGD 2.80000000 (BRITISH COL 2.8% 06/18/48/CAD/) Long Debt CA $223K 400K 0.00
BRITISH COLUMBIA PROV OF REGD 7.25000000 (BRITISH COLUMBI 7.25% 09/01/36) Long Debt CA $361K 300K 0.00
BRIXMOR OPERATING PART REGD 4.05000000 (BRIXMOR OPERATI 4.05% 07/01/30) Long Debt US $1M 1M 0.01
BRIXMOR OPERATING PART REGD 4.12500000 (BRIXMOR OPERAT 4.125% 06/15/26) Long Debt US $2M 2M 0.02
BRIXMOR OPERATING PART REGD 4.12500000 (BRIXMOR OPERAT 4.125% 05/15/29) Long Debt US $888K 940K 0.01
BROADCOM INC REGD 144A P/P 3.13700000 (BROADCOM INC 3.137% 11/15/35) Long Debt US $3M 3M 0.02
BROADCOM INC REGD 144A P/P 3.18700000 (BROADCOM INC 3.187% 11/15/36) Long Debt US $631K 795K 0.01
BROADGATE FINANCING PLC /GBP/ REGD REG S SER A4 4.82100000 (BROADGATE 4.821% 07/05/33/GBP/) Long Debt GB $62K 50K 0.00
BROADRIDGE FINANCIAL SOL REGD 2.60000000 (BROADRIDGE FINAN 2.6% 05/01/31) Long Debt US $139K 165K 0.00
BROOKFIELD FINANCE INC REGD 5.67500000 (BROOKFIELD FIN 5.675% 01/15/35) Long Debt CA $69K 70K 0.00
BROOKFIELD FINANCE INC REGD 5.96800000 (BROOKFIELD FIN 5.968% 03/04/54) Long Debt CA $113K 114K 0.00
BROWN & BROWN INC REGD 2.37500000 (BROWN & BROWN 2.375% 03/15/31) Long Debt US $57K 69K 0.00
BROWN & BROWN INC REGD 4.20000000 (BROWN & BROWN IN 4.2% 03/17/32) Long Debt US $7K 8K 0.00
BROWN & BROWN INC REGD 4.95000000 (BROWN & BROWN I 4.95% 03/17/52) Long Debt US $17K 20K 0.00
BROWN & BROWN INC REGD 5.65000000 (BROWN & BROWN I 5.65% 06/11/34) Long Debt US $179K 180K 0.00
BULGARIA /EUR/ REGD 1.37500000 (BULGARIA 1.375% 09/23/50/EUR/) Long Debt BG $832K 1M 0.01
BULGARIA /EUR/ REGD 2.95000000 (BULGARIA 2.95% 09/03/24/EUR/) Long Debt BG $855K 800K 0.01
BULGARIA /EUR/ REGD REG S 4.12500000 (BULGARIA 4.125% 09/23/29/EUR/) Long Debt BG $1M 1M 0.01
BULGARIA /EUR/ REGD REG S 4.50000000 (BULGARIA 4.5% 01/27/33/EUR/) Long Debt BG $7M 6M 0.05
BULGARIA /EUR/ REGD REG S 4.62500000 (BULGARIA 4.625% 09/23/34/EUR/) Long Debt BG $1M 1M 0.01
BULGARIA /EUR/ REGD REG S EMTN SER 12YR 3.00000000 (BULGARIA 3% 03/21/28/EUR/) Long Debt BG $847K 800K 0.01
BUNDESOBLIGATION /EUR/ REGD REG S SER 183 0.00000000 (BUNDESOBLIGAT 0% 04/10/26/EUR/) Long Debt DE $15M 15M 0.12
BUNDESOBLIGATION /EUR/ REGD REG S SER 184 0.00000000 (BUNDESOBLIGAT 0% 10/09/26/EUR/) Long Debt DE $4M 4M 0.03
BUNDESOBLIGATION /EUR/ REGD REG S SER 185 0.00000000 (BUNDESOBLIGAT 0% 04/16/27/EUR/) Long Debt DE $2M 2M 0.02
BUNDESOBLIGATION /EUR/ REGD REG S SER 186 1.30000000 (BUNDESOBLIG 1.3% 10/15/27/EUR/) Long Debt DE $257K 250K 0.00
BUNDESOBLIGATION /EUR/ REGD REG S SER 187 2.20000000 (BUNDESOBLIG 2.2% 04/13/28/EUR/) Long Debt DE $3M 3M 0.03
BUNDESOBLIGATION /EUR/ REGD REG S SER 188 2.40000000 (BUNDESOBLIG 2.4% 10/19/28/EUR/) Long Debt DE $693K 650K 0.01
BUNDESOBLIGATION /EUR/ REGD REG S SER 189 2.10000000 (BUNDESOBLIG 2.1% 04/12/29/EUR/) Long Debt DE $3M 3M 0.03
BUNDESOBLIGATION /EUR/ REGD REG S SER G 0.00000000 (BUNDESOBLIGAT 0% 10/10/25/EUR/) Long Debt DE $2M 2M 0.02
BUNDESOBLIGATION /EUR/ REGD REG S SER G 2.10000000 (BUNDESOBLIG 2.1% 04/12/29/EUR/) Long Debt DE $9M 9M 0.08
BUNDESREPUB DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB 0% 08/15/31/EUR/) Long Debt DE $3M 3M 0.03
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 05/15/36/EUR/) Long Debt DE $8M 10M 0.07
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 08/15/52/EUR/) Long Debt DE $8M 16M 0.07
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 11/15/27/EUR/) Long Debt DE $7M 7M 0.06
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 02/15/30/EUR/) Long Debt DE $7M 7M 0.06
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 02/15/32/EUR/) Long Debt DE $6M 7M 0.05
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 08/15/26/EUR/) Long Debt DE $6M 6M 0.05
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 08/15/50/EUR/) Long Debt DE $5M 10M 0.04
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 08/15/29/EUR/) Long Debt DE $5M 5M 0.04
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 05/15/35/EUR/) Long Debt DE $2M 3M 0.02
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 02/15/31/EUR/) Long Debt DE $2M 2M 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 08/15/30/EUR/) Long Debt DE $1M 2M 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.00000000 (BUNDESREPUB. 0% 11/15/28/EUR/) Long Debt DE $1M 1M 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.25000000 (BUNDESREPU 0.25% 02/15/27/EUR/) Long Debt DE $5M 5M 0.04
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.25000000 (BUNDESREPU 0.25% 02/15/29/EUR/) Long Debt DE $4M 5M 0.04
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.25000000 (BUNDESREPU 0.25% 08/15/28/EUR/) Long Debt DE $3M 3M 0.02
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.50000000 (BUNDESREPUB 0.5% 02/15/28/EUR/) Long Debt DE $7M 7M 0.06
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.50000000 (BUNDESREPUB 0.5% 08/15/27/EUR/) Long Debt DE $7M 7M 0.05
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 0.50000000 (BUNDESREPUB 0.5% 02/15/26/EUR/) Long Debt DE $5M 5M 0.04
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.00000000 (BUNDESREPUB. 1% 05/15/38/EUR/) Long Debt DE $12M 14M 0.10
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.00000000 (BUNDESREPUB. 1% 08/15/25/EUR/) Long Debt DE $4M 4M 0.04
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.25000000 (BUNDESREPU 1.25% 08/15/48/EUR/) Long Debt DE $5M 7M 0.04
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.70000000 (BUNDESREPUB 1.7% 08/15/32/EUR/) Long Debt DE $2M 2M 0.02
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 1.80000000 (BUNDESREPUB 1.8% 08/15/53/EUR/) Long Debt DE $4M 5M 0.03
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.10000000 (BUNDESREPUB 2.1% 11/15/29/EUR/) Long Debt DE $3M 2M 0.02
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.30000000 (BUNDESREPUB 2.3% 02/15/33/EUR/) Long Debt DE $10M 9M 0.08
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000 (BUNDESREPUB 2.5% 07/04/44/EUR/) Long Debt DE $18M 17M 0.15
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000 (BUNDESREPUB 2.5% 08/15/46/EUR/) Long Debt DE $16M 16M 0.13
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 2.50000000 (BUNDESREPUB 2.5% 08/15/54/EUR/) Long Debt DE $8M 7M 0.06
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S 3.25000000 (BUNDESREPU 3.25% 07/04/42/EUR/) Long Debt DE $11M 9M 0.09
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 00 5.50000000 (BUNDESREPUB 5.5% 01/04/31/EUR/) Long Debt DE $379K 300K 0.00
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 00 6.25000000 (BUNDESREPU 6.25% 01/04/30/EUR/) Long Debt DE $1M 1M 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 03 4.75000000 (BUNDESREPU 4.75% 07/04/34/EUR/) Long Debt DE $21M 17M 0.17
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 05 4.00000000 (BUNDESREPUB. 4% 01/04/37/EUR/) Long Debt DE $14M 11M 0.11
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 08 4.75000000 (BUNDESREPU 4.75% 07/04/40/EUR/) Long Debt DE $12M 9M 0.10
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.20000000 (BUNDESREPUB 2.2% 02/15/34/EUR/) Long Debt DE $2M 2M 0.02
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 10Y 2.60000000 (BUNDESREPUB 2.6% 08/15/33/EUR/) Long Debt DE $1M 930K 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 2007 4.25000000 (BUNDESREPU 4.25% 07/04/39/EUR/) Long Debt DE $17M 13M 0.14
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 7Y 2.40000000 (BUNDESREPUB 2.4% 11/15/30/EUR/) Long Debt DE $2M 2M 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 97 6.50000000 (BUNDESREPUB 6.5% 07/04/27/EUR/) Long Debt DE $20M 17M 0.16
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER 98 5.62500000 (BUNDESREP 5.625% 01/04/28/EUR/) Long Debt DE $921K 780K 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000 (BUNDESREPUB. 0% 08/15/31/EUR/) Long Debt DE $10M 11M 0.08
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000 (BUNDESREPUB. 0% 08/15/50/EUR/) Long Debt DE $3M 5M 0.02
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 0.00000000 (BUNDESREPUB. 0% 08/15/30/EUR/) Long Debt DE $1M 1M 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 1.80000000 (BUNDESREPUB 1.8% 08/15/53/EUR/) Long Debt DE $1M 1M 0.01
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD REG S SER G 2.30000000 (BUNDESREPUB 2.3% 02/15/33/EUR/) Long Debt DE $2M 2M 0.02
BUNDESREPUB. DEUTSCHLAND /EUR/ REGD SER G 1.80000000 (BUNDESREPUB 1.8% 08/15/53/EUR/) Long Debt DE $1M 1M 0.01
BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S 2.90000000 (BUNDESSCHAT 2.9% 06/18/26/EUR/) Long Debt DE $5M 4M 0.04
BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 3.10000000 (BUNDESSCHAT 3.1% 09/18/25/EUR/) Long Debt DE $5M 5M 0.04
BUNDESSCHATZANWEISUNGEN /EUR/ REGD REG S SER 2Y 3.10000000 (BUNDESSCHAT 3.1% 12/12/25/EUR/) Long Debt DE $1M 1M 0.01
BUNZL FINANCE PLC /GBP/ REGD REG S EMTN 1.50000000 (BUNZL FINAN 1.5% 10/30/30/GBP/) Long Debt GB $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000 (BUONI POLI 0.95% 06/01/32/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000 (BUONI POLI 0.95% 08/01/30/EUR/) Long Debt IT $832K 910K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 0.95000000 (BUONI POLI 0.95% 06/01/32/EUR/) Long Debt IT $748K 865K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 1.25000000 (BUONI POLI 1.25% 12/01/26/EUR/) Long Debt IT $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.00000000 (BUONI POLIENN 2% 02/01/28/EUR/) Long Debt IT $3M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.50000000 (BUONI POLIE 2.5% 12/01/32/EUR/) Long Debt IT $474K 490K 0.00
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 2.80000000 (BUONI POLIE 2.8% 12/01/28/EUR/) Long Debt IT $4M 3M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.00000000 (BUONI POLIENN 3% 08/01/29/EUR/) Long Debt IT $10M 9M 0.08
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 3.85000000 (BUONI POLI 3.85% 07/01/34/EUR/) Long Debt IT $14M 13M 0.11
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.20000000 (BUONI POLIE 4.2% 03/01/34/EUR/) Long Debt IT $5M 4M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.35000000 (BUONI POLI 4.35% 11/01/33/EUR/) Long Debt IT $2M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 10Y 4.40000000 (BUONI POLIE 4.4% 05/01/33/EUR/) Long Debt IT $4M 3M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 0.90000000 (BUONI POLIE 0.9% 04/01/31/EUR/) Long Debt IT $2M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 11Y 1.35000000 (BUONI POLI 1.35% 04/01/30/EUR/) Long Debt IT $3M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 16Y 0.95000000 (BUONI POLI 0.95% 03/01/37/EUR/) Long Debt IT $2M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 2Y 3.60000000 (BUONI POLIE 3.6% 09/29/25/EUR/) Long Debt IT $3M 3M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 1.20000000 (BUONI POLIE 1.2% 08/15/25/EUR/) Long Debt IT $5M 5M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 2.95000000 (BUONI POLI 2.95% 02/15/27/EUR/) Long Debt IT $4M 4M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 3.50000000 (BUONI POLIE 3.5% 01/15/26/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 3Y 3.85000000 (BUONI POLI 3.85% 09/15/26/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 50Y 2.15000000 (BUONI POLI 2.15% 03/01/72/EUR/) Long Debt IT $654K 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000 (BUONI POLIENN 0% 08/01/26/EUR/) Long Debt IT $3M 3M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000 (BUONI POLIENN 0% 04/01/26/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 0.00000000 (BUONI POLIENN 0% 04/01/26/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 1.10000000 (BUONI POLIE 1.1% 04/01/27/EUR/) Long Debt IT $3M 3M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 2.65000000 (BUONI POLI 2.65% 12/01/27/EUR/) Long Debt IT $690K 660K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.35000000 (BUONI POLI 3.35% 07/01/29/EUR/) Long Debt IT $8M 8M 0.07
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 3.80000000 (BUONI POLIE 3.8% 08/01/28/EUR/) Long Debt IT $488K 450K 0.00
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 5Y 4.10000000 (BUONI POLIE 4.1% 02/01/29/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.25000000 (BUONI POLI 0.25% 03/15/28/EUR/) Long Debt IT $7M 8M 0.06
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.45000000 (BUONI POLI 0.45% 02/15/29/EUR/) Long Debt IT $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 0.50000000 (BUONI POLIE 0.5% 07/15/28/EUR/) Long Debt IT $4M 4M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.10000000 (BUONI POLIE 2.1% 07/15/26/EUR/) Long Debt IT $8M 8M 0.07
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.50000000 (BUONI POLIE 2.5% 11/15/25/EUR/) Long Debt IT $577K 545K 0.00
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 2.80000000 (BUONI POLIE 2.8% 06/15/29/EUR/) Long Debt IT $5M 5M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.70000000 (BUONI POLIE 3.7% 06/15/30/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 3.85000000 (BUONI POLI 3.85% 12/15/29/EUR/) Long Debt IT $2M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 7Y 4.00000000 (BUONI POLIENN 4% 11/15/30/EUR/) Long Debt IT $2M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD REG S SER 8Y 0.85000000 (BUONI POLI 0.85% 01/15/27/EUR/) Long Debt IT $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.60000000 (BUONI POLIE 0.6% 08/01/31/EUR/) Long Debt IT $15M 17M 0.12
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 0.95000000 (BUONI POLI 0.95% 12/01/31/EUR/) Long Debt IT $3M 4M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.50000000 (BUONI POLIE 1.5% 06/01/25/EUR/) Long Debt IT $2M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.60000000 (BUONI POLIE 1.6% 06/01/26/EUR/) Long Debt IT $6M 6M 0.05
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 1.65000000 (BUONI POLI 1.65% 12/01/30/EUR/) Long Debt IT $117K 124K 0.00
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.05000000 (BUONI POLI 2.05% 08/01/27/EUR/) Long Debt IT $4M 4M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.20000000 (BUONI POLIE 2.2% 06/01/27/EUR/) Long Debt IT $16M 15M 0.13
BUONI POLIENNALI DEL TES /EUR/ REGD SER 10Y 2.50000000 (BUONI POLIE 2.5% 12/01/32/EUR/) Long Debt IT $5M 5M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD SER 13Y 4.00000000 (BUONI POLIENN 4% 04/30/35/EUR/) Long Debt IT $853K 800K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 2.45000000 (BUONI POLI 2.45% 09/01/33/EUR/) Long Debt IT $3M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.15000000 (BUONI POLI 4.15% 10/01/39/EUR/) Long Debt IT $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.15000000 (BUONI POLI 4.15% 10/01/39/EUR/) Long Debt IT $471K 450K 0.00
BUONI POLIENNALI DEL TES /EUR/ REGD SER 15Y 4.75000000 (BUONI POLI 4.75% 09/01/28/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 1.45000000 (BUONI POLI 1.45% 03/01/36/EUR/) Long Debt IT $2M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.25000000 (BUONI POLI 3.25% 03/01/38/EUR/) Long Debt IT $3M 3M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 3.50000000 (BUONI POLIE 3.5% 03/01/30/EUR/) Long Debt IT $7M 6M 0.05
BUONI POLIENNALI DEL TES /EUR/ REGD SER 16Y 4.50000000 (BUONI POLIE 4.5% 03/01/26/EUR/) Long Debt IT $3M 3M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD SER 17Y 1.65000000 (BUONI POLI 1.65% 03/01/32/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.25000000 (BUONI POLI 2.25% 09/01/36/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 2.95000000 (BUONI POLI 2.95% 09/01/38/EUR/) Long Debt IT $3M 4M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD SER 20Y 4.45000000 (BUONI POLI 4.45% 09/01/43/EUR/) Long Debt IT $3M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000 (BUONI POLIE 1.8% 03/01/41/EUR/) Long Debt IT $2M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 1.80000000 (BUONI POLIE 1.8% 03/01/41/EUR/) Long Debt IT $779K 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 21Y 3.10000000 (BUONI POLIE 3.1% 03/01/40/EUR/) Long Debt IT $5M 6M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD SER 26Y 3.35000000 (BUONI POLI 3.35% 03/01/35/EUR/) Long Debt IT $4M 4M 0.03
BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 2.15000000 (BUONI POLI 2.15% 09/01/52/EUR/) Long Debt IT $2M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 3.85000000 (BUONI POLI 3.85% 09/01/49/EUR/) Long Debt IT $6M 6M 0.05
BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.50000000 (BUONI POLIE 4.5% 10/01/53/EUR/) Long Debt IT $3M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 4.50000000 (BUONI POLIE 4.5% 10/01/53/EUR/) Long Debt IT $573K 540K 0.00
BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 6.50000000 (BUONI POLIE 6.5% 11/01/27/EUR/) Long Debt IT $1M 890K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 30Y 7.25000000 (BUONI POLI 7.25% 11/01/26/EUR/) Long Debt IT $2M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 1.70000000 (BUONI POLIE 1.7% 09/01/51/EUR/) Long Debt IT $1M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 2.70000000 (BUONI POLIE 2.7% 03/01/47/EUR/) Long Debt IT $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.25000000 (BUONI POLI 3.25% 09/01/46/EUR/) Long Debt IT $2M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 3.45000000 (BUONI POLI 3.45% 03/01/48/EUR/) Long Debt IT $3M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.00000000 (BUONI POLIENN 4% 02/01/37/EUR/) Long Debt IT $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 4.75000000 (BUONI POLI 4.75% 09/01/44/EUR/) Long Debt IT $6M 5M 0.05
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000 (BUONI POLIENN 5% 08/01/34/EUR/) Long Debt IT $1M 966K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.00000000 (BUONI POLIENN 5% 09/01/40/EUR/) Long Debt IT $642K 560K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.25000000 (BUONI POLI 5.25% 11/01/29/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 5.75000000 (BUONI POLI 5.75% 02/01/33/EUR/) Long Debt IT $2M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 31Y 6.00000000 (BUONI POLIENN 6% 05/01/31/EUR/) Long Debt IT $5M 4M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD SER 32Y 5.00000000 (BUONI POLIENN 5% 08/01/39/EUR/) Long Debt IT $8M 7M 0.07
BUONI POLIENNALI DEL TES /EUR/ REGD SER 34Y 1.50000000 (BUONI POLIE 1.5% 04/30/45/EUR/) Long Debt IT $2M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 3Y 3.80000000 (BUONI POLIE 3.8% 04/15/26/EUR/) Long Debt IT $3M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.15000000 (BUONI POLI 2.15% 03/01/72/EUR/) Long Debt IT $146K 233K 0.00
BUONI POLIENNALI DEL TES /EUR/ REGD SER 50Y 2.80000000 (BUONI POLIE 2.8% 03/01/67/EUR/) Long Debt IT $1M 2M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 5Y 0.50000000 (BUONI POLIE 0.5% 02/01/26/EUR/) Long Debt IT $5M 5M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD SER 5Y 1.85000000 (BUONI POLI 1.85% 07/01/25/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 0.95000000 (BUONI POLI 0.95% 09/15/27/EUR/) Long Debt IT $1M 1M 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 1.45000000 (BUONI POLI 1.45% 05/15/25/EUR/) Long Debt IT $3M 3M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER 7Y 3.50000000 (BUONI POLIE 3.5% 02/15/31/EUR/) Long Debt IT $898K 850K 0.01
BUONI POLIENNALI DEL TES /EUR/ REGD SER 8Y 0.85000000 (BUONI POLI 0.85% 01/15/27/EUR/) Long Debt IT $5M 5M 0.04
BUONI POLIENNALI DEL TES /EUR/ REGD SER 8Y 4.00000000 (BUONI POLIENN 4% 10/30/31/EUR/) Long Debt IT $2M 2M 0.02
BUONI POLIENNALI DEL TES /EUR/ REGD SER CAC 2.45000000 (BUONI POLI 2.45% 09/01/50/EUR/) Long Debt IT $1M 2M 0.01
BUPA FINANCE PLC /EUR/ REGD REG S 5.00000000 (BUPA FINANCE 5% 10/12/30/EUR/) Long Debt GB $2M 2M 0.02
BURBERRY GROUP PLC /GBP/ REGD REG S 1.12500000 (BURBERRY 1.125% 09/21/25/GBP/) Long Debt GB $986K 825K 0.01
BURLINGTN NORTH SANTA FE REGD 2.87500000 (BURLINGTN NORT 2.875% 06/15/52) Long Debt US $25K 40K 0.00
BURLINGTN NORTH SANTA FE REGD 4.15000000 (BURLINGTN NORTH 4.15% 04/01/45) Long Debt US $8K 10K 0.00
BURLINGTN NORTH SANTA FE REGD 4.45000000 (BURLINGTN NORTH 4.45% 01/15/53) Long Debt US $4K 5K 0.00
BURLINGTN NORTH SANTA FE REGD 4.55000000 (BURLINGTN NORTH 4.55% 09/01/44) Long Debt US $141K 160K 0.00
BURLINGTN NORTH SANTA FE REGD 4.95000000 (BURLINGTN NORTH 4.95% 09/15/41) Long Debt US $660K 700K 0.01
BURLINGTN NORTH SANTA FE REGD 5.20000000 (BURLINGTN NORTH 5.2% 04/15/54) Long Debt US $868K 900K 0.01
BURLINGTN NORTH SANTA FE REGD 5.40000000 (BURLINGTN NORTH 5.4% 06/01/41) Long Debt US $20K 20K 0.00
BWAY 2021-1450 MORTGAGE TRUST SER 2021-1450 CL A V/R REGD 144A P/P 6.69332000 (BWAY 2021-1450 A V/R 09/15/23) Long ABS-collateralized bond/debt obligation US $4M 5M 0.04
BX COMMERCIAL MORTGAGE TRUST 2021-21M SER 2021-21M CL A V/R REGD 144A P/P 6.17348000 (BX 2021-21M A V/R 10/15/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
CAD/USD FWD 20240719 000009049 USD Derivative-foreign exchange $92K – 0.00
CADENT FINANCE PLC /GBP/ REGD REG S EMTN 2.62500000 (CADENT FI 2.625% 09/22/38/GBP/) Long Debt GB $2M 2M 0.01
CADILLAC FAIRVIEW PRP TR REGD 144A P/P 2.50000000 (CADILLAC FAIRVIE 2.5% 10/15/31) Long Debt CA $476K 580K 0.00
CADILLAC FAIRVIEW PRP TR REGD 144A P/P 4.12500000 (CADILLAC FAIRV 4.125% 02/01/29) Long Debt CA $2M 2M 0.02
CAISSE D' 4% 12/15/25 /EUR/ 4.00000000 Long Debt FR $1M 1M 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.00000000 (CAISSE D'AMOR 0% 11/25/30/EUR/) Long Debt FR $614K 700K 0.00
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.45000000 (CAISSE D'A 0.45% 01/19/32/EUR/) Long Debt FR $700K 800K 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S 0.60000000 (CAISSE D'AM 0.6% 11/25/29/EUR/) Long Debt FR $562K 600K 0.00
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000 (CAISSE D'AMOR 0% 05/25/31/EUR/) Long Debt FR $862K 1M 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000 (CAISSE D'AMOR 0% 05/25/29/EUR/) Long Debt FR $459K 500K 0.00
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.00000000 (CAISSE D'AMOR 0% 02/25/28/EUR/) Long Debt FR $191K 200K 0.00
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 0.12500000 (CAISSE D' 0.125% 09/15/31/EUR/) Long Debt FR $259K 300K 0.00
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.50000000 (CAISSE D'AM 1.5% 05/25/32/EUR/) Long Debt FR $1M 2M 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 1.75000000 (CAISSE D'A 1.75% 11/25/27/EUR/) Long Debt FR $715K 700K 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000 (CAISSE D'A 2.75% 02/25/29/EUR/) Long Debt FR $3M 2M 0.02
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000 (CAISSE D'A 2.75% 09/24/27/EUR/) Long Debt FR $423K 400K 0.00
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.75000000 (CAISSE D'A 2.75% 11/25/32/EUR/) Long Debt FR $413K 400K 0.00
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 2.87500000 (CAISSE D' 2.875% 05/25/27/EUR/) Long Debt FR $743K 700K 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.00000000 (CAISSE D'AMOR 3% 05/25/28/EUR/) Long Debt FR $851K 800K 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.00000000 (CAISSE D'AMOR 3% 11/25/31/EUR/) Long Debt FR $634K 600K 0.01
CAISSE D'AMORT DETTE SOC /EUR/ REGD REG S EMTN 3.12500000 (CAISSE D' 3.125% 03/01/30/EUR/) Long Debt FR $1M 1M 0.01
CAISSE DES DEPOTS ET CON /EUR/ REGD 3.00000000 (CAISSE DES DE 3% 05/25/28/EUR/) Long Debt FR $106K 100K 0.00
CAISSE DES DEPOTS ET CON /EUR/ REGD REG S 3.12500000 (CAISSE DE 3.125% 05/25/33/EUR/) Long Debt FR $210K 200K 0.00
CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.00000000 (CAISSE DES DE 3% 11/25/27/EUR/) Long Debt FR $425K 400K 0.00
CAISSE DES DEPOTS ET CON /EUR/ REGD REG S EMTN 3.00000000 (CAISSE DES DE 3% 05/25/29/EUR/) Long Debt FR $425K 400K 0.00
CAISSE FRANCAISE DE FIN /EUR/ REGD EMTN 0.50000000 (CAISSE FRAN 0.5% 01/19/26/EUR/) Long Debt FR $103K 100K 0.00
CAISSE FRANCAISE DE FIN /EUR/ REGD EMTN 3.00000000 (CAISSE FRANCA 3% 10/02/28/EUR/) Long Debt FR $5M 5M 0.04
CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 1.50000000 (CAISSE FRAN 1.5% 06/28/38/EUR/) Long Debt FR $85K 100K 0.00
CAISSE FRANCAISE DE FIN /EUR/ REGD REG S 3.12500000 (CAISSE FR 3.125% 11/24/33/EUR/) Long Debt FR $106K 100K 0.00
CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.12500000 (CAISSE FR 0.125% 06/30/31/EUR/) Long Debt FR $87K 100K 0.00
CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.37500000 (CAISSE FR 0.375% 06/23/25/EUR/) Long Debt FR $104K 100K 0.00
CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 0.50000000 (CAISSE FRAN 0.5% 10/01/46/EUR/) Long Debt FR $60K 100K 0.00
CAISSE FRANCAISE DE FIN /EUR/ REGD REG S EMTN 1.25000000 (CAISSE FRA 1.25% 05/11/32/EUR/) Long Debt FR $92K 100K 0.00
CAISSE NAT REASSURANCE /EUR/ REGD REG S 0.75000000 (CAISSE NAT 0.75% 07/07/28/EUR/) Long Debt FR $5M 5M 0.04
CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 0.01000000 (CAISSE REF 0.01% 02/07/28/EUR/) Long Debt FR $96K 100K 0.00
CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 0.01000000 (CAISSE REF 0.01% 10/08/29/EUR/) Long Debt FR $91K 100K 0.00
CAISSE REFINANCE L'HABIT /EUR/ REGD REG S 3.37500000 (CAISSE RE 3.375% 06/28/32/EUR/) Long Debt FR $108K 100K 0.00
CAIXA GERAL DE DEPOSITOS /EUR/ REGD V/R REG S EMTN 0.37500000 (CAIXA GERAL V/R 09/21/27/EUR/) Long Debt PT $497K 500K 0.00
CAIXA GERAL DE DEPOSITOS /EUR/ REGD V/R REG S EMTN 5.75000000 (CAIXA GERAL V/R 10/31/28/EUR/) Long Debt PT $113K 100K 0.00
CAIXABANK SA /EUR/ REGD REG S 1.00000000 (CAIXABANK SA 1% 09/25/25/EUR/) Long Debt ES $104K 100K 0.00
CAIXABANK SA /EUR/ REGD REG S 1.25000000 (CAIXABANK 1.25% 01/11/27/EUR/) Long Debt ES $203K 200K 0.00
CAIXABANK SA /EUR/ REGD REG S EMTN 1.37500000 (CAIXABANK 1.375% 06/19/26/EUR/) Long Debt ES $2M 2M 0.02
CAIXABANK SA /EUR/ REGD REG S EMTN 3.75000000 (CAIXABANK 3.75% 09/07/29/EUR/) Long Debt ES $543K 500K 0.00
CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.50000000 (CAIXABANK SA V/R 02/09/29/EUR/) Long Debt ES $1M 2M 0.01
CAIXABANK SA /EUR/ REGD V/R REG S EMTN 0.75000000 (CAIXABANK SA V/R 05/26/28/EUR/) Long Debt ES $2M 2M 0.02
CAIXABANK SA /EUR/ REGD V/R REG S EMTN 1.25000000 (CAIXABANK SA V/R 06/18/31/EUR/) Long Debt ES $505K 500K 0.00
CAIXABANK SA REGD V/R 144A P/P 6.03700000 (CAIXABANK SA V/R 06/15/35) Long Debt ES $216K 215K 0.00
CAIXABANK SA REGD V/R 144A P/P 6.68400000 (CAIXABANK SA V/R 09/13/27) Long Debt ES $2M 2M 0.01
CAJA RURAL DE NAVARRA /EUR/ REGD REG S 3.00000000 (CAJA RURAL DE 3% 04/26/27/EUR/) Long Debt ES $106K 100K 0.00
CAJAMAR CAJA RURAL SCC /EUR/ REGD REG S 3.37500000 (CAJAMAR C 3.375% 07/25/29/EUR/) Long Debt ES $4M 3M 0.03
CALIFORNIA ST REGD N/C B/E 1.75000000 (CALIFORNIA ST 1.75% 11/01/30) Long Debt US $84K 100K 0.00
CALIFORNIA ST UNIV REVENUE REGD B/E 2.89700000 (CALIFORNIA ST 2.897% 11/01/51) Long Debt US $11K 15K 0.00
CALL OPTION ON 100SHS OTC ECAL FN 5.0 7-54 97 31 SAL 0.00000000 (C/O OTC ECAL FN 5.0 7-54 97 31) Derivative-other US $-3K – -0.00
CAMPBELL SOUP CO REGD 5.30000000 (CAMPBELL SOUP CO 5.3% 03/20/26) Long Debt US $10K 10K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 1.00000000 (CANADIAN GOVE 1% 06/01/27/CAD/) Long Debt CA $136K 200K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 1.25000000 (CANADIAN G 1.25% 03/01/25/CAD/) Long Debt CA $798K 1M 0.01
CANADIAN GOVERNMENT /CAD/ REGD 1.50000000 (CANADIAN GO 1.5% 06/01/31/CAD/) Long Debt CA $385K 600K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 1.75000000 (CANADIAN G 1.75% 12/01/53/CAD/) Long Debt CA $203K 400K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 2.00000000 (CANADIAN GOVE 2% 06/01/32/CAD/) Long Debt CA $393K 600K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 2.00000000 (CANADIAN GOVE 2% 12/01/51/CAD/) Long Debt CA $290K 530K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 3.50000000 (CANADIAN GO 3.5% 12/01/45/CAD/) Long Debt CA $2M 2M 0.01
CANADIAN GOVERNMENT /CAD/ REGD 3.50000000 (CANADIAN GO 3.5% 03/01/28/CAD/) Long Debt CA $364K 500K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 3.50000000 (CANADIAN GO 3.5% 09/01/29/CAD/) Long Debt CA $73K 100K 0.00
CANADIAN GOVERNMENT /CAD/ REGD 4.00000000 (CANADIAN GOVE 4% 06/01/41/CAD/) Long Debt CA $117K 150K 0.00
CANADIAN IMPERIAL BANK /EUR/ REGD REG S 0.01000000 (CANADIAN I 0.01% 04/30/29/EUR/) Long Debt CA $4M 4M 0.03
CANADIAN IMPERIAL BANK /EUR/ REGD REG S EMTN 0.04000000 (CANADIAN I 0.04% 07/09/27/EUR/) Long Debt CA $97K 100K 0.00
CANADIAN IMPERIAL BANK REGD 5.26000000 (CANADIAN IMPERI 5.26% 04/08/29) Long Debt CA $10K 10K 0.00
CANADIAN NATL RAILWAY REGD 6.12500000 (CANADIAN NATL 6.125% 11/01/53) Long Debt CA $666K 600K 0.01
CANADIAN NATL RESOURCES REGD 3.85000000 (CANADIAN NATL R 3.85% 06/01/27) Long Debt CA $9K 9K 0.00
CANADIAN NATL RESOURCES REGD 6.25000000 (CANADIAN NATL R 6.25% 03/15/38) Long Debt CA $10K 10K 0.00
CANADIAN NATL RESOURCES REGD 6.50000000 (CANADIAN NATL RE 6.5% 02/15/37) Long Debt CA $62K 60K 0.00
CANADIAN PACIFIC RAILWAY REGD 3.10000000 (CANADIAN PACIFIC 3.1% 12/02/51) Long Debt CA $140K 210K 0.00
CANTON OF ZURICH /CHF/ REGD REG S 0.00000000 (CANTON OF ZUR 0% 11/10/33/CHF/) Long Debt CH $153K 150K 0.00
CANTON OF ZURICH /CHF/ REGD REG S 0.10000000 (CANTON OF Z 0.1% 06/23/45/CHF/) Long Debt CH $46K 50K 0.00
CANTOR FITZGERALD LP REGD 144A P/P 4.50000000 (CANTOR FITZGERAL 4.5% 04/14/27) Long Debt US $2M 2M 0.02
CAPGEMINI SE /EUR/ REGD REG S 0.62500000 (CAPGEMINI 0.625% 06/23/25/EUR/) Long Debt FR $104K 100K 0.00
CAPITAL ONE FINANCIAL CO /EUR/ REGD 1.65000000 (CAPITAL ON 1.65% 06/12/29/EUR/) Long Debt US $2M 2M 0.01
CAPITAL ONE FINANCIAL CO REGD V/R 4.92700000 (CAPITAL ONE FINAN V/R 05/10/28) Long Debt US $38K 39K 0.00
CAPITAL ONE FINANCIAL CO REGD V/R 5.70000000 (CAPITAL ONE FINAN V/R 02/01/30) Long Debt US $20K 20K 0.00
CAPITAL ONE FINANCIAL CO REGD V/R 6.31200000 (CAPITAL ONE FINAN V/R 06/08/29) Long Debt US $46K 45K 0.00
CAPITAL ONE FINANCIAL CO REGD V/R SER . 7.62400000 (CAPITAL ONE FINAN V/R 10/30/31) Long Debt US $683K 620K 0.01
CARDINAL HEALTH INC REGD 4.50000000 (CARDINAL HEALTH 4.5% 11/15/44) Long Debt US $4K 5K 0.00
CARDINAL HEALTH INC REGD 5.45000000 (CARDINAL HEALTH 5.45% 02/15/34) Long Debt US $65K 65K 0.00
CARDINAL HEALTH INC REGD SER 30YR 4.36800000 (CARDINAL HEALT 4.368% 06/15/47) Long Debt US $12K 15K 0.00
CARGILL INC REGD 144A P/P 1.70000000 (CARGILL INC 1.7% 02/02/31) Long Debt US $613K 750K 0.00
CARGILL INC REGD 144A P/P 2.12500000 (CARGILL INC 2.125% 04/23/30) Long Debt US $1M 2M 0.01
CARLISLE COS INC REGD 2.20000000 (CARLISLE COS INC 2.2% 03/01/32) Long Debt US $43K 54K 0.00
CARLISLE COS INC REGD 2.75000000 (CARLISLE COS IN 2.75% 03/01/30) Long Debt US $9K 10K 0.00
CARLSBERG BREWERIES A/S /EUR/ REGD REG S EMTN 3.50000000 (CARLSBERG B 3.5% 11/26/26/EUR/) Long Debt DK $4M 4M 0.04
CARLYLE US CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.58617000 (CGMS 2017-1A A1R V/R 04/20/31) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
CARLYLE US CLO 2018-2 LTD SER 2018-2A CL A1R V/R REGD 144A P/P 6.47856000 (CGMS 2018-2A A1R V/R 10/15/31) Long ABS-collateralized bond/debt obligation KY $4M 4M 0.03
CARMILA SA /EUR/ REGD REG S 1.62500000 (CARMILA S 1.625% 05/30/27/EUR/) Long Debt FR $998K 1M 0.01
CARRIER GLOBAL CORP /EUR/ REGD 4.12500000 (CARRIER G 4.125% 05/29/28/EUR/) Long Debt US $2M 2M 0.01
CASH COLLATERAL ISDA 0.00000000 Long Short-term investment vehicle US $764K 764K 0.01
CASH COLLATERAL ISDA BRC 5.23000000 Short Short-term investment vehicle US $-770K -770K -0.01
CASH COLLATERAL ISDA MSC 5.23000000 Long Short-term investment vehicle US $2M 2M 0.02
CASH COLLATERAL LCH MSC /CCMSCHUS2 5.23000000 Long Short-term investment vehicle US $121K 121K 0.00
CASH COLLATERAL TBA SAL USD 5.23000000 (CASH COLLATERAL V/R 12/31/49) Short Short-term investment vehicle US $-372K -372K -0.00
CASH COLLATERAL USA 5.23000000 (CASH COLLATERAL V/R 12/31/49) Short Short-term investment vehicle US $-330K -330K -0.00
CASH COLLATERAL USD 0.00000000 (CASH COLLATERAL V/R 12/31/49) Short Short-term investment vehicle US $-1M -1M -0.01
CASH COLLATERAL USD 5.23000000 (CASH COLLATERAL V/R 12/31/49) Short Short-term investment vehicle US $-450K -450K -0.00
CASH COLLATERAL USD 5.23000000 (CASH COLLATERAL V/R 12/31/49) Short Short-term investment vehicle US $-1M -1M -0.01
CASH COLLATERAL V/R 12/31/49 5.23000000 Short Short-term investment vehicle US $-413K -413K -0.00
CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S 1.00000000 (CASSA DEPOSIT 1% 09/21/28/EUR/) Long Debt IT $286K 300K 0.00
CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S 3.87500000 (CASSA DEP 3.875% 02/13/29/EUR/) Long Debt IT $214K 200K 0.00
CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 2.00000000 (CASSA DEPOSIT 2% 04/20/27/EUR/) Long Debt IT $204K 200K 0.00
CASSA DEPOSITI E PRESTIT /EUR/ REGD REG S EMTN 3.62500000 (CASSA DEP 3.625% 01/13/30/EUR/) Long Debt IT $422K 400K 0.00
CBOE GLOBAL MARKETS INC REGD 1.62500000 (CBOE GLOBAL MA 1.625% 12/15/30) Long Debt US $24K 29K 0.00
CBRE SERVICES INC REGD 5.95000000 (CBRE SERVICES I 5.95% 08/15/34) Long Debt US $20K 20K 0.00
CCEP FINANCE IRELAND DAC /EUR/ REGD REG S 0.00000000 (CCEP FINANCE 0% 09/06/25/EUR/) Long Debt IE $3M 3M 0.02
CCEP FINANCE IRELAND DAC /EUR/ REGD REG S 0.50000000 (CCEP FINANC 0.5% 09/06/29/EUR/) Long Debt IE $276K 300K 0.00
CCF SFH SACA /EUR/ REGD REG S EMTN 0.75000000 (CCF SFH SA 0.75% 03/22/27/EUR/) Long Debt FR $100K 100K 0.00
CD 2017-CD5 MORTGAGE TRUST SER 2017-CD5 CL AAB REGD 3.22000000 (CD 2017-CD5 AA 3.22% 04/15/27) Long ABS-collateralized bond/debt obligation US $591K 612K 0.00
CDP FINANCIAL INC /EUR/ REGD REG S 1.12500000 (CDP FINAN 1.125% 04/06/27/EUR/) Long Debt CA $2M 2M 0.02
CDP FINANCIAL INC REGD P/P 5.60000000 (CDP FINANCIAL IN 5.6% 11/25/39) Long Debt CA $260K 250K 0.00
CDP RETI SPA /EUR/ REGD REG S 5.87500000 (CDP RETI 5.875% 10/25/27/EUR/) Long Debt IT $563K 500K 0.00
CDW LLC/CDW FINANCE REGD 2.67000000 (CDW LLC/CDW FIN 2.67% 12/01/26) Long Debt US $924K 989K 0.01
CDW LLC/CDW FINANCE REGD 3.25000000 (CDW LLC/CDW FIN 3.25% 02/15/29) Long Debt US $35K 39K 0.00
CDW LLC/CDW FINANCE REGD 3.27600000 (CDW LLC/CDW FI 3.276% 12/01/28) Long Debt US $103K 113K 0.00
CDW LLC/CDW FINANCE REGD 3.56900000 (CDW LLC/CDW FI 3.569% 12/01/31) Long Debt US $98K 112K 0.00
CDW LLC/CDW FINANCE REGD 4.12500000 (CDW LLC/CDW FI 4.125% 05/01/25) Long Debt US $2M 2M 0.02
CDW LLC/CDW FINANCE REGD 4.25000000 (CDW LLC/CDW FIN 4.25% 04/01/28) Long Debt US $11K 12K 0.00
CDX 2I65BYEE1 01.000 SP 06/20/2029 XWF FLOAT Derivative-credit US $-101K – -0.00
CEDULAS TDA 6 /EUR/ REGD SER A6 3.87500000 (CEDULAS T 3.875% 05/23/25/EUR/) Long Debt ES $107K 100K 0.00
CELANESE US HOLDINGS LLC REGD 6.35000000 (CELANESE US HOL 6.35% 11/15/28) Long Debt US $10K 10K 0.00
CELANESE US HOLDINGS LLC REGD 6.70000000 (CELANESE US HOLD 6.7% 11/15/33) Long Debt US $5K 5K 0.00
CELLNEX FINANCE CO SA /EUR/ REGD REG S EMTN 2.25000000 (CELLNEX FI 2.25% 04/12/26/EUR/) Long Debt ES $2M 2M 0.02
CENCORA INC REGD 2.70000000 (CENCORA INC 2.7% 03/15/31) Long Debt US $56K 65K 0.00
CENCORA INC REGD 3.25000000 (CENCORA INC 3.25% 03/01/25) Long Debt US $8K 8K 0.00
CENCORA INC REGD 3.45000000 (CENCORA INC 3.45% 12/15/27) Long Debt US $5K 5K 0.00
CENCORA INC REGD 4.25000000 (CENCORA INC 4.25% 03/01/45) Long Debt US $18K 21K 0.00
CENCORA INC REGD 4.30000000 (CENCORA INC 4.3% 12/15/47) Long Debt US $2K 2K 0.00
CENTENE CORP REGD 2.45000000 (CENTENE CORP 2.45% 07/15/28) Long Debt US $84K 95K 0.00
CENTERPOINT ENER HOUSTON REGD 5.30000000 (CENTERPOINT ENER 5.3% 04/01/53) Long Debt US $10K 10K 0.00
CENTERPOINT ENER HOUSTON REGD SER AD 2.90000000 (CENTERPOINT ENER 2.9% 07/01/50) Long Debt US $16K 25K 0.00
CENTERPOINT ENER HOUSTON REGD SER AJ 4.85000000 (CENTERPOINT ENE 4.85% 10/01/52) Long Debt US $9K 10K 0.00
CENTERPOINT ENERGY INC REGD 2.95000000 (CENTERPOINT ENE 2.95% 03/01/30) Long Debt US $4K 5K 0.00
CENTERPOINT ENERGY INC REGD 4.25000000 (CENTERPOINT ENE 4.25% 11/01/28) Long Debt US $3K 3K 0.00
CENTERPOINT ENERGY RES REGD 5.25000000 (CENTERPOINT ENE 5.25% 03/01/28) Long Debt US $20K 20K 0.00
CENTRAL NIPPON EXPRESSWY /AUD/ REGD REG S EMTN 1.87300000 (CENTRAL N 1.873% 09/26/24/AUD/) Long Debt JP $661K 1M 0.01
CENTRAL NIPPON EXPRESSWY REGD REG S 0.88600000 (CENTRAL NIPPON 0.886% 09/29/25) Long Debt JP $1M 2M 0.01
CENTRAL NIPPON EXPRESSWY REGD REG S 0.89400000 (CENTRAL NIPPON 0.894% 12/10/25) Long Debt JP $187K 200K 0.00
CENTRICA PLC /GBP/ REGD REG S EMTN 4.25000000 (CENTRICA P 4.25% 09/12/44/GBP/) Long Debt GB $1M 1M 0.01
CEPSA FINANCE SA /EUR/ REGD REG S EMTN 2.25000000 (CEPSA FINA 2.25% 02/13/26/EUR/) Long Debt ES $104K 100K 0.00
CEPSA FINANCE SA /EUR/ REGD REG S EMTN 4.12500000 (CEPSA FIN 4.125% 04/11/31/EUR/) Long Debt ES $420K 400K 0.00
CEZ AS /EUR/ REGD REG S EMTN 2.37500000 (CEZ AS 2.375% 04/06/27/EUR/) Long Debt CZ $1M 1M 0.01
CF INDUSTRIES INC REGD 144A P/P 4.50000000 (CF INDUSTRIES IN 4.5% 12/01/26) Long Debt US $2M 2M 0.01
CGI INC REGD 2.30000000 (CGI INC 2.3% 09/14/31) Long Debt CA $48K 60K 0.00
CGI INC REGD SER WI 1.45000000 (CGI INC 1.45% 09/14/26) Long Debt CA $55K 60K 0.00
CGMS COMMERCIAL MORTGAGE TRUST 2017-B1 SER 2017-B1 CL A4 REGD 3.45800000 (CGCMT 2017-B1 3.458% 08/15/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
CHANNEL LINK /EUR/ REGD V/R REG S SER A8 2.70600000 (CHANNEL LINK V/R 06/30/50/EUR/) Long Debt GB $100K 100K 0.00
CHARLES SCHWAB CORP REGD V/R 5.85300000 (CHARLES SCHWAB CO V/R 05/19/34) Long Debt US $102K 100K 0.00
CHARLES SCHWAB CORP REGD V/R 6.19600000 (CHARLES SCHWAB CO V/R 11/17/29) Long Debt US $47K 45K 0.00
CHARTER COMM OPT LLC/CAP REGD 3.70000000 (CHARTER COMM OPT 3.7% 04/01/51) Long Debt US $673K 1M 0.01
CHARTER COMM OPT LLC/CAP REGD 3.90000000 (CHARTER COMM OPT 3.9% 06/01/52) Long Debt US $618K 980K 0.01
CHARTER COMM OPT LLC/CAP REGD 3.95000000 (CHARTER COMM OP 3.95% 06/30/62) Long Debt US $30K 50K 0.00
CHARTER COMM OPT LLC/CAP REGD 4.80000000 (CHARTER COMM OPT 4.8% 03/01/50) Long Debt US $4K 6K 0.00
CHARTER COMM OPT LLC/CAP REGD 5.12500000 (CHARTER COMM O 5.125% 07/01/49) Long Debt US $431K 560K 0.00
CHARTER COMM OPT LLC/CAP REGD 5.50000000 (CHARTER COMM OPT 5.5% 04/01/63) Long Debt US $4K 5K 0.00
CHENIERE CORP CHRISTI HD REGD SER WI 3.70000000 (CHENIERE CORP CH 3.7% 11/15/29) Long Debt US $7K 8K 0.00
CHENIERE ENERGY INC REGD SER WI 4.62500000 (CHENIERE ENERG 4.625% 10/15/28) Long Debt US $87K 90K 0.00
CHEVRON USA INC REGD 2.34300000 (CHEVRON USA IN 2.343% 08/12/50) Long Debt US $14K 24K 0.00
CHF/USD FWD 20240702 000004842 USD Derivative-foreign exchange $241.74 – 0.00
CHF/USD FWD 20240702 000005208 USD Derivative-foreign exchange $158.27 – 0.00
CHF/USD FWD 20240702 000006038 USD Derivative-foreign exchange $-122K – -0.00
CHF/USD FWD 20240702 000016440 USD Derivative-foreign exchange $8K – 0.00
CHF/USD FWD 20240719 000005208 USD Derivative-foreign exchange $14K – 0.00
CHINA DEVELOPMENT BANK /CNH/ REGD REG S EMTN 3.23000000 (CHINA DEVE 3.23% 11/27/25/CNH/) Long Debt CN $1M 10M 0.01
CHINA DEVELOPMENT BANK /CNH/ REGD REG S EMTN 4.35000000 (CHINA DEVE 4.35% 09/19/24/CNH/) Long Debt CN $137K 1M 0.00
CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.20000000 (CHINA DEVEL 4.2% 01/19/27/CNY/) Long Debt CN $2M 13M 0.01
CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.30000000 (CHINA DEVEL 4.3% 08/02/32/CNY/) Long Debt CN $1M 7M 0.01
CHINA DEVELOPMENT BANK /CNY/ REGD REG S 4.35000000 (CHINA DEVE 4.35% 08/06/24/CNY/) Long Debt CN $960K 7M 0.01
CHINA DEVELOPMENT BANK /CNY/ REGD REG S EMTN 4.50000000 (CHINA DEVEL 4.5% 11/13/28/CNY/) Long Debt CN $369K 3M 0.00
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1518 3.74000000 (CHINA DEVE 3.74% 09/10/25/CNY/) Long Debt CN $9M 63M 0.07
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1605 3.80000000 (CHINA DEVEL 3.8% 01/25/36/CNY/) Long Debt CN $15M 98M 0.12
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1613 3.05000000 (CHINA DEVE 3.05% 08/25/26/CNY/) Long Debt CN $29M 208M 0.24
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1710 4.04000000 (CHINA DEVE 4.04% 04/10/27/CNY/) Long Debt CN $36M 245M 0.29
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1814 4.15000000 (CHINA DEVE 4.15% 10/26/25/CNY/) Long Debt CN $1M 7M 0.01
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1904 3.68000000 (CHINA DEVE 3.68% 02/26/26/CNY/) Long Debt CN $20M 141M 0.16
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1905 3.48000000 (CHINA DEVE 3.48% 01/08/29/CNY/) Long Debt CN $35M 242M 0.29
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1909 3.50000000 (CHINA DEVEL 3.5% 08/13/26/CNY/) Long Debt CN $14M 97M 0.11
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1910 3.65000000 (CHINA DEVE 3.65% 05/21/29/CNY/) Long Debt CN $41M 279M 0.33
CHINA DEVELOPMENT BANK /CNY/ REGD SER 1915 3.45000000 (CHINA DEVE 3.45% 09/20/29/CNY/) Long Debt CN $6M 40M 0.05
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2004 3.43000000 (CHINA DEVE 3.43% 01/14/27/CNY/) Long Debt CN $2M 15M 0.02
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2005 3.07000000 (CHINA DEVE 3.07% 03/10/30/CNY/) Long Debt CN $4M 30M 0.03
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2009 3.39000000 (CHINA DEVE 3.39% 07/10/27/CNY/) Long Debt CN $4M 28M 0.03
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2010 3.09000000 (CHINA DEVE 3.09% 06/18/30/CNY/) Long Debt CN $5M 36M 0.04
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2015 3.70000000 (CHINA DEVEL 3.7% 10/20/30/CNY/) Long Debt CN $3M 18M 0.02
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2105 3.66000000 (CHINA DEVE 3.66% 03/01/31/CNY/) Long Debt CN $10M 65M 0.08
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2108 2.83000000 (CHINA DEVE 2.83% 09/10/26/CNY/) Long Debt CN $632K 5M 0.01
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2110 3.41000000 (CHINA DEVE 3.41% 06/07/31/CNY/) Long Debt CN $13M 90M 0.11
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2115 3.12000000 (CHINA DEVE 3.12% 09/13/31/CNY/) Long Debt CN $12M 84M 0.10
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2204 2.99000000 (CHINA DEVE 2.99% 03/01/29/CNY/) Long Debt CN $573K 4M 0.00
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2205 3.00000000 (CHINA DEVELOP 3% 01/17/32/CNY/) Long Debt CN $26M 182M 0.21
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2210 2.98000000 (CHINA DEVE 2.98% 04/22/32/CNY/) Long Debt CN $7M 48M 0.06
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2215 2.96000000 (CHINA DEVE 2.96% 07/18/32/CNY/) Long Debt CN $16M 112M 0.13
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2220 2.77000000 (CHINA DEVE 2.77% 10/24/32/CNY/) Long Debt CN $24M 167M 0.19
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2305 3.02000000 (CHINA DEVE 3.02% 03/06/33/CNY/) Long Debt CN $13M 91M 0.11
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2307 2.25000000 (CHINA DEVE 2.25% 07/06/26/CNY/) Long Debt CN $11M 79M 0.09
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2310 2.82000000 (CHINA DEVE 2.82% 05/22/33/CNY/) Long Debt CN $11M 79M 0.09
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2315 2.69000000 (CHINA DEVE 2.69% 09/11/33/CNY/) Long Debt CN $16M 110M 0.13
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2318 2.35000000 (CHINA DEVE 2.35% 10/16/25/CNY/) Long Debt CN $5M 39M 0.04
CHINA DEVELOPMENT BANK /CNY/ REGD SER 2402 2.34000000 (CHINA DEVE 2.34% 01/05/27/CNY/) Long Debt CN $5M 35M 0.04
CHINA DEVELOPMENT BK/HK /CNH/ REGD REG S EMTN 2.95000000 (CHINA DEVE 2.95% 07/19/27/CNH/) Long Debt CN $2M 15M 0.02
CHINA GOVERNMENT BOND /CNH/ REGD REG S 2.71000000 (CHINA GOVE 2.71% 06/16/33/CNH/) Long Debt CN $2M 11M 0.01
CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.38000000 (CHINA GOVE 3.38% 07/04/26/CNH/) Long Debt CN $3M 24M 0.03
CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.38000000 (CHINA GOVE 3.38% 11/21/24/CNH/) Long Debt CN $413K 3M 0.00
CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.60000000 (CHINA GOVER 3.6% 05/21/30/CNH/) Long Debt CN $1M 9M 0.01
CHINA GOVERNMENT BOND /CNH/ REGD REG S 3.90000000 (CHINA GOVER 3.9% 07/04/36/CNH/) Long Debt CN $2M 14M 0.02
CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.00000000 (CHINA GOVERNM 4% 11/30/35/CNH/) Long Debt CN $5M 31M 0.04
CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000 (CHINA GOVE 4.15% 12/04/27/CNH/) Long Debt CN $3M 20M 0.02
CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.15000000 (CHINA GOVE 4.15% 12/12/31/CNH/) Long Debt CN $458K 3M 0.00
CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.29000000 (CHINA GOVE 4.29% 05/22/29/CNH/) Long Debt CN $446K 3M 0.00
CHINA GOVERNMENT BOND /CNH/ REGD REG S 4.40000000 (CHINA GOVER 4.4% 12/12/46/CNH/) Long Debt CN $4M 26M 0.04
CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.60000000 (CHINA GOVER 3.6% 06/27/28/CNY/) Long Debt CN $4M 27M 0.03
CHINA GOVERNMENT BOND /CNY/ REGD REG S 2.82000000 (CHINA GOVE 2.82% 08/12/32/CNY/) Long Debt CN $1M 10M 0.01
CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.31000000 (CHINA GOVE 3.31% 11/30/25/CNY/) Long Debt CN $278K 2M 0.00
CHINA GOVERNMENT BOND /CNY/ REGD REG S 3.85000000 (CHINA GOVE 3.85% 12/12/26/CNY/) Long Debt CN $3M 19M 0.02
CHINA GOVERNMENT BOND /CNY/ REGD SER 1908 4.00000000 (CHINA GOVERNM 4% 06/24/69/CNY/) Long Debt CN $960K 5M 0.01
CHINA GOVERNMENT BOND /CNY/ REGD SER 2216 2.50000000 (CHINA GOVER 2.5% 07/25/27/CNY/) Long Debt CN $11M 82M 0.09
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.18000000 (CHINA GOVE 2.18% 08/15/26/CNY/) Long Debt CN $26M 190M 0.21
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.18000000 (CHINA GOVE 2.18% 08/25/25/CNY/) Long Debt CN $6M 40M 0.04
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.28000000 (CHINA GOVE 2.28% 11/25/25/CNY/) Long Debt CN $6M 41M 0.05
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.30000000 (CHINA GOVER 2.3% 05/15/26/CNY/) Long Debt CN $36M 260M 0.29
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.37000000 (CHINA GOVE 2.37% 01/20/27/CNY/) Long Debt CN $35M 250M 0.28
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.40000000 (CHINA GOVER 2.4% 07/15/28/CNY/) Long Debt CN $3M 25M 0.03
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.44000000 (CHINA GOVE 2.44% 10/15/27/CNY/) Long Debt CN $83M 592M 0.67
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.46000000 (CHINA GOVE 2.46% 02/15/26/CNY/) Long Debt CN $69M 495M 0.56
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.48000000 (CHINA GOVE 2.48% 04/15/27/CNY/) Long Debt CN $21M 148M 0.17
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.52000000 (CHINA GOVE 2.52% 08/25/33/CNY/) Long Debt CN $3M 20M 0.02
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.60000000 (CHINA GOVER 2.6% 09/01/32/CNY/) Long Debt CN $44M 308M 0.35
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.60000000 (CHINA GOVER 2.6% 09/15/30/CNY/) Long Debt CN $24M 173M 0.20
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.62000000 (CHINA GOVE 2.62% 06/25/30/CNY/) Long Debt CN $37M 265M 0.30
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.62000000 (CHINA GOVE 2.62% 09/25/29/CNY/) Long Debt CN $6M 44M 0.05
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.65000000 (CHINA GOVE 2.65% 03/25/74/CNY/) Long Debt CN $11M 74M 0.09
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.67000000 (CHINA GOVE 2.67% 05/25/33/CNY/) Long Debt CN $7M 47M 0.05
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.68000000 (CHINA GOVE 2.68% 05/21/30/CNY/) Long Debt CN $72M 508M 0.58
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.69000000 (CHINA GOVE 2.69% 08/15/32/CNY/) Long Debt CN $4M 28M 0.03
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000 (CHINA GOVE 2.75% 02/17/32/CNY/) Long Debt CN $32M 221M 0.26
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.75000000 (CHINA GOVE 2.75% 06/15/29/CNY/) Long Debt CN $19M 133M 0.15
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.76000000 (CHINA GOVE 2.76% 05/15/32/CNY/) Long Debt CN $30M 209M 0.24
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 (CHINA GOVER 2.8% 03/24/29/CNY/) Long Debt CN $36M 250M 0.29
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 (CHINA GOVER 2.8% 11/15/32/CNY/) Long Debt CN $10M 69M 0.08
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.80000000 (CHINA GOVER 2.8% 03/25/30/CNY/) Long Debt CN $2M 14M 0.02
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.85000000 (CHINA GOVE 2.85% 06/04/27/CNY/) Long Debt CN $39M 273M 0.31
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.88000000 (CHINA GOVE 2.88% 02/25/33/CNY/) Long Debt CN $3M 22M 0.03
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 2.89000000 (CHINA GOVE 2.89% 11/18/31/CNY/) Long Debt CN $36M 248M 0.29
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.12000000 (CHINA GOVE 3.12% 10/25/52/CNY/) Long Debt CN $25M 163M 0.20
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.19000000 (CHINA GOVE 3.19% 04/15/53/CNY/) Long Debt CN $788K 5M 0.01
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.27000000 (CHINA GOVE 3.27% 03/25/73/CNY/) Long Debt CN $18M 109M 0.15
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.32000000 (CHINA GOVE 3.32% 04/15/52/CNY/) Long Debt CN $48M 301M 0.39
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.39000000 (CHINA GOVE 3.39% 03/16/50/CNY/) Long Debt CN $13M 83M 0.11
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.53000000 (CHINA GOVE 3.53% 10/18/51/CNY/) Long Debt CN $22M 134M 0.18
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.72000000 (CHINA GOVE 3.72% 04/12/51/CNY/) Long Debt CN $18M 106M 0.15
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.73000000 (CHINA GOVE 3.73% 05/25/70/CNY/) Long Debt CN $3M 19M 0.03
CHINA GOVERNMENT BOND /CNY/ REGD SER INBK 3.81000000 (CHINA GOVE 3.81% 09/14/50/CNY/) Long Debt CN $15M 88M 0.12
CHINA GOVT INTL BOND /EUR/ REGD REG S 0.12500000 (CHINA GOV 0.125% 11/12/26/EUR/) Long Debt CN $9M 9M 0.07
CHUBB INA HOLDINGS LLC /EUR/ REGD 0.87500000 (CHUBB INA 0.875% 12/15/29/EUR/) Long Debt US $935K 1M 0.01
CHUBB INA HOLDINGS LLC /EUR/ REGD 1.55000000 (CHUBB INA 1.55% 03/15/28/EUR/) Long Debt US $3M 3M 0.02
CHUBB INA HOLDINGS LLC REGD MTN 5.00000000 (CHUBB INA HOLDINGS 5% 03/15/34) Long Debt US $501K 505K 0.00
CI FINANCIAL CORP REGD 3.20000000 (CI FINANCIAL COR 3.2% 12/17/30) Long Debt CA $18K 23K 0.00
CIE DE SAINT-GOBAIN SA /EUR/ REGD REG S EMTN 3.37500000 (CIE DE SA 3.375% 04/08/30/EUR/) Long Debt FR $951K 900K 0.01
CIE DE SAINT-GOBAIN SA /EUR/ REGD REG S EMTN 3.62500000 (CIE DE SA 3.625% 04/08/34/EUR/) Long Debt FR $2M 2M 0.02
CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.37500000 (CIE FINAN 0.375% 04/09/27/EUR/) Long Debt FR $99K 100K 0.00
CIE FINANCEMENT FONCIER /EUR/ REGD REG S 0.75000000 (CIE FINANC 0.75% 05/29/26/EUR/) Long Debt FR $102K 100K 0.00
CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 0.60000000 (CIE FINANCE 0.6% 10/25/41/EUR/) Long Debt FR $69K 100K 0.00
CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 2.37500000 (CIE FINAN 2.375% 03/15/30/EUR/) Long Debt FR $103K 100K 0.00
CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.12500000 (CIE FINAN 3.125% 04/24/27/EUR/) Long Debt FR $107K 100K 0.00
CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.37500000 (CIE FINAN 3.375% 09/16/31/EUR/) Long Debt FR $108K 100K 0.00
CIE FINANCEMENT FONCIER /EUR/ REGD REG S EMTN 3.87500000 (CIE FINAN 3.875% 04/25/55/EUR/) Long Debt FR $23K 20K 0.00
CIE GENERALE DES ESTABLI /EUR/ REGD REG S 0.62500000 (CIE GENER 0.625% 11/02/40/EUR/) Long Debt FR $207K 300K 0.00
CIFC FUNDING 2017-IV LTD SER 2017-4A CL A1R V/R REGD 144A P/P 6.53455000 (CIFC 2017-4A A1R V/R 10/24/30) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
CIGNA GROUP/THE REGD 2.40000000 (CIGNA GROUP/THE 2.4% 03/15/30) Long Debt US $57K 66K 0.00
CIGNA GROUP/THE REGD 5.60000000 (CIGNA GROUP/THE 5.6% 02/15/54) Long Debt US $39K 40K 0.00
CIGNA GROUP/THE REGD SER WI 4.90000000 (CIGNA GROUP/THE 4.9% 12/15/48) Long Debt US $705K 800K 0.01
CINTAS CORPORATION NO. 2 REGD 4.00000000 (CINTAS CORPORATION 4% 05/01/32) Long Debt US $28K 30K 0.00
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC23 SER 2014-GC23 CL AS REGD 3.86300000 (CGCMT 2014-GC 3.863% 07/10/24) Long ABS-collateralized bond/debt obligation US $250K 250K 0.00
CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC33 SER 2015-GC33 CL AS REGD 4.11400000 (CGCMT 2015-GC 4.114% 09/10/25) Long ABS-collateralized bond/debt obligation US $473K 500K 0.00
CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-GC41 SER 2019-GC41 CL AS REGD 3.01780000 (CGCMT 2019-GC 3.017% 08/10/29) Long ABS-collateralized bond/debt obligation US $215K 250K 0.00
CITIGROUP INC /EUR/ REGD V/R REG S EMTN 1.25000000 (CITIGROUP IN V/R 07/06/26/EUR/) Long Debt US $2M 2M 0.02
CITIGROUP INC REGD 4.40000000 (CITIGROUP INC 4.4% 06/10/25) Long Debt US $3M 4M 0.03
CITIGROUP INC REGD 4.65000000 (CITIGROUP INC 4.65% 07/23/48) Long Debt US $4K 5K 0.00
CITIGROUP INC REGD V/R 1.46200000 (CITIGROUP INC V/R 06/09/27) Long Debt US $3M 3M 0.02
CITIGROUP INC REGD V/R 2.52000000 (CITIGROUP INC V/R 11/03/32) Long Debt US $383K 465K 0.00
CITIGROUP INC REGD V/R 2.56100000 (CITIGROUP INC V/R 05/01/32) Long Debt US $1M 1M 0.01
CITIGROUP INC REGD V/R 2.57200000 (CITIGROUP INC V/R 06/03/31) Long Debt US $3M 4M 0.03
CITIGROUP INC REGD V/R 2.90400000 (CITIGROUP INC V/R 11/03/42) Long Debt US $4K 5K 0.00
CITIGROUP INC REGD V/R 2.97600000 (CITIGROUP INC V/R 11/05/30) Long Debt US $160K 180K 0.00
CITIGROUP INC REGD V/R 3.10600000 (CITIGROUP INC V/R 04/08/26) Long Debt US $132K 135K 0.00
CITIGROUP INC REGD V/R 3.78500000 (CITIGROUP INC V/R 03/17/33) Long Debt US $9K 10K 0.00
CITIGROUP INC REGD V/R 4.28100000 (CITIGROUP INC V/R 04/24/48) Long Debt US $17K 20K 0.00
CITIGROUP INC REGD V/R 5.17400000 (CITIGROUP INC V/R 02/13/30) Long Debt US $1M 1M 0.01
CITIGROUP INC REGD V/R 5.31600000 (CITIGROUP INC V/R 03/26/41) Long Debt US $10K 10K 0.00
CITIGROUP INC REGD V/R 5.44900000 (CITIGROUP INC V/R 06/11/35) Long Debt US $895K 900K 0.01
CITIGROUP INC REGD V/R 5.82700000 (CITIGROUP INC V/R 02/13/35) Long Debt US $2M 2M 0.02
CITIGROUP INC REGD V/R 6.17400000 (CITIGROUP INC V/R 05/25/34) Long Debt US $41K 40K 0.00
CITIGROUP MORTGAGE LOAN TRUST 2021-INV1 SER 2021-INV1 CL A3A V/R REGD 144A P/P 2.50000000 (CMLTI 2021-INV1 V/R 05/25/51) Long ABS-collateralized bond/debt obligation US $4M 6M 0.04
CITIGROUP MORTGAGE LOAN TRUST 2021-INV3 SER 2021-INV3 CL A11 V/R REGD 144A P/P 5.00000000 (CMLTI 2021-INV3 V/R 05/25/51) Long ABS-collateralized bond/debt obligation US $374K 405K 0.00
CITY OF MONTREAL /CAD/ REGD 2.30000000 (CITY OF MON 2.3% 09/01/29/CAD/) Long Debt CA $404K 600K 0.00
CITY OF OTTAWA /CAD/ REGD 4.45000000 (CITY OF OT 4.45% 06/04/33/CAD/) Long Debt CA $148K 200K 0.00
CITY OF TORONTO CANADA /CAD/ REGD 2.60000000 (CITY OF TOR 2.6% 09/24/39/CAD/) Long Debt CA $172K 300K 0.00
CITY OF TORONTO CANADA /CAD/ REGD 2.95000000 (CITY OF TO 2.95% 04/28/35/CAD/) Long Debt CA $128K 200K 0.00
CITYCON TREASURY BV /EUR/ REGD REG S EMTN 6.50000000 (CITYCON TRE 6.5% 03/08/29/EUR/) Long Debt NL $2M 2M 0.02
CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.25000000 (CLARION FU 1.25% 11/13/32/GBP/) Long Debt GB $930K 1M 0.01
CLARION FUNDING PLC /GBP/ REGD REG S EMTN 1.87500000 (CLARION F 1.875% 09/07/51/GBP/) Long Debt GB $310K 500K 0.00
CLARION FUNDING PLC /GBP/ REGD REG S EMTN 2.62500000 (CLARION F 2.625% 01/18/29/GBP/) Long Debt GB $227K 200K 0.00
CLEVELAND CLINIC FOUND REGD 4.85800000 (CLEVELAND CLIN 4.858% 01/01/14) Long Debt US $880K 1M 0.01
CLOVERIE PLC ZURICH INS /EUR/ REGD REG S 1.50000000 (CLOVERIE PL 1.5% 12/15/28/EUR/) Long Debt IE $993K 1M 0.01
CLP/USD FWD 20240923 000011343 USD Derivative-foreign exchange $10K – 0.00
CLYDESDALE BANK PLC /EUR/ REGD REG S EMTN SER GMTN 2.50000000 (CLYDESDALE 2.5% 06/22/27/EUR/) Long Debt GB $5M 5M 0.04
CNA FINANCIAL CORP REGD 2.05000000 (CNA FINANCIAL C 2.05% 08/15/30) Long Debt US $2M 3M 0.02
CNA FINANCIAL CORP REGD 5.12500000 (CNA FINANCIAL 5.125% 02/15/34) Long Debt US $204K 210K 0.00
CNH/USD FWD 20240919 000006038 USD Derivative-foreign exchange $-2K – -0.00
CNH/USD FWD 20240919 000016440 USD Derivative-foreign exchange $373K – 0.00
CNOOC PETROLEUM NORTH REGD 6.40000000 (CNOOC PETROLEUM 6.4% 05/15/37) Long Debt CA $11K 10K 0.00
CNP ASSURANCES SACA /EUR/ REGD REG S 0.37500000 (CNP ASSUR 0.375% 03/08/28/EUR/) Long Debt FR $94K 100K 0.00
CNP ASSURANCES SACA /EUR/ REGD REG S 1.25000000 (CNP ASSURA 1.25% 01/27/29/EUR/) Long Debt FR $662K 700K 0.01
CNP ASSURANCES SACA /EUR/ REGD V/R REG S EMTN 1.87500000 (CNP ASSURANC V/R 10/12/53/EUR/) Long Debt FR $253K 300K 0.00
CNP ASSURANCES SACA /EUR/ REGD V/R REG S EMTN 2.50000000 (CNP ASSURANC V/R 06/30/51/EUR/) Long Debt FR $930K 1M 0.01
CNY/USD FWD 20240702 000000010 USD Derivative-foreign exchange $10M – 0.08
CNY/USD FWD 20240802 000000010 USD Derivative-foreign exchange $-540.38 – -0.00
COCA-COLA CO/THE /EUR/ REGD 0.12500000 (COCA-COLA 0.125% 03/09/29/EUR/) Long Debt US $4M 5M 0.04
COCA-COLA CO/THE /EUR/ REGD 0.50000000 (COCA-COLA C 0.5% 03/09/33/EUR/) Long Debt US $592K 700K 0.00
COCA-COLA CO/THE /EUR/ REGD 1.25000000 (COCA-COLA 1.25% 03/08/31/EUR/) Long Debt US $946K 1M 0.01
COCA-COLA CO/THE REGD 2.75000000 (COCA-COLA CO/TH 2.75% 06/01/60) Long Debt US $107K 175K 0.00
COCA-COLA CO/THE REGD 3.00000000 (COCA-COLA CO/THE 3% 03/05/51) Long Debt US $156K 230K 0.00
COCA-COLA CO/THE REGD 3.45000000 (COCA-COLA CO/TH 3.45% 03/25/30) Long Debt US $66K 70K 0.00
COCA-COLA CO/THE REGD 5.40000000 (COCA-COLA CO/THE 5.4% 05/13/64) Long Debt US $449K 450K 0.00
COCA-COLA EUROPACIFIC /EUR/ REGD REG S 1.12500000 (COCA-COLA 1.125% 04/12/29/EUR/) Long Debt GB $960K 1M 0.01
COCA-COLA EUROPACIFIC /EUR/ REGD REG S 1.75000000 (COCA-COLA 1.75% 03/27/26/EUR/) Long Debt GB $2M 2M 0.02
COCA-COLA HBC FINANCE BV /EUR/ REGD REG S EMTN 1.62500000 (COCA-COLA 1.625% 05/14/31/EUR/) Long Debt NL $3M 3M 0.03
COLGATE-PALMOLIVE CO REGD MTN 3.70000000 (COLGATE-PALMOLIV 3.7% 08/01/47) Long Debt US $16K 20K 0.00
COLONIAL ENTERPRISES INC REGD 144A P/P 3.25000000 (COLONIAL ENTERP 3.25% 05/15/30) Long Debt US $1M 1M 0.01
COLUMBIA PIPELINES OPCO REGD 144A P/P 5.92700000 (COLUMBIA PIPEL 5.927% 08/15/30) Long Debt US $189K 185K 0.00
COLUMBIA PIPELINES OPCO REGD 144A P/P 6.03600000 (COLUMBIA PIPEL 6.036% 11/15/33) Long Debt US $287K 280K 0.00
COLUMBIA PIPELINES OPCO REGD 144A P/P 6.49700000 (COLUMBIA PIPEL 6.497% 08/15/43) Long Debt US $512K 490K 0.00
COMCAST CORP /EUR/ REGD 0.25000000 (COMCAST CO 0.25% 09/14/29/EUR/) Long Debt US $3M 3M 0.02
COMCAST CORP /GBP/ REGD 1.87500000 (COMCAST C 1.875% 02/20/36/GBP/) Long Debt US $522K 575K 0.00
COMCAST CORP REGD 1.95000000 (COMCAST CORP 1.95% 01/15/31) Long Debt US $2M 3M 0.02
COMCAST CORP REGD 3.20000000 (COMCAST CORP 3.2% 07/15/36) Long Debt US $4K 5K 0.00
COMCAST CORP REGD 3.75000000 (COMCAST CORP 3.75% 04/01/40) Long Debt US $24K 30K 0.00
COMCAST CORP REGD 4.25000000 (COMCAST CORP 4.25% 10/15/30) Long Debt US $154K 160K 0.00
COMCAST CORP REGD 4.60000000 (COMCAST CORP 4.6% 10/15/38) Long Debt US $9K 10K 0.00
COMCAST CORP REGD 5.10000000 (COMCAST CORP 5.1% 06/01/29) Long Debt US $20K 20K 0.00
COMCAST CORP REGD 5.30000000 (COMCAST CORP 5.3% 06/01/34) Long Debt US $161K 160K 0.00
COMCAST CORP REGD 5.65000000 (COMCAST CORP 5.65% 06/01/54) Long Debt US $30K 30K 0.00
COMERICA INC REGD V/R 5.98200000 (COMERICA INC V/R 01/30/30) Long Debt US $708K 718K 0.01
COMM 2016-CR28 MORTGAGE TRUST SER 2016-CR28 CL ASB REGD 3.52500000 (COMM 2016-CR2 3.525% 09/10/25) Long ABS-collateralized bond/debt obligation US $147K 150K 0.00
COMMERZBANK AG /EUR/ REGD EMTN 0.01000000 (COMMERZBAN 0.01% 03/11/30/EUR/) Long Debt DE $90K 100K 0.00
COMMERZBANK AG /EUR/ REGD REG S EMTN 0.10000000 (COMMERZBANK 0.1% 09/11/25/EUR/) Long Debt DE $965K 939K 0.01
COMMERZBANK AG /EUR/ REGD REG S EMTN 0.25000000 (COMMERZBAN 0.25% 01/12/32/EUR/) Long Debt DE $87K 100K 0.00
COMMERZBANK AG /EUR/ REGD REG S EMTN 0.87500000 (COMMERZBA 0.875% 09/08/25/EUR/) Long Debt DE $104K 100K 0.00
COMMERZBANK AG /EUR/ REGD REG S EMTN 1.00000000 (COMMERZBANK A 1% 03/04/26/EUR/) Long Debt DE $2M 2M 0.01
COMMERZBANK AG /EUR/ REGD REG S EMTN 1.12500000 (COMMERZBA 1.125% 06/22/26/EUR/) Long Debt DE $1M 1M 0.01
COMMERZBANK AG /EUR/ REGD REG S EMTN 2.87500000 (COMMERZBA 2.875% 04/28/26/EUR/) Long Debt DE $106K 100K 0.00
COMMERZBANK AG /EUR/ REGD REG S EMTN 3.12500000 (COMMERZBA 3.125% 04/20/29/EUR/) Long Debt DE $107K 100K 0.00
COMMERZBANK AG /EUR/ REGD V/R REG S 3.00000000 (COMMERZBANK V/R 09/14/27/EUR/) Long Debt DE $3M 3M 0.03
COMMERZBANK AG /EUR/ REGD V/R REG S EMTN 4.62500000 (COMMERZBANK V/R 01/17/31/EUR/) Long Debt DE $3M 2M 0.02
COMMONSPIRIT HEALTH REGD 3.91000000 (COMMONSPIRIT HE 3.91% 10/01/50) Long Debt US $38K 50K 0.00
COMMONWEALTH BANK AUST /EUR/ REGD REG S 1.12500000 (COMMONWEA 1.125% 01/18/28/EUR/) Long Debt AU $998K 1M 0.01
COMMONWEALTH BANK AUST /EUR/ REGD REG S EMTN 0.75000000 (COMMONWEAL 0.75% 02/28/28/EUR/) Long Debt AU $98K 100K 0.00
COMMONWEALTH BANK AUST /EUR/ REGD REG S EMTN 3.24600000 (COMMONWEA 3.246% 10/24/25/EUR/) Long Debt AU $107K 100K 0.00
COMMONWEALTH BANK AUST /EUR/ REGD V/R EMTN 4.26600000 (COMMONWEALTH V/R 06/04/34/EUR/) Long Debt AU $6M 5M 0.05
COMMONWEALTH BANK AUST /EUR/ REGD V/R REG S EMTN 1.93600000 (COMMONWEALTH V/R 10/03/29/EUR/) Long Debt AU $2M 2M 0.02
COMMONWEALTH EDISON CO REGD 3.00000000 (COMMONWEALTH EDISO 3% 03/01/50) Long Debt US $3K 5K 0.00
COMMONWEALTH EDISON CO REGD 4.00000000 (COMMONWEALTH EDISO 4% 03/01/48) Long Debt US $4K 5K 0.00
COMMONWEALTH EDISON CO REGD 4.35000000 (COMMONWEALTH ED 4.35% 11/15/45) Long Debt US $827K 980K 0.01
COMMONWEALTH EDISON CO REGD SER 131 2.75000000 (COMMONWEALTH ED 2.75% 09/01/51) Long Debt US $264K 440K 0.00
COMMONWEALTH EDISON CO REGD SER 132 3.15000000 (COMMONWEALTH ED 3.15% 03/15/32) Long Debt US $52K 60K 0.00
COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 0.25000000 (COMMUNAUTE 0.25% 01/23/30/EUR/) Long Debt BE $273K 300K 0.00
COMMUNAUTE FRANCAISE BEL /EUR/ REGD EMTN 1.62500000 (COMMUNAUT 1.625% 05/03/32/EUR/) Long Debt BE $189K 200K 0.00
COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.37500000 (COMMUNAUT 3.375% 06/22/34/EUR/) Long Debt BE $212K 200K 0.00
COMMUNAUTE FRANCAISE BEL /EUR/ REGD REG S EMTN 3.75000000 (COMMUNAUTE 3.75% 06/22/33/EUR/) Long Debt BE $110K 100K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD 3.46200000 (COMMUNITY 3.462% 04/30/34/EUR/) Long Debt ES $319K 300K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD 3.59600000 (COMMUNITY 3.596% 04/30/33/EUR/) Long Debt ES $433K 400K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD 4.30000000 (COMMUNITY O 4.3% 09/15/26/EUR/) Long Debt ES $546K 500K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.41900000 (COMMUNITY 0.419% 04/30/30/EUR/) Long Debt ES $147K 161K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 0.42000000 (COMMUNITY 0.42% 04/30/31/EUR/) Long Debt ES $265K 300K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.57100000 (COMMUNITY 1.571% 04/30/29/EUR/) Long Debt ES $198K 200K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.72300000 (COMMUNITY 1.723% 04/30/32/EUR/) Long Debt ES $104K 110K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 1.77300000 (COMMUNITY 1.773% 04/30/28/EUR/) Long Debt ES $203K 200K 0.00
COMMUNITY OF MADRID SPAI /EUR/ REGD REG S 2.82200000 (COMMUNITY 2.822% 10/31/29/EUR/) Long Debt ES $105K 100K 0.00
COMPASS GROUP PLC /EUR/ REGD REG S EMTN 3.25000000 (COMPASS GR 3.25% 02/06/31/EUR/) Long Debt GB $3M 2M 0.02
COMPASS GROUP PLC /GBP/ REGD REG S EMTN 2.00000000 (COMPASS GROUP 2% 07/03/29/GBP/) Long Debt GB $3M 3M 0.02
COMUNE DI MILANO /EUR/ REGD 4.01900000 (COMUNE DI 4.019% 06/29/35/EUR/) Long Debt IT $41K 40K 0.00
COMUNIDAD AUTO CANARIA /EUR/ REGD REG S 0.71400000 (COMUNIDAD 0.714% 10/31/31/EUR/) Long Debt ES $265K 300K 0.00
CON EDISON CO OF NY INC REGD 3.20000000 (CON EDISON CO OF 3.2% 12/01/51) Long Debt US $27K 40K 0.00
CON EDISON CO OF NY INC REGD 3.60000000 (CON EDISON CO OF 3.6% 06/15/61) Long Debt US $14K 20K 0.00
CON EDISON CO OF NY INC REGD 5.20000000 (CON EDISON CO OF 5.2% 03/01/33) Long Debt US $10K 10K 0.00
CON EDISON CO OF NY INC REGD 5.90000000 (CON EDISON CO OF 5.9% 11/15/53) Long Debt US $396K 385K 0.00
CON EDISON CO OF NY INC REGD 6.15000000 (CON EDISON CO O 6.15% 11/15/52) Long Debt US $11K 10K 0.00
CON EDISON CO OF NY INC REGD SER 20A 3.35000000 (CON EDISON CO O 3.35% 04/01/30) Long Debt US $9K 10K 0.00
CON EDISON CO OF NY INC REGD SER A 4.12500000 (CON EDISON CO 4.125% 05/15/49) Long Debt US $218K 275K 0.00
CON EDISON CO OF NY INC REGD SER C 4.30000000 (CON EDISON CO OF 4.3% 12/01/56) Long Debt US $585K 740K 0.00
CONAGRA BRANDS INC REGD 5.30000000 (CONAGRA BRANDS I 5.3% 11/01/38) Long Debt US $90K 95K 0.00
CONNECTICUT LIGHT & PWR REGD SER A 2.05000000 (CONNECTICUT LIG 2.05% 07/01/31) Long Debt US $740K 905K 0.01
CONOCOPHILLIPS COMPANY REGD 5.55000000 (CONOCOPHILLIPS 5.55% 03/15/54) Long Debt US $10K 10K 0.00
CONOCOPHILLIPS COMPANY REGD 5.70000000 (CONOCOPHILLIPS C 5.7% 09/15/63) Long Debt US $535K 535K 0.00
CONSTELLATION BRANDS INC REGD 2.25000000 (CONSTELLATION B 2.25% 08/01/31) Long Debt US $8K 10K 0.00
CONSTELLATION BRANDS INC REGD 4.35000000 (CONSTELLATION B 4.35% 05/09/27) Long Debt US $34K 35K 0.00
CONSTELLATION EN GEN LLC REGD 6.50000000 (CONSTELLATION EN 6.5% 10/01/53) Long Debt US $11K 10K 0.00
CONSTELLATION EN GEN LLC REGD SER WI 5.60000000 (CONSTELLATION EN 5.6% 06/15/42) Long Debt US $10K 10K 0.00
CONSUMERS ENERGY CO REGD 3.75000000 (CONSUMERS ENERG 3.75% 02/15/50) Long Debt US $4K 5K 0.00
CONSUMERS ENERGY CO REGD 4.20000000 (CONSUMERS ENERGY 4.2% 09/01/52) Long Debt US $16K 20K 0.00
CONSUMERS ENERGY CO REGD 4.60000000 (CONSUMERS ENERGY 4.6% 05/30/29) Long Debt US $10K 10K 0.00
CONTINENTAL RESOURCES REGD SER WI 4.90000000 (CONTINENTAL RESO 4.9% 06/01/44) Long Debt US $4K 5K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD REG S 0.87500000 (COOPERATI 0.875% 02/08/28/EUR/) Long Debt NL $199K 200K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD REG S 0.87500000 (COOPERATI 0.875% 02/01/29/EUR/) Long Debt NL $97K 100K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.01000000 (COOPERATIE 0.01% 11/27/40/EUR/) Long Debt NL $63K 100K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.12500000 (COOPERATI 0.125% 12/01/31/EUR/) Long Debt NL $87K 100K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN 0.75000000 (COOPERATIE 0.75% 03/02/32/EUR/) Long Debt NL $90K 100K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD REG S EMTN SER GMTN 1.37500000 (COOPERATI 1.375% 02/03/27/EUR/) Long Debt NL $26K 25K 0.00
COOPERATIEVE RABOBANK UA /EUR/ REGD REG S MTN SER GMTN 1.25000000 (COOPERATIE 1.25% 03/23/26/EUR/) Long Debt NL $2M 1M 0.01
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 0.87500000 (COOPERATIEVE V/R 05/05/28/EUR/) Long Debt NL $695K 700K 0.01
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 3.87500000 (COOPERATIEVE V/R 11/30/32/EUR/) Long Debt NL $2M 2M 0.02
COOPERATIEVE RABOBANK UA /EUR/ REGD V/R REG S EMTN SER GMTN 4.62500000 (COOPERATIEVE V/R 01/27/28/EUR/) Long Debt NL $6M 6M 0.05
COOPERATIEVE RABOBANK UA REGD 4.37500000 (COOPERATIEVE R 4.375% 08/04/25) Long Debt NL $246K 250K 0.00
COREBRIDGE FINANCIAL INC REGD 4.35000000 (COREBRIDGE FINA 4.35% 04/05/42) Long Debt US $128K 155K 0.00
CORES /EUR/ REGD REG S EMTN 1.75000000 (CORES 1.75% 11/24/27/EUR/) Long Debt ES $203K 200K 0.00
CORNING INC REGD 5.45000000 (CORNING INC 5.45% 11/15/79) Long Debt US $14K 15K 0.00
CORP ANDINA DE FOMENTO /EUR/ REGD REG S 0.25000000 (CORP ANDIN 0.25% 02/04/26/EUR/) Long Debt $2M 2M 0.02
COUNCIL OF EUROPE /EUR/ REGD EMTN 0.62500000 (COUNCIL O 0.625% 01/30/29/EUR/) Long Debt $1M 2M 0.01
COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.00000000 (COUNCIL OF EU 0% 01/20/31/EUR/) Long Debt $4M 5M 0.04
COUNCIL OF EUROPE /EUR/ REGD REG S EMTN 0.25000000 (COUNCIL OF 0.25% 01/19/32/EUR/) Long Debt $3M 3M 0.02
COVENTRY BLDG SOCIETY /EUR/ REGD REG S 2.62500000 (COVENTRY 2.625% 12/07/26/EUR/) Long Debt GB $5M 5M 0.04
COVESTRO AG /EUR/ REGD REG S EMTN 0.87500000 (COVESTRO 0.875% 02/03/26/EUR/) Long Debt DE $2M 2M 0.02
COX COMMUNICATIONS INC REGD 144A P/P 5.45000000 (COX COMMUNICATI 5.45% 09/15/28) Long Debt US $3M 3M 0.02
COX COMMUNICATIONS INC REGD 144A P/P 5.70000000 (COX COMMUNICATIO 5.7% 06/15/33) Long Debt US $817K 820K 0.01
COX COMMUNICATIONS INC REGD 144A P/P 5.80000000 (COX COMMUNICATIO 5.8% 12/15/53) Long Debt US $555K 580K 0.00
COX COMMUNICATIONS INC REGD P/P 3.85000000 (COX COMMUNICATI 3.85% 02/01/25) Long Debt US $1M 2M 0.01
CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.25000000 (CPPIB CAPI 0.25% 04/06/27/EUR/) Long Debt CA $3M 3M 0.02
CPPIB CAPITAL INC /EUR/ REGD REG S EMTN 0.75000000 (CPPIB CAPI 0.75% 07/15/49/EUR/) Long Debt CA $366K 600K 0.00
CPPIB CAPITAL INC /GBP/ REGD REG S EMTN 1.62500000 (CPPIB CAP 1.625% 10/22/71/GBP/) Long Debt CA $1M 2M 0.01
CRCC HEAN LTD /EUR/ REGD REG S SER . 0.87500000 (CRCC HEAN 0.875% 05/20/26/EUR/) Long Debt HK $303K 300K 0.00
CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 0.75000000 (CRED MUTUE 0.75% 09/15/27/EUR/) Long Debt FR $99K 100K 0.00
CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S 2.37500000 (CRED MUTU 2.375% 02/08/28/EUR/) Long Debt FR $104K 100K 0.00
CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 0.01000000 (CRED MUTUE 0.01% 07/20/28/EUR/) Long Debt FR $5M 5M 0.04
CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 0.87500000 (CRED MUTU 0.875% 03/04/32/EUR/) Long Debt FR $90K 100K 0.00
CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 1.00000000 (CRED MUTUEL H 1% 01/30/29/EUR/) Long Debt FR $97K 100K 0.00
CRED MUTUEL HOME LOAN SF /EUR/ REGD REG S EMTN 3.25000000 (CRED MUTUE 3.25% 04/20/29/EUR/) Long Debt FR $107K 100K 0.00
CREDIT AGRICOLE ASSRNCES /EUR/ REGD REG S 2.00000000 (CREDIT AGRICO 2% 07/17/30/EUR/) Long Debt FR $557K 600K 0.00
CREDIT AGRICOLE ASSRNCES /EUR/ REGD V/R /PERP/ REG S 4.50000000 (CREDIT AGRICOL V/R /PERP//EUR/) Long Debt FR $106K 100K 0.00
CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000 (CREDIT AG 0.875% 08/11/28/EUR/) Long Debt FR $98K 100K 0.00
CREDIT AGRICOLE HOME LOA /EUR/ REGD EMTN 0.87500000 (CREDIT AG 0.875% 05/06/34/EUR/) Long Debt FR $86K 100K 0.00
CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S 2.12500000 (CREDIT AG 2.125% 01/07/30/EUR/) Long Debt FR $101K 100K 0.00
CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.01000000 (CREDIT AGR 0.01% 04/12/28/EUR/) Long Debt FR $4M 4M 0.03
CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.01000000 (CREDIT AGR 0.01% 11/03/31/EUR/) Long Debt FR $85K 100K 0.00
CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 0.05000000 (CREDIT AGR 0.05% 12/06/29/EUR/) Long Debt FR $91K 100K 0.00
CREDIT AGRICOLE HOME LOA /EUR/ REGD REG S EMTN 3.37500000 (CREDIT AG 3.375% 09/04/28/EUR/) Long Debt FR $108K 100K 0.00
CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 0.12500000 (CREDIT AG 0.125% 03/15/33/EUR/) Long Debt IT $81K 100K 0.00
CREDIT AGRICOLE ITALIA /EUR/ REGD REG S 3.50000000 (CREDIT AGRI 3.5% 01/15/30/EUR/) Long Debt IT $108K 100K 0.00
CREDIT AGRICOLE LONDON /EUR/ REGD REG S EMTN 1.75000000 (CREDIT AGR 1.75% 03/05/29/EUR/) Long Debt FR $1M 1M 0.01
CREDIT AGRICOLE LONDON /EUR/ REGD REG S EMTN 1.87500000 (CREDIT AG 1.875% 12/20/26/EUR/) Long Debt FR $1M 1M 0.01
CREDIT AGRICOLE PUBLIC S /EUR/ REGD EMTN 0.87500000 (CREDIT AG 0.875% 08/02/27/EUR/) Long Debt FR $100K 100K 0.00
CREDIT AGRICOLE PUBLIC S /EUR/ REGD REG S EMTN 3.00000000 (CREDIT AGRICO 3% 06/14/30/EUR/) Long Debt FR $106K 100K 0.00
CREDIT AGRICOLE SA /EUR/ REGD REG S EMTN 0.37500000 (CREDIT AG 0.375% 10/21/25/EUR/) Long Debt FR $7M 7M 0.06
CREDIT AGRICOLE SA /EUR/ REGD REG S EMTN 3.75000000 (CREDIT AGR 3.75% 01/22/34/EUR/) Long Debt FR $4M 3M 0.03
CREDIT AGRICOLE SA /EUR/ REGD REG S EMTN 4.00000000 (CREDIT AGRICO 4% 01/18/33/EUR/) Long Debt FR $3M 3M 0.02
CREDIT AGRICOLE SA /EUR/ REGD V/R REG S 1.87500000 (CREDIT AGRIC V/R 04/22/27/EUR/) Long Debt FR $1M 1M 0.01
CREDIT AGRICOLE SA /EUR/ REGD V/R REG S EMTN 4.00000000 (CREDIT AGRIC V/R 10/12/26/EUR/) Long Debt FR $2M 2M 0.02
CREDIT AGRICOLE SA /GBP/ REGD V/R REG S 1.87400000 (CREDIT AGRIC V/R 12/09/31/GBP/) Long Debt FR $687K 600K 0.01
CREDIT AGRICOLE SA /GBP/ REGD V/R REG S 5.75000000 (CREDIT AGRIC V/R 11/29/27/GBP/) Long Debt FR $4M 3M 0.03
CREDIT AGRICOLE SA /GBP/ REGD V/R REG S EMTN 6.37500000 (CREDIT AGRIC V/R 06/14/31/GBP/) Long Debt FR $6M 4M 0.05
CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 3.25000000 (CREDIT MUT 3.25% 06/01/26/EUR/) Long Debt FR $529K 500K 0.00
CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 3.37500000 (CREDIT MU 3.375% 09/19/27/EUR/) Long Debt FR $3M 3M 0.03
CREDIT MUTUEL ARKEA /EUR/ REGD REG S EMTN 4.25000000 (CREDIT MUT 4.25% 12/01/32/EUR/) Long Debt FR $4M 4M 0.03
CREDIT SUISSE SCHWEIZ AG /CHF/ REGD REG S EMTN 0.00000000 (CREDIT SUISSE 0% 10/31/30/CHF/) Long Debt CH $26K 25K 0.00
CREDIT SUISSE SCHWEIZ AG /EUR/ REGD REG S EMTN 3.39000000 (CREDIT SUI 3.39% 12/05/25/EUR/) Long Debt CH $107K 100K 0.00
CREDITO EMILIANO SPA /EUR/ REGD V/R REG S 1.12500000 (CREDITO EMIL V/R 01/19/28/EUR/) Long Debt IT $2M 2M 0.02
CREDITO EMILIANO SPA /EUR/ REGD V/R REG S EMTN 4.87500000 (CREDITO EMIL V/R 03/26/30/EUR/) Long Debt IT $4M 4M 0.04
CRELAN SA /EUR/ REGD REG S EMTN 5.75000000 (CRELAN SA 5.75% 01/26/28/EUR/) Long Debt BE $1M 900K 0.01
CRELAN SA /EUR/ REGD V/R REG S EMTN 6.00000000 (CRELAN SA V/R 02/28/30/EUR/) Long Debt BE $2M 2M 0.02
CRESTLINE DENALI CLO XV LTD SER 2017-1A CL AR V/R REGD 144A P/P 6.61617000 (DEN15 2017-1A AR V/R 04/20/30) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
CRH FIN UK PLC /GBP/ REGD REG S EMTN 4.12500000 (CRH FIN U 4.125% 12/02/29/GBP/) Long Debt GB $2M 2M 0.01
CRH FINANCE DAC /EUR/ REGD REG S EMTN 1.37500000 (CRH FINAN 1.375% 10/18/28/EUR/) Long Debt IE $1M 1M 0.01
CRH FUNDING /EUR/ REGD REG S 1.62500000 (CRH FUNDI 1.625% 05/05/30/EUR/) Long Debt NL $769K 800K 0.01
CRH SMW FINANCE DAC /EUR/ REGD REG S EMTN 1.25000000 (CRH SMW FI 1.25% 11/05/26/EUR/) Long Debt IE $1M 1M 0.01
CRH SMW FINANCE DAC /EUR/ REGD REG S EMTN 4.25000000 (CRH SMW FI 4.25% 07/11/35/EUR/) Long Debt IE $5M 4M 0.04
CROATIA /EUR/ REGD REG S 1.12500000 (CROATIA 1.125% 06/19/29/EUR/) Long Debt HR $290K 300K 0.00
CROATIA /EUR/ REGD REG S 1.50000000 (CROATIA 1.5% 06/17/31/EUR/) Long Debt HR $735K 770K 0.01
CROATIA /EUR/ REGD REG S 1.75000000 (CROATIA 1.75% 03/04/41/EUR/) Long Debt HR $401K 500K 0.00
CROATIA /EUR/ REGD REG S 2.87500000 (CROATIA 2.875% 04/22/32/EUR/) Long Debt HR $543K 520K 0.00
CROATIA /EUR/ REGD REG S 3.37500000 (CROATIA 3.375% 03/12/34/EUR/) Long Debt HR $936K 890K 0.01
CROATIA /EUR/ REGD REG S SER .. 3.00000000 (CROATIA 3% 03/20/27/EUR/) Long Debt HR $319K 300K 0.00
CROWN CASTLE INC REGD 5.60000000 (CROWN CASTLE INC 5.6% 06/01/29) Long Debt US $61K 60K 0.00
CROWN CASTLE INC REGD 5.80000000 (CROWN CASTLE INC 5.8% 03/01/34) Long Debt US $10K 10K 0.00
CSAIL 2016-C7 COMMERCIAL MORTGAGE TRUST SER 2016-C7 CL ASB REGD 3.31430000 (CSAIL 2016-C7 3.314% 06/15/25) Long ABS-collateralized bond/debt obligation US $138K 140K 0.00
CSMC 2020-FACT SER 2020-FACT CL A V/R REGD 144A P/P 7.04348000 (CSMC 2020-FACT A V/R 10/15/25) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
CTE CO TRANSP ELEC /EUR/ REGD REG S 1.50000000 (CTE CO TRAN 1.5% 07/29/28/EUR/) Long Debt FR $394K 400K 0.00
CTE CO TRANSP ELEC /EUR/ REGD REG S 2.12500000 (CTE CO TR 2.125% 07/29/32/EUR/) Long Debt FR $95K 100K 0.00
CTE CO TRANSP ELEC /EUR/ REGD REG S 3.75000000 (CTE CO TRA 3.75% 01/17/36/EUR/) Long Debt FR $209K 200K 0.00
CTP NV /EUR/ REGD REG S EMTN 0.87500000 (CTP NV 0.875% 01/20/26/EUR/) Long Debt NL $1M 1M 0.01
CTP NV /EUR/ REGD REG S EMTN 1.50000000 (CTP NV 1.5% 09/27/31/EUR/) Long Debt NL $9M 10M 0.07
CTP NV /EUR/ REGD REG S EMTN 4.75000000 (CTP NV 4.75% 02/05/30/EUR/) Long Debt NL $244K 225K 0.00
CUMMINS INC REGD 5.15000000 (CUMMINS INC 5.15% 02/20/34) Long Debt US $20K 20K 0.00
CUMMINS INC REGD 5.45000000 (CUMMINS INC 5.45% 02/20/54) Long Debt US $15K 15K 0.00
CVS HEALTH CORP REGD 5.05000000 (CVS HEALTH CORP 5.05% 03/25/48) Long Debt US $1M 1M 0.01
CZECH REPUBLIC /CZK/ REGD REG S SER 49 4.20000000 (CZECH REPUB 4.2% 12/04/36/CZK/) Long Debt CZ $230K 5M 0.00
CZECH REPUBLIC /CZK/ REGD REG S SER 53 4.85000000 (CZECH REPU 4.85% 11/26/57/CZK/) Long Debt CZ $106K 2M 0.00
CZECH REPUBLIC /CZK/ REGD REG S SER 78 2.50000000 (CZECH REPUB 2.5% 08/25/28/CZK/) Long Debt CZ $2M 39M 0.01
CZECH REPUBLIC /CZK/ REGD REG S SER 89 2.40000000 (CZECH REPUB 2.4% 09/17/25/CZK/) Long Debt CZ $708K 17M 0.01
CZECH REPUBLIC /CZK/ REGD REG S SER 94 0.95000000 (CZECH REPU 0.95% 05/15/30/CZK/) Long Debt CZ $624K 17M 0.01
CZECH REPUBLIC /CZK/ REGD REG S SER 95 1.00000000 (CZECH REPUBLI 1% 06/26/26/CZK/) Long Debt CZ $1M 25M 0.01
CZECH REPUBLIC /CZK/ REGD SER 100 0.25000000 (CZECH REPU 0.25% 02/10/27/CZK/) Long Debt CZ $2M 60M 0.02
CZECH REPUBLIC /CZK/ REGD SER 103 2.00000000 (CZECH REPUBLI 2% 10/13/33/CZK/) Long Debt CZ $715K 20M 0.01
CZECH REPUBLIC /CZK/ REGD SER 105 2.75000000 (CZECH REPU 2.75% 07/23/29/CZK/) Long Debt CZ $1M 30M 0.01
CZECH REPUBLIC /CZK/ REGD SER 121 1.20000000 (CZECH REPUB 1.2% 03/13/31/CZK/) Long Debt CZ $972K 27M 0.01
CZECH REPUBLIC /CZK/ REGD SER 125 1.50000000 (CZECH REPUB 1.5% 04/24/40/CZK/) Long Debt CZ $670K 23M 0.01
CZECH REPUBLIC /CZK/ REGD SER 130 0.05000000 (CZECH REPU 0.05% 11/29/29/CZK/) Long Debt CZ $451K 13M 0.00
CZECH REPUBLIC /CZK/ REGD SER 138 1.75000000 (CZECH REPU 1.75% 06/23/32/CZK/) Long Debt CZ $734K 20M 0.01
CZECH REPUBLIC /CZK/ REGD SER 142 1.95000000 (CZECH REPU 1.95% 07/30/37/CZK/) Long Debt CZ $427K 13M 0.00
CZECH REPUBLIC /CZK/ REGD SER 145 3.50000000 (CZECH REPUB 3.5% 05/30/35/CZK/) Long Debt CZ $453K 11M 0.00
CZECH REPUBLIC /CZK/ REGD SER 148 6.00000000 (CZECH REPUBLI 6% 02/26/26/CZK/) Long Debt CZ $261K 6M 0.00
CZECH REPUBLIC /CZK/ REGD SER 149 5.50000000 (CZECH REPUB 5.5% 12/12/28/CZK/) Long Debt CZ $482K 11M 0.00
CZECH REPUBLIC /CZK/ REGD SER 150 5.00000000 (CZECH REPUBLI 5% 09/30/30/CZK/) Long Debt CZ $186K 4M 0.00
CZECH REPUBLIC /CZK/ REGD SER 151 4.90000000 (CZECH REPUB 4.9% 04/14/34/CZK/) Long Debt CZ $1M 23M 0.01
CZECH REPUBLIC /CZK/ REGD SER 152 6.20000000 (CZECH REPUB 6.2% 06/16/31/CZK/) Long Debt CZ $848K 18M 0.01
CZECH REPUBLIC /CZK/ REGD SER 153 5.75000000 (CZECH REPU 5.75% 03/29/29/CZK/) Long Debt CZ $830K 18M 0.01
CZECH REPUBLIC /CZK/ REGD SER 154 4.50000000 (CZECH REPUB 4.5% 11/11/32/CZK/) Long Debt CZ $648K 15M 0.01
CZK/USD FWD 20240702 000016440 USD Derivative-foreign exchange $392K – 0.00
CZK/USD FWD 20240719 000011343 USD Derivative-foreign exchange $-2K – -0.00
CZK/USD FWD 20240719 000011553 USD Derivative-foreign exchange $-4K – -0.00
CZK/USD FWD 20240719 000016440 USD Derivative-foreign exchange $-5K – -0.00
DAA FINANCE PLC /EUR/ REGD REG S 1.60100000 (DAA FINAN 1.601% 11/05/32/EUR/) Long Debt IE $366K 400K 0.00
DALLAS-FORT WORTH TX INTERNATI REGD B/E 3.08900000 (DALLAS-FORT WO 3.089% 11/01/40) Long Debt US $79K 100K 0.00
DALLAS-FORT WORTH TX INTERNATI REGD N/C B/E 4.08700000 (DALLAS-FORT WO 4.087% 11/01/51) Long Debt US $353K 425K 0.00
DANAHER CORP REGD 2.80000000 (DANAHER CORP 2.8% 12/10/51) Long Debt US $10K 15K 0.00
DANSKE BANK A/S /EUR/ REGD V/R REG S 0.50000000 (DANSKE BANK V/R 08/27/25/EUR/) Long Debt DK $453K 425K 0.00
DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 0.75000000 (DANSKE BANK V/R 06/09/29/EUR/) Long Debt DK $1M 1M 0.01
DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 1.00000000 (DANSKE BANK V/R 05/15/31/EUR/) Long Debt DK $1M 1M 0.01
DANSKE BANK A/S /EUR/ REGD V/R REG S EMTN 1.37500000 (DANSKE BANK V/R 02/17/27/EUR/) Long Debt DK $1M 1M 0.01
DANSKE BANK A/S /GBP/ REGD V/R EMTN 2.25000000 (DANSKE BANK V/R 01/14/28/GBP/) Long Debt DK $6M 5M 0.05
DANSKE BANK A/S REGD V/R 144A P/P 5.42700000 (DANSKE BANK A/S V/R 03/01/28) Long Debt DK $1M 1M 0.01
DANSKE BANK A/S REGD V/R 144A P/P 6.46600000 (DANSKE BANK A/S V/R 01/09/26) Long Debt DK $1M 1M 0.01
DANSKE BANK A/S REGD V/R 144A P/P MTN 6.25900000 (DANSKE BANK A/S V/R 09/22/26) Long Debt DK $1M 1M 0.01
DANSKE HYPOTEK AB /SEK/ REGD REG S MTN SER 2512 1.00000000 (DANSKE HYPOTE 1% 12/17/25/SEK/) Long Debt SE $183K 2M 0.00
DANSKE HYPOTEK AB /SEK/ REGD REG S MTN SER 2812 3.50000000 (DANSKE HYPO 3.5% 12/20/28/SEK/) Long Debt SE $193K 2M 0.00
DANSKE MORTGAGE BANK PLC /EUR/ REGD REG S 0.01000000 (DANSKE MOR 0.01% 11/24/26/EUR/) Long Debt FI $99K 100K 0.00
DARDEN RESTAURANTS INC REGD 6.30000000 (DARDEN RESTAURAN 6.3% 10/10/33) Long Debt US $21K 20K 0.00
DCP MIDSTREAM OPERATING REGD 3.25000000 (DCP MIDSTREAM O 3.25% 02/15/32) Long Debt US $4K 5K 0.00
DCP MIDSTREAM OPERATING REGD 5.12500000 (DCP MIDSTREAM 5.125% 05/15/29) Long Debt US $1M 2M 0.01
DCP MIDSTREAM OPERATING REGD 5.37500000 (DCP MIDSTREAM 5.375% 07/15/25) Long Debt US $4K 4K 0.00
DE VOLKSBANK NV /EUR/ REGD REG S 4.87500000 (DE VOLKSB 4.875% 03/07/30/EUR/) Long Debt NL $335K 300K 0.00
DE VOLKSBANK NV /EUR/ REGD REG S EMTN 0.37500000 (DE VOLKSB 0.375% 03/03/28/EUR/) Long Debt NL $2M 2M 0.02
DE VOLKSBANK NV /EUR/ REGD REG S EMTN 1.00000000 (DE VOLKSBANK 1% 03/08/28/EUR/) Long Debt NL $99K 100K 0.00
DE VOLKSBANK NV /EUR/ REGD REG S EMTN 4.62500000 (DE VOLKSB 4.625% 11/23/27/EUR/) Long Debt NL $328K 300K 0.00
DE VOLKSBANK NV /EUR/ REGD V/R REG S EMTN 1.75000000 (DE VOLKSBANK V/R 10/22/30/EUR/) Long Debt NL $206K 200K 0.00
DELL BANK INTERNATIONAL /EUR/ REGD REG S EMTN 0.50000000 (DELL BANK I 0.5% 10/27/26/EUR/) Long Debt IE $998K 1M 0.01
DELL BANK INTERNATIONAL /EUR/ REGD REG S EMTN 3.62500000 (DELL BANK 3.625% 06/24/29/EUR/) Long Debt IE $12M 11M 0.10
DELL BANK INTERNATIONAL /EUR/ REGD REG S EMTN 4.50000000 (DELL BANK I 4.5% 10/18/27/EUR/) Long Debt IE $1M 1M 0.01
DELL INT LLC / EMC CORP REGD 5.40000000 (DELL INT LLC / E 5.4% 04/15/34) Long Debt US $139K 140K 0.00
DENTSPLY SIRONA INC REGD 3.25000000 (DENTSPLY SIRONA 3.25% 06/01/30) Long Debt US $25K 29K 0.00
DEUT APOTHEKE AERZTEBANK /EUR/ REGD REG S EMTN 0.01000000 (DEUT APOTH 0.01% 02/06/29/EUR/) Long Debt DE $93K 100K 0.00
DEUT PFANDBRIEFBANK AG /EUR/ REGD EMTN 0.62500000 (DEUT PFAN 0.625% 08/30/27/EUR/) Long Debt DE $98K 100K 0.00
DEUT PFANDBRIEFBANK AG /EUR/ REGD REG S EMTN 1.00000000 (DEUT PFANDBRI 1% 04/13/26/EUR/) Long Debt DE $102K 100K 0.00
DEUTSCHE BAHN FIN GMBH /AUD/ REGD MTN 3.50000000 (DEUTSCHE BA 3.5% 09/27/24/AUD/) Long Debt DE $199K 300K 0.00
DEUTSCHE BAHN FIN GMBH /AUD/ REGD P/P MTN 1.98700000 (DEUTSCHE 1.987% 07/08/30/AUD/) Long Debt DE $110K 200K 0.00
DEUTSCHE BAHN FIN GMBH /AUD/ REGD REG S EMTN 3.75000000 (DEUTSCHE B 3.75% 10/29/25/AUD/) Long Debt DE $655K 1M 0.01
DEUTSCHE BAHN FIN GMBH /CHF/ REGD REG S EMTN 0.10000000 (DEUTSCHE BA 0.1% 01/28/36/CHF/) Long Debt DE $145K 150K 0.00
DEUTSCHE BAHN FIN GMBH /CHF/ REGD REG S EMTN 1.50000000 (DEUTSCHE BA 1.5% 08/26/24/CHF/) Long Debt DE $557K 500K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD EMTN 1.00000000 (DEUTSCHE BAHN 1% 12/17/27/EUR/) Long Debt DE $300K 300K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD EMTN 1.37500000 (DEUTSCHE 1.375% 04/16/40/EUR/) Long Debt DE $39K 50K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.35000000 (DEUTSCHE B 0.35% 09/29/31/EUR/) Long Debt DE $615K 700K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.50000000 (DEUTSCHE BA 0.5% 04/09/27/EUR/) Long Debt DE $140K 140K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.62500000 (DEUTSCHE 0.625% 04/15/36/EUR/) Long Debt DE $273K 350K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 0.62500000 (DEUTSCHE 0.625% 12/08/50/EUR/) Long Debt DE $107K 200K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.12500000 (DEUTSCHE 1.125% 12/18/28/EUR/) Long Debt DE $295K 300K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.12500000 (DEUTSCHE 1.125% 05/29/51/EUR/) Long Debt DE $70K 112K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.37500000 (DEUTSCHE 1.375% 03/28/31/EUR/) Long Debt DE $2M 2M 0.02
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.62500000 (DEUTSCHE 1.625% 08/16/33/EUR/) Long Debt DE $83K 89K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 1.87500000 (DEUTSCHE 1.875% 05/24/30/EUR/) Long Debt DE $301K 300K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 3.25000000 (DEUTSCHE B 3.25% 05/19/33/EUR/) Long Debt DE $324K 300K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 3.62500000 (DEUTSCHE 3.625% 12/18/37/EUR/) Long Debt DE $208K 193K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD REG S EMTN 4.00000000 (DEUTSCHE BAHN 4% 11/23/43/EUR/) Long Debt DE $331K 300K 0.00
DEUTSCHE BAHN FIN GMBH /EUR/ REGD V/R /PERP/ REG S SER CB 1.60000000 (DEUTSCHE BAHN V/R /PERP//EUR/) Long Debt DE $2M 2M 0.01
DEUTSCHE BANK AG /EUR/ REGD REG S 0.12500000 (DEUTSCHE 0.125% 01/21/30/EUR/) Long Debt DE $68K 75K 0.00
DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 1.62500000 (DEUTSCHE 1.625% 01/20/27/EUR/) Long Debt DE $2M 2M 0.02
DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 2.25000000 (DEUTSCHE B 2.25% 09/20/27/EUR/) Long Debt DE $104K 100K 0.00
DEUTSCHE BANK AG /EUR/ REGD REG S EMTN 3.12500000 (DEUTSCHE 3.125% 10/19/26/EUR/) Long Debt DE $107K 100K 0.00
DEUTSCHE BANK AG /EUR/ REGD V/R REG S 5.00000000 (DEUTSCHE BAN V/R 09/05/30/EUR/) Long Debt DE $663K 600K 0.01
DEUTSCHE BANK AG /EUR/ REGD V/R REG S 5.37500000 (DEUTSCHE BAN V/R 01/11/29/EUR/) Long Debt DE $1M 1M 0.01
DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 1.37500000 (DEUTSCHE BAN V/R 06/10/26/EUR/) Long Debt DE $1M 1M 0.01
DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 1.87500000 (DEUTSCHE BAN V/R 02/23/28/EUR/) Long Debt DE $3M 3M 0.02
DEUTSCHE BANK AG /EUR/ REGD V/R REG S EMTN 5.62500000 (DEUTSCHE BAN V/R 05/19/31/EUR/) Long Debt DE $870K 800K 0.01
DEUTSCHE BANK AG /GBP/ REGD V/R 4.00000000 (DEUTSCHE BAN V/R 06/24/26/GBP/) Long Debt DE $2M 2M 0.02
DEUTSCHE BANK NY REGD V/R 2.12900000 (DEUTSCHE BANK NY V/R 11/24/26) Long Debt DE $3M 3M 0.02
DEUTSCHE BANK NY REGD V/R 2.31100000 (DEUTSCHE BANK NY V/R 11/16/27) Long Debt DE $185K 200K 0.00
DEUTSCHE BANK NY REGD V/R 3.72900000 (DEUTSCHE BANK NY V/R 01/14/32) Long Debt DE $2M 2M 0.01
DEUTSCHE BANK NY REGD V/R 7.14600000 (DEUTSCHE BANK NY V/R 07/13/27) Long Debt DE $205K 200K 0.00
DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 1.62500000 (DEUTSCHE 1.625% 05/05/32/EUR/) Long Debt DE $48K 50K 0.00
DEUTSCHE KREDITBANK AG /EUR/ REGD REG S 3.00000000 (DEUTSCHE KRED 3% 07/02/30/EUR/) Long Debt DE $107K 100K 0.00
DEUTSCHE TELEKOM INT FIN REGD 8.75000000 (DEUTSCHE TELEKO 8.75% 06/15/30) Long Debt NL $41K 35K 0.00
DEUTSCHE WOHNEN SE /EUR/ REGD EMTN 0.50000000 (DEUTSCHE WO 0.5% 04/07/31/EUR/) Long Debt DE $421K 500K 0.00
DEUTSCHE WOHNEN SE /EUR/ REGD REG S 1.50000000 (DEUTSCHE WO 1.5% 04/30/30/EUR/) Long Debt DE $836K 900K 0.01
DEVELOPMENT BK OF JAPAN /EUR/ REGD EMTN 4.75000000 (DEVELOPMEN 4.75% 11/26/27/EUR/) Long Debt JP $1M 900K 0.01
DEVELOPMENT BK OF JAPAN /EUR/ REGD REG S EMTN SER GMTN 0.87500000 (DEVELOPME 0.875% 10/10/25/EUR/) Long Debt JP $1M 1M 0.01
DEVELOPMENT BK OF JAPAN /EUR/ REGD REG S EMTN SER GMTN 2.12500000 (DEVELOPME 2.125% 09/01/26/EUR/) Long Debt JP $1M 1M 0.01
DEVELOPMENT BK OF JAPAN /JPY/ REGD SER 86 0.23500000 (DEVELOPME 0.235% 10/13/27/JPY/) Long Debt JP $615K 100M 0.00
DEVON ENERGY CORPORATION REGD SER WI 5.87500000 (DEVON ENERGY C 5.875% 06/15/28) Long Debt US $2M 2M 0.01
DEXIA /EUR/ REGD EMTN 2.75000000 (DEXIA 2.75% 01/18/29/EUR/) Long Debt FR $211K 200K 0.00
DEXIA /EUR/ REGD REG S EMTN 0.00000000 (DEXIA 0% 01/21/28/EUR/) Long Debt FR $1M 1M 0.01
DEXIA /EUR/ REGD REG S EMTN 0.01000000 (DEXIA 0.01% 01/22/27/EUR/) Long Debt FR $494K 500K 0.00
DEXIA /EUR/ REGD REG S EMTN 0.62500000 (DEXIA 0.625% 01/17/26/EUR/) Long Debt FR $616K 600K 0.00
DEXIA /EUR/ REGD REG S EMTN 1.00000000 (DEXIA 1% 10/18/27/EUR/) Long Debt FR $300K 300K 0.00
DEXIA /EUR/ REGD REG S EMTN 3.12500000 (DEXIA 3.125% 06/01/28/EUR/) Long Debt FR $214K 200K 0.00
DEXIA /GBP/ REGD EMTN 2.12500000 (DEXIA 2.125% 02/12/25/GBP/) Long Debt FR $497K 400K 0.00
DH EUROPE FINANCE II /EUR/ REGD 0.20000000 (DH EUROPE F 0.2% 03/18/26/EUR/) Long Debt LU $2M 2M 0.02
DH EUROPE FINANCE II /EUR/ REGD 0.20000000 (DH EUROPE F 0.2% 03/18/26/EUR/) Long Debt LU $2M 2M 0.01
DIAGEO CAPITAL PLC REGD 2.12500000 (DIAGEO CAPITAL 2.125% 04/29/32) Long Debt GB $163K 200K 0.00
DIAGEO FINANCE PLC /EUR/ REGD REG S EMTN 2.50000000 (DIAGEO FINA 2.5% 03/27/32/EUR/) Long Debt GB $604K 600K 0.00
DIAGEO FINANCE PLC /GBP/ REGD REG S 2.75000000 (DIAGEO FIN 2.75% 06/08/38/GBP/) Long Debt GB $604K 625K 0.00
DIAGEO FINANCE PLC /GBP/ REGD REG S EMTN 1.25000000 (DIAGEO FIN 1.25% 03/28/33/GBP/) Long Debt GB $3M 3M 0.02
DIAMETER CAPITAL CLO 6 LTD SER 2024-6A CL A1 V/R REGD 144A P/P 6.93557000 (DCLO 2024-6A A1 V/R 04/15/37) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.02
DIAMONDBACK ENERGY INC REGD 3.12500000 (DIAMONDBACK EN 3.125% 03/24/31) Long Debt US $2M 2M 0.02
DIAMONDBACK ENERGY INC REGD 5.15000000 (DIAMONDBACK ENE 5.15% 01/30/30) Long Debt US $30K 30K 0.00
DIAMONDBACK ENERGY INC REGD 5.20000000 (DIAMONDBACK ENER 5.2% 04/18/27) Long Debt US $30K 30K 0.00
DIAMONDBACK ENERGY INC REGD 5.40000000 (DIAMONDBACK ENER 5.4% 04/18/34) Long Debt US $10K 10K 0.00
DIAMONDBACK ENERGY INC REGD 5.75000000 (DIAMONDBACK ENE 5.75% 04/18/54) Long Debt US $643K 660K 0.01
DIAMONDBACK ENERGY INC REGD 6.25000000 (DIAMONDBACK ENE 6.25% 03/15/33) Long Debt US $315K 300K 0.00
DICK'S SPORTING GOODS REGD 4.10000000 (DICK'S SPORTING 4.1% 01/15/52) Long Debt US $74K 105K 0.00
DIGITAL DUTCH FINCO BV /EUR/ REGD REG S 1.50000000 (DIGITAL DUT 1.5% 03/15/30/EUR/) Long Debt NL $2M 3M 0.02
DIGITAL REALTY TRUST LP REGD 3.70000000 (DIGITAL REALTY T 3.7% 08/15/27) Long Debt US $41K 43K 0.00
DIGITAL REALTY TRUST LP REGD 5.55000000 (DIGITAL REALTY 5.55% 01/15/28) Long Debt US $4K 4K 0.00
DISCOVERY COMMUNICATIONS REGD 4.12500000 (DISCOVERY COMM 4.125% 05/15/29) Long Debt US $868K 940K 0.01
DIST OF COLUMBIA WTR & SWR AUT REGD N/C B/E 4.81400000 (DIST OF COLUMB 4.814% 10/01/14) Long Debt US $799K 890K 0.01
DKK/USD FWD 20240702 000004066 USD Derivative-foreign exchange $15K – 0.00
DKK/USD FWD 20240702 000005208 USD Derivative-foreign exchange $174K – 0.00
DKK/USD FWD 20240702 000011553 USD Derivative-foreign exchange $12K – 0.00
DKK/USD FWD 20240702 000016440 USD Derivative-foreign exchange $2K – 0.00
DKK/USD FWD 20240719 000016440 USD Derivative-foreign exchange $13K – 0.00
DKK/USD FWD 20240802 000016440 USD Derivative-foreign exchange $-2K – -0.00
DLR KREDIT A/S /DKK/ REGD SER CCB 1.00000000 (DLR KREDIT A/ 1% 04/01/28/DKK/) Long Debt DK $13K 100K 0.00
DNB BANK ASA /EUR/ REGD V/R REG S EMTN 4.62500000 (DNB BANK ASA V/R 02/28/33/EUR/) Long Debt NO $4M 3M 0.03
DNB BOLIGKREDITT AS /EUR/ REGD REG S 0.01000000 (DNB BOLIGK 0.01% 05/12/28/EUR/) Long Debt NO $5M 5M 0.04
DNB BOLIGKREDITT AS /EUR/ REGD REG S 0.01000000 (DNB BOLIGK 0.01% 01/21/31/EUR/) Long Debt NO $88K 100K 0.00
DNB BOLIGKREDITT AS /EUR/ REGD REG S EMTN 2.87500000 (DNB BOLIG 2.875% 03/12/29/EUR/) Long Debt NO $106K 100K 0.00
DOMINION ENERGY INC REGD 3.90000000 (DOMINION ENERGY 3.9% 10/01/25) Long Debt US $20K 20K 0.00
DOMINION ENERGY INC REGD SER A 4.35000000 (DOMINION ENERGY 4.35% 08/15/32) Long Debt US $19K 20K 0.00
DOMINION ENERGY INC REGD SER B 4.85000000 (DOMINION ENERGY 4.85% 08/15/52) Long Debt US $22K 25K 0.00
DOMINION ENERGY SOUTH REGD 4.60000000 (DOMINION ENERGY 4.6% 06/15/43) Long Debt US $1M 1M 0.01
DOMINION ENERGY SOUTH REGD 6.25000000 (DOMINION ENERGY 6.25% 10/15/53) Long Debt US $546K 505K 0.00
DONG ENER 5.75% 04/09/40 /GBP/ 5.75000000 Long Debt DK $540K 425K 0.00
DONGFENG MOTOR HONG KONG /EUR/ REGD REG S 0.42500000 (DONGFENG 0.425% 10/19/24/EUR/) Long Debt HK $634K 600K 0.01
DOVER CORP /EUR/ REGD 0.75000000 (DOVER CORP 0.75% 11/04/27/EUR/) Long Debt US $979K 1M 0.01
DOVER CORP /EUR/ REGD 1.25000000 (DOVER CORP 1.25% 11/09/26/EUR/) Long Debt US $1M 1M 0.01
DOW CHEMICAL CO/THE REGD 4.55000000 (DOW CHEMICAL CO 4.55% 11/30/25) Long Debt US $117K 118K 0.00
DOW CHEMICAL CO/THE REGD 5.25000000 (DOW CHEMICAL CO 5.25% 11/15/41) Long Debt US $560K 600K 0.00
DOW CHEMICAL CO/THE REGD 6.90000000 (DOW CHEMICAL CO/ 6.9% 05/15/53) Long Debt US $513K 460K 0.00
DRYDEN 27 R EURO CLO 2017 DAC SER 2017-27A CL AR V/R REGD 144A P/P /EUR/ 4.56600000 (DRYD 2017-2 V/R 04/15/33 /EUR/) Long ABS-collateralized bond/debt obligation IE $8M 7M 0.06
DRYDEN 36 SENIOR LOAN FUND SER 2014-36A CL AR3 V/R REGD 144A P/P 6.61017000 (DRSLF 2014-36A A V/R 04/15/29) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.03
DS SMITH PLC /EUR/ REGD REG S EMTN 0.87500000 (DS SMITH 0.875% 09/12/26/EUR/) Long Debt GB $3M 3M 0.03
DTE ELECTRIC CO REGD 2.95000000 (DTE ELECTRIC CO 2.95% 03/01/50) Long Debt US $3K 5K 0.00
DTE ELECTRIC CO REGD 3.70000000 (DTE ELECTRIC CO 3.7% 03/15/45) Long Debt US $855K 1M 0.01
DTE ELECTRIC CO REGD SER B 3.25000000 (DTE ELECTRIC CO 3.25% 04/01/51) Long Debt US $14K 20K 0.00
DTE ENERGY CO REGD 2.85000000 (DTE ENERGY CO 2.85% 10/01/26) Long Debt US $28K 30K 0.00
DTE ENERGY CO REGD SER C 3.40000000 (DTE ENERGY CO 3.4% 06/15/29) Long Debt US $17K 19K 0.00
DUKE ENERGY CAROLINAS REGD 3.55000000 (DUKE ENERGY CAR 3.55% 03/15/52) Long Debt US $7K 10K 0.00
DUKE ENERGY CAROLINAS REGD 4.95000000 (DUKE ENERGY CAR 4.95% 01/15/33) Long Debt US $10K 10K 0.00
DUKE ENERGY CAROLINAS REGD 5.35000000 (DUKE ENERGY CAR 5.35% 01/15/53) Long Debt US $5K 5K 0.00
DUKE ENERGY CORP /EUR/ REGD 3.10000000 (DUKE ENERGY 3.1% 06/15/28/EUR/) Long Debt US $2M 2M 0.02
DUKE ENERGY CORP /EUR/ REGD 3.85000000 (DUKE ENERG 3.85% 06/15/34/EUR/) Long Debt US $2M 2M 0.02
DUKE ENERGY CORP REGD 2.45000000 (DUKE ENERGY COR 2.45% 06/01/30) Long Debt US $95K 110K 0.00
DUKE ENERGY CORP REGD 3.50000000 (DUKE ENERGY CORP 3.5% 06/15/51) Long Debt US $7K 10K 0.00
DUKE ENERGY CORP REGD 4.50000000 (DUKE ENERGY CORP 4.5% 08/15/32) Long Debt US $47K 50K 0.00
DUKE ENERGY CORP REGD 5.00000000 (DUKE ENERGY CORP 5% 08/15/52) Long Debt US $26K 30K 0.00
DUKE ENERGY FLORIDA LLC REGD 3.00000000 (DUKE ENERGY FLORID 3% 12/15/51) Long Debt US $6K 10K 0.00
DUKE ENERGY INDIANA LLC REGD 5.25000000 (DUKE ENERGY IND 5.25% 03/01/34) Long Debt US $10K 10K 0.00
DUKE ENERGY INDIANA LLC REGD 5.40000000 (DUKE ENERGY INDI 5.4% 04/01/53) Long Debt US $24K 25K 0.00
DUKE ENERGY OHIO INC REGD 4.30000000 (DUKE ENERGY OHIO 4.3% 02/01/49) Long Debt US $8K 10K 0.00
DUKE ENERGY PROGRESS LLC REGD 4.00000000 (DUKE ENERGY PROGRE 4% 04/01/52) Long Debt US $15K 20K 0.00
DUPONT DE NEMOURS INC REGD 5.31900000 (DUPONT DE NEMO 5.319% 11/15/38) Long Debt US $25K 24K 0.00
DUPONT DE NEMOURS INC REGD 5.41900000 (DUPONT DE NEMO 5.419% 11/15/48) Long Debt US $111K 107K 0.00
DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000 (DZ HYP AG 0.01% 06/23/28/EUR/) Long Debt DE $95K 100K 0.00
DZ HYP AG /EUR/ REGD REG S EMTN 0.01000000 (DZ HYP AG 0.01% 10/27/28/EUR/) Long Debt DE $23K 25K 0.00
DZ HYP AG /EUR/ REGD REG S EMTN 0.37500000 (DZ HYP AG 0.375% 06/06/25/EUR/) Long Debt DE $104K 100K 0.00
DZ HYP AG /EUR/ REGD REG S EMTN 0.37500000 (DZ HYP AG 0.375% 03/31/26/EUR/) Long Debt DE $102K 100K 0.00
DZ HYP AG /EUR/ REGD REG S EMTN 0.87500000 (DZ HYP AG 0.875% 04/17/34/EUR/) Long Debt DE $87K 100K 0.00
DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000 (DZ HYP AG 3% 11/30/32/EUR/) Long Debt DE $106K 100K 0.00
DZ HYP AG /EUR/ REGD REG S EMTN 3.00000000 (DZ HYP AG 3% 10/29/27/EUR/) Long Debt DE $53K 50K 0.00
E.ON INTL FINANCE BV /GBP/ REGD EMTN 5.87500000 (E.ON INTL 5.875% 10/30/37/GBP/) Long Debt NL $1M 1M 0.01
E.ON SE /EUR/ REGD REG S EMTN 1.00000000 (E.ON SE 1% 10/07/25/EUR/) Long Debt DE $104K 100K 0.00
E.ON SE /EUR/ REGD REG S EMTN 3.50000000 (E.ON SE 3.5% 01/12/28/EUR/) Long Debt DE $12M 11M 0.10
EAGLE MATERIALS REGD 2.50000000 (EAGLE MATERIALS 2.5% 07/01/31) Long Debt US $52K 61K 0.00
EAST JAPAN RAILWAY CO /GBP/ REGD 4.50000000 (EAST JAPAN 4.5% 01/25/36/GBP/) Long Debt JP $2M 2M 0.02
EAST NIPPON EXPRESSWAY /JPY/ REGD SER 66 0.10000000 (EAST NIPPON 0.1% 12/18/26/JPY/) Long Debt JP $615K 100M 0.00
EASTERN POWER NETWORKS /GBP/ REGD REG S EMTN 5.37500000 (EASTERN P 5.375% 02/26/42/GBP/) Long Debt GB $3M 3M 0.03
EASTMAN CHEMICAL CO REGD 5.62500000 (EASTMAN CHEMIC 5.625% 02/20/34) Long Debt US $110K 110K 0.00
EASYJET FINCO BV /EUR/ REGD REG S EMTN 1.87500000 (EASYJET F 1.875% 03/03/28/EUR/) Long Debt NL $5M 5M 0.04
EATON CAPITAL UNLIMITED /EUR/ REGD REG S 0.57700000 (EATON CAP 0.577% 03/08/30/EUR/) Long Debt IE $4M 5M 0.03
EATON CAPITAL UNLIMITED /EUR/ REGD REG S 3.60100000 (EATON CAP 3.601% 05/21/31/EUR/) Long Debt IE $3M 3M 0.02
EATON CAPITAL UNLIMITED /EUR/ REGD REG S 3.80200000 (EATON CAP 3.802% 05/21/36/EUR/) Long Debt IE $15M 14M 0.12
EATON CORP REGD 4.15000000 (EATON CORP 4.15% 11/02/42) Long Debt US $13K 15K 0.00
ECOLAB INC REGD 1.30000000 (ECOLAB INC 1.3% 01/30/31) Long Debt US $21K 26K 0.00
ECOLAB INC REGD 2.12500000 (ECOLAB INC 2.125% 02/01/32) Long Debt US $39K 48K 0.00
ECOLAB INC REGD 2.70000000 (ECOLAB INC 2.7% 12/15/51) Long Debt US $1K 2K 0.00
EDENRED SE /EUR/ REGD REG S 1.37500000 (EDENRED S 1.375% 06/18/29/EUR/) Long Debt FR $967K 1M 0.01
EDENRED SE /EUR/ REGD REG S 1.87500000 (EDENRED S 1.875% 03/06/26/EUR/) Long Debt FR $520K 500K 0.00
EDWARDS LIFESCIENCES COR REGD 4.30000000 (EDWARDS LIFESCIE 4.3% 06/15/28) Long Debt US $44K 45K 0.00
EFSF /EUR/ REGD EMTN 1.20000000 (EFSF 1.2% 02/17/45/EUR/) Long Debt LU $2M 2M 0.01
EFSF /EUR/ REGD EMTN 2.75000000 (EFSF 2.75% 12/03/29/EUR/) Long Debt LU $1M 1M 0.01
EFSF /EUR/ REGD EMTN 3.37500000 (EFSF 3.375% 04/03/37/EUR/) Long Debt LU $3M 3M 0.03
EFSF /EUR/ REGD REG S 0.00000000 (EFSF 0% 01/20/31/EUR/) Long Debt LU $8M 10M 0.07
EFSF /EUR/ REGD REG S 0.00000000 (EFSF 0% 10/13/27/EUR/) Long Debt LU $4M 4M 0.03
EFSF /EUR/ REGD REG S 0.05000000 (EFSF 0.05% 10/17/29/EUR/) Long Debt LU $8M 9M 0.07
EFSF /EUR/ REGD REG S 0.05000000 (EFSF 0.05% 01/18/52/EUR/) Long Debt LU $453K 1M 0.00
EFSF /EUR/ REGD REG S 0.70000000 (EFSF 0.7% 01/20/50/EUR/) Long Debt LU $2M 3M 0.01
EFSF /EUR/ REGD REG S 1.75000000 (EFSF 1.75% 07/17/53/EUR/) Long Debt LU $2M 2M 0.01
EFSF /EUR/ REGD REG S 2.37500000 (EFSF 2.375% 06/21/32/EUR/) Long Debt LU $5M 5M 0.04
EFSF /EUR/ REGD REG S 2.87500000 (EFSF 2.875% 02/13/34/EUR/) Long Debt LU $11M 10M 0.09
EFSF /EUR/ REGD REG S 3.00000000 (EFSF 3% 12/15/28/EUR/) Long Debt LU $1M 1M 0.01
EFSF /EUR/ REGD REG S EMTN 0.62500000 (EFSF 0.625% 10/16/26/EUR/) Long Debt LU $101K 100K 0.00
EFSF /EUR/ REGD REG S EMTN 0.87500000 (EFSF 0.875% 04/10/35/EUR/) Long Debt LU $14M 16M 0.11
EFSF /EUR/ REGD REG S EMTN 1.70000000 (EFSF 1.7% 02/13/43/EUR/) Long Debt LU $2M 2M 0.01
EFSF /EUR/ REGD REG S EMTN 2.00000000 (EFSF 2% 02/28/56/EUR/) Long Debt LU $2M 2M 0.01
EIKA BOLIGKREDITT AS /EUR/ REGD EMTN 0.01000000 (EIKA BOLIG 0.01% 03/12/27/EUR/) Long Debt NO $98K 100K 0.00
ELECTRICI 6.125% 06/02/34 /GBP 6.12500000 Long Debt FR $771K 600K 0.01
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.00000000 (ELECTRICITE D 1% 10/13/26/EUR/) Long Debt FR $605K 600K 0.00
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.00000000 (ELECTRICITE D 1% 11/29/33/EUR/) Long Debt FR $246K 300K 0.00
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 1.87500000 (ELECTRICI 1.875% 10/13/36/EUR/) Long Debt FR $166K 200K 0.00
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 2.00000000 (ELECTRICITE D 2% 12/09/49/EUR/) Long Debt FR $464K 700K 0.00
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.25000000 (ELECTRICIT 4.25% 01/25/32/EUR/) Long Debt FR $435K 400K 0.00
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.37500000 (ELECTRICI 4.375% 10/12/29/EUR/) Long Debt FR $329K 300K 0.00
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.62500000 (ELECTRICI 4.625% 01/25/43/EUR/) Long Debt FR $424K 400K 0.00
ELECTRICITE DE FRANCE SA /EUR/ REGD REG S EMTN 4.75000000 (ELECTRICIT 4.75% 10/12/34/EUR/) Long Debt FR $2M 2M 0.01
ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.12500000 (ELECTRICI 5.125% 09/22/50/GBP/) Long Debt FR $852K 800K 0.01
ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.50000000 (ELECTRICITE 5.5% 10/17/41/GBP/) Long Debt FR $1M 1M 0.01
ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.50000000 (ELECTRICITE 5.5% 03/27/37/GBP/) Long Debt FR $598K 500K 0.00
ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 5.87500000 (ELECTRICI 5.875% 07/18/31/GBP/) Long Debt FR $600K 465K 0.00
ELECTRICITE DE FRANCE SA /GBP/ REGD EMTN 6.00000000 (ELECTRICITE D 6% 01/23/14/GBP/) Long Debt FR $698K 600K 0.01
ELECTRICITE DE FRANCE SA /GBP/ REGD REG S EMTN 6.25000000 (ELECTRICIT 6.25% 05/30/28/GBP/) Long Debt FR $4M 3M 0.03
ELECTRONIC ARTS INC REGD 1.85000000 (ELECTRONIC ARTS 1.85% 02/15/31) Long Debt US $14K 17K 0.00
ELEVANCE HEALTH INC REGD 5.65000000 (ELEVANCE HEALTH 5.65% 06/15/54) Long Debt US $2M 2M 0.02
ELI LILLY & CO /EUR/ REGD 0.50000000 (ELI LILLY & 0.5% 09/14/33/EUR/) Long Debt US $1M 2M 0.01
ELI LILLY & CO /EUR/ REGD 0.62500000 (ELI LILLY 0.625% 11/01/31/EUR/) Long Debt US $4M 5M 0.03
ELI LILLY & CO /EUR/ REGD 1.12500000 (ELI LILLY 1.125% 09/14/51/EUR/) Long Debt US $2M 3M 0.01
ELI LILLY & CO /EUR/ REGD 1.37500000 (ELI LILLY 1.375% 09/14/61/EUR/) Long Debt US $934K 2M 0.01
ELI LILLY & CO /EUR/ REGD 1.62500000 (ELI LILLY 1.625% 06/02/26/EUR/) Long Debt US $2M 2M 0.01
ELI LILLY & CO /EUR/ REGD 2.12500000 (ELI LILLY 2.125% 06/03/30/EUR/) Long Debt US $4M 4M 0.03
ELI LILLY & CO REGD 4.70000000 (ELI LILLY & CO 4.7% 02/09/34) Long Debt US $1M 1M 0.01
ELI LILLY & CO REGD 4.87500000 (ELI LILLY & CO 4.875% 02/27/53) Long Debt US $254K 270K 0.00
ELI LILLY & CO REGD 4.95000000 (ELI LILLY & CO 4.95% 02/27/63) Long Debt US $94K 100K 0.00
ELIA TRANSMISSION BE /EUR/ REGD REG S EMTN 3.62500000 (ELIA TRAN 3.625% 01/18/33/EUR/) Long Debt BE $6M 5M 0.05
ELIS SA /EUR/ REGD REG S EMTN 3.75000000 (ELIS SA 3.75% 03/21/30/EUR/) Long Debt FR $2M 2M 0.02
EMERA US FINANCE LP REGD 2.63900000 (EMERA US FINAN 2.639% 06/15/31) Long Debt US $8K 10K 0.00
EMERA US FINANCE LP REGD SER WI 4.75000000 (EMERA US FINANC 4.75% 06/15/46) Long Debt US $37K 45K 0.00
EMERSON ELECTRIC CO /EUR/ REGD EMTN 1.25000000 (EMERSON EL 1.25% 10/15/25/EUR/) Long Debt US $1M 1M 0.01
EMERSON ELECTRIC CO /EUR/ REGD EMTN 2.00000000 (EMERSON ELECT 2% 10/15/29/EUR/) Long Debt US $1M 2M 0.01
EMERSON ELECTRIC CO REGD 2.80000000 (EMERSON ELECTRIC 2.8% 12/21/51) Long Debt US $11K 17K 0.00
EMIRATES TELECOM GROUP /EUR/ REGD REG S EMTN 0.87500000 (EMIRATES 0.875% 05/17/33/EUR/) Long Debt AE $1M 2M 0.01
EMPLOYMENT FUND /EUR/ REGD 0.01000000 (EMPLOYMENT 0.01% 06/16/27/EUR/) Long Debt FI $196K 200K 0.00
ENBRIDGE INC REGD 5.25000000 (ENBRIDGE INC 5.25% 04/05/27) Long Debt CA $15K 15K 0.00
ENBRIDGE INC REGD 5.30000000 (ENBRIDGE INC 5.3% 04/05/29) Long Debt CA $15K 15K 0.00
ENBRIDGE INC REGD V/R 7.20000000 (ENBRIDGE INC V/R 06/27/54) Long Debt CA $50K 50K 0.00
ENBRIDGE INC REGD V/R 7.37500000 (ENBRIDGE INC V/R 03/15/55) Long Debt CA $10K 10K 0.00
ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.37500000 (ENBW ENERGIE V/R 08/31/81/EUR/) Long Debt DE $94K 100K 0.00
ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.62500000 (ENBW ENERGIE V/R 08/05/79/EUR/) Long Debt DE $98K 100K 0.00
ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 1.87500000 (ENBW ENERGIE V/R 06/29/80/EUR/) Long Debt DE $101K 100K 0.00
ENBW ENERGIE BADEN - WU /EUR/ REGD V/R REG S 5.25000000 (ENBW ENERGIE V/R 01/23/84/EUR/) Long Debt DE $550K 500K 0.00
ENBW INTL 6.125% 07/07/39 /EU 6.12500000 Long Debt NL $51K 40K 0.00
ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.12500000 (ENBW INTL 0.125% 03/01/28/EUR/) Long Debt NL $176K 182K 0.00
ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 0.50000000 (ENBW INTL F 0.5% 03/01/33/EUR/) Long Debt NL $79K 97K 0.00
ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.50000000 (ENBW INTL F 3.5% 07/24/28/EUR/) Long Debt NL $129K 120K 0.00
ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 3.85000000 (ENBW INTL 3.85% 05/23/30/EUR/) Long Debt NL $436K 400K 0.00
ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.00000000 (ENBW INTL FIN 4% 01/24/35/EUR/) Long Debt NL $108K 100K 0.00
ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.04900000 (ENBW INTL 4.049% 11/22/29/EUR/) Long Debt NL $219K 200K 0.00
ENBW INTL FINANCE BV /EUR/ REGD REG S EMTN 4.30000000 (ENBW INTL F 4.3% 05/23/34/EUR/) Long Debt NL $111K 100K 0.00
ENEL FINANCE INTL NV /EUR/ REGD REG S 0.25000000 (ENEL FINAN 0.25% 11/17/25/EUR/) Long Debt NL $2M 2M 0.02
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.25000000 (ENEL FINAN 0.25% 05/28/26/EUR/) Long Debt NL $3M 3M 0.02
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.37500000 (ENEL FINA 0.375% 06/17/27/EUR/) Long Debt NL $978K 1M 0.01
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.62500000 (ENEL FINA 0.625% 05/28/29/EUR/) Long Debt NL $9M 10M 0.08
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.87500000 (ENEL FINA 0.875% 06/17/36/EUR/) Long Debt NL $4M 6M 0.03
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 0.87500000 (ENEL FINA 0.875% 01/17/31/EUR/) Long Debt NL $3M 3M 0.02
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 1.25000000 (ENEL FINAN 1.25% 01/17/35/EUR/) Long Debt NL $616K 741K 0.00
ENEL FINANCE INTL NV /EUR/ REGD REG S EMTN 3.87500000 (ENEL FINA 3.875% 03/09/29/EUR/) Long Debt NL $457K 422K 0.00
ENEL FINANCE INTL NV /EUR/ REGD S/UP REG S EMTN 0.25000000 (ENEL FINANC S/UP 06/17/27/EUR/) Long Debt NL $610K 627K 0.00
ENEL FINANCE INTL NV /EUR/ REGD S/UP REG S EMTN 0.75000000 (ENEL FINANC S/UP 06/17/30/EUR/) Long Debt NL $3M 3M 0.02
ENEL FINANCE INTL NV REGD 144A P/P 2.65000000 (ENEL FINANCE IN 2.65% 09/10/24) Long Debt NL $3M 4M 0.03
ENEL FINANCE INTL NV REGD 144A P/P 3.50000000 (ENEL FINANCE INT 3.5% 04/06/28) Long Debt NL $1M 1M 0.01
ENEL SPA /EUR/ REGD EMTN 5.62500000 (ENEL SPA 5.625% 06/21/27/EUR/) Long Debt IT $2M 2M 0.02
ENEL SPA /EUR/ REGD V/R /PERP/ REG S SER 9.5Y 1.87500000 (ENEL SPA V/R /PERP//EUR/) Long Debt IT $972K 1M 0.01
ENERGIAS DE PORTUGAL SA /EUR/ REGD REG S EMTN 1.62500000 (ENERGIAS 1.625% 04/15/27/EUR/) Long Debt PT $204K 200K 0.00
ENERGY TRANSFER LP REGD 4.20000000 (ENERGY TRANSFER 4.2% 04/15/27) Long Debt US $6M 6M 0.05
ENERGY TRANSFER LP REGD 5.25000000 (ENERGY TRANSFER 5.25% 04/15/29) Long Debt US $135K 135K 0.00
ENERGY TRANSFER LP REGD 5.40000000 (ENERGY TRANSFER 5.4% 10/01/47) Long Debt US $85K 95K 0.00
ENERGY TRANSFER LP REGD 5.55000000 (ENERGY TRANSFER 5.55% 02/15/28) Long Debt US $1M 1M 0.01
ENERGY TRANSFER LP REGD 5.75000000 (ENERGY TRANSFER 5.75% 02/15/33) Long Debt US $1M 1M 0.01
ENERGY TRANSFER LP REGD 6.05000000 (ENERGY TRANSFER 6.05% 12/01/26) Long Debt US $2M 2M 0.01
ENERGY TRANSFER LP REGD 6.40000000 (ENERGY TRANSFER 6.4% 12/01/30) Long Debt US $652K 620K 0.01
ENERGY TRANSFER LP REGD 6.55000000 (ENERGY TRANSFER 6.55% 12/01/33) Long Debt US $261K 246K 0.00
ENERGY TRANSFER LP REGD V/R /PERP/ SER H 6.50000000 (ENERGY TRANSFER LP V/R /PERP/) Long Debt US $1M 1M 0.01
ENETZ SUEDHESSEN /EUR/ REGD 6.12500000 (ENETZ SUE 6.125% 04/23/41/EUR/) Long Debt DE $25K 20K 0.00
ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.37500000 (ENEXIS HO 0.375% 04/14/33/EUR/) Long Debt NL $332K 400K 0.00
ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.75000000 (ENEXIS HOL 0.75% 07/02/31/EUR/) Long Debt NL $120K 134K 0.00
ENEXIS HOLDING NV /EUR/ REGD REG S EMTN 0.87500000 (ENEXIS HO 0.875% 04/28/26/EUR/) Long Debt NL $102K 100K 0.00
ENGIE /EUR/ REGD REG S EMTN 2.37500000 (ENGIE 2.375% 05/19/26/EUR/) Long Debt FR $3M 3M 0.03
ENGIE SA /EUR/ REGD REG S EMTN 0.37500000 (ENGIE SA 0.375% 06/21/27/EUR/) Long Debt FR $978K 1M 0.01
ENGIE SA /EUR/ REGD REG S EMTN 0.37500000 (ENGIE SA 0.375% 10/26/29/EUR/) Long Debt FR $908K 1M 0.01
ENGIE SA /EUR/ REGD REG S EMTN 0.50000000 (ENGIE SA 0.5% 10/24/30/EUR/) Long Debt FR $2M 2M 0.01
ENGIE SA /EUR/ REGD REG S EMTN 1.00000000 (ENGIE SA 1% 10/26/36/EUR/) Long Debt FR $766K 1M 0.01
ENGIE SA /EUR/ REGD REG S EMTN 1.75000000 (ENGIE SA 1.75% 03/27/28/EUR/) Long Debt FR $3M 3M 0.02
ENGIE SA /EUR/ REGD REG S EMTN 2.00000000 (ENGIE SA 2% 09/28/37/EUR/) Long Debt FR $848K 1M 0.01
ENGIE SA /EUR/ REGD REG S EMTN 3.75000000 (ENGIE SA 3.75% 09/06/27/EUR/) Long Debt FR $2M 2M 0.02
ENGIE SA /EUR/ REGD V/R /PERP/ REG S 3.25000000 (ENGIE SA V/R /PERP//EUR/) Long Debt FR $2M 2M 0.02
ENGIE SA /EUR/ REGD V/R /PERP/ REG S SER * 5.12500000 (ENGIE SA V/R /PERP//EUR/) Long Debt FR $5M 4M 0.04
ENGIE SA /EUR/ REGD V/R /PERP/ REG S SER ** 4.75000000 (ENGIE SA V/R /PERP//EUR/) Long Debt FR $6M 6M 0.05
ENGIE SA /GBP/ REGD EMTN 7.00000000 (ENGIE SA 7% 10/30/28/GBP/) Long Debt FR $3M 2M 0.02
ENGIE SA REGD 144A P/P 5.62500000 (ENGIE SA 5.625% 04/10/34) Long Debt FR $1M 1M 0.01
ENI SPA /EUR/ REGD EMTN 1.50000000 (ENI SPA 1.5% 02/02/26/EUR/) Long Debt IT $1M 1M 0.01
ENI SPA /EUR/ REGD REG S EMTN 0.62500000 (ENI SPA 0.625% 01/23/30/EUR/) Long Debt IT $458K 500K 0.00
ENI SPA /EUR/ REGD REG S EMTN 1.00000000 (ENI SPA 1% 10/11/34/EUR/) Long Debt IT $326K 400K 0.00
ENI SPA /EUR/ REGD REG S EMTN 1.25000000 (ENI SPA 1.25% 05/18/26/EUR/) Long Debt IT $9M 9M 0.08
ENI SPA /EUR/ REGD REG S EMTN 1.50000000 (ENI SPA 1.5% 01/17/27/EUR/) Long Debt IT $3M 3M 0.02
ENI SPA /EUR/ REGD REG S EMTN 1.62500000 (ENI SPA 1.625% 05/17/28/EUR/) Long Debt IT $1M 1M 0.01
ENI SPA /EUR/ REGD REG S EMTN 2.00000000 (ENI SPA 2% 05/18/31/EUR/) Long Debt IT $482K 500K 0.00
ENLINK MIDSTREAM PARTNER REGD 5.05000000 (ENLINK MIDSTREA 5.05% 04/01/45) Long Debt US $29K 35K 0.00
ENSTAR GROUP LTD REGD 3.10000000 (ENSTAR GROUP LTD 3.1% 09/01/31) Long Debt BM $108K 131K 0.00
ENSTAR GROUP LTD REGD 4.95000000 (ENSTAR GROUP LT 4.95% 06/01/29) Long Debt BM $29K 30K 0.00
ENTERGY ARKANSAS LLC REGD 2.65000000 (ENTERGY ARKANSA 2.65% 06/15/51) Long Debt US $6K 10K 0.00
ENTERGY ARKANSAS LLC REGD 4.20000000 (ENTERGY ARKANSAS 4.2% 04/01/49) Long Debt US $8K 10K 0.00
ENTERGY CORP REGD 0.90000000 (ENTERGY CORP 0.9% 09/15/25) Long Debt US $28K 30K 0.00
ENTERGY LOUISIANA LLC REGD 1.60000000 (ENTERGY LOUISIAN 1.6% 12/15/30) Long Debt US $2M 2M 0.02
ENTERGY LOUISIANA LLC REGD 2.35000000 (ENTERGY LOUISIA 2.35% 06/15/32) Long Debt US $24K 30K 0.00
ENTERGY LOUISIANA LLC REGD 3.12000000 (ENTERGY LOUISIA 3.12% 09/01/27) Long Debt US $2M 3M 0.02
ENTERGY LOUISIANA LLC REGD 5.70000000 (ENTERGY LOUISIAN 5.7% 03/15/54) Long Debt US $20K 20K 0.00
ENTERGY TEXAS INC REGD 4.00000000 (ENTERGY TEXAS INC 4% 03/30/29) Long Debt US $14K 15K 0.00
ENTERGY TEXAS INC REGD 5.00000000 (ENTERGY TEXAS INC 5% 09/15/52) Long Debt US $18K 20K 0.00
ENTERPRISE PRODUCTS OPER REGD 4.15000000 (ENTERPRISE PROD 4.15% 10/16/28) Long Debt US $19K 20K 0.00
ENTERPRISE PRODUCTS OPER REGD 4.20000000 (ENTERPRISE PRODU 4.2% 01/31/50) Long Debt US $32K 40K 0.00
ENTERPRISE PRODUCTS OPER REGD 5.10000000 (ENTERPRISE PRODU 5.1% 02/15/45) Long Debt US $2M 2M 0.01
ENTERPRISE PRODUCTS OPER REGD V/R 5.37500000 (ENTERPRISE PRODUC V/R 02/15/78) Long Debt US $560K 600K 0.00
EOG RESOURCES INC REGD 4.37500000 (EOG RESOURCES 4.375% 04/15/30) Long Debt US $10K 10K 0.00
EQT CORP REGD 5.70000000 (EQT CORP 5.7% 04/01/28) Long Debt US $15K 15K 0.00
EQT CORP REGD 7.00000000 (EQT CORP 7% 02/01/30) Long Debt US $3K 3K 0.00
EQUIFAX INC REGD 3.10000000 (EQUIFAX INC 3.1% 05/15/30) Long Debt US $2M 2M 0.01
EQUINIX INC /EUR/ REGD 1.00000000 (EQUINIX INC 1% 03/15/33/EUR/) Long Debt US $681K 800K 0.01
EQUINIX INC REGD 1.00000000 (EQUINIX INC 1% 09/15/25) Long Debt US $47K 50K 0.00
EQUINIX INC REGD 1.45000000 (EQUINIX INC 1.45% 05/15/26) Long Debt US $19K 20K 0.00
EQUINIX INC REGD 2.62500000 (EQUINIX INC 2.625% 11/18/24) Long Debt US $5K 5K 0.00
EQUINIX INC REGD 2.90000000 (EQUINIX INC 2.9% 11/18/26) Long Debt US $19K 20K 0.00
EQUINOR ASA /EUR/ REGD REG S EMTN 1.37500000 (EQUINOR A 1.375% 05/22/32/EUR/) Long Debt NO $761K 825K 0.01
EQUINOR ASA /GBP/ REGD REG S EMTN 6.87500000 (EQUINOR A 6.875% 03/11/31/GBP/) Long Debt NO $212K 150K 0.00
EQUINOR ASA REGD 1.75000000 (EQUINOR ASA 1.75% 01/22/26) Long Debt NO $190K 200K 0.00
EQUINOR ASA REGD 2.37500000 (EQUINOR ASA 2.375% 05/22/30) Long Debt NO $26K 30K 0.00
EQUINOR ASA REGD 3.25000000 (EQUINOR ASA 3.25% 11/18/49) Long Debt NO $21K 30K 0.00
EQUINOR ASA REGD 3.62500000 (EQUINOR ASA 3.625% 04/06/40) Long Debt NO $1M 2M 0.01
EQUINOR ASA REGD 3.70000000 (EQUINOR ASA 3.7% 04/06/50) Long Debt NO $11K 15K 0.00
ERAC USA FINANCE LLC REGD 144A P/P 4.60000000 (ERAC USA FINANCE 4.6% 05/01/28) Long Debt US $1M 1M 0.01
ERAC USA FINANCE LLC REGD 144A P/P 4.90000000 (ERAC USA FINANCE 4.9% 05/01/33) Long Debt US $844K 865K 0.01
ERAC USA FINANCE LLC REGD P/P 3.85000000 (ERAC USA FINANC 3.85% 11/15/24) Long Debt US $159K 160K 0.00
ERAC USA FINANCE LLC REGD P/P 4.50000000 (ERAC USA FINANCE 4.5% 02/15/45) Long Debt US $349K 400K 0.00
ERAC USA FINANCE LLC REGD P/P 7.00000000 (ERAC USA FINANCE L 7% 10/15/37) Long Debt US $908K 800K 0.01
ERDOEL LAGERGESELLSCHAFT /EUR/ REGD 2.75000000 (ERDOEL LAG 2.75% 03/20/28/EUR/) Long Debt AT $209K 200K 0.00
ERG SPA /EUR/ REGD REG S EMTN 0.50000000 (ERG SPA 0.5% 09/11/27/EUR/) Long Debt IT $5M 5M 0.04
ERG SPA /EUR/ REGD REG S EMTN 0.87500000 (ERG SPA 0.875% 09/15/31/EUR/) Long Debt IT $171K 200K 0.00
ERSTE ABWICKLUNGSANSTALT /EUR/ REGD REG S EMTN 3.12500000 (ERSTE ABW 3.125% 06/22/26/EUR/) Long Debt DE $428K 400K 0.00
ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.01000000 (ERSTE GROU 0.01% 09/11/29/EUR/) Long Debt AT $91K 100K 0.00
ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.12500000 (ERSTE GRO 0.125% 05/17/28/EUR/) Long Debt AT $950K 1M 0.01
ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.50000000 (ERSTE GROUP 0.5% 01/12/37/EUR/) Long Debt AT $76K 100K 0.00
ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 0.87500000 (ERSTE GRO 0.875% 05/22/26/EUR/) Long Debt AT $1M 1M 0.01
ERSTE GROUP BANK AG /EUR/ REGD REG S EMTN 1.50000000 (ERSTE GROUP 1.5% 04/07/26/EUR/) Long Debt AT $1M 1M 0.01
ERSTE GROUP BANK AG /EUR/ REGD V/R REG S 4.00000000 (ERSTE GROUP V/R 01/16/31/EUR/) Long Debt AT $2M 2M 0.01
ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 0.10000000 (ERSTE GROUP V/R 11/16/28/EUR/) Long Debt AT $957K 1M 0.01
ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 0.87500000 (ERSTE GROUP V/R 11/15/32/EUR/) Long Debt AT $4M 5M 0.03
ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 1.62500000 (ERSTE GROUP V/R 09/08/31/EUR/) Long Debt AT $1M 1M 0.01
ERSTE GROUP BANK AG /EUR/ REGD V/R REG S EMTN 4.25000000 (ERSTE GROUP V/R 05/30/30/EUR/) Long Debt AT $2M 2M 0.02
ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.12500000 (ESB FINAN 1.125% 06/11/30/EUR/) Long Debt IE $94K 100K 0.00
ESB FINANCE DAC /EUR/ REGD REG S EMTN 1.87500000 (ESB FINAN 1.875% 06/14/31/EUR/) Long Debt IE $215K 224K 0.00
ESB FINANCE DAC /EUR/ REGD REG S EMTN 2.12500000 (ESB FINAN 2.125% 06/08/27/EUR/) Long Debt IE $103K 100K 0.00
ESB FINANCE DAC /EUR/ REGD REG S EMTN 3.75000000 (ESB FINANC 3.75% 01/25/43/EUR/) Long Debt IE $101K 100K 0.00
ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.00000000 (ESB FINANCE D 4% 10/03/28/EUR/) Long Debt IE $109K 100K 0.00
ESB FINANCE DAC /EUR/ REGD REG S EMTN 4.25000000 (ESB FINANC 4.25% 03/03/36/EUR/) Long Debt IE $111K 100K 0.00
ESSENTIAL UTILITIES INC REGD 2.40000000 (ESSENTIAL UTILIT 2.4% 05/01/31) Long Debt US $8K 10K 0.00
ESSENTIAL UTILITIES INC REGD 5.37500000 (ESSENTIAL UTIL 5.375% 01/15/34) Long Debt US $10K 10K 0.00
ESSILORLUXOTTICA /EUR/ REGD REG S EMTN 0.37500000 (ESSILORLU 0.375% 01/05/26/EUR/) Long Debt FR $614K 600K 0.00
EUR/USD FWD 20240702 000000605 USD Derivative-foreign exchange $306K – 0.00
EUR/USD FWD 20240702 000003534 USD Derivative-foreign exchange $2M – 0.01
EUR/USD FWD 20240702 000004066 USD Derivative-foreign exchange $134K – 0.00
EUR/USD FWD 20240702 000004388 USD Derivative-foreign exchange $319K – 0.00
EUR/USD FWD 20240702 000005208 USD Derivative-foreign exchange $-39K – -0.00
EUR/USD FWD 20240702 000006038 USD Derivative-foreign exchange $44M – 0.36
EUR/USD FWD 20240702 000009049 USD Derivative-foreign exchange $8K – 0.00
EUR/USD FWD 20240702 000009605 USD Derivative-foreign exchange $145K – 0.00
EUR/USD FWD 20240702 000011343 USD Derivative-foreign exchange $27M – 0.22
EUR/USD FWD 20240702 000011553 USD Derivative-foreign exchange $990K – 0.01
EUR/USD FWD 20240702 000015298 USD Derivative-foreign exchange $4M – 0.03
EUR/USD FWD 20240702 000016440 USD Derivative-foreign exchange $3M – 0.02
EUR/USD FWD 20240802 000004066 USD Derivative-foreign exchange $-122K – -0.00
EUR/USD FWD 20240802 000011343 USD Derivative-foreign exchange $-421K – -0.00
EUR/USD FWD 20240802 000016440 USD Derivative-foreign exchange $-157K – -0.00
EURO STABILITY MECHANISM /EUR/ REGD 0.01000000 (EURO STABI 0.01% 03/04/30/EUR/) Long Debt $3M 3M 0.02
EURO STABILITY MECHANISM /EUR/ REGD EMTN 1.80000000 (EURO STABIL 1.8% 11/02/46/EUR/) Long Debt $9M 10M 0.07
EURO STABILITY MECHANISM /EUR/ REGD EMTN SER EUR 0.75000000 (EURO STABI 0.75% 09/05/28/EUR/) Long Debt $3M 3M 0.02
EURO STABILITY MECHANISM /EUR/ REGD REG S 0.01000000 (EURO STABI 0.01% 10/15/31/EUR/) Long Debt $7M 8M 0.06
EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 0.50000000 (EURO STABIL 0.5% 03/05/29/EUR/) Long Debt $6M 6M 0.05
EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 0.87500000 (EURO STAB 0.875% 07/18/42/EUR/) Long Debt $734K 1M 0.01
EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.75000000 (EURO STABI 1.75% 10/20/45/EUR/) Long Debt $869K 1M 0.01
EURO STABILITY MECHANISM /EUR/ REGD REG S EMTN 1.85000000 (EURO STABI 1.85% 12/01/55/EUR/) Long Debt $138K 180K 0.00
EUROFIMA /CAD/ REGD MTN SER MPLE 4.55000000 (EUROFIMA 4.55% 03/30/27/CAD/) Long Debt $368K 500K 0.00
EUROFIMA /GBP/ REGD EMTN 5.50000000 (EUROFIMA 5.5% 06/07/32/GBP/) Long Debt $401K 300K 0.00
EUROPEAN INVESTMENT BANK /CAD/ REGD ZCP 144A P/P MTN 0.00000000 (EUROPEAN INV ZCP 05/28/37/CAD/) Long Debt $62K 150K 0.00
EUROPEAN INVESTMENT BANK /EUR/ REGD 0.05000000 (EUROPEAN I 0.05% 11/15/29/EUR/) Long Debt $9M 10M 0.07
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.00000000 (EUROPEAN INVE 0% 03/13/26/EUR/) Long Debt $712K 700K 0.01
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.50000000 (EUROPEAN IN 0.5% 11/13/37/EUR/) Long Debt $2M 2M 0.01
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 0.87500000 (EUROPEAN 0.875% 09/13/47/EUR/) Long Debt $135K 200K 0.00
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 1.00000000 (EUROPEAN INVE 1% 03/14/31/EUR/) Long Debt $19M 20M 0.15
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN 3.62500000 (EUROPEAN 3.625% 03/14/42/EUR/) Long Debt $2M 2M 0.02
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EARN 0.10000000 (EUROPEAN IN 0.1% 10/15/26/EUR/) Long Debt $5M 5M 0.04
EUROPEAN INVESTMENT BANK /EUR/ REGD EMTN SER EMN 2.75000000 (EUROPEAN I 2.75% 09/13/30/EUR/) Long Debt $244K 230K 0.00
EUROPEAN INVESTMENT BANK /EUR/ REGD REG S 0.01000000 (EUROPEAN I 0.01% 11/15/35/EUR/) Long Debt $3M 4M 0.03
EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN 0.01000000 (EUROPEAN I 0.01% 05/15/41/EUR/) Long Debt $3M 5M 0.03
EUROPEAN INVESTMENT BANK /EUR/ REGD REG S EMTN 0.25000000 (EUROPEAN I 0.25% 06/15/40/EUR/) Long Debt $3M 4M 0.02
EUROPEAN INVESTMENT BANK /EUR/ REGD REG S SER EARN 0.00000000 (EUROPEAN INVE 0% 09/28/28/EUR/) Long Debt $949K 1M 0.01
EUROPEAN INVESTMENT BANK /EUR/ REGD SER 1981 2.62500000 (EUROPEAN 2.625% 03/15/35/EUR/) Long Debt $41K 40K 0.00
EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000 (EUROPEAN I 0.05% 01/16/30/EUR/) Long Debt $16M 18M 0.13
EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 0.05000000 (EUROPEAN I 0.05% 10/13/34/EUR/) Long Debt $15M 19M 0.12
EUROPEAN INVESTMENT BANK /EUR/ REGD SER EARN 1.00000000 (EUROPEAN INVE 1% 04/14/32/EUR/) Long Debt $3M 3M 0.02
EUROPEAN INVESTMENT BANK /GBP/ REGD 5.00000000 (EUROPEAN INVE 5% 04/15/39/GBP/) Long Debt $5M 4M 0.04
EUROPEAN INVESTMENT BANK /GBP/ REGD EMTN 0.12500000 (EUROPEAN 0.125% 12/14/26/GBP/) Long Debt $2M 2M 0.02
EUROPEAN INVESTMENT BANK /GBP/ REGD EMTN SER DIP 4.62500000 (EUROPEAN 4.625% 10/12/54/GBP/) Long Debt $4M 3M 0.03
EUROPEAN INVESTMENT BANK /GBP/ REGD REG S 0.87500000 (EUROPEAN 0.875% 05/15/26/GBP/) Long Debt $2M 2M 0.02
EUROPEAN INVESTMENT BANK /GBP/ REGD REG S EMTN 3.87500000 (EUROPEAN 3.875% 06/08/37/GBP/) Long Debt $4M 3M 0.03
EUROPEAN INVESTMENT BANK /IDR/ REGD REG S EMTN 6.27000000 (EUROPEAN I 6.27% 08/28/24/IDR/) Long Debt $610K 10B 0.00
EUROPEAN INVESTMENT BANK REGD 4.37500000 (EUROPEAN INVES 4.375% 03/19/27) Long Debt $199K 200K 0.00
EUROPEAN UNION /EUR/ REGD REG S EMTN 3.37500000 (EUROPEAN 3.375% 04/04/32 /EUR) Long Debt $1M 1M 0.01
EUROPEAN UNION /EUR/ REGD EMTN 0.00000000 (EUROPEAN UNIO 0% 04/22/31/EUR/) Long Debt $5M 6M 0.04
EUROPEAN UNION /EUR/ REGD EMTN 1.37500000 (EUROPEAN 1.375% 10/04/29/EUR/) Long Debt $8M 8M 0.06
EUROPEAN UNION /EUR/ REGD EMTN 3.37500000 (EUROPEAN 3.375% 04/04/38/EUR/) Long Debt $16M 15M 0.13
EUROPEAN UNION /EUR/ REGD EMTN 3.75000000 (EUROPEAN U 3.75% 04/04/42/EUR/) Long Debt $6M 5M 0.05
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.00000000 (EUROPEAN UNIO 0% 07/04/31/EUR/) Long Debt $17M 20M 0.14
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.00000000 (EUROPEAN UNIO 0% 10/04/28/EUR/) Long Debt $2M 2M 0.02
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.45000000 (EUROPEAN U 0.45% 07/04/41/EUR/) Long Debt $7M 10M 0.05
EUROPEAN UNION /EUR/ REGD EMTN SER NGEU 0.70000000 (EUROPEAN UN 0.7% 07/06/51/EUR/) Long Debt $3M 6M 0.03
EUROPEAN UNION /EUR/ REGD EMTN SER SURE 0.00000000 (EUROPEAN UNIO 0% 07/04/35/EUR/) Long Debt $8M 11M 0.07
EUROPEAN UNION /EUR/ REGD EMTN SER SURE 0.45000000 (EUROPEAN U 0.45% 05/02/46/EUR/) Long Debt $3M 5M 0.02
EUROPEAN UNION /EUR/ REGD REG S EMTN 0.25000000 (EUROPEAN U 0.25% 04/22/36/EUR/) Long Debt $17M 22M 0.14
EUROPEAN UNION /EUR/ REGD REG S EMTN 0.75000000 (EUROPEAN U 0.75% 04/04/31/EUR/) Long Debt $4M 4M 0.03
EUROPEAN UNION /EUR/ REGD REG S EMTN 1.12500000 (EUROPEAN 1.125% 04/04/36/EUR/) Long Debt $1M 1M 0.01
EUROPEAN UNION /EUR/ REGD REG S EMTN 1.50000000 (EUROPEAN UN 1.5% 10/04/35/EUR/) Long Debt $5M 5M 0.04
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 1.62500000 (EUROPEAN 1.625% 12/04/29/EUR/) Long Debt $32M 32M 0.26
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 3.12500000 (EUROPEAN 3.125% 12/05/28/EUR/) Long Debt $32M 30M 0.26
EUROPEAN UNION /EUR/ REGD REG S EMTN SER NGEU 3.37500000 (EUROPEAN 3.375% 10/04/38/EUR/) Long Debt $11M 10M 0.09
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000 (EUROPEAN UNIO 0% 10/04/30/EUR/) Long Debt $9M 10M 0.07
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.00000000 (EUROPEAN UNIO 0% 06/02/28/EUR/) Long Debt $5M 5M 0.04
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.10000000 (EUROPEAN UN 0.1% 10/04/40/EUR/) Long Debt $5M 8M 0.04
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.20000000 (EUROPEAN UN 0.2% 06/04/36/EUR/) Long Debt $7M 10M 0.06
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.30000000 (EUROPEAN UN 0.3% 11/04/50/EUR/) Long Debt $631K 1M 0.01
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 0.75000000 (EUROPEAN U 0.75% 01/04/47/EUR/) Long Debt $3M 5M 0.03
EUROPEAN UNION /EUR/ REGD REG S EMTN SER SURE 1.12500000 (EUROPEAN 1.125% 06/04/37/EUR/) Long Debt $4M 5M 0.03
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 1.00000000 (EUROPEAN UNIO 1% 07/06/32/EUR/) Long Debt $5M 6M 0.04
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 2.50000000 (EUROPEAN UN 2.5% 10/04/52/EUR/) Long Debt $16M 18M 0.13
EUROPEAN UNION /EUR/ REGD REG S SER NGEU 3.00000000 (EUROPEAN UNIO 3% 03/04/53/EUR/) Long Debt $8M 8M 0.06
EVEREST REINSURANCE HLDG REGD 3.50000000 (EVEREST REINSURA 3.5% 10/15/50) Long Debt US $582K 860K 0.00
EVERGY INC REGD 2.45000000 (EVERGY INC 2.45% 09/15/24) Long Debt US $3M 3M 0.02
EVERGY KANSAS CENTRAL REGD 3.45000000 (EVERGY KANSAS C 3.45% 04/15/50) Long Debt US $3K 5K 0.00
EVERGY METRO REGD SER 2020 2.25000000 (EVERGY METRO 2.25% 06/01/30) Long Debt US $17K 20K 0.00
EVERSOURCE ENERGY REGD 3.37500000 (EVERSOURCE ENE 3.375% 03/01/32) Long Debt US $34K 40K 0.00
EVERSOURCE ENERGY REGD 4.60000000 (EVERSOURCE ENERG 4.6% 07/01/27) Long Debt US $98K 100K 0.00
EWE AG /EUR/ REGD EMTN 0.37500000 (EWE AG 0.375% 10/22/32/EUR/) Long Debt DE $316K 390K 0.00
EWE AG /EUR/ REGD REG S EMTN 0.25000000 (EWE AG 0.25% 06/08/28/EUR/) Long Debt DE $187K 200K 0.00
EXELON CORP REGD 2.75000000 (EXELON CORP 2.75% 03/15/27) Long Debt US $19K 20K 0.00
EXETER AUTOMOBILE RECEIVABLES TRUST 2024-3 SER 2024-3A CL C REGD 5.70000000 (EART 2024-3A C 5.7% 07/16/29) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
EXOR NV /EUR/ REGD REG S 3.75000000 (EXOR NV 3.75% 02/14/33/EUR/) Long Debt NL $8M 8M 0.07
EXPEDIA GROUP INC REGD 4.62500000 (EXPEDIA GROUP 4.625% 08/01/27) Long Debt US $688K 700K 0.01
EXPERIAN FINANCE PLC /EUR/ REGD REG S EMTN 1.37500000 (EXPERIAN 1.375% 06/25/26/EUR/) Long Debt GB $3M 3M 0.02
EXPERIAN FINANCE PLC /GBP/ REGD REG S EMTN 0.73900000 (EXPERIAN 0.739% 10/29/25/GBP/) Long Debt GB $713K 600K 0.01
EXPERIAN FINANCE PLC /GBP/ REGD REG S EMTN 3.25000000 (EXPERIAN F 3.25% 04/07/32/GBP/) Long Debt GB $482K 425K 0.00
EXPORT DEVELOPMNT CANADA /EUR/ REGD REG S EMTN 0.50000000 (EXPORT DEVE 0.5% 02/25/27/EUR/) Long Debt CA $2M 2M 0.02
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1514 3.87000000 (EXPORT-IMP 3.87% 09/14/25/CNY/) Long Debt CN $4M 29M 0.03
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1610 3.18000000 (EXPORT-IMP 3.18% 09/05/26/CNY/) Long Debt CN $7M 50M 0.06
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 1910 3.86000000 (EXPORT-IMP 3.86% 05/20/29/CNY/) Long Debt CN $15M 98M 0.12
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2007 3.26000000 (EXPORT-IMP 3.26% 02/24/27/CNY/) Long Debt CN $12M 86M 0.10
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2010 3.23000000 (EXPORT-IMP 3.23% 03/23/30/CNY/) Long Debt CN $5M 35M 0.04
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2011 3.74000000 (EXPORT-IMP 3.74% 11/16/30/CNY/) Long Debt CN $1M 10M 0.01
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2015 3.43000000 (EXPORT-IMP 3.43% 10/23/25/CNY/) Long Debt CN $10M 71M 0.08
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2105 3.22000000 (EXPORT-IMP 3.22% 05/14/26/CNY/) Long Debt CN $10M 69M 0.08
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2110 3.38000000 (EXPORT-IMP 3.38% 07/16/31/CNY/) Long Debt CN $2M 16M 0.02
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2207 2.74000000 (EXPORT-IMP 2.74% 09/05/29/CNY/) Long Debt CN $1M 8M 0.01
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2210 3.18000000 (EXPORT-IMP 3.18% 03/11/32/CNY/) Long Debt CN $25M 170M 0.20
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2211 2.90000000 (EXPORT-IMPO 2.9% 08/19/32/CNY/) Long Debt CN $14M 99M 0.12
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2215 2.82000000 (EXPORT-IMP 2.82% 06/17/27/CNY/) Long Debt CN $4M 27M 0.03
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2303 2.64000000 (EXPORT-IMP 2.64% 04/14/26/CNY/) Long Debt CN $990K 7M 0.01
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2305 2.87000000 (EXPORT-IMP 2.87% 02/06/28/CNY/) Long Debt CN $18M 125M 0.14
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2310 3.10000000 (EXPORT-IMPO 3.1% 02/13/33/CNY/) Long Debt CN $9M 63M 0.07
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2311 2.85000000 (EXPORT-IMP 2.85% 07/07/33/CNY/) Long Debt CN $7M 49M 0.06
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2313 2.50000000 (EXPORT-IMPO 2.5% 10/13/26/CNY/) Long Debt CN $12M 84M 0.09
EXPORT-IMPORT BANK CHINA /CNY/ REGD SER 2402 2.06000000 (EXPORT-IMP 2.06% 03/18/26/CNY/) Long Debt CN $1M 10M 0.01
EXPORT-IMPORT BANK KOREA /EUR/ REGD EMTN 3.62500000 (EXPORT-IM 3.625% 09/18/27/EUR/) Long Debt KR $540K 500K 0.00
EXTRA SPACE STORAGE LP REGD 3.50000000 (EXTRA SPACE STOR 3.5% 07/01/26) Long Debt US $13K 13K 0.00
EXXON MOBIL CORPORATION /EUR/ REGD 0.83500000 (EXXON MOB 0.835% 06/26/32/EUR/) Long Debt US $916K 1M 0.01
EXXON MOBIL CORPORATION /EUR/ REGD 1.40800000 (EXXON MOB 1.408% 06/26/39/EUR/) Long Debt US $924K 1M 0.01
EXXON MOBIL CORPORATION REGD 3.45200000 (EXXON MOBIL CO 3.452% 04/15/51) Long Debt US $39K 54K 0.00
FACTSET RESEARCH SYSTEMS REGD 2.90000000 (FACTSET RESEARCH 2.9% 03/01/27) Long Debt US $893K 955K 0.01
FACTSET RESEARCH SYSTEMS REGD 3.45000000 (FACTSET RESEARC 3.45% 03/01/32) Long Debt US $41K 47K 0.00
FADE /EUR/ REGD REG S 0.01000000 (FADE 0.01% 09/17/25/EUR/) Long Debt ES $103K 100K 0.00
FAIRFAX FINL HLDGS LTD /EUR/ REGD REG S 2.75000000 (FAIRFAX FI 2.75% 03/29/28/EUR/) Long Debt CA $3M 3M 0.02
FAIRFAX FINL HLDGS LTD REGD 144A P/P 6.00000000 (FAIRFAX FINL HLDGS 6% 12/07/33) Long Debt CA $31K 30K 0.00
FAIRFAX FINL HLDGS LTD REGD 144A P/P 6.10000000 (FAIRFAX FINL HLD 6.1% 03/15/55) Long Debt CA $39K 40K 0.00
FAIRFAX FINL HLDGS LTD REGD 144A P/P 6.35000000 (FAIRFAX FINL HL 6.35% 03/22/54) Long Debt CA $60K 60K 0.00
FAIRFAX FINL HLDGS LTD REGD SER WI 3.37500000 (FAIRFAX FINL H 3.375% 03/03/31) Long Debt CA $2M 2M 0.01
FAIRFAX FINL HLDGS LTD REGD SER WI 4.85000000 (FAIRFAX FINL HL 4.85% 04/17/28) Long Debt CA $34K 35K 0.00
FAIRFAX FINL HLDGS LTD REGD SER WI 5.62500000 (FAIRFAX FINL H 5.625% 08/16/32) Long Debt CA $1M 1M 0.01
FANNIE MAE INTEREST STRIP SER 379 CL S56 V/R 2.45017000 (FNS 379 S56 V/R 05/25/37) Long ABS-collateralized bond/debt obligation US $43K 334K 0.00
FANNIE MAE INTEREST STRIP SER 405 CL 1 ZCP 0.00000000 (FNS 405 1 ZCP 10/25/40) Long ABS-collateralized bond/debt obligation US $209K 272K 0.00
FANNIE MAE INTEREST STRIP SER 406 CL 23 V/R 6.00000000 (FNS 406 23 V/R 11/25/40) Long ABS-collateralized bond/debt obligation US $28K 127K 0.00
FANNIE MAE INTEREST STRIP SER 413 CL C32 4.00000000 (FNS 413 C32 4% 01/25/39) Long ABS-collateralized bond/debt obligation US $203K 1M 0.00
FANNIE MAE INTEREST STRIP SER 427 CL C77 2.50000000 (FNS 427 C77 2.5% 09/25/51) Long ABS-collateralized bond/debt obligation US $7M 44M 0.05
FANNIE MAE INTEREST STRIP SER 429 CL 161 2.00000000 (FNS 429 161 2% 03/25/51) Long ABS-collateralized bond/debt obligation US $305K 3M 0.00
FANNIE MAE INTEREST STRIP SER 429 CL 162 2.00000000 (FNS 429 162 2% 03/25/51) Long ABS-collateralized bond/debt obligation US $237K 2M 0.00
FANNIE MAE INTEREST STRIP SER 429 CL 163 2.00000000 (FNS 429 163 2% 02/25/51) Long ABS-collateralized bond/debt obligation US $56K 531K 0.00
FANNIE MAE INTEREST STRIP SER 429 CL 164 2.00000000 (FNS 429 164 2% 03/25/51) Long ABS-collateralized bond/debt obligation US $106K 978K 0.00
FANNIE MAE POOL UMBS P#890272 3.50000000 (UMBS P#890272 3.5% 12/01/25) Long ABS-mortgage backed security US $68K 69K 0.00
FANNIE MAE POOL UMBS P#AB0524 4.00000000 (UMBS P#AB0524 4% 04/01/39) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AB3898 3.00000000 (UMBS P#AB3898 3% 11/01/26) Long ABS-mortgage backed security US $199K 205K 0.00
FANNIE MAE POOL UMBS P#AB3899 3.00000000 (UMBS P#AB3899 3% 11/01/26) Long ABS-mortgage backed security US $256K 263K 0.00
FANNIE MAE POOL UMBS P#AB4275 3.00000000 (UMBS P#AB4275 3% 01/01/27) Long ABS-mortgage backed security US $234K 241K 0.00
FANNIE MAE POOL UMBS P#AB4276 3.00000000 (UMBS P#AB4276 3% 01/01/27) Long ABS-mortgage backed security US $243K 250K 0.00
FANNIE MAE POOL UMBS P#AB4277 3.00000000 (UMBS P#AB4277 3% 01/01/27) Long ABS-mortgage backed security US $126K 129K 0.00
FANNIE MAE POOL UMBS P#AB4280 3.00000000 (UMBS P#AB4280 3% 01/01/27) Long ABS-mortgage backed security US $212K 218K 0.00
FANNIE MAE POOL UMBS P#AB4487 3.00000000 (UMBS P#AB4487 3% 02/01/27) Long ABS-mortgage backed security US $163K 168K 0.00
FANNIE MAE POOL UMBS P#AB4927 3.00000000 (UMBS P#AB4927 3% 04/01/27) Long ABS-mortgage backed security US $304K 313K 0.00
FANNIE MAE POOL UMBS P#AB9465 3.50000000 (UMBS P#AB9465 3.5% 05/01/43) Long ABS-mortgage backed security US $4K 4K 0.00
FANNIE MAE POOL UMBS P#AD0855 4.00000000 (UMBS P#AD0855 4% 03/01/25) Long ABS-mortgage backed security US $11K 12K 0.00
FANNIE MAE POOL UMBS P#AH3431 3.50000000 (UMBS P#AH3431 3.5% 01/01/26) Long ABS-mortgage backed security US $212K 216K 0.00
FANNIE MAE POOL UMBS P#AI4868 4.00000000 (UMBS P#AI4868 4% 06/01/26) Long ABS-mortgage backed security US $10K 10K 0.00
FANNIE MAE POOL UMBS P#AJ4522 3.00000000 (UMBS P#AJ4522 3% 10/01/26) Long ABS-mortgage backed security US $40K 42K 0.00
FANNIE MAE POOL UMBS P#AJ4535 3.00000000 (UMBS P#AJ4535 3% 11/01/26) Long ABS-mortgage backed security US $48K 49K 0.00
FANNIE MAE POOL UMBS P#AJ4574 3.00000000 (UMBS P#AJ4574 3% 11/01/26) Long ABS-mortgage backed security US $87K 89K 0.00
FANNIE MAE POOL UMBS P#AJ6054 3.00000000 (UMBS P#AJ6054 3% 12/01/26) Long ABS-mortgage backed security US $76K 78K 0.00
FANNIE MAE POOL UMBS P#AJ6392 3.00000000 (UMBS P#AJ6392 3% 11/01/26) Long ABS-mortgage backed security US $11K 11K 0.00
FANNIE MAE POOL UMBS P#AK6740 4.00000000 (UMBS P#AK6740 4% 03/01/42) Long ABS-mortgage backed security US $486K 511K 0.00
FANNIE MAE POOL UMBS P#AL0301 4.00000000 (UMBS P#AL0301 4% 06/01/26) Long ABS-mortgage backed security US $25K 26K 0.00
FANNIE MAE POOL UMBS P#AL2527 3.50000000 (UMBS P#AL2527 3.5% 08/01/32) Long ABS-mortgage backed security US $47K 50K 0.00
FANNIE MAE POOL UMBS P#AL2849 4.00000000 (UMBS P#AL2849 4% 08/01/26) Long ABS-mortgage backed security US $20K 20K 0.00
FANNIE MAE POOL UMBS P#AL3083 3.50000000 (UMBS P#AL3083 3.5% 12/01/42) Long ABS-mortgage backed security US $123K 134K 0.00
FANNIE MAE POOL UMBS P#AL3135 4.00000000 (UMBS P#AL3135 4% 08/01/27) Long ABS-mortgage backed security US $9K 10K 0.00
FANNIE MAE POOL UMBS P#AL3450 4.00000000 (UMBS P#AL3450 4% 08/01/27) Long ABS-mortgage backed security US $12K 12K 0.00
FANNIE MAE POOL UMBS P#AL3560 3.00000000 (UMBS P#AL3560 3% 02/01/28) Long ABS-mortgage backed security US $85K 88K 0.00
FANNIE MAE POOL UMBS P#AL3802 3.00000000 (UMBS P#AL3802 3% 02/01/28) Long ABS-mortgage backed security US $56K 57K 0.00
FANNIE MAE POOL UMBS P#AL4010 3.50000000 (UMBS P#AL4010 3.5% 07/01/43) Long ABS-mortgage backed security US $371.13 406.91 0.00
FANNIE MAE POOL UMBS P#AL5439 3.50000000 (UMBS P#AL5439 3.5% 11/01/43) Long ABS-mortgage backed security US $87K 95K 0.00
FANNIE MAE POOL UMBS P#AL6348 3.50000000 (UMBS P#AL6348 3.5% 02/01/45) Long ABS-mortgage backed security US $190K 208K 0.00
FANNIE MAE POOL UMBS P#AL6535 3.50000000 (UMBS P#AL6535 3.5% 02/01/45) Long ABS-mortgage backed security US $25K 27K 0.00
FANNIE MAE POOL UMBS P#AL6838 4.00000000 (UMBS P#AL6838 4% 04/01/43) Long ABS-mortgage backed security US $191K 202K 0.00
FANNIE MAE POOL UMBS P#AL7281 3.00000000 (UMBS P#AL7281 3% 09/01/30) Long ABS-mortgage backed security US $377K 395K 0.00
FANNIE MAE POOL UMBS P#AL7589 3.50000000 (UMBS P#AL7589 3.5% 10/01/45) Long ABS-mortgage backed security US $17K 19K 0.00
FANNIE MAE POOL UMBS P#AL8855 3.50000000 (UMBS P#AL8855 3.5% 07/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#AL9276 4.00000000 (UMBS P#AL9276 4% 09/01/46) Long ABS-mortgage backed security US $116K 123K 0.00
FANNIE MAE POOL UMBS P#AL9419 3.50000000 (UMBS P#AL9419 3.5% 07/01/31) Long ABS-mortgage backed security US $49K 51K 0.00
FANNIE MAE POOL UMBS P#AL9862 3.00000000 (UMBS P#AL9862 3% 05/01/30) Long ABS-mortgage backed security US $13K 14K 0.00
FANNIE MAE POOL UMBS P#AN4130 3.44000000 (UMBS P#AN4130 3.44% 01/01/37) Long ABS-mortgage backed security US $277K 311K 0.00
FANNIE MAE POOL UMBS P#AN5171 3.29000000 (UMBS P#AN5171 3.29% 04/01/27) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#AN8612 3.29000000 (UMBS P#AN8612 3.29% 03/01/28) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#AN8717 3.02000000 (UMBS P#AN8717 3.02% 03/01/28) Long ABS-mortgage backed security US $375K 400K 0.00
FANNIE MAE POOL UMBS P#AN9215 3.43000000 (UMBS P#AN9215 3.43% 05/01/28) Long ABS-mortgage backed security US $475K 500K 0.00
FANNIE MAE POOL UMBS P#AO9700 3.50000000 (UMBS P#AO9700 3.5% 07/01/42) Long ABS-mortgage backed security US $647.38 706.97 0.00
FANNIE MAE POOL UMBS P#AP8727 3.00000000 (UMBS P#AP8727 3% 06/01/43) Long ABS-mortgage backed security US $837K 962K 0.01
FANNIE MAE POOL UMBS P#AQ3360 3.00000000 (UMBS P#AQ3360 3% 11/01/27) Long ABS-mortgage backed security US $21K 21K 0.00
FANNIE MAE POOL UMBS P#AR0025 2.00000000 (UMBS P#AR0025 2% 02/01/28) Long ABS-mortgage backed security US $9K 10K 0.00
FANNIE MAE POOL UMBS P#AS0209 3.50000000 (UMBS P#AS0209 3.5% 08/01/43) Long ABS-mortgage backed security US $392.6 431.04 0.00
FANNIE MAE POOL UMBS P#AS0336 2.00000000 (UMBS P#AS0336 2% 09/01/28) Long ABS-mortgage backed security US $66K 70K 0.00
FANNIE MAE POOL UMBS P#AS1058 2.00000000 (UMBS P#AS1058 2% 11/01/28) Long ABS-mortgage backed security US $75K 79K 0.00
FANNIE MAE POOL UMBS P#AS2923 3.50000000 (UMBS P#AS2923 3.5% 07/01/24) Long ABS-mortgage backed security US $200.24 201.06 0.00
FANNIE MAE POOL UMBS P#AS3464 3.00000000 (UMBS P#AS3464 3% 10/01/29) Long ABS-mortgage backed security US $41K 43K 0.00
FANNIE MAE POOL UMBS P#AS7660 2.50000000 (UMBS P#AS7660 2.5% 08/01/46) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#AS8356 3.00000000 (UMBS P#AS8356 3% 11/01/46) Long ABS-mortgage backed security US $25K 29K 0.00
FANNIE MAE POOL UMBS P#AS8749 3.00000000 (UMBS P#AS8749 3% 01/01/47) Long ABS-mortgage backed security US $675K 757K 0.01
FANNIE MAE POOL UMBS P#AS9615 4.50000000 (UMBS P#AS9615 4.5% 05/01/47) Long ABS-mortgage backed security US $2K 2K 0.00
FANNIE MAE POOL UMBS P#AT7281 2.00000000 (UMBS P#AT7281 2% 09/01/28) Long ABS-mortgage backed security US $16K 17K 0.00
FANNIE MAE POOL UMBS P#AV4456 4.00000000 (UMBS P#AV4456 4% 12/01/28) Long ABS-mortgage backed security US $15K 16K 0.00
FANNIE MAE POOL UMBS P#BC0128 3.00000000 (UMBS P#BC0128 3% 12/01/30) Long ABS-mortgage backed security US $22K 23K 0.00
FANNIE MAE POOL UMBS P#BC5969 3.00000000 (UMBS P#BC5969 3% 04/01/31) Long ABS-mortgage backed security US $77K 81K 0.00
FANNIE MAE POOL UMBS P#BD2402 3.00000000 (UMBS P#BD2402 3% 12/01/31) Long ABS-mortgage backed security US $176K 186K 0.00
FANNIE MAE POOL UMBS P#BF0157 4.00000000 (UMBS P#BF0157 4% 08/01/46) Long ABS-mortgage backed security US $87K 92K 0.00
FANNIE MAE POOL UMBS P#BF0193 4.00000000 (UMBS P#BF0193 4% 04/01/41) Long ABS-mortgage backed security US $102K 107K 0.00
FANNIE MAE POOL UMBS P#BF0463 3.00000000 (UMBS P#BF0463 3% 03/01/60) Long ABS-mortgage backed security US $14M 16M 0.11
FANNIE MAE POOL UMBS P#BH4019 4.00000000 (UMBS P#BH4019 4% 09/01/47) Long ABS-mortgage backed security US $34K 36K 0.00
FANNIE MAE POOL UMBS P#BJ0685 4.00000000 (UMBS P#BJ0685 4% 04/01/48) Long ABS-mortgage backed security US $366K 392K 0.00
FANNIE MAE POOL UMBS P#BK2016 4.50000000 (UMBS P#BK2016 4.5% 04/01/48) Long ABS-mortgage backed security US $20K 21K 0.00
FANNIE MAE POOL UMBS P#BK5282 4.00000000 (UMBS P#BK5282 4% 06/01/48) Long ABS-mortgage backed security US $24K 26K 0.00
FANNIE MAE POOL UMBS P#BK8739 4.50000000 (UMBS P#BK8739 4.5% 02/01/49) Long ABS-mortgage backed security US $4M 5M 0.04
FANNIE MAE POOL UMBS P#BL0449 3.59000000 (UMBS P#BL0449 3.59% 12/01/25) Long ABS-mortgage backed security US $4M 4M 0.03
FANNIE MAE POOL UMBS P#BL1942 3.15000000 (UMBS P#BL1942 3.15% 03/01/26) Long ABS-mortgage backed security US $4M 4M 0.03
FANNIE MAE POOL UMBS P#BL5348 2.32000000 (UMBS P#BL5348 2.32% 01/01/26) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#BM1047 4.00000000 (UMBS P#BM1047 4% 02/01/45) Long ABS-mortgage backed security US $205K 217K 0.00
FANNIE MAE POOL UMBS P#BM1164 3.50000000 (UMBS P#BM1164 3.5% 12/01/45) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BM1258 3.50000000 (UMBS P#BM1258 3.5% 03/01/37) Long ABS-mortgage backed security US $396K 420K 0.00
FANNIE MAE POOL UMBS P#BM2007 4.00000000 (UMBS P#BM2007 4% 09/01/48) Long ABS-mortgage backed security US $249K 267K 0.00
FANNIE MAE POOL UMBS P#BM3579 3.00000000 (UMBS P#BM3579 3% 09/01/30) Long ABS-mortgage backed security US $85K 88K 0.00
FANNIE MAE POOL UMBS P#BM3947 3.00000000 (UMBS P#BM3947 3% 01/01/33) Long ABS-mortgage backed security US $52K 55K 0.00
FANNIE MAE POOL UMBS P#BM4123 3.00000000 (UMBS P#BM4123 3% 03/01/30) Long ABS-mortgage backed security US $29K 30K 0.00
FANNIE MAE POOL UMBS P#BM4583 3.50000000 (UMBS P#BM4583 3.5% 09/01/42) Long ABS-mortgage backed security US $134K 147K 0.00
FANNIE MAE POOL UMBS P#BM4742 2.00000000 (UMBS P#BM4742 2% 11/01/27) Long ABS-mortgage backed security US $234K 245K 0.00
FANNIE MAE POOL UMBS P#BM4774 4.00000000 (UMBS P#BM4774 4% 07/01/48) Long ABS-mortgage backed security US $4M 4M 0.03
FANNIE MAE POOL UMBS P#BM5279 4.00000000 (UMBS P#BM5279 4% 12/01/33) Long ABS-mortgage backed security US $15K 16K 0.00
FANNIE MAE POOL UMBS P#BM5400 4.00000000 (UMBS P#BM5400 4% 04/01/44) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#BM6602 3.50000000 (UMBS P#BM6602 3.5% 02/01/48) Long ABS-mortgage backed security US $627K 710K 0.01
FANNIE MAE POOL UMBS P#BM7189 V/R 2.91500000 (UMBS P#BM7189 V/R 10/01/25) Long ABS-mortgage backed security US $7M 7M 0.05
FANNIE MAE POOL UMBS P#BN0638 4.50000000 (UMBS P#BN0638 4.5% 09/01/48) Long ABS-mortgage backed security US $391K 407K 0.00
FANNIE MAE POOL UMBS P#BN6942 4.50000000 (UMBS P#BN6942 4.5% 08/01/49) Long ABS-mortgage backed security US $7K 7K 0.00
FANNIE MAE POOL UMBS P#BO8942 3.00000000 (UMBS P#BO8942 3% 01/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BO8946 3.00000000 (UMBS P#BO8946 3% 01/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BP0350 4.50000000 (UMBS P#BP0350 4.5% 01/01/50) Long ABS-mortgage backed security US $145K 150K 0.00
FANNIE MAE POOL UMBS P#BP6466 3.00000000 (UMBS P#BP6466 3% 07/01/50) Long ABS-mortgage backed security US $427K 495K 0.00
FANNIE MAE POOL UMBS P#BP8751 3.50000000 (UMBS P#BP8751 3.5% 07/01/50) Long ABS-mortgage backed security US $615K 685K 0.00
FANNIE MAE POOL UMBS P#BP9421 3.00000000 (UMBS P#BP9421 3% 07/01/50) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BQ1402 3.00000000 (UMBS P#BQ1402 3% 08/01/50) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BQ4909 2.00000000 (UMBS P#BQ4909 2% 09/01/50) Long ABS-mortgage backed security US $686K 864K 0.01
FANNIE MAE POOL UMBS P#BQ7649 2.50000000 (UMBS P#BQ7649 2.5% 12/01/50) Long ABS-mortgage backed security US $5M 6M 0.04
FANNIE MAE POOL UMBS P#BQ8430 2.50000000 (UMBS P#BQ8430 2.5% 12/01/50) Long ABS-mortgage backed security US $5M 6M 0.04
FANNIE MAE POOL UMBS P#BQ9747 2.00000000 (UMBS P#BQ9747 2% 02/01/51) Long ABS-mortgage backed security US $785K 993K 0.01
FANNIE MAE POOL UMBS P#BR1120 2.00000000 (UMBS P#BR1120 2% 12/01/35) Long ABS-mortgage backed security US $224K 252K 0.00
FANNIE MAE POOL UMBS P#BR3228 2.00000000 (UMBS P#BR3228 2% 02/01/36) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BR4096 2.00000000 (UMBS P#BR4096 2% 01/01/51) Long ABS-mortgage backed security US $3M 4M 0.02
FANNIE MAE POOL UMBS P#BR4769 2.00000000 (UMBS P#BR4769 2% 03/01/36) Long ABS-mortgage backed security US $112K 126K 0.00
FANNIE MAE POOL UMBS P#BR7647 2.00000000 (UMBS P#BR7647 2% 04/01/51) Long ABS-mortgage backed security US $147K 185K 0.00
FANNIE MAE POOL UMBS P#BS5300 3.01000000 (UMBS P#BS5300 3.01% 04/01/32) Long ABS-mortgage backed security US $4M 4M 0.03
FANNIE MAE POOL UMBS P#BS6707 4.12500000 (UMBS P#BS6707 4.125% 08/01/31) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#BS7435 4.83000000 (UMBS P#BS7435 4.83% 12/01/32) Long ABS-mortgage backed security US $3M 3M 0.03
FANNIE MAE POOL UMBS P#BS7567 4.25000000 (UMBS P#BS7567 4.25% 01/01/33) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#BS7568 4.25000000 (UMBS P#BS7568 4.25% 01/01/33) Long ABS-mortgage backed security US $786K 814K 0.01
FANNIE MAE POOL UMBS P#BS7608 5.09000000 (UMBS P#BS7608 5.09% 02/01/31) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BS7614 5.17000000 (UMBS P#BS7614 5.17% 08/01/34) Long ABS-mortgage backed security US $758K 744K 0.01
FANNIE MAE POOL UMBS P#BS8176 4.38500000 (UMBS P#BS8176 4.385% 04/01/33) Long ABS-mortgage backed security US $537K 552K 0.00
FANNIE MAE POOL UMBS P#BS8202 4.14000000 (UMBS P#BS8202 4.14% 04/01/28) Long ABS-mortgage backed security US $508K 521K 0.00
FANNIE MAE POOL UMBS P#BS8211 4.55000000 (UMBS P#BS8211 4.55% 05/01/28) Long ABS-mortgage backed security US $99K 100K 0.00
FANNIE MAE POOL UMBS P#BS8227 4.59000000 (UMBS P#BS8227 4.59% 06/01/33) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BS8229 4.50000000 (UMBS P#BS8229 4.5% 06/01/30) Long ABS-mortgage backed security US $99K 100K 0.00
FANNIE MAE POOL UMBS P#BS8478 4.79000000 (UMBS P#BS8478 4.79% 06/01/33) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BS8910 4.99000000 (UMBS P#BS8910 4.99% 03/01/31) Long ABS-mortgage backed security US $501K 497K 0.00
FANNIE MAE POOL UMBS P#BS9377 4.64000000 (UMBS P#BS9377 4.64% 09/01/28) Long ABS-mortgage backed security US $228K 229K 0.00
FANNIE MAE POOL UMBS P#BS9403 4.88000000 (UMBS P#BS9403 4.88% 09/01/28) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BS9584 4.81500000 (UMBS P#BS9584 4.815% 09/01/28) Long ABS-mortgage backed security US $702K 700K 0.01
FANNIE MAE POOL UMBS P#BS9683 5.57000000 (UMBS P#BS9683 5.57% 10/01/28) Long ABS-mortgage backed security US $442K 435K 0.00
FANNIE MAE POOL UMBS P#BS9690 4.90000000 (UMBS P#BS9690 4.9% 10/01/28) Long ABS-mortgage backed security US $355K 355K 0.00
FANNIE MAE POOL UMBS P#BS9777 5.24000000 (UMBS P#BS9777 5.24% 11/01/31) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BT6838 3.00000000 (UMBS P#BT6838 3% 10/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#BT7818 2.50000000 (UMBS P#BT7818 2.5% 04/01/52) Long ABS-mortgage backed security US $40K 48K 0.00
FANNIE MAE POOL UMBS P#BT7847 4.00000000 (UMBS P#BT7847 4% 07/01/52) Long ABS-mortgage backed security US $318K 346K 0.00
FANNIE MAE POOL UMBS P#BT8290 4.50000000 (UMBS P#BT8290 4.5% 08/01/52) Long ABS-mortgage backed security US $77K 81K 0.00
FANNIE MAE POOL UMBS P#BT8384 4.00000000 (UMBS P#BT8384 4% 09/01/52) Long ABS-mortgage backed security US $273K 297K 0.00
FANNIE MAE POOL UMBS P#BT9390 3.00000000 (UMBS P#BT9390 3% 11/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#BU1381 2.00000000 (UMBS P#BU1381 2% 12/01/36) Long ABS-mortgage backed security US $220K 249K 0.00
FANNIE MAE POOL UMBS P#BU8663 4.50000000 (UMBS P#BU8663 4.5% 05/01/52) Long ABS-mortgage backed security US $19K 21K 0.00
FANNIE MAE POOL UMBS P#BU8941 4.00000000 (UMBS P#BU8941 4% 04/01/52) Long ABS-mortgage backed security US $50K 55K 0.00
FANNIE MAE POOL UMBS P#BV4133 2.50000000 (UMBS P#BV4133 2.5% 03/01/52) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#BV4170 2.50000000 (UMBS P#BV4170 2.5% 03/01/52) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#BW1051 4.00000000 (UMBS P#BW1051 4% 06/01/52) Long ABS-mortgage backed security US $352K 383K 0.00
FANNIE MAE POOL UMBS P#BW1461 4.00000000 (UMBS P#BW1461 4% 06/01/52) Long ABS-mortgage backed security US $207K 225K 0.00
FANNIE MAE POOL UMBS P#BW1516 4.00000000 (UMBS P#BW1516 4% 07/01/52) Long ABS-mortgage backed security US $92K 100K 0.00
FANNIE MAE POOL UMBS P#BW3079 3.00000000 (UMBS P#BW3079 3% 06/01/42) Long ABS-mortgage backed security US $27K 31K 0.00
FANNIE MAE POOL UMBS P#BW5089 5.00000000 (UMBS P#BW5089 5% 01/01/53) Long ABS-mortgage backed security US $348K 358K 0.00
FANNIE MAE POOL UMBS P#BY0125 5.50000000 (UMBS P#BY0125 5.5% 05/01/53) Long ABS-mortgage backed security US $299K 298K 0.00
FANNIE MAE POOL UMBS P#BY0131 5.50000000 (UMBS P#BY0131 5.5% 05/01/53) Long ABS-mortgage backed security US $456K 459K 0.00
FANNIE MAE POOL UMBS P#BY1512 5.00000000 (UMBS P#BY1512 5% 06/01/53) Long ABS-mortgage backed security US $62K 63K 0.00
FANNIE MAE POOL UMBS P#BY1513 5.00000000 (UMBS P#BY1513 5% 06/01/53) Long ABS-mortgage backed security US $114K 117K 0.00
FANNIE MAE POOL UMBS P#BY2537 5.00000000 (UMBS P#BY2537 5% 06/01/53) Long ABS-mortgage backed security US $33K 33K 0.00
FANNIE MAE POOL UMBS P#BY4015 5.00000000 (UMBS P#BY4015 5% 06/01/53) Long ABS-mortgage backed security US $43K 44K 0.00
FANNIE MAE POOL UMBS P#BZ0150 5.73000000 (UMBS P#BZ0150 5.73% 12/01/33) Long ABS-mortgage backed security US $746K 700K 0.01
FANNIE MAE POOL UMBS P#BZ0178 4.83000000 (UMBS P#BZ0178 4.83% 12/01/31) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#BZ0179 4.83000000 (UMBS P#BZ0179 4.83% 12/01/31) Long ABS-mortgage backed security US $679K 677K 0.01
FANNIE MAE POOL UMBS P#BZ0683 5.42000000 (UMBS P#BZ0683 5.42% 08/01/30) Long ABS-mortgage backed security US $4M 4M 0.03
FANNIE MAE POOL UMBS P#BZ0685 5.27000000 (UMBS P#BZ0685 5.27% 03/01/31) Long ABS-mortgage backed security US $745K 727K 0.01
FANNIE MAE POOL UMBS P#BZ0922 5.80000000 (UMBS P#BZ0922 5.8% 05/01/33) Long ABS-mortgage backed security US $1M 995K 0.01
FANNIE MAE POOL UMBS P#BZ1049 5.75000000 (UMBS P#BZ1049 5.75% 06/01/34) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CA0052 2.00000000 (UMBS P#CA0052 2% 07/01/32) Long ABS-mortgage backed security US $8K 8K 0.00
FANNIE MAE POOL UMBS P#CA0624 3.50000000 (UMBS P#CA0624 3.5% 10/01/47) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CA1025 4.50000000 (UMBS P#CA1025 4.5% 01/01/48) Long ABS-mortgage backed security US $485K 504K 0.00
FANNIE MAE POOL UMBS P#CA1535 3.50000000 (UMBS P#CA1535 3.5% 02/01/48) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CA1563 4.50000000 (UMBS P#CA1563 4.5% 04/01/48) Long ABS-mortgage backed security US $5K 5K 0.00
FANNIE MAE POOL UMBS P#CA2169 4.50000000 (UMBS P#CA2169 4.5% 08/01/48) Long ABS-mortgage backed security US $14K 14K 0.00
FANNIE MAE POOL UMBS P#CA2408 4.00000000 (UMBS P#CA2408 4% 10/01/33) Long ABS-mortgage backed security US $66K 67K 0.00
FANNIE MAE POOL UMBS P#CA3517 4.50000000 (UMBS P#CA3517 4.5% 05/01/49) Long ABS-mortgage backed security US $403K 421K 0.00
FANNIE MAE POOL UMBS P#CA3666 4.00000000 (UMBS P#CA3666 4% 06/01/49) Long ABS-mortgage backed security US $992K 1M 0.01
FANNIE MAE POOL UMBS P#CA4239 3.50000000 (UMBS P#CA4239 3.5% 09/01/48) Long ABS-mortgage backed security US $63K 71K 0.00
FANNIE MAE POOL UMBS P#CA4264 3.00000000 (UMBS P#CA4264 3% 09/01/34) Long ABS-mortgage backed security US $390K 418K 0.00
FANNIE MAE POOL UMBS P#CA4626 4.00000000 (UMBS P#CA4626 4% 11/01/49) Long ABS-mortgage backed security US $190K 202K 0.00
FANNIE MAE POOL UMBS P#CA5444 3.50000000 (UMBS P#CA5444 3.5% 07/01/49) Long ABS-mortgage backed security US $248K 281K 0.00
FANNIE MAE POOL UMBS P#CA6293 3.00000000 (UMBS P#CA6293 3% 07/01/50) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#CA6350 3.00000000 (UMBS P#CA6350 3% 07/01/50) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#CA6598 2.50000000 (UMBS P#CA6598 2.5% 08/01/50) Long ABS-mortgage backed security US $13K 16K 0.00
FANNIE MAE POOL UMBS P#CA6985 2.00000000 (UMBS P#CA6985 2% 09/01/50) Long ABS-mortgage backed security US $255K 321K 0.00
FANNIE MAE POOL UMBS P#CA7227 2.50000000 (UMBS P#CA7227 2.5% 10/01/50) Long ABS-mortgage backed security US $297K 353K 0.00
FANNIE MAE POOL UMBS P#CA7528 2.50000000 (UMBS P#CA7528 2.5% 10/01/50) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#CA7529 2.50000000 (UMBS P#CA7529 2.5% 10/01/50) Long ABS-mortgage backed security US $5M 6M 0.04
FANNIE MAE POOL UMBS P#CA7972 3.00000000 (UMBS P#CA7972 3% 09/01/50) Long ABS-mortgage backed security US $249K 289K 0.00
FANNIE MAE POOL UMBS P#CA8234 3.00000000 (UMBS P#CA8234 3% 12/01/50) Long ABS-mortgage backed security US $3M 4M 0.03
FANNIE MAE POOL UMBS P#CA8382 2.00000000 (UMBS P#CA8382 2% 12/01/35) Long ABS-mortgage backed security US $288K 325K 0.00
FANNIE MAE POOL UMBS P#CA8632 3.50000000 (UMBS P#CA8632 3.5% 01/01/51) Long ABS-mortgage backed security US $583K 650K 0.00
FANNIE MAE POOL UMBS P#CA8789 2.00000000 (UMBS P#CA8789 2% 02/01/36) Long ABS-mortgage backed security US $342K 387K 0.00
FANNIE MAE POOL UMBS P#CA8893 2.00000000 (UMBS P#CA8893 2% 02/01/51) Long ABS-mortgage backed security US $225K 285K 0.00
FANNIE MAE POOL UMBS P#CA9141 2.00000000 (UMBS P#CA9141 2% 02/01/36) Long ABS-mortgage backed security US $894K 1M 0.01
FANNIE MAE POOL UMBS P#CA9145 2.00000000 (UMBS P#CA9145 2% 02/01/36) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#CA9290 2.50000000 (UMBS P#CA9290 2.5% 02/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CA9435 2.00000000 (UMBS P#CA9435 2% 03/01/36) Long ABS-mortgage backed security US $206K 233K 0.00
FANNIE MAE POOL UMBS P#CA9441 2.50000000 (UMBS P#CA9441 2.5% 03/01/36) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CA9475 2.00000000 (UMBS P#CA9475 2% 03/01/36) Long ABS-mortgage backed security US $49K 55K 0.00
FANNIE MAE POOL UMBS P#CB0176 2.50000000 (UMBS P#CB0176 2.5% 04/01/51) Long ABS-mortgage backed security US $5M 6M 0.04
FANNIE MAE POOL UMBS P#CB0235 2.00000000 (UMBS P#CB0235 2% 04/01/51) Long ABS-mortgage backed security US $851K 1M 0.01
FANNIE MAE POOL UMBS P#CB0534 3.00000000 (UMBS P#CB0534 3% 05/01/51) Long ABS-mortgage backed security US $9M 10M 0.07
FANNIE MAE POOL UMBS P#CB0684 2.00000000 (UMBS P#CB0684 2% 06/01/51) Long ABS-mortgage backed security US $698K 880K 0.01
FANNIE MAE POOL UMBS P#CB0805 1.50000000 (UMBS P#CB0805 1.5% 06/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#CB0819 2.00000000 (UMBS P#CB0819 2% 06/01/51) Long ABS-mortgage backed security US $3M 4M 0.03
FANNIE MAE POOL UMBS P#CB1065 2.50000000 (UMBS P#CB1065 2.5% 07/01/51) Long ABS-mortgage backed security US $275K 334K 0.00
FANNIE MAE POOL UMBS P#CB1090 2.50000000 (UMBS P#CB1090 2.5% 07/01/36) Long ABS-mortgage backed security US $699K 772K 0.01
FANNIE MAE POOL UMBS P#CB1110 2.00000000 (UMBS P#CB1110 2% 07/01/51) Long ABS-mortgage backed security US $411K 517K 0.00
FANNIE MAE POOL UMBS P#CB1133 2.50000000 (UMBS P#CB1133 2.5% 07/01/51) Long ABS-mortgage backed security US $283K 344K 0.00
FANNIE MAE POOL UMBS P#CB1400 3.00000000 (UMBS P#CB1400 3% 08/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB1476 2.50000000 (UMBS P#CB1476 2.5% 08/01/36) Long ABS-mortgage backed security US $107K 119K 0.00
FANNIE MAE POOL UMBS P#CB1804 2.00000000 (UMBS P#CB1804 2% 10/01/51) Long ABS-mortgage backed security US $5M 7M 0.04
FANNIE MAE POOL UMBS P#CB2222 1.50000000 (UMBS P#CB2222 1.5% 11/01/36) Long ABS-mortgage backed security US $227K 263K 0.00
FANNIE MAE POOL UMBS P#CB2301 3.00000000 (UMBS P#CB2301 3% 12/01/51) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#CB2410 2.50000000 (UMBS P#CB2410 2.5% 12/01/51) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#CB2469 2.50000000 (UMBS P#CB2469 2.5% 12/01/51) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#CB2640 2.50000000 (UMBS P#CB2640 2.5% 01/01/52) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#CB2709 2.00000000 (UMBS P#CB2709 2% 01/01/37) Long ABS-mortgage backed security US $458K 517K 0.00
FANNIE MAE POOL UMBS P#CB2868 2.50000000 (UMBS P#CB2868 2.5% 02/01/52) Long ABS-mortgage backed security US $828K 1M 0.01
FANNIE MAE POOL UMBS P#CB3046 2.50000000 (UMBS P#CB3046 2.5% 03/01/52) Long ABS-mortgage backed security US $520K 628K 0.00
FANNIE MAE POOL UMBS P#CB3096 2.50000000 (UMBS P#CB3096 2.5% 03/01/52) Long ABS-mortgage backed security US $553K 671K 0.00
FANNIE MAE POOL UMBS P#CB3208 2.50000000 (UMBS P#CB3208 2.5% 03/01/37) Long ABS-mortgage backed security US $203K 225K 0.00
FANNIE MAE POOL UMBS P#CB3277 3.00000000 (UMBS P#CB3277 3% 04/01/52) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#CB3278 3.00000000 (UMBS P#CB3278 3% 04/01/52) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#CB3350 2.50000000 (UMBS P#CB3350 2.5% 04/01/52) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#CB3351 2.50000000 (UMBS P#CB3351 2.5% 04/01/52) Long ABS-mortgage backed security US $536K 653K 0.00
FANNIE MAE POOL UMBS P#CB3362 3.00000000 (UMBS P#CB3362 3% 04/01/52) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#CB3516 3.00000000 (UMBS P#CB3516 3% 05/01/52) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB3769 3.50000000 (UMBS P#CB3769 3.5% 06/01/52) Long ABS-mortgage backed security US $517K 580K 0.00
FANNIE MAE POOL UMBS P#CB3849 3.50000000 (UMBS P#CB3849 3.5% 06/01/52) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CB3915 4.50000000 (UMBS P#CB3915 4.5% 06/01/52) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB4117 3.50000000 (UMBS P#CB4117 3.5% 07/01/52) Long ABS-mortgage backed security US $831K 937K 0.01
FANNIE MAE POOL UMBS P#CB4130 4.50000000 (UMBS P#CB4130 4.5% 07/01/52) Long ABS-mortgage backed security US $8M 9M 0.07
FANNIE MAE POOL UMBS P#CB4303 4.00000000 (UMBS P#CB4303 4% 08/01/52) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB4691 5.50000000 (UMBS P#CB4691 5.5% 09/01/52) Long ABS-mortgage backed security US $309K 308K 0.00
FANNIE MAE POOL UMBS P#CB4831 4.50000000 (UMBS P#CB4831 4.5% 10/01/52) Long ABS-mortgage backed security US $854K 903K 0.01
FANNIE MAE POOL UMBS P#CB4835 5.00000000 (UMBS P#CB4835 5% 10/01/52) Long ABS-mortgage backed security US $274K 281K 0.00
FANNIE MAE POOL UMBS P#CB5013 2.50000000 (UMBS P#CB5013 2.5% 03/01/52) Long ABS-mortgage backed security US $5M 6M 0.04
FANNIE MAE POOL UMBS P#CB5084 5.00000000 (UMBS P#CB5084 5% 11/01/52) Long ABS-mortgage backed security US $490K 501K 0.00
FANNIE MAE POOL UMBS P#CB5102 4.50000000 (UMBS P#CB5102 4.5% 11/01/52) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#CB5268 4.50000000 (UMBS P#CB5268 4.5% 12/01/52) Long ABS-mortgage backed security US $440K 465K 0.00
FANNIE MAE POOL UMBS P#CB5453 5.50000000 (UMBS P#CB5453 5.5% 01/01/53) Long ABS-mortgage backed security US $440K 439K 0.00
FANNIE MAE POOL UMBS P#CB5535 5.00000000 (UMBS P#CB5535 5% 01/01/53) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CB5642 5.50000000 (UMBS P#CB5642 5.5% 02/01/53) Long ABS-mortgage backed security US $463K 468K 0.00
FANNIE MAE POOL UMBS P#CB5836 5.00000000 (UMBS P#CB5836 5% 03/01/53) Long ABS-mortgage backed security US $330K 337K 0.00
FANNIE MAE POOL UMBS P#CB5908 5.50000000 (UMBS P#CB5908 5.5% 03/01/53) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB6004 5.50000000 (UMBS P#CB6004 5.5% 04/01/53) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#CB6065 5.00000000 (UMBS P#CB6065 5% 04/01/53) Long ABS-mortgage backed security US $897K 925K 0.01
FANNIE MAE POOL UMBS P#CB6430 5.50000000 (UMBS P#CB6430 5.5% 05/01/53) Long ABS-mortgage backed security US $955K 964K 0.01
FANNIE MAE POOL UMBS P#CB6650 5.50000000 (UMBS P#CB6650 5.5% 06/01/53) Long ABS-mortgage backed security US $4M 4M 0.03
FANNIE MAE POOL UMBS P#CB6682 4.00000000 (UMBS P#CB6682 4% 07/01/53) Long ABS-mortgage backed security US $147K 159K 0.00
FANNIE MAE POOL UMBS P#CB6685 4.00000000 (UMBS P#CB6685 4% 07/01/53) Long ABS-mortgage backed security US $262K 282K 0.00
FANNIE MAE POOL UMBS P#CB6921 6.00000000 (UMBS P#CB6921 6% 08/01/53) Long ABS-mortgage backed security US $494K 484K 0.00
FANNIE MAE POOL UMBS P#CB7107 5.50000000 (UMBS P#CB7107 5.5% 09/01/53) Long ABS-mortgage backed security US $368K 364K 0.00
FANNIE MAE POOL UMBS P#CB7115 6.00000000 (UMBS P#CB7115 6% 09/01/53) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#CB7276 6.50000000 (UMBS P#CB7276 6.5% 10/01/53) Long ABS-mortgage backed security US $362K 351K 0.00
FANNIE MAE POOL UMBS P#CB7277 6.50000000 (UMBS P#CB7277 6.5% 10/01/53) Long ABS-mortgage backed security US $443K 431K 0.00
FANNIE MAE POOL UMBS P#CB7449 6.50000000 (UMBS P#CB7449 6.5% 11/01/53) Long ABS-mortgage backed security US $368K 360K 0.00
FANNIE MAE POOL UMBS P#CB7484 6.50000000 (UMBS P#CB7484 6.5% 11/01/53) Long ABS-mortgage backed security US $2M 1M 0.01
FANNIE MAE POOL UMBS P#CB7649 6.50000000 (UMBS P#CB7649 6.5% 12/01/53) Long ABS-mortgage backed security US $482K 463K 0.00
FANNIE MAE POOL UMBS P#CB7652 6.50000000 (UMBS P#CB7652 6.5% 12/01/53) Long ABS-mortgage backed security US $347K 337K 0.00
FANNIE MAE POOL UMBS P#CB7653 6.50000000 (UMBS P#CB7653 6.5% 12/01/53) Long ABS-mortgage backed security US $600K 584K 0.00
FANNIE MAE POOL UMBS P#CB7803 6.50000000 (UMBS P#CB7803 6.5% 01/01/54) Long ABS-mortgage backed security US $546K 532K 0.00
FANNIE MAE POOL UMBS P#CB7865 6.50000000 (UMBS P#CB7865 6.5% 01/01/54) Long ABS-mortgage backed security US $234K 229K 0.00
FANNIE MAE POOL UMBS P#CB8024 6.50000000 (UMBS P#CB8024 6.5% 02/01/54) Long ABS-mortgage backed security US $826K 799K 0.01
FANNIE MAE POOL UMBS P#CB8342 6.00000000 (UMBS P#CB8342 6% 04/01/54) Long ABS-mortgage backed security US $957K 952K 0.01
FANNIE MAE POOL UMBS P#FM1649 3.00000000 (UMBS P#FM1649 3% 07/01/30) Long ABS-mortgage backed security US $14K 15K 0.00
FANNIE MAE POOL UMBS P#FM1727 5.00000000 (UMBS P#FM1727 5% 09/01/49) Long ABS-mortgage backed security US $898K 910K 0.01
FANNIE MAE POOL UMBS P#FM2153 4.00000000 (UMBS P#FM2153 4% 11/01/33) Long ABS-mortgage backed security US $63K 63K 0.00
FANNIE MAE POOL UMBS P#FM2170 4.00000000 (UMBS P#FM2170 4% 11/01/49) Long ABS-mortgage backed security US $228K 244K 0.00
FANNIE MAE POOL UMBS P#FM2309 3.50000000 (UMBS P#FM2309 3.5% 03/01/49) Long ABS-mortgage backed security US $283K 314K 0.00
FANNIE MAE POOL UMBS P#FM2743 3.00000000 (UMBS P#FM2743 3% 02/01/34) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM2870 3.00000000 (UMBS P#FM2870 3% 03/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM2984 4.00000000 (UMBS P#FM2984 4% 08/01/45) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#FM3229 3.50000000 (UMBS P#FM3229 3.5% 02/01/47) Long ABS-mortgage backed security US $3M 4M 0.03
FANNIE MAE POOL UMBS P#FM3251 3.50000000 (UMBS P#FM3251 3.5% 03/01/48) Long ABS-mortgage backed security US $154K 170K 0.00
FANNIE MAE POOL UMBS P#FM3266 3.00000000 (UMBS P#FM3266 3% 04/01/48) Long ABS-mortgage backed security US $5M 6M 0.04
FANNIE MAE POOL UMBS P#FM3300 3.50000000 (UMBS P#FM3300 3.5% 03/01/35) Long ABS-mortgage backed security US $952K 996K 0.01
FANNIE MAE POOL UMBS P#FM3340 3.50000000 (UMBS P#FM3340 3.5% 05/01/35) Long ABS-mortgage backed security US $19K 20K 0.00
FANNIE MAE POOL UMBS P#FM3387 3.50000000 (UMBS P#FM3387 3.5% 03/01/35) Long ABS-mortgage backed security US $167K 175K 0.00
FANNIE MAE POOL UMBS P#FM3410 3.50000000 (UMBS P#FM3410 3.5% 05/01/50) Long ABS-mortgage backed security US $3M 4M 0.03
FANNIE MAE POOL UMBS P#FM3664 4.00000000 (UMBS P#FM3664 4% 03/01/49) Long ABS-mortgage backed security US $997K 1M 0.01
FANNIE MAE POOL UMBS P#FM3703 3.50000000 (UMBS P#FM3703 3.5% 06/01/35) Long ABS-mortgage backed security US $194K 204K 0.00
FANNIE MAE POOL UMBS P#FM3703 3.50000000 (UMBS P#FM3703 3.5% 06/01/35) Short ABS-mortgage backed security US $-194K -204K -0.00
FANNIE MAE POOL UMBS P#FM3746 3.50000000 (UMBS P#FM3746 3.5% 07/01/50) Long ABS-mortgage backed security US $8M 9M 0.06
FANNIE MAE POOL UMBS P#FM4422 2.50000000 (UMBS P#FM4422 2.5% 10/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM4724 3.50000000 (UMBS P#FM4724 3.5% 06/01/49) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM4900 2.00000000 (UMBS P#FM4900 2% 12/01/35) Long ABS-mortgage backed security US $136K 154K 0.00
FANNIE MAE POOL UMBS P#FM5169 3.00000000 (UMBS P#FM5169 3% 11/01/50) Long ABS-mortgage backed security US $222K 258K 0.00
FANNIE MAE POOL UMBS P#FM5480 3.00000000 (UMBS P#FM5480 3% 11/01/50) Long ABS-mortgage backed security US $222K 258K 0.00
FANNIE MAE POOL UMBS P#FM5531 3.00000000 (UMBS P#FM5531 3% 01/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM6159 3.00000000 (UMBS P#FM6159 3% 07/01/50) Long ABS-mortgage backed security US $291K 337K 0.00
FANNIE MAE POOL UMBS P#FM6360 3.00000000 (UMBS P#FM6360 3% 01/01/51) Long ABS-mortgage backed security US $236K 274K 0.00
FANNIE MAE POOL UMBS P#FM6364 4.00000000 (UMBS P#FM6364 4% 04/01/33) Long ABS-mortgage backed security US $5K 5K 0.00
FANNIE MAE POOL UMBS P#FM6554 2.00000000 (UMBS P#FM6554 2% 03/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM6569 2.50000000 (UMBS P#FM6569 2.5% 03/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM6834 2.00000000 (UMBS P#FM6834 2% 04/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FM7105 3.50000000 (UMBS P#FM7105 3.5% 08/01/49) Long ABS-mortgage backed security US $487K 537K 0.00
FANNIE MAE POOL UMBS P#FM7203 2.00000000 (UMBS P#FM7203 2% 05/01/51) Long ABS-mortgage backed security US $656K 826K 0.01
FANNIE MAE POOL UMBS P#FM7248 4.00000000 (UMBS P#FM7248 4% 03/01/35) Long ABS-mortgage backed security US $488K 497K 0.00
FANNIE MAE POOL UMBS P#FM7460 4.00000000 (UMBS P#FM7460 4% 03/01/51) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#FM7504 3.50000000 (UMBS P#FM7504 3.5% 06/01/49) Long ABS-mortgage backed security US $752K 830K 0.01
FANNIE MAE POOL UMBS P#FM7534 3.50000000 (UMBS P#FM7534 3.5% 04/01/50) Long ABS-mortgage backed security US $142K 158K 0.00
FANNIE MAE POOL UMBS P#FM7677 2.50000000 (UMBS P#FM7677 2.5% 03/01/51) Long ABS-mortgage backed security US $2M 3M 0.02
FANNIE MAE POOL UMBS P#FM7719 2.00000000 (UMBS P#FM7719 2% 06/01/51) Long ABS-mortgage backed security US $449K 565K 0.00
FANNIE MAE POOL UMBS P#FM7879 3.50000000 (UMBS P#FM7879 3.5% 05/01/35) Long ABS-mortgage backed security US $45K 47K 0.00
FANNIE MAE POOL UMBS P#FM7970 4.50000000 (UMBS P#FM7970 4.5% 04/01/50) Long ABS-mortgage backed security US $6M 7M 0.05
FANNIE MAE POOL UMBS P#FM7990 3.50000000 (UMBS P#FM7990 3.5% 06/01/49) Long ABS-mortgage backed security US $826K 911K 0.01
FANNIE MAE POOL UMBS P#FM8007 2.50000000 (UMBS P#FM8007 2.5% 07/01/51) Long ABS-mortgage backed security US $596K 720K 0.00
FANNIE MAE POOL UMBS P#FM8011 2.50000000 (UMBS P#FM8011 2.5% 08/01/51) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#FM8038 3.00000000 (UMBS P#FM8038 3% 07/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM8160 2.50000000 (UMBS P#FM8160 2.5% 07/01/51) Long ABS-mortgage backed security US $189K 226K 0.00
FANNIE MAE POOL UMBS P#FM8441 2.50000000 (UMBS P#FM8441 2.5% 08/01/51) Long ABS-mortgage backed security US $583K 702K 0.00
FANNIE MAE POOL UMBS P#FM8538 2.00000000 (UMBS P#FM8538 2% 08/01/36) Long ABS-mortgage backed security US $913K 1M 0.01
FANNIE MAE POOL UMBS P#FM8630 1.50000000 (UMBS P#FM8630 1.5% 07/01/51) Long ABS-mortgage backed security US $888K 1M 0.01
FANNIE MAE POOL UMBS P#FM8873 3.50000000 (UMBS P#FM8873 3.5% 07/01/34) Long ABS-mortgage backed security US $293K 304K 0.00
FANNIE MAE POOL UMBS P#FM8901 3.00000000 (UMBS P#FM8901 3% 07/01/51) Long ABS-mortgage backed security US $327K 380K 0.00
FANNIE MAE POOL UMBS P#FM9082 2.00000000 (UMBS P#FM9082 2% 10/01/51) Long ABS-mortgage backed security US $615K 773K 0.00
FANNIE MAE POOL UMBS P#FM9097 2.00000000 (UMBS P#FM9097 2% 11/01/51) Long ABS-mortgage backed security US $650K 821K 0.01
FANNIE MAE POOL UMBS P#FM9166 3.00000000 (UMBS P#FM9166 3% 10/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM9246 3.00000000 (UMBS P#FM9246 3% 12/01/35) Long ABS-mortgage backed security US $399K 422K 0.00
FANNIE MAE POOL UMBS P#FM9311 1.50000000 (UMBS P#FM9311 1.5% 10/01/36) Long ABS-mortgage backed security US $126K 146K 0.00
FANNIE MAE POOL UMBS P#FM9321 2.00000000 (UMBS P#FM9321 2% 11/01/36) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#FM9450 2.00000000 (UMBS P#FM9450 2% 11/01/51) Long ABS-mortgage backed security US $962K 1M 0.01
FANNIE MAE POOL UMBS P#FM9578 2.00000000 (UMBS P#FM9578 2% 12/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FANNIE MAE POOL UMBS P#FM9656 1.50000000 (UMBS P#FM9656 1.5% 11/01/36) Long ABS-mortgage backed security US $144K 167K 0.00
FANNIE MAE POOL UMBS P#FM9872 2.50000000 (UMBS P#FM9872 2.5% 12/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FM9966 3.50000000 (UMBS P#FM9966 3.5% 08/01/43) Long ABS-mortgage backed security US $15M 16M 0.12
FANNIE MAE POOL UMBS P#FS0155 2.00000000 (UMBS P#FS0155 2% 12/01/36) Long ABS-mortgage backed security US $236K 266K 0.00
FANNIE MAE POOL UMBS P#FS0180 2.00000000 (UMBS P#FS0180 2% 12/01/36) Long ABS-mortgage backed security US $493K 559K 0.00
FANNIE MAE POOL UMBS P#FS0406 3.00000000 (UMBS P#FS0406 3% 02/01/47) Long ABS-mortgage backed security US $489K 553K 0.00
FANNIE MAE POOL UMBS P#FS0900 3.50000000 (UMBS P#FS0900 3.5% 07/01/43) Long ABS-mortgage backed security US $6M 6M 0.05
FANNIE MAE POOL UMBS P#FS0908 3.50000000 (UMBS P#FS0908 3.5% 03/01/52) Long ABS-mortgage backed security US $11M 12M 0.09
FANNIE MAE POOL UMBS P#FS1025 3.00000000 (UMBS P#FS1025 3% 02/01/52) Long ABS-mortgage backed security US $358K 417K 0.00
FANNIE MAE POOL UMBS P#FS1026 3.00000000 (UMBS P#FS1026 3% 02/01/52) Long ABS-mortgage backed security US $270K 314K 0.00
FANNIE MAE POOL UMBS P#FS1123 2.00000000 (UMBS P#FS1123 2% 04/01/37) Long ABS-mortgage backed security US $922K 1M 0.01
FANNIE MAE POOL UMBS P#FS1215 2.50000000 (UMBS P#FS1215 2.5% 10/01/51) Long ABS-mortgage backed security US $718K 872K 0.01
FANNIE MAE POOL UMBS P#FS1338 2.50000000 (UMBS P#FS1338 2.5% 04/01/52) Long ABS-mortgage backed security US $221K 268K 0.00
FANNIE MAE POOL UMBS P#FS1463 4.00000000 (UMBS P#FS1463 4% 05/01/51) Long ABS-mortgage backed security US $208K 223K 0.00
FANNIE MAE POOL UMBS P#FS1546 2.50000000 (UMBS P#FS1546 2.5% 04/01/52) Long ABS-mortgage backed security US $362K 435K 0.00
FANNIE MAE POOL UMBS P#FS1547 2.50000000 (UMBS P#FS1547 2.5% 04/01/52) Long ABS-mortgage backed security US $541K 653K 0.00
FANNIE MAE POOL UMBS P#FS1548 2.50000000 (UMBS P#FS1548 2.5% 04/01/52) Long ABS-mortgage backed security US $562K 682K 0.00
FANNIE MAE POOL UMBS P#FS1708 2.00000000 (UMBS P#FS1708 2% 05/01/37) Long ABS-mortgage backed security US $560K 636K 0.00
FANNIE MAE POOL UMBS P#FS1818 4.00000000 (UMBS P#FS1818 4% 05/01/52) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#FS1907 3.50000000 (UMBS P#FS1907 3.5% 07/01/47) Long ABS-mortgage backed security US $382K 418K 0.00
FANNIE MAE POOL UMBS P#FS1910 3.50000000 (UMBS P#FS1910 3.5% 01/01/44) Long ABS-mortgage backed security US $183K 198K 0.00
FANNIE MAE POOL UMBS P#FS2031 3.50000000 (UMBS P#FS2031 3.5% 05/01/52) Long ABS-mortgage backed security US $15M 17M 0.12
FANNIE MAE POOL UMBS P#FS2037 1.50000000 (UMBS P#FS2037 1.5% 05/01/37) Long ABS-mortgage backed security US $147K 171K 0.00
FANNIE MAE POOL UMBS P#FS2099 1.50000000 (UMBS P#FS2099 1.5% 04/01/52) Long ABS-mortgage backed security US $675K 900K 0.01
FANNIE MAE POOL UMBS P#FS2141 3.50000000 (UMBS P#FS2141 3.5% 06/01/52) Long ABS-mortgage backed security US $851K 952K 0.01
FANNIE MAE POOL UMBS P#FS2196 2.50000000 (UMBS P#FS2196 2.5% 05/01/52) Long ABS-mortgage backed security US $708K 861K 0.01
FANNIE MAE POOL UMBS P#FS2239 2.50000000 (UMBS P#FS2239 2.5% 07/01/52) Long ABS-mortgage backed security US $389K 474K 0.00
FANNIE MAE POOL UMBS P#FS2338 3.00000000 (UMBS P#FS2338 3% 11/01/46) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#FS2497 1.50000000 (UMBS P#FS2497 1.5% 08/01/37) Long ABS-mortgage backed security US $405K 473K 0.00
FANNIE MAE POOL UMBS P#FS2518 4.50000000 (UMBS P#FS2518 4.5% 08/01/52) Long ABS-mortgage backed security US $267K 282K 0.00
FANNIE MAE POOL UMBS P#FS2639 2.50000000 (UMBS P#FS2639 2.5% 01/01/52) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#FS2700 3.50000000 (UMBS P#FS2700 3.5% 06/01/52) Long ABS-mortgage backed security US $822K 921K 0.01
FANNIE MAE POOL UMBS P#FS2950 2.50000000 (UMBS P#FS2950 2.5% 04/01/37) Long ABS-mortgage backed security US $75K 83K 0.00
FANNIE MAE POOL UMBS P#FS3106 5.00000000 (UMBS P#FS3106 5% 10/01/52) Long ABS-mortgage backed security US $252K 258K 0.00
FANNIE MAE POOL UMBS P#FS3416 5.00000000 (UMBS P#FS3416 5% 12/01/52) Long ABS-mortgage backed security US $520K 532K 0.00
FANNIE MAE POOL UMBS P#FS3801 5.50000000 (UMBS P#FS3801 5.5% 02/01/53) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#FS3838 4.00000000 (UMBS P#FS3838 4% 05/01/49) Long ABS-mortgage backed security US $5M 5M 0.04
FANNIE MAE POOL UMBS P#FS3885 3.00000000 (UMBS P#FS3885 3% 11/01/51) Long ABS-mortgage backed security US $811K 949K 0.01
FANNIE MAE POOL UMBS P#FS4070 5.50000000 (UMBS P#FS4070 5.5% 03/01/53) Long ABS-mortgage backed security US $352K 354K 0.00
FANNIE MAE POOL UMBS P#FS4515 3.00000000 (UMBS P#FS4515 3% 02/01/52) Long ABS-mortgage backed security US $150K 174K 0.00
FANNIE MAE POOL UMBS P#FS4838 3.00000000 (UMBS P#FS4838 3% 03/01/52) Long ABS-mortgage backed security US $416K 484K 0.00
FANNIE MAE POOL UMBS P#FS5424 4.50000000 (UMBS P#FS5424 4.5% 08/01/53) Long ABS-mortgage backed security US $258K 272K 0.00
FANNIE MAE POOL UMBS P#FS5886 6.00000000 (UMBS P#FS5886 6% 09/01/53) Long ABS-mortgage backed security US $619K 614K 0.01
FANNIE MAE POOL UMBS P#FS6294 6.50000000 (UMBS P#FS6294 6.5% 11/01/53) Long ABS-mortgage backed security US $106K 104K 0.00
FANNIE MAE POOL UMBS P#FS6547 6.00000000 (UMBS P#FS6547 6% 12/01/53) Long ABS-mortgage backed security US $759K 751K 0.01
FANNIE MAE POOL UMBS P#FS7713 6.00000000 (UMBS P#FS7713 6% 04/01/54) Long ABS-mortgage backed security US $844K 836K 0.01
FANNIE MAE POOL UMBS P#MA1284 3.00000000 (UMBS P#MA1284 3% 12/01/42) Long ABS-mortgage backed security US $201K 229K 0.00
FANNIE MAE POOL UMBS P#MA1404 3.50000000 (UMBS P#MA1404 3.5% 04/01/43) Long ABS-mortgage backed security US $178K 194K 0.00
FANNIE MAE POOL UMBS P#MA2270 3.00000000 (UMBS P#MA2270 3% 05/01/45) Long ABS-mortgage backed security US $263K 303K 0.00
FANNIE MAE POOL UMBS P#MA2356 3.00000000 (UMBS P#MA2356 3% 07/01/45) Long ABS-mortgage backed security US $28K 32K 0.00
FANNIE MAE POOL UMBS P#MA2705 3.00000000 (UMBS P#MA2705 3% 08/01/46) Long ABS-mortgage backed security US $943K 1M 0.01
FANNIE MAE POOL UMBS P#MA2903 3.00000000 (UMBS P#MA2903 3% 02/01/32) Long ABS-mortgage backed security US $285K 302K 0.00
FANNIE MAE POOL UMBS P#MA2931 3.00000000 (UMBS P#MA2931 3% 03/01/32) Long ABS-mortgage backed security US $275K 291K 0.00
FANNIE MAE POOL UMBS P#MA2964 3.00000000 (UMBS P#MA2964 3% 04/01/32) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA2997 3.00000000 (UMBS P#MA2997 3% 05/01/32) Long ABS-mortgage backed security US $412K 436K 0.00
FANNIE MAE POOL UMBS P#MA3057 3.50000000 (UMBS P#MA3057 3.5% 07/01/47) Long ABS-mortgage backed security US $361K 400K 0.00
FANNIE MAE POOL UMBS P#MA3060 3.00000000 (UMBS P#MA3060 3% 07/01/32) Long ABS-mortgage backed security US $890K 942K 0.01
FANNIE MAE POOL UMBS P#MA3090 3.00000000 (UMBS P#MA3090 3% 08/01/32) Long ABS-mortgage backed security US $353K 374K 0.00
FANNIE MAE POOL UMBS P#MA3132 3.50000000 (UMBS P#MA3132 3.5% 09/01/27) Long ABS-mortgage backed security US $82K 84K 0.00
FANNIE MAE POOL UMBS P#MA3149 4.00000000 (UMBS P#MA3149 4% 10/01/47) Long ABS-mortgage backed security US $424K 455K 0.00
FANNIE MAE POOL UMBS P#MA3184 4.50000000 (UMBS P#MA3184 4.5% 11/01/47) Long ABS-mortgage backed security US $547K 570K 0.00
FANNIE MAE POOL UMBS P#MA3188 3.00000000 (UMBS P#MA3188 3% 11/01/32) Long ABS-mortgage backed security US $704K 746K 0.01
FANNIE MAE POOL UMBS P#MA3240 4.50000000 (UMBS P#MA3240 4.5% 01/01/48) Long ABS-mortgage backed security US $20K 21K 0.00
FANNIE MAE POOL UMBS P#MA3276 3.50000000 (UMBS P#MA3276 3.5% 02/01/48) Long ABS-mortgage backed security US $592K 656K 0.00
FANNIE MAE POOL UMBS P#MA3306 4.00000000 (UMBS P#MA3306 4% 03/01/48) Long ABS-mortgage backed security US $64K 69K 0.00
FANNIE MAE POOL UMBS P#MA3353 4.00000000 (UMBS P#MA3353 4% 04/01/33) Long ABS-mortgage backed security US $427K 438K 0.00
FANNIE MAE POOL UMBS P#MA3409 3.00000000 (UMBS P#MA3409 3% 07/01/33) Long ABS-mortgage backed security US $87K 93K 0.00
FANNIE MAE POOL UMBS P#MA3440 3.50000000 (UMBS P#MA3440 3.5% 08/01/38) Long ABS-mortgage backed security US $88K 94K 0.00
FANNIE MAE POOL UMBS P#MA3443 4.00000000 (UMBS P#MA3443 4% 08/01/48) Long ABS-mortgage backed security US $105K 113K 0.00
FANNIE MAE POOL UMBS P#MA3542 3.50000000 (UMBS P#MA3542 3.5% 12/01/28) Long ABS-mortgage backed security US $44K 45K 0.00
FANNIE MAE POOL UMBS P#MA3634 3.50000000 (UMBS P#MA3634 3.5% 04/01/39) Long ABS-mortgage backed security US $11K 12K 0.00
FANNIE MAE POOL UMBS P#MA3712 4.50000000 (UMBS P#MA3712 4.5% 06/01/39) Long ABS-mortgage backed security US $28K 29K 0.00
FANNIE MAE POOL UMBS P#MA3742 3.50000000 (UMBS P#MA3742 3.5% 08/01/39) Long ABS-mortgage backed security US $137K 147K 0.00
FANNIE MAE POOL UMBS P#MA3986 3.50000000 (UMBS P#MA3986 3.5% 04/01/35) Long ABS-mortgage backed security US $698K 734K 0.01
FANNIE MAE POOL UMBS P#MA3986 3.50000000 (UMBS P#MA3986 3.5% 04/01/35) Short ABS-mortgage backed security US $-698K -734K -0.01
FANNIE MAE POOL UMBS P#MA4026 4.00000000 (UMBS P#MA4026 4% 05/01/50) Long ABS-mortgage backed security US $793K 856K 0.01
FANNIE MAE POOL UMBS P#MA4044 3.50000000 (UMBS P#MA4044 3.5% 06/01/35) Long ABS-mortgage backed security US $23K 24K 0.00
FANNIE MAE POOL UMBS P#MA4044 3.50000000 (UMBS P#MA4044 3.5% 06/01/35) Short ABS-mortgage backed security US $-23K -24K -0.00
FANNIE MAE POOL UMBS P#MA4048 3.00000000 (UMBS P#MA4048 3% 06/01/50) Long ABS-mortgage backed security US $224K 259K 0.00
FANNIE MAE POOL UMBS P#MA4077 2.00000000 (UMBS P#MA4077 2% 07/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA4097 3.00000000 (UMBS P#MA4097 3% 08/01/50) Long ABS-mortgage backed security US $56K 65K 0.00
FANNIE MAE POOL UMBS P#MA4099 2.50000000 (UMBS P#MA4099 2.5% 08/01/35) Long ABS-mortgage backed security US $192K 211K 0.00
FANNIE MAE POOL UMBS P#MA4158 2.00000000 (UMBS P#MA4158 2% 10/01/50) Long ABS-mortgage backed security US $716K 904K 0.01
FANNIE MAE POOL UMBS P#MA4181 1.50000000 (UMBS P#MA4181 1.5% 11/01/50) Long ABS-mortgage backed security US $964K 1M 0.01
FANNIE MAE POOL UMBS P#MA4208 2.00000000 (UMBS P#MA4208 2% 12/01/50) Long ABS-mortgage backed security US $6M 8M 0.05
FANNIE MAE POOL UMBS P#MA4210 2.50000000 (UMBS P#MA4210 2.5% 12/01/50) Long ABS-mortgage backed security US $719K 871K 0.01
FANNIE MAE POOL UMBS P#MA4325 2.00000000 (UMBS P#MA4325 2% 05/01/51) Long ABS-mortgage backed security US $709K 899K 0.01
FANNIE MAE POOL UMBS P#MA4357 3.00000000 (UMBS P#MA4357 3% 06/01/51) Long ABS-mortgage backed security US $6M 6M 0.04
FANNIE MAE POOL UMBS P#MA4378 2.00000000 (UMBS P#MA4378 2% 07/01/51) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#MA4399 2.50000000 (UMBS P#MA4399 2.5% 08/01/51) Long ABS-mortgage backed security US $539K 655K 0.00
FANNIE MAE POOL UMBS P#MA4414 2.50000000 (UMBS P#MA4414 2.5% 09/01/51) Long ABS-mortgage backed security US $399K 484K 0.00
FANNIE MAE POOL UMBS P#MA4437 2.00000000 (UMBS P#MA4437 2% 10/01/51) Long ABS-mortgage backed security US $8M 10M 0.07
FANNIE MAE POOL UMBS P#MA4441 1.50000000 (UMBS P#MA4441 1.5% 10/01/36) Long ABS-mortgage backed security US $288K 336K 0.00
FANNIE MAE POOL UMBS P#MA4465 2.00000000 (UMBS P#MA4465 2% 11/01/51) Long ABS-mortgage backed security US $101K 129K 0.00
FANNIE MAE POOL UMBS P#MA4466 2.50000000 (UMBS P#MA4466 2.5% 11/01/51) Long ABS-mortgage backed security US $4M 5M 0.03
FANNIE MAE POOL UMBS P#MA4492 2.00000000 (UMBS P#MA4492 2% 12/01/51) Long ABS-mortgage backed security US $11M 14M 0.09
FANNIE MAE POOL UMBS P#MA4493 2.50000000 (UMBS P#MA4493 2.5% 12/01/51) Long ABS-mortgage backed security US $6M 7M 0.05
FANNIE MAE POOL UMBS P#MA4512 2.50000000 (UMBS P#MA4512 2.5% 01/01/52) Long ABS-mortgage backed security US $10M 13M 0.08
FANNIE MAE POOL UMBS P#MA4536 2.00000000 (UMBS P#MA4536 2% 02/01/37) Long ABS-mortgage backed security US $778K 884K 0.01
FANNIE MAE POOL UMBS P#MA4566 1.50000000 (UMBS P#MA4566 1.5% 03/01/37) Long ABS-mortgage backed security US $364K 426K 0.00
FANNIE MAE POOL UMBS P#MA4583 2.50000000 (UMBS P#MA4583 2.5% 04/01/37) Long ABS-mortgage backed security US $339K 375K 0.00
FANNIE MAE POOL UMBS P#MA4597 2.00000000 (UMBS P#MA4597 2% 05/01/52) Long ABS-mortgage backed security US $3M 3M 0.02
FANNIE MAE POOL UMBS P#MA4600 3.50000000 (UMBS P#MA4600 3.5% 05/01/52) Long ABS-mortgage backed security US $2M 2M 0.01
FANNIE MAE POOL UMBS P#MA4603 2.50000000 (UMBS P#MA4603 2.5% 05/01/37) Long ABS-mortgage backed security US $108K 119K 0.00
FANNIE MAE POOL UMBS P#MA4632 3.00000000 (UMBS P#MA4632 3% 06/01/42) Long ABS-mortgage backed security US $290K 326K 0.00
FANNIE MAE POOL UMBS P#MA4643 3.00000000 (UMBS P#MA4643 3% 05/01/42) Long ABS-mortgage backed security US $611K 689K 0.00
FANNIE MAE POOL UMBS P#MA4660 3.00000000 (UMBS P#MA4660 3% 07/01/42) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA4695 3.00000000 (UMBS P#MA4695 3% 07/01/42) Long ABS-mortgage backed security US $67K 75K 0.00
FANNIE MAE POOL UMBS P#MA4700 4.00000000 (UMBS P#MA4700 4% 08/01/52) Long ABS-mortgage backed security US $427K 465K 0.00
FANNIE MAE POOL UMBS P#MA4726 4.00000000 (UMBS P#MA4726 4% 09/01/37) Long ABS-mortgage backed security US $169K 176K 0.00
FANNIE MAE POOL UMBS P#MA4733 4.50000000 (UMBS P#MA4733 4.5% 09/01/52) Long ABS-mortgage backed security US $2M 2M 0.02
FANNIE MAE POOL UMBS P#MA4797 4.00000000 (UMBS P#MA4797 4% 11/01/37) Long ABS-mortgage backed security US $241K 251K 0.00
FANNIE MAE POOL UMBS P#MA4805 4.50000000 (UMBS P#MA4805 4.5% 11/01/52) Long ABS-mortgage backed security US $384K 407K 0.00
FANNIE MAE POOL UMBS P#MA4806 5.00000000 (UMBS P#MA4806 5% 11/01/52) Long ABS-mortgage backed security US $521K 536K 0.00
FANNIE MAE POOL UMBS P#MA5023 4.00000000 (UMBS P#MA5023 4% 05/01/38) Long ABS-mortgage backed security US $110K 114K 0.00
FANNIE MAE POOL UMBS P#MA5071 5.00000000 (UMBS P#MA5071 5% 07/01/53) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA5073 6.00000000 (UMBS P#MA5073 6% 07/01/53) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA5097 4.50000000 (UMBS P#MA5097 4.5% 07/01/43) Long ABS-mortgage backed security US $901K 934K 0.01
FANNIE MAE POOL UMBS P#MA5106 5.00000000 (UMBS P#MA5106 5% 08/01/53) Long ABS-mortgage backed security US $1M 1M 0.01
FANNIE MAE POOL UMBS P#MA5223 4.00000000 (UMBS P#MA5223 4% 11/01/38) Long ABS-mortgage backed security US $69K 72K 0.00
FANNIE MAE REMICS SER 2007-30 CL JS V/R 0.99017000 (FNR 2007-30 JS V/R 04/25/37) Long ABS-collateralized bond/debt obligation US $128K 1M 0.00
FANNIE MAE REMICS SER 2012-135 CL SB V/R 0.65017000 (FNR 2012-135 SB V/R 12/25/42) Long ABS-collateralized bond/debt obligation US $88K 858K 0.00
FANNIE MAE REMICS SER 2012-35 CL SP V/R 1.05017000 (FNR 2012-35 SP V/R 04/25/42) Long ABS-collateralized bond/debt obligation US $218K 2M 0.00
FANNIE MAE REMICS SER 2012-53 CL IO 3.50000000 (FNR 2012-53 IO 3.5% 05/25/27) Long ABS-collateralized bond/debt obligation US $8K 270K 0.00
FANNIE MAE REMICS SER 2012-98 CL JI 3.00000000 (FNR 2012-98 JI 3% 04/25/27) Long ABS-collateralized bond/debt obligation US $343.83 123K 0.00
FANNIE MAE REMICS SER 2013-109 CL BO ZCP 0.00000000 (FNR 2013-109 BO ZCP 07/25/43) Long ABS-collateralized bond/debt obligation US $238K 411K 0.00
FANNIE MAE REMICS SER 2013-30 CL CA 1.50000000 (FNR 2013-30 CA 1.5% 04/25/43) Long ABS-collateralized bond/debt obligation US $934K 1M 0.01
FANNIE MAE REMICS SER 2014-34 CL US V/R 0.00000000 (FNR 2014-34 US V/R 06/25/44) Long ABS-collateralized bond/debt obligation US $54K 67K 0.00
FANNIE MAE REMICS SER 2014-47 CL FB V/R 5.79254000 (FNR 2014-47 FB V/R 08/25/54) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
FANNIE MAE REMICS SER 2016-26 CL SY V/R 0.00000000 (FNR 2016-26 SY V/R 11/25/42) Long ABS-collateralized bond/debt obligation US $314K 514K 0.00
FANNIE MAE REMICS SER 2016-40 CL EF V/R 5.89254000 (FNR 2016-40 EF V/R 07/25/46) Long ABS-collateralized bond/debt obligation US $570K 576K 0.00
FANNIE MAE REMICS SER 2016-63 CL AS V/R 0.55017000 (FNR 2016-63 AS V/R 09/25/46) Long ABS-collateralized bond/debt obligation US $155K 1M 0.00
FANNIE MAE REMICS SER 2016-68 CL WI V/R 0.28691900 (FNR 2016-68 WI V/R 10/25/46) Long ABS-collateralized bond/debt obligation US $192K 4M 0.00
FANNIE MAE REMICS SER 2016-71 CL NI 3.50000000 (FNR 2016-71 NI 3.5% 04/25/46) Long ABS-collateralized bond/debt obligation US $89K 715K 0.00
FANNIE MAE REMICS SER 2017-97 CL BF V/R 5.74983000 (FNR 2017-97 BF V/R 12/25/47) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
FANNIE MAE REMICS SER 2018-67 CL HF V/R 5.74983000 (FNR 2018-67 HF V/R 09/25/48) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
FANNIE MAE REMICS SER 2018-67 CL SH V/R 0.75017000 (FNR 2018-67 SH V/R 09/25/48) Long ABS-collateralized bond/debt obligation US $293K 3M 0.00
FANNIE MAE REMICS SER 2018-77 CL PF V/R 5.74983000 (FNR 2018-77 PF V/R 10/25/48) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FANNIE MAE REMICS SER 2019-47 CL SI V/R 0.48869100 (FNR 2019-47 SI V/R 08/25/49) Long ABS-collateralized bond/debt obligation US $668K 11M 0.01
FANNIE MAE REMICS SER 2019-48 CL IB V/R 0.65810600 (FNR 2019-48 IB V/R 06/25/39) Long ABS-collateralized bond/debt obligation US $374K 19M 0.00
FANNIE MAE REMICS SER 2019-53 CL IA V/R 0.46898300 (FNR 2019-53 IA V/R 09/25/49) Long ABS-collateralized bond/debt obligation US $1M 22M 0.01
FANNIE MAE REMICS SER 2019-68 CL US V/R 0.55017000 (FNR 2019-68 US V/R 11/25/49) Long ABS-collateralized bond/debt obligation US $595K 6M 0.00
FANNIE MAE REMICS SER 2019-78 CL DI 4.50000000 (FNR 2019-78 DI 4.5% 11/25/49) Long ABS-collateralized bond/debt obligation US $104K 558K 0.00
FANNIE MAE REMICS SER 2020-29 CL SA V/R 0.24160100 (FNR 2020-29 SA V/R 05/25/50) Long ABS-collateralized bond/debt obligation US $200K 4M 0.00
FANNIE MAE REMICS SER 2020-33 CL IO V/R 0.23746000 (FNR 2020-33 IO V/R 05/25/50) Long ABS-collateralized bond/debt obligation US $620K 13M 0.01
FANNIE MAE REMICS SER 2020-42 CL CI 3.00000000 (FNR 2020-42 CI 3% 06/25/50) Long ABS-collateralized bond/debt obligation US $2M 12M 0.01
FANNIE MAE REMICS SER 2020-60 CL BI 3.50000000 (FNR 2020-60 BI 3.5% 09/25/50) Long ABS-collateralized bond/debt obligation US $2M 11M 0.02
FANNIE MAE REMICS SER 2020-68 CL CI 3.00000000 (FNR 2020-68 CI 3% 10/25/50) Long ABS-collateralized bond/debt obligation US $1M 8M 0.01
FANNIE MAE REMICS SER 2020-74 CL PI 2.00000000 (FNR 2020-74 PI 2% 12/25/49) Long ABS-collateralized bond/debt obligation US $1M 10M 0.01
FANNIE MAE REMICS SER 2020-86 CL PI 2.50000000 (FNR 2020-86 PI 2.5% 12/25/50) Long ABS-collateralized bond/debt obligation US $482K 3M 0.00
FANNIE MAE REMICS SER 2020-89 CL IM 2.00000000 (FNR 2020-89 IM 2% 12/25/50) Long ABS-collateralized bond/debt obligation US $1M 9M 0.01
FANNIE MAE REMICS SER 2020-89 CL LI 3.00000000 (FNR 2020-89 LI 3% 12/25/50) Long ABS-collateralized bond/debt obligation US $2M 11M 0.02
FANNIE MAE REMICS SER 2020-99 CL IQ 3.00000000 (FNR 2020-99 IQ 3% 01/25/51) Long ABS-collateralized bond/debt obligation US $157K 895K 0.00
FANNIE MAE REMICS SER 2021-3 CL TI 2.50000000 (FNR 2021-3 TI 2.5% 02/25/51) Long ABS-collateralized bond/debt obligation US $407K 3M 0.00
FANNIE MAE REMICS SER 2021-36 CL YI V/R 0.74338600 (FNR 2021-36 YI V/R 06/25/61) Long ABS-collateralized bond/debt obligation US $772K 14M 0.01
FANNIE MAE REMICS SER 2021-47 CL PI 2.50000000 (FNR 2021-47 PI 2.5% 07/25/51) Long ABS-collateralized bond/debt obligation US $76K 621K 0.00
FANNIE MAE REMICS SER 2021-8 CL WI V/R 0.57342500 (FNR 2021-8 WI V/R 03/25/51) Long ABS-collateralized bond/debt obligation US $677K 12M 0.01
FANNIE MAE REMICS SER 2021-8 CL YF V/R 5.52806000 (FNR 2021-8 YF V/R 03/25/61) Long ABS-collateralized bond/debt obligation US $8M 8M 0.06
FANNIE MAE REMICS SER 2022-52 CL IH 3.00000000 (FNR 2022-52 IH 3% 03/25/51) Long ABS-collateralized bond/debt obligation US $2M 10M 0.02
FANNIE MAE REMICS SER 2024-10 CL AF V/R 6.22806000 (FNR 2024-10 AF V/R 12/25/50) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
FANNIE MAE REMICS SER 2024-38 CL FA V/R 6.12374000 (FNR 2024-38 FA V/R 01/25/51) Long ABS-collateralized bond/debt obligation US $6M 6M 0.05
FANNIE MAE-ACES SER 2015-M10 CL A2 V/R 3.09200000 (FNA 2015-M10 A2 V/R 04/25/27) Long ABS-collateralized bond/debt obligation US $423K 442K 0.00
FANNIE MAE-ACES SER 2016-M5 CL A2 2.46900000 (FNA 2016-M5 A 2.469% 04/25/26) Long ABS-collateralized bond/debt obligation US $407K 426K 0.00
FANNIE MAE-ACES SER 2017-M11 CL A2 2.98000000 (FNA 2017-M11 A 2.98% 08/25/29) Long ABS-collateralized bond/debt obligation US $881K 954K 0.01
FANNIE MAE-ACES SER 2017-M12 CL A2 V/R 3.16100000 (FNA 2017-M12 A2 V/R 06/25/27) Long ABS-collateralized bond/debt obligation US $85K 89K 0.00
FANNIE MAE-ACES SER 2017-M13 CL A2 V/R 3.02700000 (FNA 2017-M13 A2 V/R 09/25/27) Long ABS-collateralized bond/debt obligation US $431K 456K 0.00
FANNIE MAE-ACES SER 2018-M8 CL A2 V/R 3.41200000 (FNA 2018-M8 A2 V/R 06/25/28) Long ABS-collateralized bond/debt obligation US $856K 903K 0.01
FANNIE MAE-ACES SER 2020-M46 CL A2 1.32300000 (FNA 2020-M46 1.323% 05/25/30) Long ABS-collateralized bond/debt obligation US $836K 1M 0.01
FASTIGHETS AB BALDER /EUR/ REGD REG S 1.87500000 (FASTIGHET 1.875% 01/23/26/EUR/) Long Debt SE $2M 2M 0.02
FASTIGHETS AB BALDER /EUR/ REGD REG S 1.87500000 (FASTIGHET 1.875% 03/14/25/EUR/) Long Debt SE $421K 400K 0.00
FASTIGHETS AB BALDER /EUR/ REGD REG S EMTN 1.12500000 (FASTIGHET 1.125% 01/29/27/EUR/) Long Debt SE $4M 4M 0.03
FED CAISSES DESJARDINS /EUR/ REGD REG S EMTN 0.01000000 (FED CAISSE 0.01% 04/08/26/EUR/) Long Debt CA $101K 100K 0.00
FEDERAL AGRICULTURAL MORTGAGE CORP MTN 2.00000000 (FAMCA 2% 10/27/31) Long Debt US $830K 1M 0.01
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.28000000 (FFCB 1.28% 06/03/30) Long Debt US $446K 540K 0.00
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.30000000 (FFCB 1.3% 02/03/31) Long Debt US $997K 1M 0.01
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.30000000 (FFCB 1.3% 11/04/30) Long Debt US $4K 5K 0.00
FEDERAL FARM CREDIT BANKS FUNDING CORP 1.43000000 (FFCB 1.43% 12/11/30) Long Debt US $36K 44K 0.00
FEDERAL FARM CREDIT BANKS FUNDING CORP 2.20000000 (FFCB 2.2% 12/09/31) Long Debt US $864K 1M 0.01
FEDERAL FARM CREDIT BANKS FUNDING CORP 5.48000000 (FFCB 5.48% 06/27/42) Long Debt US $986K 1M 0.01
FEDERAL HOME LOAN BANKS 0.50000000 (FHLB 0.5% 04/14/25) Long ABS-mortgage backed security US $24K 25K 0.00
FEDERAL HOME LOAN BANKS 1.28000000 (FHLB 1.28% 12/02/30) Long ABS-mortgage backed security US $12K 15K 0.00
FEDERAL HOME LOAN BANKS 1.30000000 (FHLB 1.3% 02/11/30) Long ABS-mortgage backed security US $8K 10K 0.00
FEDERAL HOME LOAN BANKS 1.50000000 (FHLB 1.5% 09/11/29) Long ABS-mortgage backed security US $94K 110K 0.00
FEDERAL HOME LOAN BANKS 1.85000000 (FHLB 1.85% 06/11/35) Long ABS-mortgage backed security US $19K 25K 0.00
FEDERAL HOME LOAN BANKS 2.05000000 (FHLB 2.05% 03/19/35) Long ABS-mortgage backed security US $73K 95K 0.00
FEDERAL HOME LOAN BANKS 3.25000000 (FHLB 3.25% 11/16/28) Long ABS-mortgage backed security US $24K 25K 0.00
FEDERAL HOME LOAN MORTGAGE CORP 1.50000000 (FHLMC 1.5% 02/12/25) Long ABS-mortgage backed security US $24K 25K 0.00
FEDERAL HOME LOAN MORTGAGE CORP 6.25000000 (FHLMC 6.25% 07/15/32) Long ABS-mortgage backed security US $8K 7K 0.00
FEDERAL HOME LOAN MORTGAGE CORP 6.75000000 (FHLMC 6.75% 03/15/31) Long ABS-mortgage backed security US $57K 50K 0.00
FEDERAL HOME LOAN MORTGAGE CORP MTN 1.22000000 (FHLMC 1.22% 08/19/30) Long ABS-mortgage backed security US $176K 215K 0.00
FEDERAL HOME LOAN MORTGAGE CORP MTN 1.25000000 (FHLMC 1.25% 11/19/30) Long ABS-mortgage backed security US $8K 10K 0.00
FEDERAL HOME LOAN MORTGAGE CORP MTN 1.37500000 (FHLMC 1.375% 07/15/30) Long ABS-mortgage backed security US $14K 17K 0.00
FEDERAL HOME LOAN MORTGAGE CORP MTN 1.40000000 (FHLMC 1.4% 06/28/30) Long ABS-mortgage backed security US $25K 30K 0.00
FEDERAL HOME LOAN MORTGAGE CORP SER USD 0.37500000 (FHLMC 0.375% 07/21/25) Long ABS-mortgage backed security US $24K 25K 0.00
FEDERAL HOME LOAN MORTGAGE CORP ZCP MTN 0.00000000 (FHLMC ZCP 12/14/29) Long ABS-mortgage backed security US $557K 710K 0.00
FEDERAL NATIONAL MORTGAGE ASSOCIATION /GBP/ 5.37500000 (FNMA 5.375% 12/07/28/GBP/) Long ABS-mortgage backed security US $600K 460K 0.00
FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.87500000 (FNMA 0.875% 08/05/30) Long ABS-mortgage backed security US $41K 50K 0.00
FEDERAL NATIONAL MORTGAGE ASSOCIATION ZCP 0.00000000 (FNMA ZCP 11/15/30) Long ABS-mortgage backed security US $331K 445K 0.00
FERROVIAL EMISIONES SA /EUR/ REGD REG S 0.54000000 (FERROVIAL 0.54% 11/12/28/EUR/) Long Debt ES $946K 1M 0.01
FERROVIAL EMISIONES SA /EUR/ REGD REG S 1.38200000 (FERROVIAL 1.382% 05/14/26/EUR/) Long Debt ES $1M 1M 0.01
FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 1.50000000 (FERROVIE DE 1.5% 06/27/25/EUR/) Long Debt IT $535K 510K 0.00
FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 4.12500000 (FERROVIE 4.125% 05/23/29/EUR/) Long Debt IT $328K 300K 0.00
FERROVIE DELLO STATO /EUR/ REGD REG S EMTN 4.50000000 (FERROVIE DE 4.5% 05/23/33/EUR/) Long Debt IT $223K 200K 0.00
FIDELITY NATL FINANCIAL REGD 2.45000000 (FIDELITY NATL F 2.45% 03/15/31) Long Debt US $171K 210K 0.00
FIDELITY NATL FINANCIAL REGD 3.20000000 (FIDELITY NATL FI 3.2% 09/17/51) Long Debt US $12K 20K 0.00
FIDELITY NATL FINANCIAL REGD 3.40000000 (FIDELITY NATL FI 3.4% 06/15/30) Long Debt US $9K 10K 0.00
FIDELITY NATL FINANCIAL REGD SER WI 4.50000000 (FIDELITY NATL FI 4.5% 08/15/28) Long Debt US $10K 10K 0.00
FIDELITY NATL INFO SERV REGD 3.10000000 (FIDELITY NATL IN 3.1% 03/01/41) Long Debt US $130K 180K 0.00
FIFTH THIRD BANCORP REGD V/R 5.63100000 (FIFTH THIRD BANCO V/R 01/29/32) Long Debt US $5K 5K 0.00
FIFTH THIRD BANCORP REGD V/R 6.33900000 (FIFTH THIRD BANCO V/R 07/27/29) Long Debt US $1M 1M 0.01
FINGRID OYJ /EUR/ REGD REG S EMTN 3.25000000 (FINGRID OY 3.25% 03/20/34/EUR/) Long Debt FI $421K 400K 0.00
FINNISH GOVERNMENT /EUR/ REGD 2.87500000 (FINNISH G 2.875% 04/15/29/EUR/) Long Debt FI $1M 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.00000000 (FINNISH GOVER 0% 09/15/30/EUR/) Long Debt FI $116K 130K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.12500000 (FINNISH G 0.125% 09/15/31/EUR/) Long Debt FI $662K 755K 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000 (FINNISH GOV 0.5% 09/15/29/EUR/) Long Debt FI $2M 2M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000 (FINNISH GOV 0.5% 04/15/26/EUR/) Long Debt FI $1M 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000 (FINNISH GOV 0.5% 09/15/27/EUR/) Long Debt FI $656K 660K 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.50000000 (FINNISH GOV 0.5% 09/15/28/EUR/) Long Debt FI $470K 484K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 0.87500000 (FINNISH G 0.875% 09/15/25/EUR/) Long Debt FI $448K 430K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 1.50000000 (FINNISH GOV 1.5% 09/15/32/EUR/) Long Debt FI $1M 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000 (FINNISH GOVER 3% 09/15/34/EUR/) Long Debt FI $1M 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 10Y 3.00000000 (FINNISH GOVER 3% 09/15/33/EUR/) Long Debt FI $1M 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 15Y 2.75000000 (FINNISH GO 2.75% 04/15/38/EUR/) Long Debt FI $547K 540K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 15Y 4.00000000 (FINNISH GOVER 4% 07/04/25/EUR/) Long Debt FI $842K 780K 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 16Y 0.75000000 (FINNISH GO 0.75% 04/15/31/EUR/) Long Debt FI $1M 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 16Y 1.12500000 (FINNISH G 1.125% 04/15/34/EUR/) Long Debt FI $378K 421K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 16Y 2.75000000 (FINNISH GO 2.75% 07/04/28/EUR/) Long Debt FI $1M 960K 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 20Y 0.25000000 (FINNISH GO 0.25% 09/15/40/EUR/) Long Debt FI $659K 984K 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 21Y 0.50000000 (FINNISH GOV 0.5% 04/15/43/EUR/) Long Debt FI $297K 450K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 30Y 1.37500000 (FINNISH G 1.375% 04/15/47/EUR/) Long Debt FI $917K 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 30Y 2.62500000 (FINNISH G 2.625% 07/04/42/EUR/) Long Debt FI $1M 1M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 31Y 0.12500000 (FINNISH G 0.125% 04/15/52/EUR/) Long Debt FI $384K 800K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 31Y 2.95000000 (FINNISH GO 2.95% 04/15/55/EUR/) Long Debt FI $362K 360K 0.00
FINNISH GOVERNMENT /EUR/ REGD SER 4Y 1.37500000 (FINNISH G 1.375% 04/15/27/EUR/) Long Debt FI $2M 2M 0.01
FINNISH GOVERNMENT /EUR/ REGD SER 5Y 0.00000000 (FINNISH GOVER 0% 09/15/26/EUR/) Long Debt FI $2M 2M 0.01
FINNVERA PLC /EUR/ REGD EMTN 0.00000000 (FINNVERA PLC 0% 09/15/27/EUR/) Long Debt FI $487K 500K 0.00
FINNVERA PLC /EUR/ REGD REG S 0.37500000 (FINNVERA 0.375% 04/09/29/EUR/) Long Debt FI $285K 300K 0.00
FINNVERA PLC /EUR/ REGD REG S EMTN 0.75000000 (FINNVERA P 0.75% 08/07/28/EUR/) Long Debt FI $1M 1M 0.01
FINNVERA PLC /EUR/ REGD REG S EMTN 1.25000000 (FINNVERA P 1.25% 07/14/33/EUR/) Long Debt FI $185K 200K 0.00
FINNVERA PLC /EUR/ REGD REG S EMTN 2.12500000 (FINNVERA 2.125% 03/08/28/EUR/) Long Debt FI $312K 300K 0.00
FIRST ABU DHABI BANK PJS /EUR/ REGD REG S EMTN 0.12500000 (FIRST ABU 0.125% 02/16/26/EUR/) Long Debt AE $1M 1M 0.01
FIRSTENERGY CORP REGD SER C 3.40000000 (FIRSTENERGY CORP 3.4% 03/01/50) Long Debt US $7K 10K 0.00
FIRSTENERGY TRANSMISSION REGD P/P 4.35000000 (FIRSTENERGY TRA 4.35% 01/15/25) Long Debt US $1M 1M 0.01
FISERV INC /EUR/ REGD 1.62500000 (FISERV IN 1.625% 07/01/30/EUR/) Long Debt US $185K 195K 0.00
FISERV INC /EUR/ REGD 4.50000000 (FISERV INC 4.5% 05/24/31/EUR/) Long Debt US $7M 6M 0.05
FISERV INC /GBP/ REGD 3.00000000 (FISERV INC 3% 07/01/31/GBP/) Long Debt US $1M 1M 0.01
FISERV INC REGD 3.50000000 (FISERV INC 3.5% 07/01/29) Long Debt US $157K 170K 0.00
FISERV INC REGD 4.40000000 (FISERV INC 4.4% 07/01/49) Long Debt US $71K 87K 0.00
FISERV INC REGD 5.37500000 (FISERV INC 5.375% 08/21/28) Long Debt US $1M 1M 0.01
FISERV INC REGD 5.62500000 (FISERV INC 5.625% 08/21/33) Long Debt US $1M 1M 0.01
FLEMISH COMMUNITY /EUR/ REGD EMTN 3.25000000 (FLEMISH CO 3.25% 01/12/43/EUR/) Long Debt BE $202K 200K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 0.30000000 (FLEMISH COM 0.3% 10/20/31/EUR/) Long Debt BE $782K 900K 0.01
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.00000000 (FLEMISH COMMU 1% 01/23/51/EUR/) Long Debt BE $58K 100K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.37500000 (FLEMISH C 1.375% 11/21/33/EUR/) Long Debt BE $454K 500K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000 (FLEMISH COM 1.5% 07/12/38/EUR/) Long Debt BE $83K 100K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 1.50000000 (FLEMISH COM 1.5% 04/11/44/EUR/) Long Debt BE $75K 100K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.00000000 (FLEMISH COMMU 3% 10/12/32/EUR/) Long Debt BE $104K 100K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.12500000 (FLEMISH C 3.125% 06/22/34/EUR/) Long Debt BE $421K 400K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 3.50000000 (FLEMISH COM 3.5% 06/22/45/EUR/) Long Debt BE $105K 100K 0.00
FLEMISH COMMUNITY /EUR/ REGD REG S EMTN 4.00000000 (FLEMISH COMMU 4% 09/26/42/EUR/) Long Debt BE $335K 300K 0.00
FLEX LTD REGD 4.87500000 (FLEX LTD 4.875% 06/15/29) Long Debt SG $30K 31K 0.00
FLORIDA POWER & LIGHT CO REGD 2.45000000 (FLORIDA POWER & 2.45% 02/03/32) Long Debt US $17K 20K 0.00
FLORIDA POWER & LIGHT CO REGD 2.87500000 (FLORIDA POWER 2.875% 12/04/51) Long Debt US $22K 35K 0.00
FLORIDA POWER & LIGHT CO REGD 3.95000000 (FLORIDA POWER & 3.95% 03/01/48) Long Debt US $395K 500K 0.00
FLORIDA POWER & LIGHT CO REGD 5.15000000 (FLORIDA POWER & 5.15% 06/15/29) Long Debt US $10K 10K 0.00
FLORIDA POWER & LIGHT CO REGD 5.30000000 (FLORIDA POWER & 5.3% 04/01/53) Long Debt US $10K 10K 0.00
FLOWSERVE CORPORATION REGD 3.50000000 (FLOWSERVE CORPOR 3.5% 10/01/30) Long Debt US $11K 12K 0.00
FLUVIUS SYSTEM OP /EUR/ REGD REG S 3.87500000 (FLUVIUS S 3.875% 05/09/33/EUR/) Long Debt BE $4M 4M 0.03
FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 0.62500000 (FLUVIUS S 0.625% 11/24/31/EUR/) Long Debt BE $86K 100K 0.00
FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.87500000 (FLUVIUS S 3.875% 05/02/34/EUR/) Long Debt BE $321K 300K 0.00
FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 3.87500000 (FLUVIUS S 3.875% 03/18/31/EUR/) Long Debt BE $217K 200K 0.00
FLUVIUS SYSTEM OP /EUR/ REGD REG S EMTN 4.00000000 (FLUVIUS SYSTE 4% 07/06/32/EUR/) Long Debt BE $218K 200K 0.00
FMC CORP REGD 5.15000000 (FMC CORP 5.15% 05/18/26) Long Debt US $670K 675K 0.01
FMC CORP REGD 5.65000000 (FMC CORP 5.65% 05/18/33) Long Debt US $2M 2M 0.02
FMS WERTMANAGEMENT /EUR/ REGD REG S EMTN 0.37500000 (FMS WERTM 0.375% 04/29/30/EUR/) Long Debt DE $1M 2M 0.01
FNCI 15YR TBA 3.5% AUG 24 TO BE ANNOUNCED 3.50000000 Short ABS-mortgage backed security US $-95K -100K -0.00
FNCI 15YR TBA 3.5% JULY 27 TO BE ANNOUNCED 3.50000000 Long ABS-mortgage backed security US $4M 4M 0.03
FNCI 15YR TBA 3.5% JULY 27 TO BE ANNOUNCED 3.50000000 Short ABS-mortgage backed security US $-95K -100K -0.00
FNCI TBA 15YR 1.5% JUL 21 TO BE ANNOUNCED 1.50000000 Long ABS-mortgage backed security US $1M 1M 0.01
FNCL 30YR TBA 4% JULY 54 TO BE ANNOUNCED 4.00000000 Long ABS-mortgage backed security US $4M 4M 0.03
FNCL 30YR TBA 4% JULY 54 TO BE ANNOUNCED 4.00000000 Short ABS-mortgage backed security US $-3M -3M -0.02
FNMA 15YR TBA 2.5% JUL 12 TO BE ANNOUNCED 2.50000000 Long ABS-mortgage backed security US $2M 2M 0.01
FNMA 15YR TBA 3% JUL 24 TO BE ANNOUNCED 3.00000000 Long ABS-mortgage backed security US $3M 3M 0.02
FNMA 15YR TBA 3% JUL 24 TO BE ANNOUNCED 3.00000000 Short ABS-mortgage backed security US $-4M -5M -0.03
FNMA 15YR TBA 4.5% JUL 24 TO BE ANNOUNCED 4.50000000 Long ABS-mortgage backed security US $7M 7M 0.05
FNMA 15YR TBA 4% JUL 24 TO BE ANNOUNCED 4.00000000 Long ABS-mortgage backed security US $3M 3M 0.02
FNMA 30YR TBA 2.5% 2054 TO BE ANNOUNCED 2.50000000 (FNMA 30YR TBA 2.5% 2054) Short ABS-mortgage backed security US $-12M -14M -0.09
FNMA 30YR TBA 2.5% JUL13 TO BE ANNOUNCED 2.50000000 Long ABS-mortgage backed security US $16M 20M 0.13
FNMA 30YR TBA 2.5% JUL13 TO BE ANNOUNCED 2.50000000 Short ABS-mortgage backed security US $-12M -14M -0.09
FNMA 30YR TBA 3.0% AUG12 TO BE ANNOUNCED 3.00000000 Short ABS-mortgage backed security US $-61M -71M -0.49
FNMA 30YR TBA 3.0% JUL24 TO BE ANNOUNCED 3.00000000 Long ABS-mortgage backed security US $83M 97M 0.67
FNMA 30YR TBA 3.0% JUL24 TO BE ANNOUNCED 3.00000000 Short ABS-mortgage backed security US $-77M -90M -0.62
FNMA 30YR TBA 3.5% JUL 41 TO BE ANNOUNCED 3.50000000 Long ABS-mortgage backed security US $10M 12M 0.08
FNMA 30YR TBA 3.5% JUL 41 TO BE ANNOUNCED 3.50000000 Short ABS-mortgage backed security US $-64M -72M -0.52
FNMA 30YR TBA 4.5% AUG 54 TO BE ANNOUNCED 4.50000000 Short ABS-mortgage backed security US $-1M -1M -0.01
FNMA 30YR TBA 4.5% JUL 12 TO BE ANNOUNCED 4.50000000 Long ABS-mortgage backed security US $5M 5M 0.04
FNMA 30YR TBA 4.5% JUL 12 TO BE ANNOUNCED 4.50000000 Short ABS-mortgage backed security US $-17M -18M -0.14
FNMA 30YR TBA 5.5% AUG 24 TO BE ANNOUNCED 5.50000000 Long ABS-mortgage backed security US $88M 90M 0.72
FNMA 30YR TBA 5.5% JUL 24 TO BE ANNOUNCED 5.50000000 Long ABS-mortgage backed security US $6M 6M 0.05
FNMA 30YR TBA 5% AUG 24 TO BE ANNOUNCED 5.00000000 Long ABS-mortgage backed security US $19M 20M 0.16
FNMA 30YR TBA 5% JUL 24 TO BE ANNOUNCED 5.00000000 Long ABS-mortgage backed security US $124M 128M 1.00
FNMA 30YR TBA 6.5% AUG 12 TO BE ANNOUNCED 6.50000000 Long ABS-mortgage backed security US $66M 65M 0.54
FNMA 30YR TBA 6.5% JUL 12 TO BE ANNOUNCED 6.50000000 Long ABS-mortgage backed security US $18M 17M 0.14
FNMA 30YR TBA 6% AUG 24 TO BE ANNOUNCED 6.00000000 Long ABS-mortgage backed security US $14M 14M 0.11
FNMA 30YR TBA 6% JUL 24 TO BE ANNOUNCED 6.00000000 Long ABS-mortgage backed security US $13M 13M 0.10
FNMA 30YR TBA 7.0% AUG 08 TO BE ANNOUNCED 7.00000000 Long ABS-mortgage backed security US $4M 4M 0.04
FNMA TBA 15YR 2.0% JUN 24 TO BE ANNOUNCED 2.00000000 Long ABS-mortgage backed security US $2M 2M 0.01
FNMA TBA 15YR 2.0% JUN 24 TO BE ANNOUNCED 2.00000000 Short ABS-mortgage backed security US $-176K -200K -0.00
FORD MOTOR COMPANY REGD 3.25000000 (FORD MOTOR COMP 3.25% 02/12/32) Long Debt US $579K 700K 0.00
FORD MOTOR CREDIT CO LLC /EUR/ REGD EMTN 4.44500000 (FORD MOTO 4.445% 02/14/30/EUR/) Long Debt US $2M 2M 0.02
FORD MOTOR CREDIT CO LLC REGD 4.00000000 (FORD MOTOR CREDIT 4% 11/13/30) Long Debt US $487K 545K 0.00
FORD MOTOR CREDIT CO LLC REGD 4.95000000 (FORD MOTOR CRED 4.95% 05/28/27) Long Debt US $3M 3M 0.02
FORD MOTOR CREDIT CO LLC REGD 6.79800000 (FORD MOTOR CRE 6.798% 11/07/28) Long Debt US $414K 400K 0.00
FORD MOTOR CREDIT CO LLC REGD 7.35000000 (FORD MOTOR CRED 7.35% 03/06/30) Long Debt US $635K 600K 0.01
FORTINET INC REGD 2.20000000 (FORTINET INC 2.2% 03/15/31) Long Debt US $16K 20K 0.00
FORTIVE CORPORATION /EUR/ REGD 3.70000000 (FORTIVE COR 3.7% 08/15/29/EUR/) Long Debt US $3M 3M 0.02
FORTIVE CORPORATION /EUR/ REGD 3.70000000 (FORTIVE COR 3.7% 02/13/26/EUR/) Long Debt US $2M 2M 0.02
FORTUM OYJ /EUR/ REGD REG S EMTN 2.12500000 (FORTUM OY 2.125% 02/27/29/EUR/) Long Debt FI $201K 200K 0.00
FORTUM OYJ /EUR/ REGD REG S EMTN 4.50000000 (FORTUM OYJ 4.5% 05/26/33/EUR/) Long Debt FI $334K 300K 0.00
FOX CORP REGD 6.50000000 (FOX CORP 6.5% 10/13/33) Long Debt US $997K 950K 0.01
FOX CORP REGD SER WI 5.47600000 (FOX CORP 5.476% 01/25/39) Long Debt US $91K 95K 0.00
FRANCE (GOVT OF) /EUR/ REGD 144A SER OAT 3.00000000 (FRANCE (GOVT 3% 05/25/54/EUR/) Long Debt FR $62M 67M 0.51
FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.00000000 (FRANCE (GOVT 0% 11/25/31/EUR/) Long Debt FR $12M 15M 0.10
FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.00000000 (FRANCE (GOVT 0% 11/25/29/EUR/) Long Debt FR $37K 41K 0.00
FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 0.75000000 (FRANCE (GO 0.75% 02/25/28/EUR/) Long Debt FR $8M 8M 0.07
FRANCE (GOVT OF) /EUR/ REGD REG S SER OAT 1.00000000 (FRANCE (GOVT 1% 11/25/25/EUR/) Long Debt FR $488K 470K 0.00
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000 (FRANCE (GOVT 0% 11/25/29/EUR/) Long Debt FR $9M 10M 0.07
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000 (FRANCE (GOVT 0% 02/25/26/EUR/) Long Debt FR $9M 9M 0.07
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000 (FRANCE (GOVT 0% 11/25/30/EUR/) Long Debt FR $6M 7M 0.05
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000 (FRANCE (GOVT 0% 02/25/27/EUR/) Long Debt FR $4M 4M 0.03
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.00000000 (FRANCE (GOVT 0% 05/25/32/EUR/) Long Debt FR $2M 2M 0.02
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.25000000 (FRANCE (GO 0.25% 11/25/26/EUR/) Long Debt FR $4M 4M 0.03
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000 (FRANCE (GOV 0.5% 05/25/40/EUR/) Long Debt FR $50M 73M 0.41
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000 (FRANCE (GOV 0.5% 06/25/44/EUR/) Long Debt FR $36M 60M 0.30
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000 (FRANCE (GOV 0.5% 05/25/29/EUR/) Long Debt FR $24M 25M 0.19
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000 (FRANCE (GOV 0.5% 05/25/72/EUR/) Long Debt FR $13M 34M 0.10
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000 (FRANCE (GOV 0.5% 05/25/26/EUR/) Long Debt FR $7M 7M 0.06
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.50000000 (FRANCE (GOV 0.5% 06/25/44/EUR/) Long Debt FR $136K 225K 0.00
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000 (FRANCE (GO 0.75% 05/25/52/EUR/) Long Debt FR $45M 84M 0.37
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000 (FRANCE (GO 0.75% 05/25/53/EUR/) Long Debt FR $41M 79M 0.33
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000 (FRANCE (GO 0.75% 05/25/28/EUR/) Long Debt FR $7M 7M 0.06
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000 (FRANCE (GO 0.75% 11/25/28/EUR/) Long Debt FR $3M 3M 0.03
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000 (FRANCE (GO 0.75% 02/25/28/EUR/) Long Debt FR $1M 1M 0.01
FRANCE (GOVT OF) /EUR/ REGD SER OAT 0.75000000 (FRANCE (GO 0.75% 11/25/28/EUR/) Long Debt FR $520K 535K 0.00
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.00000000 (FRANCE (GOVT 1% 05/25/27/EUR/) Long Debt FR $21M 21M 0.17
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.00000000 (FRANCE (GOVT 1% 11/25/25/EUR/) Long Debt FR $5M 5M 0.04
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000 (FRANCE (GO 1.25% 05/25/36/EUR/) Long Debt FR $100M 118M 0.81
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000 (FRANCE (GO 1.25% 05/25/38/EUR/) Long Debt FR $51M 63M 0.41
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.25000000 (FRANCE (GO 1.25% 05/25/34/EUR/) Long Debt FR $13M 15M 0.11
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.50000000 (FRANCE (GOV 1.5% 05/25/50/EUR/) Long Debt FR $57M 82M 0.46
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.50000000 (FRANCE (GOV 1.5% 05/25/31/EUR/) Long Debt FR $16M 16M 0.13
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.75000000 (FRANCE (GO 1.75% 06/25/39/EUR/) Long Debt FR $83M 97M 0.67
FRANCE (GOVT OF) /EUR/ REGD SER OAT 1.75000000 (FRANCE (GO 1.75% 05/25/66/EUR/) Long Debt FR $29M 44M 0.24
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000 (FRANCE (GOVT 2% 05/25/48/EUR/) Long Debt FR $60M 75M 0.48
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.00000000 (FRANCE (GOVT 2% 11/25/32/EUR/) Long Debt FR $9M 9M 0.07
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000 (FRANCE (GOV 2.5% 05/25/43/EUR/) Long Debt FR $43M 48M 0.35
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000 (FRANCE (GOV 2.5% 05/25/30/EUR/) Long Debt FR $11M 10M 0.09
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000 (FRANCE (GOV 2.5% 09/24/26/EUR/) Long Debt FR $9M 9M 0.07
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000 (FRANCE (GOV 2.5% 09/24/27/EUR/) Long Debt FR $7M 7M 0.06
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.50000000 (FRANCE (GOV 2.5% 05/25/43/EUR/) Long Debt FR $127K 140K 0.00
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000 (FRANCE (GO 2.75% 10/25/27/EUR/) Long Debt FR $6M 6M 0.05
FRANCE (GOVT OF) /EUR/ REGD SER OAT 2.75000000 (FRANCE (GO 2.75% 02/25/29/EUR/) Long Debt FR $3M 2M 0.02
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000 (FRANCE (GOVT 3% 06/25/49/EUR/) Long Debt FR $24M 25M 0.19
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000 (FRANCE (GOVT 3% 05/25/33/EUR/) Long Debt FR $6M 5M 0.04
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000 (FRANCE (GOVT 3% 11/25/34/EUR/) Long Debt FR $3M 3M 0.02
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.00000000 (FRANCE (GOVT 3% 05/25/54/EUR/) Long Debt FR $233K 250K 0.00
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000 (FRANCE (GO 3.25% 05/25/45/EUR/) Long Debt FR $79M 78M 0.64
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000 (FRANCE (GO 3.25% 05/25/55/EUR/) Long Debt FR $23M 24M 0.19
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.25000000 (FRANCE (GO 3.25% 05/25/55/EUR/) Long Debt FR $7M 7M 0.06
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.50000000 (FRANCE (GOV 3.5% 04/25/26/EUR/) Long Debt FR $15M 14M 0.12
FRANCE (GOVT OF) /EUR/ REGD SER OAT 3.50000000 (FRANCE (GOV 3.5% 11/25/33/EUR/) Long Debt FR $10M 9M 0.08
FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.00000000 (FRANCE (GOVT 4% 10/25/38/EUR/) Long Debt FR $74M 65M 0.60
FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.00000000 (FRANCE (GOVT 4% 04/25/60/EUR/) Long Debt FR $59M 52M 0.48
FRANCE (GOVT OF) /EUR/ REGD SER OAT 4.50000000 (FRANCE (GOV 4.5% 04/25/41/EUR/) Long Debt FR $112M 93M 0.91
FRANCE (GOVT OF) /EUR/ REGD SER OAT 5.50000000 (FRANCE (GOV 5.5% 04/25/29/EUR/) Long Debt FR $5M 4M 0.04
FRANCE (GOVT OF) /EUR/ REGD SER OAT 5.75000000 (FRANCE (GO 5.75% 10/25/32/EUR/) Long Debt FR $1M 1M 0.01
FRANCE GOVT 4.75% 4/25/35 /EUR 4.75000000 Long Debt FR $82M 67M 0.66
FRANCE OAT 4% 4/25/55 /EUR/ 4.00000000 Long Debt FR $60M 54M 0.49
FRANCE OAT 6% 10/25/25 /EUR/ 6.00000000 Long Debt FR $1M 1M 0.01
FREDDIE MAC GOLD POOL P#A93351 4.00000000 (FGLMC P#A93351 4% 08/01/40) Long ABS-mortgage backed security US $204K 216K 0.00
FREDDIE MAC GOLD POOL P#A95504 4.00000000 (FGLMC P#A95504 4% 11/01/40) Long ABS-mortgage backed security US $475K 502K 0.00
FREDDIE MAC GOLD POOL P#E02997 3.00000000 (FGLMC P#E02997 3% 10/01/26) Long ABS-mortgage backed security US $30K 31K 0.00
FREDDIE MAC GOLD POOL P#E03003 3.00000000 (FGLMC P#E03003 3% 01/01/27) Long ABS-mortgage backed security US $309K 317K 0.00
FREDDIE MAC GOLD POOL P#G06061 4.00000000 (FGLMC P#G06061 4% 10/01/40) Long ABS-mortgage backed security US $2M 2M 0.02
FREDDIE MAC GOLD POOL P#G08697 3.00000000 (FGLMC P#G08697 3% 03/01/46) Long ABS-mortgage backed security US $14K 16K 0.00
FREDDIE MAC GOLD POOL P#G08737 3.00000000 (FGLMC P#G08737 3% 12/01/46) Long ABS-mortgage backed security US $23K 27K 0.00
FREDDIE MAC GOLD POOL P#G08789 4.00000000 (FGLMC P#G08789 4% 11/01/47) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC GOLD POOL P#G08797 4.00000000 (FGLMC P#G08797 4% 01/01/48) Long ABS-mortgage backed security US $31K 33K 0.00
FREDDIE MAC GOLD POOL P#G18632 3.00000000 (FGLMC P#G18632 3% 02/01/32) Long ABS-mortgage backed security US $291K 307K 0.00
FREDDIE MAC GOLD POOL P#G18641 3.00000000 (FGLMC P#G18641 3% 04/01/32) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC GOLD POOL P#G18644 3.00000000 (FGLMC P#G18644 3% 05/01/32) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC GOLD POOL P#G18652 3.00000000 (FGLMC P#G18652 3% 07/01/32) Long ABS-mortgage backed security US $551K 583K 0.00
FREDDIE MAC GOLD POOL P#G18663 3.00000000 (FGLMC P#G18663 3% 10/01/32) Long ABS-mortgage backed security US $569K 602K 0.00
FREDDIE MAC GOLD POOL P#G18666 3.00000000 (FGLMC P#G18666 3% 11/01/32) Long ABS-mortgage backed security US $998K 1M 0.01
FREDDIE MAC GOLD POOL P#J17232 3.00000000 (FGLMC P#J17232 3% 11/01/26) Long ABS-mortgage backed security US $167K 171K 0.00
FREDDIE MAC GOLD POOL P#J17743 3.00000000 (FGLMC P#J17743 3% 01/01/27) Long ABS-mortgage backed security US $140K 144K 0.00
FREDDIE MAC GOLD POOL P#J17813 3.00000000 (FGLMC P#J17813 3% 01/01/27) Long ABS-mortgage backed security US $148K 153K 0.00
FREDDIE MAC GOLD POOL P#J17826 3.00000000 (FGLMC P#J17826 3% 01/01/27) Long ABS-mortgage backed security US $172K 176K 0.00
FREDDIE MAC GOLD POOL P#J17834 3.00000000 (FGLMC P#J17834 3% 01/01/27) Long ABS-mortgage backed security US $24K 24K 0.00
FREDDIE MAC GOLD POOL P#J17848 3.00000000 (FGLMC P#J17848 3% 01/01/27) Long ABS-mortgage backed security US $76K 78K 0.00
FREDDIE MAC GOLD POOL P#J32373 3.00000000 (FGLMC P#J32373 3% 05/01/29) Long ABS-mortgage backed security US $3M 4M 0.03
FREDDIE MAC GOLD POOL P#T61821 3.50000000 (FGLMC P#T61821 3.5% 12/01/44) Long ABS-mortgage backed security US $351K 394K 0.00
FREDDIE MAC GOLD POOL P#T62030 3.50000000 (FGLMC P#T62030 3.5% 06/01/45) Long ABS-mortgage backed security US $701K 794K 0.01
FREDDIE MAC GOLD POOL P#T62086 3.00000000 (FGLMC P#T62086 3% 10/01/46) Long ABS-mortgage backed security US $143K 166K 0.00
FREDDIE MAC GOLD POOL P#T65368 3.50000000 (FGLMC P#T65368 3.5% 05/01/46) Long ABS-mortgage backed security US $112K 127K 0.00
FREDDIE MAC GOLD POOL P#T65395 3.50000000 (FGLMC P#T65395 3.5% 10/01/46) Long ABS-mortgage backed security US $158K 179K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K-152 CL A2 V/R 3.78000000 (FHMS K-152 A2 V/R 11/25/32) Long ABS-collateralized bond/debt obligation US $2M 3M 0.02
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K047 CL A2 V/R 3.32900000 (FHMS K047 A2 V/R 05/25/25) Long ABS-collateralized bond/debt obligation US $977K 995K 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K063 CL A2 V/R 3.43000000 (FHMS K063 A2 V/R 01/25/27) Long ABS-collateralized bond/debt obligation US $964K 1M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFI SER K075 CL A2 V/R 3.65000000 (FHMS K075 A2 V/R 02/25/28) Long ABS-collateralized bond/debt obligation US $480K 500K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K-161 CL A2 4.90000000 (FHMS K-161 A2 4.9% 10/25/33) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K049 CL A2 3.01000000 (FHMS K049 A2 3.01% 07/25/25) Long ABS-collateralized bond/debt obligation US $243K 249K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K057 CL A2 2.57000000 (FHMS K057 A2 2.57% 07/25/26) Long ABS-collateralized bond/debt obligation US $812K 850K 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K071 CL A2 3.28600000 (FHMS K071 A2 3.286% 11/25/27) Long ABS-collateralized bond/debt obligation US $475K 500K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K073 CL A2 3.35000000 (FHMS K073 A2 3.35% 01/25/28) Long ABS-collateralized bond/debt obligation US $951K 1M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K094 CL A2 2.90300000 (FHMS K094 A2 2.903% 06/25/29) Long ABS-collateralized bond/debt obligation US $103K 112K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K103 CL A2 2.65100000 (FHMS K103 A2 2.651% 11/25/29) Long ABS-collateralized bond/debt obligation US $451K 500K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K108 CL A2 1.51700000 (FHMS K108 A2 1.517% 03/25/30) Long ABS-collateralized bond/debt obligation US $256K 304K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K117 CL A2 1.40600000 (FHMS K117 A2 1.406% 08/25/30) Long ABS-collateralized bond/debt obligation US $1M 2M 0.01
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K118 CL A2 1.49300000 (FHMS K118 A2 1.493% 09/25/30) Long ABS-collateralized bond/debt obligation US $414K 500K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K729 CL A2 3.13600000 (FHMS K729 A2 3.136% 10/25/24) Long ABS-collateralized bond/debt obligation US $161K 162K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K737 CL A2 2.52500000 (FHMS K737 A2 2.525% 10/25/26) Long ABS-collateralized bond/debt obligation US $617K 650K 0.00
FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES SER K755 CL A2 5.20300000 (FHMS K755 A2 5.203% 02/25/31) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
FREDDIE MAC NON GOLD POOL P#841056 V/R 3.66400000 (FHLMC P#841056 V/R 01/01/50) Long ABS-mortgage backed security US $44K 45K 0.00
FREDDIE MAC POOL UMBS P#QA0744 3.50000000 (UMBS P#QA0744 3.5% 01/01/49) Long ABS-mortgage backed security US $33K 36K 0.00
FREDDIE MAC POOL UMBS P#QA3869 3.50000000 (UMBS P#QA3869 3.5% 10/01/49) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#QA4390 3.00000000 (UMBS P#QA4390 3% 11/01/49) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#QA4525 3.50000000 (UMBS P#QA4525 3.5% 10/01/49) Long ABS-mortgage backed security US $420K 468K 0.00
FREDDIE MAC POOL UMBS P#QA5505 5.00000000 (UMBS P#QA5505 5% 12/01/49) Long ABS-mortgage backed security US $360K 364K 0.00
FREDDIE MAC POOL UMBS P#QB2929 2.00000000 (UMBS P#QB2929 2% 09/01/50) Long ABS-mortgage backed security US $534K 674K 0.00
FREDDIE MAC POOL UMBS P#QB3891 2.00000000 (UMBS P#QB3891 2% 10/01/50) Long ABS-mortgage backed security US $396K 500K 0.00
FREDDIE MAC POOL UMBS P#QB3926 2.00000000 (UMBS P#QB3926 2% 10/01/50) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#QB4050 2.00000000 (UMBS P#QB4050 2% 10/01/50) Long ABS-mortgage backed security US $503K 635K 0.00
FREDDIE MAC POOL UMBS P#QB5864 2.50000000 (UMBS P#QB5864 2.5% 11/01/50) Long ABS-mortgage backed security US $6M 7M 0.05
FREDDIE MAC POOL UMBS P#QB5911 2.50000000 (UMBS P#QB5911 2.5% 11/01/50) Long ABS-mortgage backed security US $3M 4M 0.03
FREDDIE MAC POOL UMBS P#QB9007 1.50000000 (UMBS P#QB9007 1.5% 02/01/51) Long ABS-mortgage backed security US $19K 25K 0.00
FREDDIE MAC POOL UMBS P#QB9104 2.00000000 (UMBS P#QB9104 2% 02/01/51) Long ABS-mortgage backed security US $748K 946K 0.01
FREDDIE MAC POOL UMBS P#QC2070 2.00000000 (UMBS P#QC2070 2% 05/01/51) Long ABS-mortgage backed security US $238K 299K 0.00
FREDDIE MAC POOL UMBS P#QC2713 1.50000000 (UMBS P#QC2713 1.5% 04/01/51) Long ABS-mortgage backed security US $35K 47K 0.00
FREDDIE MAC POOL UMBS P#QD0392 3.00000000 (UMBS P#QD0392 3% 11/01/51) Long ABS-mortgage backed security US $6M 7M 0.05
FREDDIE MAC POOL UMBS P#QD1140 2.50000000 (UMBS P#QD1140 2.5% 11/01/51) Long ABS-mortgage backed security US $619K 748K 0.01
FREDDIE MAC POOL UMBS P#QD2618 3.00000000 (UMBS P#QD2618 3% 12/01/51) Long ABS-mortgage backed security US $348.31 408.01 0.00
FREDDIE MAC POOL UMBS P#QD5748 2.00000000 (UMBS P#QD5748 2% 02/01/52) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#QD7603 2.00000000 (UMBS P#QD7603 2% 03/01/52) Long ABS-mortgage backed security US $620K 787K 0.01
FREDDIE MAC POOL UMBS P#QD7869 2.50000000 (UMBS P#QD7869 2.5% 03/01/52) Long ABS-mortgage backed security US $99K 119K 0.00
FREDDIE MAC POOL UMBS P#QD7879 2.50000000 (UMBS P#QD7879 2.5% 03/01/52) Long ABS-mortgage backed security US $108K 130K 0.00
FREDDIE MAC POOL UMBS P#QD8684 3.00000000 (UMBS P#QD8684 3% 03/01/52) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#QD8806 3.00000000 (UMBS P#QD8806 3% 03/01/52) Long ABS-mortgage backed security US $107K 125K 0.00
FREDDIE MAC POOL UMBS P#QD8810 3.00000000 (UMBS P#QD8810 3% 03/01/52) Long ABS-mortgage backed security US $208K 244K 0.00
FREDDIE MAC POOL UMBS P#QD9433 3.00000000 (UMBS P#QD9433 3% 03/01/52) Long ABS-mortgage backed security US $157K 184K 0.00
FREDDIE MAC POOL UMBS P#QD9605 3.00000000 (UMBS P#QD9605 3% 04/01/52) Long ABS-mortgage backed security US $340K 398K 0.00
FREDDIE MAC POOL UMBS P#QE0382 2.50000000 (UMBS P#QE0382 2.5% 04/01/52) Long ABS-mortgage backed security US $141K 171K 0.00
FREDDIE MAC POOL UMBS P#QE0729 4.00000000 (UMBS P#QE0729 4% 04/01/52) Long ABS-mortgage backed security US $49K 53K 0.00
FREDDIE MAC POOL UMBS P#QE3648 4.00000000 (UMBS P#QE3648 4% 06/01/52) Long ABS-mortgage backed security US $367K 399K 0.00
FREDDIE MAC POOL UMBS P#QE7117 4.50000000 (UMBS P#QE7117 4.5% 08/01/52) Long ABS-mortgage backed security US $81K 86K 0.00
FREDDIE MAC POOL UMBS P#QE8102 4.50000000 (UMBS P#QE8102 4.5% 08/01/52) Long ABS-mortgage backed security US $45K 47K 0.00
FREDDIE MAC POOL UMBS P#QE8992 4.00000000 (UMBS P#QE8992 4% 08/01/52) Long ABS-mortgage backed security US $666K 724K 0.01
FREDDIE MAC POOL UMBS P#QF2492 5.00000000 (UMBS P#QF2492 5% 11/01/52) Long ABS-mortgage backed security US $226K 233K 0.00
FREDDIE MAC POOL UMBS P#QF3903 5.50000000 (UMBS P#QF3903 5.5% 11/01/52) Long ABS-mortgage backed security US $105K 106K 0.00
FREDDIE MAC POOL UMBS P#QF3958 5.50000000 (UMBS P#QF3958 5.5% 12/01/52) Long ABS-mortgage backed security US $120K 121K 0.00
FREDDIE MAC POOL UMBS P#QG3366 5.50000000 (UMBS P#QG3366 5.5% 05/01/53) Long ABS-mortgage backed security US $134K 134K 0.00
FREDDIE MAC POOL UMBS P#QG5258 5.00000000 (UMBS P#QG5258 5% 06/01/53) Long ABS-mortgage backed security US $42K 43K 0.00
FREDDIE MAC POOL UMBS P#QG5279 5.00000000 (UMBS P#QG5279 5% 06/01/53) Long ABS-mortgage backed security US $50K 51K 0.00
FREDDIE MAC POOL UMBS P#QG5280 5.00000000 (UMBS P#QG5280 5% 06/01/53) Long ABS-mortgage backed security US $62K 64K 0.00
FREDDIE MAC POOL UMBS P#QG5356 5.00000000 (UMBS P#QG5356 5% 06/01/53) Long ABS-mortgage backed security US $29K 30K 0.00
FREDDIE MAC POOL UMBS P#QN7405 2.00000000 (UMBS P#QN7405 2% 08/01/36) Long ABS-mortgage backed security US $948K 1M 0.01
FREDDIE MAC POOL UMBS P#QN8171 2.00000000 (UMBS P#QN8171 2% 10/01/36) Long ABS-mortgage backed security US $502K 569K 0.00
FREDDIE MAC POOL UMBS P#QN8913 2.00000000 (UMBS P#QN8913 2% 12/01/36) Long ABS-mortgage backed security US $291K 329K 0.00
FREDDIE MAC POOL UMBS P#QN9226 2.00000000 (UMBS P#QN9226 2% 01/01/37) Long ABS-mortgage backed security US $290K 329K 0.00
FREDDIE MAC POOL UMBS P#QN9700 1.50000000 (UMBS P#QN9700 1.5% 03/01/37) Long ABS-mortgage backed security US $338K 395K 0.00
FREDDIE MAC POOL UMBS P#RA1419 3.50000000 (UMBS P#RA1419 3.5% 09/01/49) Long ABS-mortgage backed security US $860K 958K 0.01
FREDDIE MAC POOL UMBS P#RA3175 3.00000000 (UMBS P#RA3175 3% 07/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA3383 3.00000000 (UMBS P#RA3383 3% 08/01/50) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA3587 4.00000000 (UMBS P#RA3587 4% 09/01/50) Long ABS-mortgage backed security US $8M 9M 0.07
FREDDIE MAC POOL UMBS P#RA3723 2.00000000 (UMBS P#RA3723 2% 10/01/50) Long ABS-mortgage backed security US $184K 232K 0.00
FREDDIE MAC POOL UMBS P#RA3822 4.50000000 (UMBS P#RA3822 4.5% 10/01/50) Long ABS-mortgage backed security US $3M 3M 0.03
FREDDIE MAC POOL UMBS P#RA3988 2.50000000 (UMBS P#RA3988 2.5% 11/01/50) Long ABS-mortgage backed security US $9M 11M 0.07
FREDDIE MAC POOL UMBS P#RA4216 2.50000000 (UMBS P#RA4216 2.5% 12/01/50) Long ABS-mortgage backed security US $609K 738K 0.00
FREDDIE MAC POOL UMBS P#RA4493 2.00000000 (UMBS P#RA4493 2% 02/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#RA4652 2.00000000 (UMBS P#RA4652 2% 02/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA4718 2.00000000 (UMBS P#RA4718 2% 03/01/51) Long ABS-mortgage backed security US $473K 595K 0.00
FREDDIE MAC POOL UMBS P#RA4727 2.00000000 (UMBS P#RA4727 2% 03/01/51) Long ABS-mortgage backed security US $258K 326K 0.00
FREDDIE MAC POOL UMBS P#RA4737 2.00000000 (UMBS P#RA4737 2% 03/01/51) Long ABS-mortgage backed security US $564K 713K 0.00
FREDDIE MAC POOL UMBS P#RA5373 2.00000000 (UMBS P#RA5373 2% 06/01/51) Long ABS-mortgage backed security US $278K 349K 0.00
FREDDIE MAC POOL UMBS P#RA5398 2.00000000 (UMBS P#RA5398 2% 07/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA5436 2.00000000 (UMBS P#RA5436 2% 06/01/51) Long ABS-mortgage backed security US $734K 930K 0.01
FREDDIE MAC POOL UMBS P#RA5502 3.00000000 (UMBS P#RA5502 3% 06/01/51) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#RA6085 2.00000000 (UMBS P#RA6085 2% 10/01/51) Long ABS-mortgage backed security US $531K 665K 0.00
FREDDIE MAC POOL UMBS P#RA6091 2.00000000 (UMBS P#RA6091 2% 10/01/51) Long ABS-mortgage backed security US $460K 579K 0.00
FREDDIE MAC POOL UMBS P#RA6140 2.00000000 (UMBS P#RA6140 2% 10/01/51) Long ABS-mortgage backed security US $338K 429K 0.00
FREDDIE MAC POOL UMBS P#RA6188 2.00000000 (UMBS P#RA6188 2% 11/01/51) Long ABS-mortgage backed security US $985K 1M 0.01
FREDDIE MAC POOL UMBS P#RA6216 2.00000000 (UMBS P#RA6216 2% 11/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA6234 2.00000000 (UMBS P#RA6234 2% 11/01/51) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA6236 2.00000000 (UMBS P#RA6236 2% 11/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#RA6427 3.00000000 (UMBS P#RA6427 3% 12/01/51) Long ABS-mortgage backed security US $3M 4M 0.02
FREDDIE MAC POOL UMBS P#RA6503 2.00000000 (UMBS P#RA6503 2% 12/01/51) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#RA7000 2.50000000 (UMBS P#RA7000 2.5% 03/01/52) Long ABS-mortgage backed security US $485K 588K 0.00
FREDDIE MAC POOL UMBS P#RA7001 2.50000000 (UMBS P#RA7001 2.5% 03/01/52) Long ABS-mortgage backed security US $496K 599K 0.00
FREDDIE MAC POOL UMBS P#RA7020 2.50000000 (UMBS P#RA7020 2.5% 03/01/52) Long ABS-mortgage backed security US $170K 206K 0.00
FREDDIE MAC POOL UMBS P#RA7200 2.50000000 (UMBS P#RA7200 2.5% 04/01/52) Long ABS-mortgage backed security US $19K 23K 0.00
FREDDIE MAC POOL UMBS P#RA7543 4.00000000 (UMBS P#RA7543 4% 06/01/52) Long ABS-mortgage backed security US $164K 179K 0.00
FREDDIE MAC POOL UMBS P#RA7554 4.00000000 (UMBS P#RA7554 4% 06/01/52) Long ABS-mortgage backed security US $293K 319K 0.00
FREDDIE MAC POOL UMBS P#RA7664 4.00000000 (UMBS P#RA7664 4% 07/01/52) Long ABS-mortgage backed security US $838K 913K 0.01
FREDDIE MAC POOL UMBS P#RA7779 4.50000000 (UMBS P#RA7779 4.5% 08/01/52) Long ABS-mortgage backed security US $343K 363K 0.00
FREDDIE MAC POOL UMBS P#RA7920 4.00000000 (UMBS P#RA7920 4% 09/01/52) Long ABS-mortgage backed security US $506K 551K 0.00
FREDDIE MAC POOL UMBS P#RA7933 5.00000000 (UMBS P#RA7933 5% 09/01/52) Long ABS-mortgage backed security US $560K 573K 0.00
FREDDIE MAC POOL UMBS P#RA8087 5.00000000 (UMBS P#RA8087 5% 10/01/52) Long ABS-mortgage backed security US $275K 284K 0.00
FREDDIE MAC POOL UMBS P#RA8212 5.50000000 (UMBS P#RA8212 5.5% 11/01/52) Long ABS-mortgage backed security US $285K 286K 0.00
FREDDIE MAC POOL UMBS P#RA8406 5.00000000 (UMBS P#RA8406 5% 01/01/53) Long ABS-mortgage backed security US $420K 433K 0.00
FREDDIE MAC POOL UMBS P#RA8410 5.50000000 (UMBS P#RA8410 5.5% 01/01/53) Long ABS-mortgage backed security US $836K 840K 0.01
FREDDIE MAC POOL UMBS P#RA8529 5.50000000 (UMBS P#RA8529 5.5% 02/01/53) Long ABS-mortgage backed security US $547K 550K 0.00
FREDDIE MAC POOL UMBS P#RA8791 5.00000000 (UMBS P#RA8791 5% 04/01/53) Long ABS-mortgage backed security US $443K 457K 0.00
FREDDIE MAC POOL UMBS P#RA9090 5.50000000 (UMBS P#RA9090 5.5% 05/01/53) Long ABS-mortgage backed security US $922K 932K 0.01
FREDDIE MAC POOL UMBS P#RA9630 6.00000000 (UMBS P#RA9630 6% 08/01/53) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#RA9875 6.50000000 (UMBS P#RA9875 6.5% 09/01/53) Long ABS-mortgage backed security US $819K 802K 0.01
FREDDIE MAC POOL UMBS P#RB5001 3.50000000 (UMBS P#RB5001 3.5% 07/01/39) Long ABS-mortgage backed security US $127K 136K 0.00
FREDDIE MAC POOL UMBS P#RB5003 3.50000000 (UMBS P#RB5003 3.5% 08/01/39) Long ABS-mortgage backed security US $484K 521K 0.00
FREDDIE MAC POOL UMBS P#RB5007 3.50000000 (UMBS P#RB5007 3.5% 09/01/39) Long ABS-mortgage backed security US $302K 325K 0.00
FREDDIE MAC POOL UMBS P#RB5166 3.00000000 (UMBS P#RB5166 3% 07/01/42) Long ABS-mortgage backed security US $295K 333K 0.00
FREDDIE MAC POOL UMBS P#RB5173 3.00000000 (UMBS P#RB5173 3% 08/01/42) Long ABS-mortgage backed security US $100K 113K 0.00
FREDDIE MAC POOL UMBS P#RB5180 3.00000000 (UMBS P#RB5180 3% 08/01/42) Long ABS-mortgage backed security US $3K 4K 0.00
FREDDIE MAC POOL UMBS P#RC1696 3.50000000 (UMBS P#RC1696 3.5% 12/01/35) Long ABS-mortgage backed security US $46K 48K 0.00
FREDDIE MAC POOL UMBS P#RC1696 3.50000000 (UMBS P#RC1696 3.5% 12/01/35) Short ABS-mortgage backed security US $-46K -48K -0.00
FREDDIE MAC POOL UMBS P#RC1826 2.00000000 (UMBS P#RC1826 2% 02/01/36) Long ABS-mortgage backed security US $2M 2M 0.02
FREDDIE MAC POOL UMBS P#RC1887 2.00000000 (UMBS P#RC1887 2% 03/01/36) Long ABS-mortgage backed security US $329K 371K 0.00
FREDDIE MAC POOL UMBS P#RC1907 3.50000000 (UMBS P#RC1907 3.5% 02/01/36) Long ABS-mortgage backed security US $159K 168K 0.00
FREDDIE MAC POOL UMBS P#RC1907 3.50000000 (UMBS P#RC1907 3.5% 02/01/36) Short ABS-mortgage backed security US $-159K -168K -0.00
FREDDIE MAC POOL UMBS P#RC2344 2.00000000 (UMBS P#RC2344 2% 11/01/36) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#RC2370 2.00000000 (UMBS P#RC2370 2% 11/01/36) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#RC2399 2.00000000 (UMBS P#RC2399 2% 01/01/37) Long ABS-mortgage backed security US $253K 285K 0.00
FREDDIE MAC POOL UMBS P#RC2402 2.00000000 (UMBS P#RC2402 2% 01/01/37) Long ABS-mortgage backed security US $319K 361K 0.00
FREDDIE MAC POOL UMBS P#RC2403 2.00000000 (UMBS P#RC2403 2% 01/01/37) Long ABS-mortgage backed security US $355K 402K 0.00
FREDDIE MAC POOL UMBS P#RC2404 2.00000000 (UMBS P#RC2404 2% 01/01/37) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#RC2468 2.00000000 (UMBS P#RC2468 2% 01/01/37) Long ABS-mortgage backed security US $436K 493K 0.00
FREDDIE MAC POOL UMBS P#RJ0007 6.50000000 (UMBS P#RJ0007 6.5% 10/01/53) Long ABS-mortgage backed security US $419K 409K 0.00
FREDDIE MAC POOL UMBS P#RJ0325 6.50000000 (UMBS P#RJ0325 6.5% 11/01/53) Long ABS-mortgage backed security US $227K 222K 0.00
FREDDIE MAC POOL UMBS P#RJ0527 6.50000000 (UMBS P#RJ0527 6.5% 12/01/53) Long ABS-mortgage backed security US $78K 76K 0.00
FREDDIE MAC POOL UMBS P#RJ0528 6.50000000 (UMBS P#RJ0528 6.5% 12/01/53) Long ABS-mortgage backed security US $264K 258K 0.00
FREDDIE MAC POOL UMBS P#RJ0530 6.50000000 (UMBS P#RJ0530 6.5% 12/01/53) Long ABS-mortgage backed security US $796K 780K 0.01
FREDDIE MAC POOL UMBS P#RJ0717 6.50000000 (UMBS P#RJ0717 6.5% 01/01/54) Long ABS-mortgage backed security US $104K 102K 0.00
FREDDIE MAC POOL UMBS P#RJ0841 6.00000000 (UMBS P#RJ0841 6% 02/01/54) Long ABS-mortgage backed security US $463K 458K 0.00
FREDDIE MAC POOL UMBS P#RJ1422 6.00000000 (UMBS P#RJ1422 6% 05/01/54) Long ABS-mortgage backed security US $789K 779K 0.01
FREDDIE MAC POOL UMBS P#RJ1437 6.50000000 (UMBS P#RJ1437 6.5% 05/01/54) Long ABS-mortgage backed security US $737K 717K 0.01
FREDDIE MAC POOL UMBS P#SB0217 3.00000000 (UMBS P#SB0217 3% 01/01/33) Long ABS-mortgage backed security US $41K 43K 0.00
FREDDIE MAC POOL UMBS P#SB0256 4.00000000 (UMBS P#SB0256 4% 11/01/33) Long ABS-mortgage backed security US $39K 39K 0.00
FREDDIE MAC POOL UMBS P#SB0366 3.50000000 (UMBS P#SB0366 3.5% 02/01/34) Long ABS-mortgage backed security US $575K 600K 0.00
FREDDIE MAC POOL UMBS P#SB0381 2.50000000 (UMBS P#SB0381 2.5% 07/01/32) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SB0479 2.50000000 (UMBS P#SB0479 2.5% 10/01/35) Long ABS-mortgage backed security US $7M 7M 0.05
FREDDIE MAC POOL UMBS P#SB0725 4.00000000 (UMBS P#SB0725 4% 08/01/37) Long ABS-mortgage backed security US $122K 127K 0.00
FREDDIE MAC POOL UMBS P#SB1009 4.00000000 (UMBS P#SB1009 4% 02/01/38) Long ABS-mortgage backed security US $128K 133K 0.00
FREDDIE MAC POOL UMBS P#SB8047 3.50000000 (UMBS P#SB8047 3.5% 05/01/35) Long ABS-mortgage backed security US $495K 520K 0.00
FREDDIE MAC POOL UMBS P#SB8078 1.50000000 (UMBS P#SB8078 1.5% 12/01/35) Long ABS-mortgage backed security US $285K 331K 0.00
FREDDIE MAC POOL UMBS P#SB8079 2.00000000 (UMBS P#SB8079 2% 12/01/35) Long ABS-mortgage backed security US $576K 650K 0.00
FREDDIE MAC POOL UMBS P#SB8092 1.50000000 (UMBS P#SB8092 1.5% 03/01/36) Long ABS-mortgage backed security US $435K 505K 0.00
FREDDIE MAC POOL UMBS P#SB8112 2.50000000 (UMBS P#SB8112 2.5% 07/01/36) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#SB8140 1.50000000 (UMBS P#SB8140 1.5% 02/01/37) Long ABS-mortgage backed security US $629K 734K 0.01
FREDDIE MAC POOL UMBS P#SB8144 1.50000000 (UMBS P#SB8144 1.5% 03/01/37) Long ABS-mortgage backed security US $313K 366K 0.00
FREDDIE MAC POOL UMBS P#SB8148 2.00000000 (UMBS P#SB8148 2% 04/01/37) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#SB8149 2.50000000 (UMBS P#SB8149 2.5% 04/01/37) Long ABS-mortgage backed security US $123K 136K 0.00
FREDDIE MAC POOL UMBS P#SB8153 2.00000000 (UMBS P#SB8153 2% 05/01/37) Long ABS-mortgage backed security US $809K 919K 0.01
FREDDIE MAC POOL UMBS P#SB8154 2.50000000 (UMBS P#SB8154 2.5% 05/01/37) Long ABS-mortgage backed security US $308K 340K 0.00
FREDDIE MAC POOL UMBS P#SB8158 2.00000000 (UMBS P#SB8158 2% 06/01/37) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SB8506 2.00000000 (UMBS P#SB8506 2% 02/01/36) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#SB8508 2.00000000 (UMBS P#SB8508 2% 02/01/36) Long ABS-mortgage backed security US $548K 618K 0.00
FREDDIE MAC POOL UMBS P#SB8511 2.00000000 (UMBS P#SB8511 2% 05/01/36) Long ABS-mortgage backed security US $213K 240K 0.00
FREDDIE MAC POOL UMBS P#SB8512 2.00000000 (UMBS P#SB8512 2% 05/01/36) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD0060 3.50000000 (UMBS P#SD0060 3.5% 02/01/49) Long ABS-mortgage backed security US $454K 501K 0.00
FREDDIE MAC POOL UMBS P#SD0295 3.00000000 (UMBS P#SD0295 3% 02/01/49) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD0500 3.00000000 (UMBS P#SD0500 3% 08/01/50) Long ABS-mortgage backed security US $2M 2M 0.02
FREDDIE MAC POOL UMBS P#SD0514 2.00000000 (UMBS P#SD0514 2% 10/01/50) Long ABS-mortgage backed security US $534K 671K 0.00
FREDDIE MAC POOL UMBS P#SD0522 3.00000000 (UMBS P#SD0522 3% 12/01/50) Long ABS-mortgage backed security US $212K 246K 0.00
FREDDIE MAC POOL UMBS P#SD0576 2.50000000 (UMBS P#SD0576 2.5% 04/01/51) Long ABS-mortgage backed security US $316K 385K 0.00
FREDDIE MAC POOL UMBS P#SD0856 2.00000000 (UMBS P#SD0856 2% 01/01/52) Long ABS-mortgage backed security US $366K 465K 0.00
FREDDIE MAC POOL UMBS P#SD0935 3.00000000 (UMBS P#SD0935 3% 04/01/52) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#SD0940 3.00000000 (UMBS P#SD0940 3% 03/01/52) Long ABS-mortgage backed security US $858K 1M 0.01
FREDDIE MAC POOL UMBS P#SD0941 3.00000000 (UMBS P#SD0941 3% 04/01/52) Long ABS-mortgage backed security US $2M 3M 0.02
FREDDIE MAC POOL UMBS P#SD1143 4.50000000 (UMBS P#SD1143 4.5% 09/01/50) Long ABS-mortgage backed security US $799K 836K 0.01
FREDDIE MAC POOL UMBS P#SD1351 4.50000000 (UMBS P#SD1351 4.5% 07/01/52) Long ABS-mortgage backed security US $189K 199K 0.00
FREDDIE MAC POOL UMBS P#SD1424 4.00000000 (UMBS P#SD1424 4% 08/01/52) Long ABS-mortgage backed security US $390K 425K 0.00
FREDDIE MAC POOL UMBS P#SD1488 4.00000000 (UMBS P#SD1488 4% 08/01/52) Long ABS-mortgage backed security US $447K 487K 0.00
FREDDIE MAC POOL UMBS P#SD1511 5.00000000 (UMBS P#SD1511 5% 08/01/52) Long ABS-mortgage backed security US $239K 246K 0.00
FREDDIE MAC POOL UMBS P#SD2045 5.50000000 (UMBS P#SD2045 5.5% 12/01/52) Long ABS-mortgage backed security US $305K 305K 0.00
FREDDIE MAC POOL UMBS P#SD2046 5.50000000 (UMBS P#SD2046 5.5% 12/01/52) Long ABS-mortgage backed security US $756K 758K 0.01
FREDDIE MAC POOL UMBS P#SD2215 4.00000000 (UMBS P#SD2215 4% 10/01/52) Long ABS-mortgage backed security US $503K 542K 0.00
FREDDIE MAC POOL UMBS P#SD2321 3.00000000 (UMBS P#SD2321 3% 02/01/52) Long ABS-mortgage backed security US $811K 951K 0.01
FREDDIE MAC POOL UMBS P#SD2660 5.00000000 (UMBS P#SD2660 5% 04/01/53) Long ABS-mortgage backed security US $790K 815K 0.01
FREDDIE MAC POOL UMBS P#SD2661 5.50000000 (UMBS P#SD2661 5.5% 04/01/53) Long ABS-mortgage backed security US $378K 382K 0.00
FREDDIE MAC POOL UMBS P#SD2890 5.50000000 (UMBS P#SD2890 5.5% 05/01/53) Long ABS-mortgage backed security US $169K 170K 0.00
FREDDIE MAC POOL UMBS P#SD2905 5.50000000 (UMBS P#SD2905 5.5% 05/01/53) Long ABS-mortgage backed security US $281K 284K 0.00
FREDDIE MAC POOL UMBS P#SD3085 5.50000000 (UMBS P#SD3085 5.5% 06/01/53) Long ABS-mortgage backed security US $101K 102K 0.00
FREDDIE MAC POOL UMBS P#SD3260 6.00000000 (UMBS P#SD3260 6% 06/01/53) Long ABS-mortgage backed security US $328K 325K 0.00
FREDDIE MAC POOL UMBS P#SD3565 4.50000000 (UMBS P#SD3565 4.5% 08/01/53) Long ABS-mortgage backed security US $89K 94K 0.00
FREDDIE MAC POOL UMBS P#SD3603 6.00000000 (UMBS P#SD3603 6% 08/01/53) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD3635 3.00000000 (UMBS P#SD3635 3% 07/01/51) Long ABS-mortgage backed security US $479K 556K 0.00
FREDDIE MAC POOL UMBS P#SD3921 6.00000000 (UMBS P#SD3921 6% 09/01/53) Long ABS-mortgage backed security US $872K 866K 0.01
FREDDIE MAC POOL UMBS P#SD4322 6.50000000 (UMBS P#SD4322 6.5% 12/01/53) Long ABS-mortgage backed security US $163K 158K 0.00
FREDDIE MAC POOL UMBS P#SD4350 6.50000000 (UMBS P#SD4350 6.5% 10/01/53) Long ABS-mortgage backed security US $89K 87K 0.00
FREDDIE MAC POOL UMBS P#SD4870 6.50000000 (UMBS P#SD4870 6.5% 02/01/54) Long ABS-mortgage backed security US $243K 239K 0.00
FREDDIE MAC POOL UMBS P#SD5347 4.00000000 (UMBS P#SD5347 4% 05/01/45) Long ABS-mortgage backed security US $4M 4M 0.03
FREDDIE MAC POOL UMBS P#SD7505 4.50000000 (UMBS P#SD7505 4.5% 08/01/49) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#SD7506 4.00000000 (UMBS P#SD7506 4% 09/01/49) Long ABS-mortgage backed security US $1M 1M 0.01
FREDDIE MAC POOL UMBS P#SD7513 3.50000000 (UMBS P#SD7513 3.5% 04/01/50) Long ABS-mortgage backed security US $2M 3M 0.02
FREDDIE MAC POOL UMBS P#SD7517 3.00000000 (UMBS P#SD7517 3% 05/01/50) Long ABS-mortgage backed security US $3M 3M 0.02
FREDDIE MAC POOL UMBS P#SD7537 2.00000000 (UMBS P#SD7537 2% 03/01/51) Long ABS-mortgage backed security US $880K 1M 0.01
FREDDIE MAC POOL UMBS P#SD7543 2.50000000 (UMBS P#SD7543 2.5% 08/01/51) Long ABS-mortgage backed security US $11M 13M 0.09
FREDDIE MAC POOL UMBS P#SD7544 3.00000000 (UMBS P#SD7544 3% 07/01/51) Long ABS-mortgage backed security US $4M 5M 0.04
FREDDIE MAC POOL UMBS P#SD7557 4.50000000 (UMBS P#SD7557 4.5% 12/01/52) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD7560 4.00000000 (UMBS P#SD7560 4% 02/01/53) Long ABS-mortgage backed security US $417K 449K 0.00
FREDDIE MAC POOL UMBS P#SD8011 3.50000000 (UMBS P#SD8011 3.5% 09/01/49) Long ABS-mortgage backed security US $976K 1M 0.01
FREDDIE MAC POOL UMBS P#SD8064 4.00000000 (UMBS P#SD8064 4% 05/01/50) Long ABS-mortgage backed security US $879K 951K 0.01
FREDDIE MAC POOL UMBS P#SD8074 3.00000000 (UMBS P#SD8074 3% 07/01/50) Long ABS-mortgage backed security US $188K 217K 0.00
FREDDIE MAC POOL UMBS P#SD8086 4.00000000 (UMBS P#SD8086 4% 08/01/50) Long ABS-mortgage backed security US $934K 1M 0.01
FREDDIE MAC POOL UMBS P#SD8100 3.00000000 (UMBS P#SD8100 3% 10/01/50) Long ABS-mortgage backed security US $648K 752K 0.01
FREDDIE MAC POOL UMBS P#SD8129 2.50000000 (UMBS P#SD8129 2.5% 02/01/51) Long ABS-mortgage backed security US $10M 12M 0.08
FREDDIE MAC POOL UMBS P#SD8145 1.50000000 (UMBS P#SD8145 1.5% 05/01/51) Long ABS-mortgage backed security US $4M 5M 0.03
FREDDIE MAC POOL UMBS P#SD8146 2.00000000 (UMBS P#SD8146 2% 05/01/51) Long ABS-mortgage backed security US $8M 10M 0.07
FREDDIE MAC POOL UMBS P#SD8154 1.50000000 (UMBS P#SD8154 1.5% 07/01/51) Long ABS-mortgage backed security US $652K 871K 0.01
FREDDIE MAC POOL UMBS P#SD8161 2.50000000 (UMBS P#SD8161 2.5% 08/01/51) Long ABS-mortgage backed security US $771K 936K 0.01
FREDDIE MAC POOL UMBS P#SD8179 3.00000000 (UMBS P#SD8179 3% 11/01/51) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD8182 2.00000000 (UMBS P#SD8182 2% 12/01/51) Long ABS-mortgage backed security US $2M 3M 0.02
FREDDIE MAC POOL UMBS P#SD8194 2.50000000 (UMBS P#SD8194 2.5% 02/01/52) Long ABS-mortgage backed security US $2M 2M 0.01
FREDDIE MAC POOL UMBS P#SD8199 2.00000000 (UMBS P#SD8199 2% 03/01/52) Long ABS-mortgage backed security US $4M 4M 0.03
FREDDIE MAC POOL UMBS P#SD8245 4.50000000 (UMBS P#SD8245 4.5% 09/01/52) Long ABS-mortgage backed security US $2M 3M 0.02
FREDDIE MAC POOL UMBS P#SD8324 5.50000000 (UMBS P#SD8324 5.5% 05/01/53) Long ABS-mortgage backed security US $384K 389K 0.00
FREDDIE MAC POOL UMBS P#WN2175 3.05000000 (UMBS P#WN2175 3.05% 03/01/32) Long ABS-mortgage backed security US $783K 885K 0.01
FREDDIE MAC POOL UMBS P#ZA2577 3.50000000 (UMBS P#ZA2577 3.5% 11/01/25) Long ABS-mortgage backed security US $59K 60K 0.00
FREDDIE MAC POOL UMBS P#ZA3802 3.00000000 (UMBS P#ZA3802 3% 06/01/30) Long ABS-mortgage backed security US $437K 457K 0.00
FREDDIE MAC POOL UMBS P#ZA5434 3.50000000 (UMBS P#ZA5434 3.5% 05/01/48) Long ABS-mortgage backed security US $3M 3M 0.03
FREDDIE MAC POOL UMBS P#ZA6528 4.00000000 (UMBS P#ZA6528 4% 04/01/49) Long ABS-mortgage backed security US $2M 2M 0.02
FREDDIE MAC POOL UMBS P#ZA7078 3.50000000 (UMBS P#ZA7078 3.5% 06/01/39) Long ABS-mortgage backed security US $218K 234K 0.00
FREDDIE MAC POOL UMBS P#ZJ9596 6.00000000 (UMBS P#ZJ9596 6% 08/01/35) Long ABS-mortgage backed security US $50K 51K 0.00
FREDDIE MAC POOL UMBS P#ZK2418 4.00000000 (UMBS P#ZK2418 4% 07/01/25) Long ABS-mortgage backed security US $6K 7K 0.00
FREDDIE MAC POOL UMBS P#ZK2675 3.50000000 (UMBS P#ZK2675 3.5% 11/01/25) Long ABS-mortgage backed security US $72K 73K 0.00
FREDDIE MAC POOL UMBS P#ZK5360 3.00000000 (UMBS P#ZK5360 3% 04/01/28) Long ABS-mortgage backed security US $23K 24K 0.00
FREDDIE MAC POOL UMBS P#ZK6128 3.00000000 (UMBS P#ZK6128 3% 10/01/28) Long ABS-mortgage backed security US $869K 904K 0.01
FREDDIE MAC POOL UMBS P#ZL2783 3.50000000 (UMBS P#ZL2783 3.5% 03/01/42) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC POOL UMBS P#ZL3760 3.50000000 (UMBS P#ZL3760 3.5% 09/01/42) Long ABS-mortgage backed security US $2M 2M 0.02
FREDDIE MAC POOL UMBS P#ZM4599 3.50000000 (UMBS P#ZM4599 3.5% 11/01/47) Long ABS-mortgage backed security US $276K 304K 0.00
FREDDIE MAC POOL UMBS P#ZM5142 4.50000000 (UMBS P#ZM5142 4.5% 12/01/47) Long ABS-mortgage backed security US $157K 163K 0.00
FREDDIE MAC POOL UMBS P#ZM6432 4.50000000 (UMBS P#ZM6432 4.5% 04/01/48) Long ABS-mortgage backed security US $374K 390K 0.00
FREDDIE MAC POOL UMBS P#ZN0638 3.50000000 (UMBS P#ZN0638 3.5% 02/01/43) Long ABS-mortgage backed security US $45K 49K 0.00
FREDDIE MAC POOL UMBS P#ZS3767 3.50000000 (UMBS P#ZS3767 3.5% 07/01/43) Long ABS-mortgage backed security US $2K 2K 0.00
FREDDIE MAC POOL UMBS P#ZS4755 3.50000000 (UMBS P#ZS4755 3.5% 02/01/48) Long ABS-mortgage backed security US $1M 2M 0.01
FREDDIE MAC POOL UMBS P#ZS4771 3.50000000 (UMBS P#ZS4771 3.5% 06/01/48) Long ABS-mortgage backed security US $3K 4K 0.00
FREDDIE MAC POOL UMBS P#ZS4786 4.50000000 (UMBS P#ZS4786 4.5% 08/01/48) Long ABS-mortgage backed security US $18K 19K 0.00
FREDDIE MAC POOL UMBS P#ZS4791 4.50000000 (UMBS P#ZS4791 4.5% 09/01/48) Long ABS-mortgage backed security US $610K 637K 0.00
FREDDIE MAC POOL UMBS P#ZS6347 4.00000000 (UMBS P#ZS6347 4% 05/01/26) Long ABS-mortgage backed security US $6K 6K 0.00
FREDDIE MAC POOL UMBS P#ZS7036 3.00000000 (UMBS P#ZS7036 3% 04/01/29) Long ABS-mortgage backed security US $24K 25K 0.00
FREDDIE MAC POOL UMBS P#ZS7555 3.00000000 (UMBS P#ZS7555 3% 11/01/31) Long ABS-mortgage backed security US $24K 25K 0.00
FREDDIE MAC POOL UMBS P#ZS8565 3.00000000 (UMBS P#ZS8565 3% 05/01/30) Long ABS-mortgage backed security US $4K 4K 0.00
FREDDIE MAC POOL UMBS P#ZS8588 3.00000000 (UMBS P#ZS8588 3% 11/01/30) Long ABS-mortgage backed security US $83K 87K 0.00
FREDDIE MAC POOL UMBS P#ZS8676 3.00000000 (UMBS P#ZS8676 3% 11/01/32) Long ABS-mortgage backed security US $86K 91K 0.00
FREDDIE MAC POOL UMBS P#ZS8716 3.50000000 (UMBS P#ZS8716 3.5% 09/01/33) Long ABS-mortgage backed security US $231K 241K 0.00
FREDDIE MAC POOL UMBS P#ZT0537 3.50000000 (UMBS P#ZT0537 3.5% 03/01/48) Long ABS-mortgage backed security US $244K 269K 0.00
FREDDIE MAC POOL UMBS P#ZT0789 4.00000000 (UMBS P#ZT0789 4% 10/01/48) Long ABS-mortgage backed security US $2M 3M 0.02
FREDDIE MAC POOL UMBS P#ZT1159 3.50000000 (UMBS P#ZT1159 3.5% 02/01/44) Long ABS-mortgage backed security US $68K 74K 0.00
FREDDIE MAC POOL UMBS P#ZT1611 4.00000000 (UMBS P#ZT1611 4% 01/01/34) Long ABS-mortgage backed security US $13K 13K 0.00
FREDDIE MAC POOL UMBS P#ZT1998 4.00000000 (UMBS P#ZT1998 4% 07/01/29) Long ABS-mortgage backed security US $129K 131K 0.00
FREDDIE MAC REMICS SER 3404 CL SA V/R 0.55249000 (FHR 3404 SA V/R 01/15/38) Long ABS-collateralized bond/debt obligation US $77K 978K 0.00
FREDDIE MAC REMICS SER 3680 CL SA V/R 0.00000000 (FHR 3680 SA V/R 06/15/40) Long ABS-collateralized bond/debt obligation US $90K 2M 0.00
FREDDIE MAC REMICS SER 4023 CL S V/R 0.80249000 (FHR 4023 S V/R 03/15/42) Long ABS-collateralized bond/debt obligation US $76K 986K 0.00
FREDDIE MAC REMICS SER 4056 CL GS V/R 1.20249000 (FHR 4056 GS V/R 12/15/41) Long ABS-collateralized bond/debt obligation US $32K 436K 0.00
FREDDIE MAC REMICS SER 4134 CL PI 3.00000000 (FHR 4134 PI 3% 11/15/42) Long ABS-collateralized bond/debt obligation US $44K 417K 0.00
FREDDIE MAC REMICS SER 4147 CL JI 3.50000000 (FHR 4147 JI 3.5% 12/15/32) Long ABS-collateralized bond/debt obligation US $304K 4M 0.00
FREDDIE MAC REMICS SER 4165 CL TI 3.00000000 (FHR 4165 TI 3% 12/15/42) Long ABS-collateralized bond/debt obligation US $26K 419K 0.00
FREDDIE MAC REMICS SER 4479 CL AI 3.50000000 (FHR 4479 AI 3.5% 09/15/25) Long ABS-collateralized bond/debt obligation US $17K 1M 0.00
FREDDIE MAC REMICS SER 4598 CL IK 3.50000000 (FHR 4598 IK 3.5% 03/15/46) Long ABS-collateralized bond/debt obligation US $94K 564K 0.00
FREDDIE MAC REMICS SER 4710 CL EI 3.50000000 (FHR 4710 EI 3.5% 11/15/31) Long ABS-collateralized bond/debt obligation US $167K 3M 0.00
FREDDIE MAC REMICS SER 4751 CL EF V/R 5.69751000 (FHR 4751 EF V/R 05/15/41) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
FREDDIE MAC REMICS SER 4764 CL WF V/R 5.74751000 (FHR 4764 WF V/R 02/15/48) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
FREDDIE MAC REMICS SER 4790 CL F V/R 5.63751000 (FHR 4790 F V/R 10/15/43) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
FREDDIE MAC REMICS SER 4825 CL SE V/R 0.75249000 (FHR 4825 SE V/R 09/15/48) Long ABS-collateralized bond/debt obligation US $411K 4M 0.00
FREDDIE MAC REMICS SER 4830 CL IL 4.50000000 (FHR 4830 IL 4.5% 04/15/48) Long ABS-collateralized bond/debt obligation US $315K 2M 0.00
FREDDIE MAC REMICS SER 4888 CL IB 4.00000000 (FHR 4888 IB 4% 03/15/47) Long ABS-collateralized bond/debt obligation US $51K 303K 0.00
FREDDIE MAC REMICS SER 4930 CL IP 3.50000000 (FHR 4930 IP 3.5% 09/25/48) Long ABS-collateralized bond/debt obligation US $630K 5M 0.01
FREDDIE MAC REMICS SER 4990 CL MI 4.00000000 (FHR 4990 MI 4% 07/25/50) Long ABS-collateralized bond/debt obligation US $879K 4M 0.01
FREDDIE MAC REMICS SER 5003 CL AS V/R 0.65017000 (FHR 5003 AS V/R 08/25/50) Long ABS-collateralized bond/debt obligation US $834K 7M 0.01
FREDDIE MAC REMICS SER 5013 CL IQ 3.50000000 (FHR 5013 IQ 3.5% 09/25/50) Long ABS-collateralized bond/debt obligation US $805K 5M 0.01
FREDDIE MAC REMICS SER 5016 CL PI 3.00000000 (FHR 5016 PI 3% 09/25/50) Long ABS-collateralized bond/debt obligation US $2M 10M 0.01
FREDDIE MAC REMICS SER 5023 CL BI 2.00000000 (FHR 5023 BI 2% 10/25/50) Long ABS-collateralized bond/debt obligation US $3M 21M 0.02
FREDDIE MAC REMICS SER 5034 CL MI 2.00000000 (FHR 5034 MI 2% 11/25/50) Long ABS-collateralized bond/debt obligation US $245K 2M 0.00
FREDDIE MAC REMICS SER 5034 CL YI 4.00000000 (FHR 5034 YI 4% 11/25/50) Long ABS-collateralized bond/debt obligation US $509K 3M 0.00
FREDDIE MAC REMICS SER 5045 CL DI 2.50000000 (FHR 5045 DI 2.5% 11/25/50) Long ABS-collateralized bond/debt obligation US $387K 3M 0.00
FREDDIE MAC REMICS SER 5047 CL CI 2.00000000 (FHR 5047 CI 2% 12/25/50) Long ABS-collateralized bond/debt obligation US $202K 2M 0.00
FREDDIE MAC REMICS SER 5056 CL PI 2.50000000 (FHR 5056 PI 2.5% 12/25/50) Long ABS-collateralized bond/debt obligation US $989K 8M 0.01
FREDDIE MAC REMICS SER 5062 CL EI 2.00000000 (FHR 5062 EI 2% 01/25/51) Long ABS-collateralized bond/debt obligation US $440K 4M 0.00
FREDDIE MAC REMICS SER 5065 CL IG 3.00000000 (FHR 5065 IG 3% 01/25/51) Long ABS-collateralized bond/debt obligation US $530K 3M 0.00
FREDDIE MAC REMICS SER 5069 CL DI 3.50000000 (FHR 5069 DI 3.5% 02/25/41) Long ABS-collateralized bond/debt obligation US $172K 1M 0.00
FREDDIE MAC REMICS SER 5069 CL LI 2.50000000 (FHR 5069 LI 2.5% 02/25/51) Long ABS-collateralized bond/debt obligation US $2M 14M 0.02
FREDDIE MAC REMICS SER 5071 CL IN 4.00000000 (FHR 5071 IN 4% 08/25/50) Long ABS-collateralized bond/debt obligation US $1M 5M 0.01
FREDDIE MAC REMICS SER 5081 CL EI 2.50000000 (FHR 5081 EI 2.5% 03/25/51) Long ABS-collateralized bond/debt obligation US $3M 19M 0.02
FREDDIE MAC REMICS SER 5087 CL IL 3.00000000 (FHR 5087 IL 3% 03/25/51) Long ABS-collateralized bond/debt obligation US $317K 2M 0.00
FREDDIE MAC REMICS SER 5109 CL IE 2.50000000 (FHR 5109 IE 2.5% 05/25/51) Long ABS-collateralized bond/debt obligation US $129K 972K 0.00
FREDDIE MAC REMICS SER 5124 CL LI 4.50000000 (FHR 5124 LI 4.5% 07/25/51) Long ABS-collateralized bond/debt obligation US $2M 10M 0.02
FREDDIE MAC REMICS SER 5157 CL IA 3.00000000 (FHR 5157 IA 3% 10/25/51) Long ABS-collateralized bond/debt obligation US $7M 47M 0.06
FREDDIE MAC REMICS SER 5202 CL UI 3.50000000 (FHR 5202 UI 3.5% 01/25/52) Long ABS-collateralized bond/debt obligation US $677K 4M 0.01
FREDDIE MAC REMICS SER 5210 CL AI 3.50000000 (FHR 5210 AI 3.5% 01/25/42) Long ABS-collateralized bond/debt obligation US $487K 4M 0.00
FREDDIE MAC REMICS SER 5227 CL EI 4.00000000 (FHR 5227 EI 4% 04/25/50) Long ABS-collateralized bond/debt obligation US $389K 4M 0.00
FREDDIE MAC REMICS SER 5383 CL AF V/R 6.30784800 (FHR 5383 AF V/R 08/15/48) Long ABS-collateralized bond/debt obligation US $924K 920K 0.01
FREDDIE MAC STRIPS SER 365 CL C2 4.00000000 (FHS 365 C2 4% 06/15/49) Long ABS-collateralized bond/debt obligation US $656K 4M 0.01
FREDDIE MAC STRIPS SER 399 CL C29 2.00000000 (FHS 399 C29 2% 06/25/52) Long ABS-collateralized bond/debt obligation US $1M 10M 0.01
FREDDIE MAC STRIPS SER 399 CL C30 2.00000000 (FHS 399 C30 2% 06/25/51) Long ABS-collateralized bond/debt obligation US $10M 75M 0.08
FREDDIE MAC STRIPS ZCP 0.00000000 (FRE PRIN STRIP ZCP 03/15/31) Long Debt US $398K 542K 0.00
FREEPORT-MCMORAN INC REGD 4.12500000 (FREEPORT-MCMOR 4.125% 03/01/28) Long Debt US $1M 2M 0.01
FREEPORT-MCMORAN INC REGD 5.40000000 (FREEPORT-MCMORAN 5.4% 11/14/34) Long Debt US $4K 4K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 215 1.20000000 (FREIE HANSE 1.2% 01/30/34/EUR/) Long Debt DE $36K 40K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 217 1.00000000 (FREIE HANSEST 1% 05/27/39/EUR/) Long Debt DE $158K 200K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 224 0.40000000 (FREIE HANSE 0.4% 08/20/49/EUR/) Long Debt DE $16K 30K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 232 0.55000000 (FREIE HANS 0.55% 02/04/50/EUR/) Long Debt DE $17K 30K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 247 0.15000000 (FREIE HANS 0.15% 09/14/40/EUR/) Long Debt DE $203K 310K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 250 0.01000000 (FREIE HANS 0.01% 10/06/28/EUR/) Long Debt DE $606K 640K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD REG S SER 258 0.50000000 (FREIE HANSE 0.5% 05/06/41/EUR/) Long Debt DE $95K 138K 0.00
FREIE HANSESTADT BREMEN /EUR/ REGD SER 272 3.00000000 (FREIE HANSEST 3% 03/02/33/EUR/) Long Debt DE $751K 700K 0.01
FREIE HANSESTADT BREMEN /EUR/ REGD SER 274 2.75000000 (FREIE HANS 2.75% 01/30/32/EUR/) Long Debt DE $106K 100K 0.00
FREIE HANSESTADT HAMBURG /EUR/ REGD 0.01000000 (FREIE HANS 0.01% 11/05/35/EUR/) Long Debt DE $53K 70K 0.00
FREIE HANSESTADT HAMBURG /EUR/ REGD 2.87500000 (FREIE HAN 2.875% 04/30/32/EUR/) Long Debt DE $213K 200K 0.00
FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.00000000 (FREIE HANSEST 0% 04/07/26/EUR/) Long Debt DE $284K 280K 0.00
FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.01000000 (FREIE HANS 0.01% 06/03/30/EUR/) Long Debt DE $452K 500K 0.00
FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.20000000 (FREIE HANSE 0.2% 09/03/49/EUR/) Long Debt DE $36K 70K 0.00
FREIE HANSESTADT HAMBURG /EUR/ REGD REG S 0.25000000 (FREIE HANS 0.25% 02/18/41/EUR/) Long Debt DE $261K 394K 0.00
FREIE HANSESTADT HAMBURG /EUR/ REGD REG S EMTN 0.01000000 (FREIE HANS 0.01% 06/30/28/EUR/) Long Debt DE $362K 380K 0.00
FREISTAAT BAYERN /EUR/ REGD REG S 0.01000000 (FREISTAAT 0.01% 01/18/35/EUR/) Long Debt DE $277K 352K 0.00
FREISTAAT BAYERN /EUR/ REGD REG S SER 134 0.01000000 (FREISTAAT 0.01% 05/07/29/EUR/) Long Debt DE $558K 600K 0.00
FREISTAAT SACHSEN /EUR/ REGD REG S 0.01000000 (FREISTAAT 0.01% 11/05/29/EUR/) Long Debt DE $181K 197K 0.00
FREISTAAT SACHSEN /EUR/ REGD REG S SER 132 0.01000000 (FREISTAAT 0.01% 12/17/35/EUR/) Long Debt DE $159K 210K 0.00
FREISTAAT SACHSEN /EUR/ REGD REG S SER 135 0.40000000 (FREISTAAT S 0.4% 05/12/36/EUR/) Long Debt DE $236K 300K 0.00
FS KKR CAPITAL CORP REGD 2.62500000 (FS KKR CAPITAL 2.625% 01/15/27) Long Debt US $32K 35K 0.00
FS KKR CAPITAL CORP REGD 3.12500000 (FS KKR CAPITAL 3.125% 10/12/28) Long Debt US $122K 140K 0.00
FS KKR CAPITAL CORP REGD 7.87500000 (FS KKR CAPITAL 7.875% 01/15/29) Long Debt US $62K 60K 0.00
FUTURE CONTRACT ON EURO-BOBL FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BOBL FUTURE SEP24) Derivative-interest rate DE $-72M – -0.58
FUTURE CONTRACT ON EURO-BUND FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BUND FUTURE SEP24) Derivative-interest rate DE $11M – 0.09
FUTURE CONTRACT ON EURO-BUND FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-BUND FUTURE SEP24) Derivative-interest rate DE $-46M – -0.37
FUTURE CONTRACT ON EURO-BUXL 30Y BND SEP24 /EUR/ 0.00000000 (F/C EURO-BUXL 30Y BND SEP24) Derivative-interest rate DE $12M – 0.09
FUTURE CONTRACT ON EURO-OAT FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-OAT FUTURE SEP24) Derivative-interest rate DE $1M – 0.01
FUTURE CONTRACT ON EURO-OAT FUTURE SEP24 /EUR/ 0.00000000 (F/C EURO-OAT FUTURE SEP24) Derivative-interest rate DE $-132K – -0.00
FUTURE CONTRACT ON EURO-SCHATZ FUT SEP24 /EUR/ 0.00000000 (F/C EURO-SCHATZ FUT SEP24) Derivative-interest rate DE $5M – 0.04
FUTURE CONTRACT ON EURO-SCHATZ FUT SEP24 /EUR/ 0.00000000 (F/C EURO-SCHATZ FUT SEP24) Derivative-interest rate DE $-1M – -0.01
FUTURE CONTRACT ON LONG GILT FUTURE SEP24 /GBP/ 0.00000000 (F/C LONG GILT FUTURE SEP24) Derivative-interest rate GB $-22M – -0.18
FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) Derivative-interest rate US $3M – 0.03
FUTURE CONTRACT ON US 10YR NOTE (CBT)SEP24 0.00000000 (F/C US 10YR NOTE (CBT)SEP24) Derivative-interest rate US $-29M – -0.24
FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) Derivative-interest rate US $2M – 0.02
FUTURE CONTRACT ON US 10YR ULTRA FUT SEP24 0.00000000 (F/C US 10YR ULTRA FUT SEP24) Derivative-interest rate US $-3M – -0.02
FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) Derivative-interest rate US $13M – 0.11
FUTURE CONTRACT ON US 2YR NOTE (CBT) SEP24 0.00000000 (F/C US 2YR NOTE (CBT) SEP24) Derivative-interest rate US $-18M – -0.15
FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) Derivative-interest rate US $18M – 0.15
FUTURE CONTRACT ON US 5YR NOTE (CBT) SEP24 0.00000000 (F/C US 5YR NOTE (CBT) SEP24) Derivative-interest rate US $-1M – -0.01
FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) Derivative-interest rate US $18M – 0.15
FUTURE CONTRACT ON US LONG BOND(CBT) SEP24 0.00000000 (F/C US LONG BOND(CBT) SEP24) Derivative-interest rate US $-473K – -0.00
FUTURE CONTRACT ON US ULTRA BOND CBT SEP24 0.00000000 (F/C US ULTRA BOND CBT SEP24) Derivative-interest rate US $7M – 0.05
G2SF 30 YR TBA 4.0% JUL 24 TO BE ANNOUNCED 4.00000000 Long ABS-mortgage backed security US $8M 8M 0.06
G2SF 30 YR TBA 4.5% AUG 24 TO BE ANNOUNCED 4.50000000 Long ABS-mortgage backed security US $6M 6M 0.05
G2SF 30 YR TBA 4.5% JUL 24 TO BE ANNOUNCED 4.50000000 Long ABS-mortgage backed security US $3M 3M 0.02
G2SF 30 YR TBA 3.5 JUL 12 TO BE ANNOUNCED 3.50000000 Long ABS-mortgage backed security US $5M 5M 0.04
G2SF 30 YR TBA 3.5% AUG 54 TO BE ANNOUNCED 3.50000000 Long ABS-mortgage backed security US $2M 2M 0.01
G2SF 30 YR TBA 5% AUG 24 TO BE ANNOUNCED 5.00000000 Long ABS-mortgage backed security US $14M 15M 0.11
G2SF 30YR TBA 6.0% JUL 24 TO BE ANNOUNCED 6.00000000 Long ABS-mortgage backed security US $5M 5M 0.04
G2ST 30YR TBA 3.0% AUG 12 TO BE ANNOUNCED 3.00000000 (G2SF 30YR TBA 3.0% AUG 12) Long ABS-mortgage backed security US $30M 34M 0.24
GBP/USD FWD 20240702 000003534 USD Derivative-foreign exchange $625K – 0.01
GBP/USD FWD 20240702 000005208 USD Derivative-foreign exchange $23K – 0.00
GBP/USD FWD 20240702 000006038 USD Derivative-foreign exchange $892K – 0.01
GBP/USD FWD 20240702 000009049 USD Derivative-foreign exchange $-115K – -0.00
GBP/USD FWD 20240702 000009605 USD Derivative-foreign exchange $43K – 0.00
GBP/USD FWD 20240702 000011343 USD Derivative-foreign exchange $-65K – -0.00
GBP/USD FWD 20240702 000015298 USD Derivative-foreign exchange $706K – 0.01
GBP/USD FWD 20240702 000016440 USD Derivative-foreign exchange $4M – 0.03
GBP/USD FWD 20240802 000009049 USD Derivative-foreign exchange $115K – 0.00
GBP/USD FWD 20240802 000011343 USD Derivative-foreign exchange $65K – 0.00
GDF SUEZ /GBP/ REGD EMTN 5.00000000 (GDF SUEZ 5% 10/01/60 /GBP/) Long Debt FR $1M 1M 0.01
GE CAPITAL UK FUNDING /GBP/ REGD EMTN 5.87500000 (GE CAPITA 5.875% 01/18/33 /GB) Long Debt IE $3M 2M 0.03
GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 58 0.00000000 (GEMEINSAME BU 0% 02/19/27/EUR/) Long Debt DE $218K 220K 0.00
GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 59 0.01000000 (GEMEINSAME 0.01% 08/26/30/EUR/) Long Debt DE $449K 500K 0.00
GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 60 0.01000000 (GEMEINSAME 0.01% 02/04/31/EUR/) Long Debt DE $129K 146K 0.00
GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 62 1.25000000 (GEMEINSAME 1.25% 05/04/29/EUR/) Long Debt DE $575K 580K 0.00
GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 63 3.00000000 (GEMEINSAME BU 3% 04/26/30/EUR/) Long Debt DE $215K 200K 0.00
GEMEINSAME BUNDESLAENDER /EUR/ REGD REG S SER 64 2.62500000 (GEMEINSAM 2.625% 02/07/31/EUR/) Long Debt DE $525K 500K 0.00
GEMEINSAME FOERDERINSTIT /EUR/ REGD REG S 2.50000000 (GEMEINSAME 2.5% 09/28/29/EUR/) Long Debt DE $105K 100K 0.00
GENERAL DYNAMICS CORP REGD 2.25000000 (GENERAL DYNAMIC 2.25% 06/01/31) Long Debt US $30K 36K 0.00
GENERAL DYNAMICS CORP REGD 4.25000000 (GENERAL DYNAMIC 4.25% 04/01/40) Long Debt US $2K 2K 0.00
GENERAL ELECTRIC CO /EUR/ REGD 1.50000000 (GENERAL ELE 1.5% 05/17/29/EUR/) Long Debt US $11M 11M 0.09
GENERAL ELECTRIC CO /EUR/ REGD 1.87500000 (GENERAL E 1.875% 05/28/27/EUR/) Long Debt US $1M 1M 0.01
GENERAL ELECTRIC CO /EUR/ REGD REG S EMTN 4.12500000 (GENERAL E 4.125% 09/19/35/EUR/) Long Debt US $653K 600K 0.01
GENERAL ELECTRIC CO /GBP/ REGD REG S EMTN 4.87500000 (GENERAL E 4.875% 09/18/37/GBP/) Long Debt US $5M 4M 0.04
GENERAL MILLS INC /EUR/ REGD 0.12500000 (GENERAL M 0.125% 11/15/25/EUR/) Long Debt US $1M 1M 0.01
GENERAL MILLS INC /EUR/ REGD 0.45000000 (GENERAL MI 0.45% 01/15/26/EUR/) Long Debt US $3M 3M 0.02
GENERAL MILLS INC /EUR/ REGD 3.65000000 (GENERAL MI 3.65% 10/23/30/EUR/) Long Debt US $2M 2M 0.02
GENERAL MILLS INC REGD 2.87500000 (GENERAL MILLS 2.875% 04/15/30) Long Debt US $41K 46K 0.00
GENERAL MOTORS CO REGD 5.20000000 (GENERAL MOTORS C 5.2% 04/01/45) Long Debt US $493K 560K 0.00
GENERAL MOTORS CO REGD 6.60000000 (GENERAL MOTORS C 6.6% 04/01/36) Long Debt US $545K 520K 0.00
GENERAL MOTORS CO REGD SER WI 6.25000000 (GENERAL MOTORS 6.25% 10/02/43) Long Debt US $120K 120K 0.00
GENERAL MOTORS FINL CO REGD 2.35000000 (GENERAL MOTORS 2.35% 02/26/27) Long Debt US $9K 10K 0.00
GENERAL MOTORS FINL CO REGD 2.70000000 (GENERAL MOTORS F 2.7% 08/20/27) Long Debt US $1M 1M 0.01
GENERAL MOTORS FINL CO REGD 2.70000000 (GENERAL MOTORS F 2.7% 06/10/31) Long Debt US $485K 585K 0.00
GENERAL MOTORS FINL CO REGD 2.75000000 (GENERAL MOTORS 2.75% 06/20/25) Long Debt US $39K 40K 0.00
GENERAL MOTORS FINL CO REGD 5.00000000 (GENERAL MOTORS FIN 5% 04/09/27) Long Debt US $1M 1M 0.01
GENERAL MOTORS FINL CO REGD 5.40000000 (GENERAL MOTORS F 5.4% 05/08/27) Long Debt US $60K 60K 0.00
GENERAL MOTORS FINL CO REGD 5.55000000 (GENERAL MOTORS 5.55% 07/15/29) Long Debt US $30K 30K 0.00
GENERAL MOTORS FINL CO REGD 5.60000000 (GENERAL MOTORS F 5.6% 06/18/31) Long Debt US $40K 40K 0.00
GENERAL MOTORS FINL CO REGD 5.75000000 (GENERAL MOTORS 5.75% 02/08/31) Long Debt US $15K 15K 0.00
GENERAL MOTORS FINL CO REGD 5.95000000 (GENERAL MOTORS 5.95% 04/04/34) Long Debt US $20K 20K 0.00
GENERALITAT DE CATALUNYA /EUR/ REGD 4.22000000 (GENERALITA 4.22% 04/26/35/EUR/) Long Debt ES $107K 100K 0.00
GENERATE CLO 3 LTD SER 3A CL A2R V/R REGD 144A P/P 7.15456000 (GNRT 3A A2R V/R 10/20/36) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
GENPACT LUXEMBOURG SARL REGD 3.37500000 (GENPACT LUXEMB 3.375% 12/01/24) Long Debt LU $1M 1M 0.01
GEORGIA POWER CO REGD 4.70000000 (GEORGIA POWER CO 4.7% 05/15/32) Long Debt US $2M 2M 0.02
GEORGIA POWER CO REGD 5.12500000 (GEORGIA POWER 5.125% 05/15/52) Long Debt US $21K 22K 0.00
GEORGIA POWER CO REGD SER B 3.70000000 (GEORGIA POWER CO 3.7% 01/30/50) Long Debt US $7K 10K 0.00
GEORGIA-PACIFIC LLC REGD 8.87500000 (GEORGIA-PACIFI 8.875% 05/15/31) Long Debt US $12K 10K 0.00
GILEAD SCIENCES INC REGD 3.65000000 (GILEAD SCIENCES 3.65% 03/01/26) Long Debt US $63K 65K 0.00
GILEAD SCIENCES INC REGD 4.00000000 (GILEAD SCIENCES IN 4% 09/01/36) Long Debt US $278K 315K 0.00
GILEAD SCIENCES INC REGD 4.80000000 (GILEAD SCIENCES 4.8% 04/01/44) Long Debt US $240K 265K 0.00
GINNIE MAE I POOL P#BD4016 3.00000000 (GNMA P#BD4016 3% 10/15/49) Long ABS-mortgage backed security US $157K 179K 0.00
GINNIE MAE I POOL P#BT0809 3.00000000 (GNMA P#BT0809 3% 03/15/50) Long ABS-mortgage backed security US $13K 14K 0.00
GINNIE MAE II POOL P#4767 4.50000000 (GNMA II P#4767 4.5% 08/20/40) Long ABS-mortgage backed security US $16K 17K 0.00
GINNIE MAE II POOL P#4828 4.50000000 (GNMA II P#4828 4.5% 10/20/40) Long ABS-mortgage backed security US $35K 36K 0.00
GINNIE MAE II POOL P#5230 4.00000000 (GNMA II P#5230 4% 11/20/41) Long ABS-mortgage backed security US $18K 19K 0.00
GINNIE MAE II POOL P#784736 4.50000000 (GNMA II P#784736 4.5% 05/20/49) Long ABS-mortgage backed security US $222K 233K 0.00
GINNIE MAE II POOL P#785043 3.00000000 (GNMA II P#785043 3% 04/20/49) Long ABS-mortgage backed security US $26K 29K 0.00
GINNIE MAE II POOL P#785423 V/R 7.63400000 (GNMA II P#785423 V/R 02/20/71) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#785745 V/R 7.63100000 (GNMA II P#785745 V/R 10/20/71) Long ABS-mortgage backed security US $8M 8M 0.07
GINNIE MAE II POOL P#786283 V/R 6.95200000 (GNMA II P#786283 V/R 07/20/72) Long ABS-mortgage backed security US $20M 19M 0.16
GINNIE MAE II POOL P#786798 5.50000000 (GNMA II P#786798 5.5% 07/20/53) Long ABS-mortgage backed security US $403K 402K 0.00
GINNIE MAE II POOL P#786843 3.00000000 (GNMA II P#786843 3% 03/20/52) Long ABS-mortgage backed security US $956K 1M 0.01
GINNIE MAE II POOL P#AY3790 4.50000000 (GNMA II P#AY3790 4.5% 03/20/47) Long ABS-mortgage backed security US $405K 422K 0.00
GINNIE MAE II POOL P#BA1093 4.50000000 (GNMA II P#BA1093 4.5% 06/20/47) Long ABS-mortgage backed security US $737K 767K 0.01
GINNIE MAE II POOL P#BC7705 4.50000000 (GNMA II P#BC7705 4.5% 10/20/47) Long ABS-mortgage backed security US $306K 319K 0.00
GINNIE MAE II POOL P#BE2334 4.50000000 (GNMA II P#BE2334 4.5% 11/20/47) Long ABS-mortgage backed security US $942K 984K 0.01
GINNIE MAE II POOL P#BH0033 4.50000000 (GNMA II P#BH0033 4.5% 05/20/48) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#BH0034 4.50000000 (GNMA II P#BH0034 4.5% 05/20/48) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#BH0035 4.50000000 (GNMA II P#BH0035 4.5% 05/20/48) Long ABS-mortgage backed security US $2M 2M 0.02
GINNIE MAE II POOL P#BH4510 4.50000000 (GNMA II P#BH4510 4.5% 11/20/48) Long ABS-mortgage backed security US $359K 375K 0.00
GINNIE MAE II POOL P#BJ1865 4.50000000 (GNMA II P#BJ1865 4.5% 09/20/48) Long ABS-mortgage backed security US $346K 379K 0.00
GINNIE MAE II POOL P#BK4763 4.50000000 (GNMA II P#BK4763 4.5% 11/20/48) Long ABS-mortgage backed security US $350K 365K 0.00
GINNIE MAE II POOL P#BK7169 5.00000000 (GNMA II P#BK7169 5% 12/20/48) Long ABS-mortgage backed security US $142K 144K 0.00
GINNIE MAE II POOL P#CN1100 3.00000000 (GNMA II P#CN1100 3% 01/20/47) Long ABS-mortgage backed security US $432K 493K 0.00
GINNIE MAE II POOL P#CN1131 3.00000000 (GNMA II P#CN1131 3% 06/20/47) Long ABS-mortgage backed security US $431K 492K 0.00
GINNIE MAE II POOL P#CN1798 3.00000000 (GNMA II P#CN1798 3% 01/20/47) Long ABS-mortgage backed security US $136K 154K 0.00
GINNIE MAE II POOL P#CN5012 3.50000000 (GNMA II P#CN5012 3.5% 12/20/47) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#CN5903 3.50000000 (GNMA II P#CN5903 3.5% 09/20/45) Long ABS-mortgage backed security US $617K 689K 0.01
GINNIE MAE II POOL P#CN6619 3.00000000 (GNMA II P#CN6619 3% 01/20/47) Long ABS-mortgage backed security US $293K 334K 0.00
GINNIE MAE II POOL P#CN6668 3.00000000 (GNMA II P#CN6668 3% 02/20/47) Long ABS-mortgage backed security US $372K 424K 0.00
GINNIE MAE II POOL P#CN8587 3.00000000 (GNMA II P#CN8587 3% 08/20/47) Long ABS-mortgage backed security US $143K 162K 0.00
GINNIE MAE II POOL P#CO9984 3.50000000 (GNMA II P#CO9984 3.5% 09/20/42) Long ABS-mortgage backed security US $2M 2M 0.02
GINNIE MAE II POOL P#CO9990 3.50000000 (GNMA II P#CO9990 3.5% 08/20/45) Long ABS-mortgage backed security US $2M 2M 0.02
GINNIE MAE II POOL P#CP5066 3.00000000 (GNMA II P#CP5066 3% 07/20/47) Long ABS-mortgage backed security US $280K 319K 0.00
GINNIE MAE II POOL P#CP5159 3.00000000 (GNMA II P#CP5159 3% 07/20/47) Long ABS-mortgage backed security US $443K 506K 0.00
GINNIE MAE II POOL P#CP9119 3.00000000 (GNMA II P#CP9119 3% 09/20/47) Long ABS-mortgage backed security US $343K 391K 0.00
GINNIE MAE II POOL P#CQ5116 3.00000000 (GNMA II P#CQ5116 3% 07/20/47) Long ABS-mortgage backed security US $145K 166K 0.00
GINNIE MAE II POOL P#CQ9307 3.00000000 (GNMA II P#CQ9307 3% 08/20/47) Long ABS-mortgage backed security US $284K 324K 0.00
GINNIE MAE II POOL P#CR3299 3.00000000 (GNMA II P#CR3299 3% 10/20/47) Long ABS-mortgage backed security US $357K 407K 0.00
GINNIE MAE II POOL P#CR6950 3.00000000 (GNMA II P#CR6950 3% 01/20/47) Long ABS-mortgage backed security US $65K 74K 0.00
GINNIE MAE II POOL P#CR7924 3.00000000 (GNMA II P#CR7924 3% 07/20/47) Long ABS-mortgage backed security US $151K 172K 0.00
GINNIE MAE II POOL P#CS4118 3.00000000 (GNMA II P#CS4118 3% 01/20/48) Long ABS-mortgage backed security US $478K 546K 0.00
GINNIE MAE II POOL P#CS9562 3.00000000 (GNMA II P#CS9562 3% 12/20/47) Long ABS-mortgage backed security US $470K 536K 0.00
GINNIE MAE II POOL P#MA0698 3.00000000 (GNMA II P#MA0698 3% 01/20/43) Long ABS-mortgage backed security US $367K 412K 0.00
GINNIE MAE II POOL P#MA1447 3.00000000 (GNMA II P#MA1447 3% 11/20/43) Long ABS-mortgage backed security US $76K 85K 0.00
GINNIE MAE II POOL P#MA2677 3.00000000 (GNMA II P#MA2677 3% 03/20/45) Long ABS-mortgage backed security US $80K 90K 0.00
GINNIE MAE II POOL P#MA3105 3.50000000 (GNMA II P#MA3105 3.5% 09/20/45) Long ABS-mortgage backed security US $2M 2M 0.02
GINNIE MAE II POOL P#MA3936 3.00000000 (GNMA II P#MA3936 3% 09/20/46) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA4068 3.00000000 (GNMA II P#MA4068 3% 11/20/46) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA4184 3.00000000 (GNMA II P#MA4184 3% 01/20/47) Long ABS-mortgage backed security US $93K 107K 0.00
GINNIE MAE II POOL P#MA4588 4.50000000 (GNMA II P#MA4588 4.5% 07/20/47) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA4719 3.50000000 (GNMA II P#MA4719 3.5% 09/20/47) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA4777 3.00000000 (GNMA II P#MA4777 3% 10/20/47) Long ABS-mortgage backed security US $347K 392K 0.00
GINNIE MAE II POOL P#MA5253 3.50000000 (GNMA II P#MA5253 3.5% 06/20/48) Long ABS-mortgage backed security US $40K 45K 0.00
GINNIE MAE II POOL P#MA5319 3.50000000 (GNMA II P#MA5319 3.5% 07/20/48) Long ABS-mortgage backed security US $31K 35K 0.00
GINNIE MAE II POOL P#MA5330 4.00000000 (GNMA II P#MA5330 4% 07/20/48) Long ABS-mortgage backed security US $862K 920K 0.01
GINNIE MAE II POOL P#MA5397 3.50000000 (GNMA II P#MA5397 3.5% 08/20/48) Long ABS-mortgage backed security US $144K 158K 0.00
GINNIE MAE II POOL P#MA5466 4.00000000 (GNMA II P#MA5466 4% 09/20/48) Long ABS-mortgage backed security US $1M 2M 0.01
GINNIE MAE II POOL P#MA5467 4.50000000 (GNMA II P#MA5467 4.5% 09/20/48) Long ABS-mortgage backed security US $222K 230K 0.00
GINNIE MAE II POOL P#MA5594 3.50000000 (GNMA II P#MA5594 3.5% 11/20/48) Long ABS-mortgage backed security US $173K 190K 0.00
GINNIE MAE II POOL P#MA5595 4.00000000 (GNMA II P#MA5595 4% 11/20/48) Long ABS-mortgage backed security US $26K 27K 0.00
GINNIE MAE II POOL P#MA5650 3.50000000 (GNMA II P#MA5650 3.5% 12/20/48) Long ABS-mortgage backed security US $5K 5K 0.00
GINNIE MAE II POOL P#MA5651 4.00000000 (GNMA II P#MA5651 4% 12/20/48) Long ABS-mortgage backed security US $738K 790K 0.01
GINNIE MAE II POOL P#MA5711 4.50000000 (GNMA II P#MA5711 4.5% 01/20/49) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA5816 3.50000000 (GNMA II P#MA5816 3.5% 03/20/49) Long ABS-mortgage backed security US $834K 918K 0.01
GINNIE MAE II POOL P#MA5818 4.50000000 (GNMA II P#MA5818 4.5% 03/20/49) Long ABS-mortgage backed security US $411K 427K 0.00
GINNIE MAE II POOL P#MA5931 4.00000000 (GNMA II P#MA5931 4% 05/20/49) Long ABS-mortgage backed security US $457K 488K 0.00
GINNIE MAE II POOL P#MA5988 5.00000000 (GNMA II P#MA5988 5% 06/20/49) Long ABS-mortgage backed security US $299K 303K 0.00
GINNIE MAE II POOL P#MA6039 3.50000000 (GNMA II P#MA6039 3.5% 07/20/49) Long ABS-mortgage backed security US $814K 895K 0.01
GINNIE MAE II POOL P#MA6081 3.50000000 (GNMA II P#MA6081 3.5% 08/20/49) Long ABS-mortgage backed security US $81K 91K 0.00
GINNIE MAE II POOL P#MA6154 3.50000000 (GNMA II P#MA6154 3.5% 09/20/49) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA6219 3.50000000 (GNMA II P#MA6219 3.5% 10/20/49) Long ABS-mortgage backed security US $433K 478K 0.00
GINNIE MAE II POOL P#MA6221 4.50000000 (GNMA II P#MA6221 4.5% 10/20/49) Long ABS-mortgage backed security US $584K 605K 0.00
GINNIE MAE II POOL P#MA6275 3.50000000 (GNMA II P#MA6275 3.5% 11/20/49) Long ABS-mortgage backed security US $137K 153K 0.00
GINNIE MAE II POOL P#MA6328 2.50000000 (GNMA II P#MA6328 2.5% 12/20/49) Long ABS-mortgage backed security US $201K 241K 0.00
GINNIE MAE II POOL P#MA6339 3.50000000 (GNMA II P#MA6339 3.5% 12/20/49) Long ABS-mortgage backed security US $342K 377K 0.00
GINNIE MAE II POOL P#MA6410 3.50000000 (GNMA II P#MA6410 3.5% 01/20/50) Long ABS-mortgage backed security US $513K 565K 0.00
GINNIE MAE II POOL P#MA6411 4.00000000 (GNMA II P#MA6411 4% 01/20/50) Long ABS-mortgage backed security US $821K 877K 0.01
GINNIE MAE II POOL P#MA6543 4.00000000 (GNMA II P#MA6543 4% 03/20/50) Long ABS-mortgage backed security US $176K 188K 0.00
GINNIE MAE II POOL P#MA6599 3.00000000 (GNMA II P#MA6599 3% 04/20/50) Long ABS-mortgage backed security US $6M 7M 0.05
GINNIE MAE II POOL P#MA6600 3.50000000 (GNMA II P#MA6600 3.5% 04/20/50) Long ABS-mortgage backed security US $102K 112K 0.00
GINNIE MAE II POOL P#MA6758 3.50000000 (GNMA II P#MA6758 3.5% 07/20/50) Long ABS-mortgage backed security US $133K 149K 0.00
GINNIE MAE II POOL P#MA6764 2.00000000 (GNMA II P#MA6764 2% 07/20/50) Long ABS-mortgage backed security US $114K 141K 0.00
GINNIE MAE II POOL P#MA6766 3.00000000 (GNMA II P#MA6766 3% 07/20/50) Long ABS-mortgage backed security US $5M 6M 0.04
GINNIE MAE II POOL P#MA6810 3.00000000 (GNMA II P#MA6810 3% 08/20/50) Long ABS-mortgage backed security US $518K 602K 0.00
GINNIE MAE II POOL P#MA6818 2.00000000 (GNMA II P#MA6818 2% 08/20/50) Long ABS-mortgage backed security US $4M 5M 0.03
GINNIE MAE II POOL P#MA6820 3.00000000 (GNMA II P#MA6820 3% 08/20/50) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA6925 4.00000000 (GNMA II P#MA6925 4% 10/20/50) Long ABS-mortgage backed security US $301K 330K 0.00
GINNIE MAE II POOL P#MA6994 2.00000000 (GNMA II P#MA6994 2% 11/20/50) Long ABS-mortgage backed security US $1M 2M 0.01
GINNIE MAE II POOL P#MA7023 2.00000000 (GNMA II P#MA7023 2% 12/20/35) Long ABS-mortgage backed security US $2M 3M 0.02
GINNIE MAE II POOL P#MA7051 2.00000000 (GNMA II P#MA7051 2% 12/20/50) Long ABS-mortgage backed security US $2M 3M 0.02
GINNIE MAE II POOL P#MA7055 4.00000000 (GNMA II P#MA7055 4% 12/20/50) Long ABS-mortgage backed security US $2M 2M 0.02
GINNIE MAE II POOL P#MA7055 4.00000000 (GNMA II P#MA7055 4% 12/20/50) Short ABS-mortgage backed security US $-2M -2M -0.02
GINNIE MAE II POOL P#MA7135 2.00000000 (GNMA II P#MA7135 2% 01/20/51) Long ABS-mortgage backed security US $914K 1M 0.01
GINNIE MAE II POOL P#MA7136 2.50000000 (GNMA II P#MA7136 2.5% 01/20/51) Long ABS-mortgage backed security US $244K 289K 0.00
GINNIE MAE II POOL P#MA7192 2.00000000 (GNMA II P#MA7192 2% 02/20/51) Long ABS-mortgage backed security US $789K 973K 0.01
GINNIE MAE II POOL P#MA7193 2.50000000 (GNMA II P#MA7193 2.5% 02/20/51) Long ABS-mortgage backed security US $3M 4M 0.03
GINNIE MAE II POOL P#MA7367 2.50000000 (GNMA II P#MA7367 2.5% 05/20/51) Long ABS-mortgage backed security US $5M 6M 0.04
GINNIE MAE II POOL P#MA7472 2.50000000 (GNMA II P#MA7472 2.5% 07/20/51) Long ABS-mortgage backed security US $6M 8M 0.05
GINNIE MAE II POOL P#MA7535 3.00000000 (GNMA II P#MA7535 3% 08/20/51) Long ABS-mortgage backed security US $521K 596K 0.00
GINNIE MAE II POOL P#MA7589 2.50000000 (GNMA II P#MA7589 2.5% 09/20/51) Long ABS-mortgage backed security US $9M 11M 0.08
GINNIE MAE II POOL P#MA7647 1.50000000 (GNMA II P#MA7647 1.5% 10/20/51) Long ABS-mortgage backed security US $226K 288K 0.00
GINNIE MAE II POOL P#MA7648 2.00000000 (GNMA II P#MA7648 2% 10/20/51) Long ABS-mortgage backed security US $4M 5M 0.03
GINNIE MAE II POOL P#MA7650 3.00000000 (GNMA II P#MA7650 3% 10/20/51) Long ABS-mortgage backed security US $2M 3M 0.02
GINNIE MAE II POOL P#MA7705 2.50000000 (GNMA II P#MA7705 2.5% 11/20/51) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA7706 3.00000000 (GNMA II P#MA7706 3% 11/20/51) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA7766 2.00000000 (GNMA II P#MA7766 2% 12/20/51) Long ABS-mortgage backed security US $4M 5M 0.03
GINNIE MAE II POOL P#MA7767 2.50000000 (GNMA II P#MA7767 2.5% 12/20/51) Long ABS-mortgage backed security US $3M 4M 0.02
GINNIE MAE II POOL P#MA7768 3.00000000 (GNMA II P#MA7768 3% 12/20/51) Long ABS-mortgage backed security US $714K 817K 0.01
GINNIE MAE II POOL P#MA7826 2.00000000 (GNMA II P#MA7826 2% 01/20/52) Long ABS-mortgage backed security US $390K 481K 0.00
GINNIE MAE II POOL P#MA7828 3.00000000 (GNMA II P#MA7828 3% 01/20/52) Long ABS-mortgage backed security US $7M 8M 0.05
GINNIE MAE II POOL P#MA7829 3.50000000 (GNMA II P#MA7829 3.5% 01/20/52) Long ABS-mortgage backed security US $4M 4M 0.03
GINNIE MAE II POOL P#MA7882 3.00000000 (GNMA II P#MA7882 3% 02/20/52) Long ABS-mortgage backed security US $290K 333K 0.00
GINNIE MAE II POOL P#MA7883 3.50000000 (GNMA II P#MA7883 3.5% 02/20/52) Long ABS-mortgage backed security US $2M 2M 0.02
GINNIE MAE II POOL P#MA7935 2.00000000 (GNMA II P#MA7935 2% 03/20/52) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA7936 2.50000000 (GNMA II P#MA7936 2.5% 03/20/52) Long ABS-mortgage backed security US $731K 867K 0.01
GINNIE MAE II POOL P#MA7986 2.00000000 (GNMA II P#MA7986 2% 04/20/52) Long ABS-mortgage backed security US $2M 3M 0.02
GINNIE MAE II POOL P#MA7987 2.50000000 (GNMA II P#MA7987 2.5% 04/20/52) Long ABS-mortgage backed security US $367K 435K 0.00
GINNIE MAE II POOL P#MA8042 2.50000000 (GNMA II P#MA8042 2.5% 05/20/52) Long ABS-mortgage backed security US $650K 771K 0.01
GINNIE MAE II POOL P#MA8043 3.00000000 (GNMA II P#MA8043 3% 05/20/52) Long ABS-mortgage backed security US $23M 26M 0.18
GINNIE MAE II POOL P#MA8147 2.50000000 (GNMA II P#MA8147 2.5% 07/20/52) Long ABS-mortgage backed security US $214K 254K 0.00
GINNIE MAE II POOL P#MA8150 4.00000000 (GNMA II P#MA8150 4% 07/20/52) Long ABS-mortgage backed security US $178K 192K 0.00
GINNIE MAE II POOL P#MA8152 5.00000000 (GNMA II P#MA8152 5% 07/20/52) Long ABS-mortgage backed security US $108K 110K 0.00
GINNIE MAE II POOL P#MA8197 2.50000000 (GNMA II P#MA8197 2.5% 08/20/52) Long ABS-mortgage backed security US $354K 420K 0.00
GINNIE MAE II POOL P#MA8201 4.50000000 (GNMA II P#MA8201 4.5% 08/20/52) Long ABS-mortgage backed security US $1M 2M 0.01
GINNIE MAE II POOL P#MA8265 3.00000000 (GNMA II P#MA8265 3% 09/20/52) Long ABS-mortgage backed security US $771K 882K 0.01
GINNIE MAE II POOL P#MA8267 4.00000000 (GNMA II P#MA8267 4% 09/20/52) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA8269 5.00000000 (GNMA II P#MA8269 5% 09/20/52) Long ABS-mortgage backed security US $818K 839K 0.01
GINNIE MAE II POOL P#MA8488 4.00000000 (GNMA II P#MA8488 4% 12/20/52) Long ABS-mortgage backed security US $367K 396K 0.00
GINNIE MAE II POOL P#MA8490 5.00000000 (GNMA II P#MA8490 5% 12/20/52) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA8491 5.50000000 (GNMA II P#MA8491 5.5% 12/20/52) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA8570 5.50000000 (GNMA II P#MA8570 5.5% 01/20/53) Long ABS-mortgage backed security US $139K 139K 0.00
GINNIE MAE II POOL P#MA8643 3.00000000 (GNMA II P#MA8643 3% 02/20/53) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA8644 3.50000000 (GNMA II P#MA8644 3.5% 02/20/53) Long ABS-mortgage backed security US $3M 3M 0.02
GINNIE MAE II POOL P#MA8726 5.50000000 (GNMA II P#MA8726 5.5% 03/20/53) Long ABS-mortgage backed security US $510K 513K 0.00
GINNIE MAE II POOL P#MA8800 5.00000000 (GNMA II P#MA8800 5% 04/20/53) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA8801 5.50000000 (GNMA II P#MA8801 5.5% 04/20/53) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA8878 5.00000000 (GNMA II P#MA8878 5% 05/20/53) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA8946 4.50000000 (GNMA II P#MA8946 4.5% 06/20/53) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA8948 5.50000000 (GNMA II P#MA8948 5.5% 06/20/53) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA9016 5.00000000 (GNMA II P#MA9016 5% 07/20/53) Long ABS-mortgage backed security US $2M 2M 0.01
GINNIE MAE II POOL P#MA9172 6.00000000 (GNMA II P#MA9172 6% 09/20/53) Long ABS-mortgage backed security US $654K 651K 0.01
GINNIE MAE II POOL P#MA9242 6.00000000 (GNMA II P#MA9242 6% 10/20/53) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA9360 4.50000000 (GNMA II P#MA9360 4.5% 12/20/53) Long ABS-mortgage backed security US $376K 395K 0.00
GINNIE MAE II POOL P#MA9364 6.50000000 (GNMA II P#MA9364 6.5% 12/20/53) Long ABS-mortgage backed security US $1M 1M 0.01
GINNIE MAE II POOL P#MA9366 7.50000000 (GNMA II P#MA9366 7.5% 12/20/53) Long ABS-mortgage backed security US $5M 5M 0.04
GINNIE MAE II POOL P#MA9424 6.00000000 (GNMA II P#MA9424 6% 01/20/54) Long ABS-mortgage backed security US $512K 510K 0.00
GINNIE MAE II POOL P#MA9425 6.50000000 (GNMA II P#MA9425 6.5% 01/20/54) Long ABS-mortgage backed security US $639K 629K 0.01
GINNIE MAE II POOL P#MA9727 6.50000000 (GNMA II P#MA9727 6.5% 06/20/54) Long ABS-mortgage backed security US $2M 2M 0.02
GIVAUDAN FIN EUROPE /EUR/ REGD REG S 1.00000000 (GIVAUDAN FIN 1% 04/22/27/EUR/) Long Debt NL $101K 100K 0.00
GIVAUDAN FIN EUROPE /EUR/ REGD REG S 4.12500000 (GIVAUDAN 4.125% 11/28/33/EUR/) Long Debt NL $2M 2M 0.02
GLAXOSMITHKLINE CAPITAL /GBP/ REGD EMTN 5.25000000 (GLAXOSMITH 5.25% 12/19/33/GBP/) Long Debt GB $838K 640K 0.01
GLAXOSMITHKLINE CAPITAL /GBP/ REGD REG S EMTN 5.25000000 (GLAXOSMITH 5.25% 04/10/42/GBP/) Long Debt GB $188K 150K 0.00
GLENCORE CAP FIN DAC /EUR/ REGD REG S EMTN 0.75000000 (GLENCORE C 0.75% 03/01/29/EUR/) Long Debt IE $2M 2M 0.01
GLENCORE FINANCE EUROPE /EUR/ REGD EMTN 3.75000000 (GLENCORE F 3.75% 04/01/26/EUR/) Long Debt JE $2M 2M 0.01
GLENCORE FINANCE EUROPE /EUR/ REGD REG S EMTN 1.50000000 (GLENCORE FI 1.5% 10/15/26/EUR/) Long Debt JE $4M 4M 0.03
GLOBAL PAYMENTS INC /EUR/ REGD 4.87500000 (GLOBAL PA 4.875% 03/17/31/EUR/) Long Debt US $2M 2M 0.02
GLP CAPITAL LP / FIN II REGD 3.25000000 (GLP CAPITAL LP 3.25% 01/15/32) Long Debt US $656K 780K 0.01
GLP CAPITAL LP / FIN II REGD 5.30000000 (GLP CAPITAL LP / 5.3% 01/15/29) Long Debt US $394K 400K 0.00
GLP CAPITAL LP / FIN II REGD 5.37500000 (GLP CAPITAL LP 5.375% 04/15/26) Long Debt US $1M 2M 0.01
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A3 REGD 4.66000000 (GMCAR 2023-1 A 4.66% 08/16/26) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 SER 2023-1 CL A4 REGD 4.59000000 (GMCAR 2023-1 A 4.59% 10/16/26) Long ABS-collateralized bond/debt obligation US $227K 230K 0.00
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2 CL A3 REGD 5.10000000 (GMCAR 2024-2 A3 5.1% 10/18/27) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-2 SER 2024-2 CL B REGD 5.28000000 (GMCAR 2024-2 B 5.28% 11/16/27) Long ABS-collateralized bond/debt obligation US $850K 850K 0.01
GNMA 30YR TBA 3.0% JUL 54 TO BE ANNOUNCED 3.00000000 Long ABS-mortgage backed security US $731K 837K 0.01
GNMA 30YR TBA 5% JUL 24 TO BE ANNOUNCED 5.00000000 Long ABS-mortgage backed security US $3M 3M 0.03
GNMA II 30 YR TBA 2% JULY 24 TO BE ANNOUNCED 2.00000000 Long ABS-mortgage backed security US $14M 17M 0.11
GNMA II 30YR TBA 6.5% JUL 12 TO BE ANNOUNCED 6.50000000 Long ABS-mortgage backed security US $2M 2M 0.02
GNMA TBA 30 UR 2.5% JUL 24 TO BE ANNOUNCED 2.50000000 Long ABS-mortgage backed security US $2M 2M 0.01
GNMA TBA 30 YR 2.5% AUG 24 TO BE ANNOUNCED 2.50000000 Long ABS-mortgage backed security US $6M 7M 0.05
GNMA2 30YR TBA 5.5% JUL 13 TO BE ANNOUNCED 5.50000000 Long ABS-mortgage backed security US $7M 7M 0.06
GOLDENTREE LOAN MANAGEMENT US CLO 4 LTD SER 2019-4A CL ARR V/R REGD 144A P/P 6.47294000 (GLM 2019-4A ARR V/R 04/24/31) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.12500000 (GOLDMAN S 0.125% 08/19/24/EUR/) Long Debt US $1M 1M 0.01
GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.25000000 (GOLDMAN SA 0.25% 01/26/28/EUR/) Long Debt US $959K 1M 0.01
GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 0.87500000 (GOLDMAN S 0.875% 05/09/29/EUR/) Long Debt US $941K 1M 0.01
GOLDMAN SACHS GROUP INC /EUR/ REGD REG S EMTN 1.00000000 (GOLDMAN SACHS 1% 03/18/33/EUR/) Long Debt US $859K 1M 0.01
GOLDMAN SACHS GROUP INC /GBP/ REGD 6.87500000 (GOLDMAN S 6.875% 01/18/38/GBP/) Long Debt US $1M 825K 0.01
GOLDMAN SACHS GROUP INC /GBP/ REGD EMTN 3.12500000 (GOLDMAN S 3.125% 07/25/29/GBP/) Long Debt US $2M 2M 0.01
GOLDMAN SACHS GROUP INC /GBP/ REGD EMTN 4.25000000 (GOLDMAN SA 4.25% 01/29/26/GBP/) Long Debt US $2M 2M 0.02
GOLDMAN SACHS GROUP INC /GBP/ REGD V/R EMTN 3.62500000 (GOLDMAN SACH V/R 10/29/29/GBP/) Long Debt US $2M 2M 0.02
GOLDMAN SACHS GROUP INC REGD 2.60000000 (GOLDMAN SACHS GR 2.6% 02/07/30) Long Debt US $2M 2M 0.01
GOLDMAN SACHS GROUP INC REGD 6.75000000 (GOLDMAN SACHS G 6.75% 10/01/37) Long Debt US $22K 20K 0.00
GOLDMAN SACHS GROUP INC REGD V/R 1.94800000 (GOLDMAN SACHS GRO V/R 10/21/27) Long Debt US $1M 2M 0.01
GOLDMAN SACHS GROUP INC REGD V/R 2.61500000 (GOLDMAN SACHS GRO V/R 04/22/32) Long Debt US $2M 3M 0.02
GOLDMAN SACHS GROUP INC REGD V/R 2.65000000 (GOLDMAN SACHS GRO V/R 10/21/32) Long Debt US $100K 120K 0.00
GOLDMAN SACHS GROUP INC REGD V/R 2.90800000 (GOLDMAN SACHS GRO V/R 07/21/42) Long Debt US $18K 25K 0.00
GOLDMAN SACHS GROUP INC REGD V/R 4.01700000 (GOLDMAN SACHS GRO V/R 10/31/38) Long Debt US $158K 185K 0.00
GOLDMAN SACHS GROUP INC REGD V/R 4.48200000 (GOLDMAN SACHS GRO V/R 08/23/28) Long Debt US $42K 43K 0.00
GOLDMAN SACHS GROUP INC REGD V/R 5.85100000 (GOLDMAN SACHS GRO V/R 04/25/35) Long Debt US $2M 2M 0.01
GOLUB CAPITAL BDC REGD 2.50000000 (GOLUB CAPITAL BD 2.5% 08/24/26) Long Debt US $5K 5K 0.00
GOLUB CAPITAL BDC REGD 6.00000000 (GOLUB CAPITAL BDC 6% 07/15/29) Long Debt US $93K 95K 0.00
GOODMAN AUSTRALIA FIN /EUR/ REGD REG S 1.37500000 (GOODMAN A 1.375% 09/27/25/EUR/) Long Debt AU $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H03 CL FA V/R 5.93732000 (GNR 2015-H03 FA V/R 12/20/64) Long ABS-collateralized bond/debt obligation US $26K 26K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2015-H33 CL FA V/R 6.09732000 (GNR 2015-H33 FA V/R 12/20/65) Long ABS-collateralized bond/debt obligation US $8M 8M 0.06
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2017-H03 CL HA 3.00000000 (GNR 2017-H03 HA 3% 01/20/67) Long ABS-collateralized bond/debt obligation US $3M 4M 0.03
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-65 CL ID 4.00000000 (GNR 2019-65 ID 4% 02/20/49) Long ABS-collateralized bond/debt obligation US $153K 1M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H08 CL FE V/R 6.08732000 (GNR 2019-H08 FE V/R 01/20/69) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H15 CL GA 2.25000000 (GNR 2019-H15 G 2.25% 08/20/69) Long ABS-collateralized bond/debt obligation US $158K 166K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2019-H16 CL FD V/R 6.23732000 (GNR 2019-H16 FD V/R 10/20/69) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL LI 2.50000000 (GNR 2020-142 LI 2.5% 09/20/50) Long ABS-collateralized bond/debt obligation US $1M 10M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL MT V/R 0.05000000 (GNR 2020-142 MT V/R 07/20/47) Long ABS-collateralized bond/debt obligation US $22K 12M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-142 CL TN V/R 0.10000000 (GNR 2020-142 TN V/R 09/20/47) Long ABS-collateralized bond/debt obligation US $64K 16M 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-176 CL FW V/R 4.00000000 (GNR 2020-176 FW V/R 11/20/50) Long ABS-collateralized bond/debt obligation US $2M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H12 CL F V/R 5.93732000 (GNR 2020-H12 F V/R 07/20/70) Long ABS-collateralized bond/debt obligation US $580K 588K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H13 CL FA V/R 5.88732000 (GNR 2020-H13 FA V/R 07/20/70) Long ABS-collateralized bond/debt obligation US $8M 8M 0.06
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H14 CL FH V/R 6.68732000 (GNR 2020-H14 FH V/R 08/20/70) Long ABS-collateralized bond/debt obligation US $7M 7M 0.06
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FH V/R 6.48732000 (GNR 2020-H15 FH V/R 07/20/70) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H15 CL FK V/R 6.68732000 (GNR 2020-H15 FK V/R 04/20/70) Long ABS-collateralized bond/debt obligation US $5M 5M 0.04
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2020-H16 CL FN V/R 6.68732000 (GNR 2020-H16 FN V/R 09/20/70) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-122 CL IT 2.50000000 (GNR 2021-122 IT 2.5% 07/20/51) Long ABS-collateralized bond/debt obligation US $2M 11M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-206 CL IG 2.50000000 (GNR 2021-206 IG 2.5% 09/20/51) Long ABS-collateralized bond/debt obligation US $984K 9M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-223 CL QI 2.50000000 (GNR 2021-223 QI 2.5% 10/20/51) Long ABS-collateralized bond/debt obligation US $1M 10M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-23 CL GI 2.00000000 (GNR 2021-23 GI 2% 02/20/51) Long ABS-collateralized bond/debt obligation US $1M 11M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-44 CL TF V/R 4.00000000 (GNR 2021-44 TF V/R 03/20/51) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H03 CL ML V/R 7.55442000 (GNR 2021-H03 ML V/R 01/20/71) Long ABS-collateralized bond/debt obligation US $7M 7M 0.06
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H05 CL FJ V/R 6.08300000 (GNR 2021-H05 FJ V/R 03/20/71) Long ABS-collateralized bond/debt obligation US $282K 285K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H12 CL DF V/R 6.83300000 (GNR 2021-H12 DF V/R 08/20/71) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H14 CL HF V/R 6.83300000 (GNR 2021-H14 HF V/R 09/20/71) Long ABS-collateralized bond/debt obligation US $8M 8M 0.06
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H15 CL HB 1.25000000 (GNR 2021-H15 H 1.25% 09/20/65) Long ABS-collateralized bond/debt obligation US $361K 389K 0.00
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2021-H16 CL F V/R 6.83300000 (GNR 2021-H16 F V/R 09/20/71) Long ABS-collateralized bond/debt obligation US $10M 10M 0.08
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2022-H09 CL FA V/R 6.00300000 (GNR 2022-H09 FA V/R 04/20/72) Long ABS-collateralized bond/debt obligation US $757K 770K 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FA V/R 6.23300000 (GNR 2023-H02 FA V/R 01/20/73) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL FL V/R 6.23300000 (GNR 2023-H02 FL V/R 01/20/73) Long ABS-collateralized bond/debt obligation US $9M 8M 0.07
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H02 CL JF V/R 6.23300000 (GNR 2023-H02 JF V/R 01/20/73) Long ABS-collateralized bond/debt obligation US $6M 6M 0.05
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H03 CL FA V/R 6.20300000 (GNR 2023-H03 FA V/R 02/20/73) Long ABS-collateralized bond/debt obligation US $12M 12M 0.09
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H09 CL FA V/R 6.13300000 (GNR 2023-H09 FA V/R 04/20/73) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FC V/R 6.43300000 (GNR 2023-H11 FC V/R 05/20/73) Long ABS-collateralized bond/debt obligation US $9M 9M 0.07
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H11 CL FD V/R 6.48300000 (GNR 2023-H11 FD V/R 05/20/73) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H15 CL FB V/R 6.33300000 (GNR 2023-H15 FB V/R 03/20/73) Long ABS-collateralized bond/debt obligation US $2M 2M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2023-H27 CL FD V/R 6.43300000 (GNR 2023-H27 FD V/R 11/20/73) Long ABS-collateralized bond/debt obligation US $5M 5M 0.04
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H01 CL FB V/R 6.23300000 (GNR 2024-H01 FB V/R 01/20/74) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FH V/R 6.26300000 (GNR 2024-H02 FH V/R 01/20/74) Long ABS-collateralized bond/debt obligation US $6M 6M 0.04
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H02 CL FJ V/R 6.33300000 (GNR 2024-H02 FJ V/R 12/20/73) Long ABS-collateralized bond/debt obligation US $4M 4M 0.03
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2024-H07 CL FC V/R 5.98300000 (GNR 2024-H07 FC V/R 02/20/74) Long ABS-collateralized bond/debt obligation US $3M 3M 0.02
GOVT OF BERMUDA REGD 144A P/P 2.37500000 (GOVT OF BERMUD 2.375% 08/20/30) Long Debt BM $563K 670K 0.00
GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000 (GRAND DUCHY L 0% 11/13/26/EUR/) Long Debt LU $399K 400K 0.00
GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000 (GRAND DUCHY L 0% 09/14/32/EUR/) Long Debt LU $338K 400K 0.00
GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000 (GRAND DUCHY L 0% 04/28/30/EUR/) Long Debt LU $136K 150K 0.00
GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 0.00000000 (GRAND DUCHY L 0% 03/24/31/EUR/) Long Debt LU $91K 103K 0.00
GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 1.37500000 (GRAND DUC 1.375% 05/25/29/EUR/) Long Debt LU $379K 380K 0.00
GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 1.75000000 (GRAND DUCH 1.75% 05/25/42/EUR/) Long Debt LU $608K 710K 0.00
GRAND DUCHY LUXEMBOURG /EUR/ REGD REG S 3.25000000 (GRAND DUCH 3.25% 03/02/43/EUR/) Long Debt LU $107K 100K 0.00
GREENE KING FINANCE PLC /GBP/ SERIES A2 REGD 5.31800000 (GREENE KIN 5.318% 9/15/31 /GBP) Long Debt GB $31K 25K 0.00
GROUPE AC /EUR/ REGD V/R REG S 1.85000000 (GROUPE ACM V/R 04/21/42/EUR/) Long Debt FR $2M 2M 0.02
GS MORTGAGE SECURITIES TRUST 2019-GSA1 SER 2019-GSA1 CL A4 REGD 3.04790000 (GSMS 2019-GSA 3.047% 11/10/52) Long ABS-collateralized bond/debt obligation US $225K 250K 0.00
GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 SER 2021-GR2 CL A2 V/R REGD 144A P/P 2.50000000 (GSMBS 2021-GR2 A V/R 02/25/52) Long ABS-collateralized bond/debt obligation US $827K 1M 0.01
H LUNDBECK A/S /EUR/ REGD REG S EMTN 0.87500000 (H LUNDBEC 0.875% 10/14/27/EUR/) Long Debt DK $8M 8M 0.06
HACKENSACK MERIDIAN HLTH REGD SER 2020 2.67500000 (HACKENSACK MER 2.675% 09/01/41) Long Debt US $937K 1M 0.01
HAMBURG COMMERCIAL BANK /EUR/ REGD REG S EMTN 3.37500000 (HAMBURG C 3.375% 02/01/28/EUR/) Long Debt DE $53K 50K 0.00
HAMBURGER HOCHBAHN AG /EUR/ REGD REG S 0.12500000 (HAMBURGER 0.125% 02/24/31/EUR/) Long Debt DE $87K 100K 0.00
HAMBURGER SPARKASSE /EUR/ REGD REG S 0.75000000 (HAMBURGER 0.75% 03/30/27/EUR/) Long Debt DE $100K 100K 0.00
HAMMERSON PLC /GBP/ REGD REG S 7.25000000 (HAMMERSON 7.25% 04/21/28/GBP/) Long Debt GB $2M 1M 0.01
HANNOVER RE /EUR/ REGD V/R REG S 1.12500000 (HANNOVER RE V/R 10/09/39/EUR/) Long Debt DE $922K 1M 0.01
HANNOVER RE /EUR/ REGD V/R REG S 5.87500000 (HANNOVER RE V/R 08/26/43/EUR/) Long Debt DE $1M 1M 0.01
HCA INC REGD 3.12500000 (HCA INC 3.125% 03/15/27) Long Debt US $2M 3M 0.02
HCA INC REGD 4.12500000 (HCA INC 4.125% 06/15/29) Long Debt US $99K 105K 0.00
HCA INC REGD 4.62500000 (HCA INC 4.625% 03/15/52) Long Debt US $69K 85K 0.00
HCA INC REGD 5.12500000 (HCA INC 5.125% 06/15/39) Long Debt US $330K 355K 0.00
HCA INC REGD 5.45000000 (HCA INC 5.45% 04/01/31) Long Debt US $30K 30K 0.00
HCA INC REGD 5.60000000 (HCA INC 5.6% 04/01/34) Long Debt US $20K 20K 0.00
HCA INC REGD 6.00000000 (HCA INC 6% 04/01/54) Long Debt US $35K 35K 0.00
HCA INC REGD 6.10000000 (HCA INC 6.1% 04/01/64) Long Debt US $39K 40K 0.00
HEALTH CARE SERVICE CORP REGD 144A P/P 2.20000000 (HEALTH CARE SERV 2.2% 06/01/30) Long Debt US $1M 1M 0.01
HEALTH CARE SERVICE CORP REGD 144A P/P 5.20000000 (HEALTH CARE SERV 5.2% 06/15/29) Long Debt US $404K 405K 0.00
HEALTH CARE SERVICE CORP REGD 144A P/P 5.87500000 (HEALTH CARE SE 5.875% 06/15/54) Long Debt US $262K 265K 0.00
HEALTHPEAK OP LLC REGD 3.00000000 (HEALTHPEAK OP LLC 3% 01/15/30) Long Debt US $1M 1M 0.01
HEATHROW FUNDING LTD /GBP/ REGD REG S EMTN 4.62500000 (HEATHROW 4.625% 10/31/46/GBP/) Long Debt JE $350K 325K 0.00
HEIDELBERG MATERIALS AG /EUR/ REGD REG S 3.75000000 (HEIDELBERG 3.75% 05/31/32/EUR/) Long Debt DE $3M 2M 0.02
HEIMSTADEN BOSTAD AB /EUR/ REGD REG S EMTN 1.12500000 (HEIMSTADE 1.125% 01/21/26/EUR/) Long Debt SE $1M 1M 0.01
HEINEKEN NV /EUR/ REGD EMTN 2.87500000 (HEINEKEN 2.875% 08/04/25/EUR/) Long Debt NL $1M 1M 0.01
HELLENIC REPUBLIC /EUR/ REGD 0.75000000 (HELLENIC R 0.75% 06/18/31/EUR/) Long Debt GR $2M 3M 0.02
HELLENIC REPUBLIC /EUR/ REGD 1.50000000 (HELLENIC RE 1.5% 06/18/30/EUR/) Long Debt GR $723K 750K 0.01
HELLENIC REPUBLIC /EUR/ REGD 1.87500000 (HELLENIC 1.875% 07/23/26/EUR/) Long Debt GR $2M 2M 0.02
HELLENIC REPUBLIC /EUR/ REGD 1.87500000 (HELLENIC 1.875% 02/04/35/EUR/) Long Debt GR $1M 1M 0.01
HELLENIC REPUBLIC /EUR/ REGD 1.87500000 (HELLENIC 1.875% 01/24/52/EUR/) Long Debt GR $326K 480K 0.00
HELLENIC REPUBLIC /EUR/ REGD 3.37500000 (HELLENIC 3.375% 06/15/34/EUR/) Long Debt GR $2M 1M 0.01
HELLENIC REPUBLIC /EUR/ REGD 3.87500000 (HELLENIC 3.875% 03/12/29/EUR/) Long Debt GR $715K 650K 0.01
HELLENIC REPUBLIC /EUR/ REGD 4.12500000 (HELLENIC 4.125% 06/15/54/EUR/) Long Debt GR $721K 700K 0.01
HELLENIC REPUBLIC /EUR/ REGD 4.25000000 (HELLENIC R 4.25% 06/15/33/EUR/) Long Debt GR $2M 2M 0.02
HELLENIC REPUBLIC /EUR/ REGD 4.37500000 (HELLENIC 4.375% 07/18/38/EUR/) Long Debt GR $1M 1M 0.01
HELLENIC REPUBLIC /EUR/ REGD REG S 3.75000000 (HELLENIC R 3.75% 01/30/28/EUR/) Long Debt GR $2M 1M 0.01
HELLENIC REPUBLIC /EUR/ REGD REG S 4.20000000 (HELLENIC RE 4.2% 01/30/42/EUR/) Long Debt GR $944K 870K 0.01
HELMERICH & PAYNE INC REGD 2.90000000 (HELMERICH & PAYN 2.9% 09/29/31) Long Debt US $585K 700K 0.00
HENKEL AG & CO KGAA /EUR/ REGD REG S EMTN 0.50000000 (HENKEL AG & 0.5% 11/17/32/EUR/) Long Debt DE $862K 1M 0.01
HERA SPA /EUR/ REGD REG S EMTN 0.25000000 (HERA SPA 0.25% 12/03/30/EUR/) Long Debt IT $137K 160K 0.00
HERA SPA /EUR/ REGD REG S EMTN 0.87500000 (HERA SPA 0.875% 07/05/27/EUR/) Long Debt IT $99K 100K 0.00
HERA SPA /EUR/ REGD REG S EMTN 1.00000000 (HERA SPA 1% 04/25/34/EUR/) Long Debt IT $161K 200K 0.00
HERA SPA /EUR/ REGD REG S EMTN 4.25000000 (HERA SPA 4.25% 04/20/33/EUR/) Long Debt IT $108K 100K 0.00
HESS CORP REGD 5.60000000 (HESS CORP 5.6% 02/15/41) Long Debt US $10K 10K 0.00
HESS CORP REGD 5.80000000 (HESS CORP 5.8% 04/01/47) Long Debt US $6K 6K 0.00
HEXAGON HOUSING ASSOC /GBP/ REGD REG S 3.62500000 (HEXAGON H 3.625% 04/22/48/GBP/) Long Debt GB $888K 1M 0.01
HEXCEL CORP REGD 4.20000000 (HEXCEL CORP 0% 02/15/27) Long Debt US $58K 60K 0.00
HIGHLAND HOLDINGS SARL /EUR/ REGD 0.31800000 (HIGHLAND 0.318% 12/15/26/EUR/) Long Debt LU $1M 2M 0.01
HIGHLAND HOLDINGS SARL /EUR/ REGD 0.93400000 (HIGHLAND 0.934% 12/15/31/EUR/) Long Debt LU $2M 2M 0.01
HK GOVT BOND PROGRAMME /HKD/ REGD 1.97000000 (HK GOVT BO 1.97% 01/17/29/HKD/) Long Debt HK $24K 200K 0.00
HK GOVT BOND PROGRAMME /HKD/ REGD 2.02000000 (HK GOVT BO 2.02% 03/07/34/HKD/) Long Debt HK $337K 3M 0.00
HKD/USD FWD 20240702 000000426 USD Derivative-foreign exchange $-64.19 – -0.00
HM TREASURY UK SUKUK /GBP/ REGD REG S 0.33300000 (HM TREASU 0.333% 07/22/26/GBP/) Long Debt GB $1M 900K 0.01
HOLCIM FINANCE LUX SA /EUR/ REGD REG S 0.50000000 (HOLCIM FINA 0.5% 04/23/31/EUR/) Long Debt LU $7M 8M 0.05
HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 0.50000000 (HOLCIM FINA 0.5% 09/03/30/EUR/) Long Debt LU $440K 500K 0.00
HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 0.62500000 (HOLCIM FI 0.625% 01/19/33/EUR/) Long Debt LU $8M 10M 0.07
HOLCIM FINANCE LUX SA /EUR/ REGD REG S EMTN 0.62500000 (HOLCIM FI 0.625% 04/06/30/EUR/) Long Debt LU $6M 7M 0.05
HOLCIM STERLING FINANCE /GBP/ REGD EMTN 3.00000000 (HOLCIM STERLI 3% 05/12/32/GBP/) Long Debt NL $4M 4M 0.03
HOLCIM STERLING FINANCE /GBP/ REGD REG S EMTN 2.25000000 (HOLCIM STE 2.25% 04/04/34/GBP/) Long Debt NL $2M 2M 0.01
HOLDING D'INFRASTRUCTURE /EUR/ REGD REG S EMTN 0.62500000 (HOLDING D 0.625% 09/14/28/EUR/) Long Debt FR $282K 300K 0.00
HOLDING D'INFRASTRUCTURE /EUR/ REGD REG S EMTN 2.50000000 (HOLDING D'I 2.5% 05/04/27/EUR/) Long Debt FR $2M 2M 0.01
HOME DEPOT INC REGD 4.20000000 (HOME DEPOT INC 4.2% 04/01/43) Long Debt US $696K 818K 0.01
HOME DEPOT INC REGD 4.95000000 (HOME DEPOT INC 4.95% 06/25/34) Long Debt US $179K 180K 0.00
HONEYWELL INTERNATIONAL /EUR/ REGD 0.75000000 (HONEYWELL 0.75% 03/10/32/EUR/) Long Debt US $2M 3M 0.02
HONEYWELL INTERNATIONAL /EUR/ REGD 2.25000000 (HONEYWELL 2.25% 02/22/28/EUR/) Long Debt US $2M 2M 0.01
HONEYWELL INTERNATIONAL /EUR/ REGD 4.12500000 (HONEYWELL 4.125% 11/02/34/EUR/) Long Debt US $4M 4M 0.03
HONEYWELL INTERNATIONAL REGD 4.50000000 (HONEYWELL INTERN 4.5% 01/15/34) Long Debt US $68K 71K 0.00
HONG KONG /CNH/ REGD REG S EMTN SER GMTN 3.00000000 (HONG KONG 3% 11/30/26/CNH/) Long Debt HK $1M 10M 0.01
HONG KONG /CNH/ REGD REG S EMTN SER GMTN 2.80000000 (HONG KONG 2.8% 11/30/24/CNH/) Long Debt HK $685K 5M 0.01
HONG KONG /CNH/ REGD REG S EMTN SER GMTN 2.95000000 (HONG KONG 2.95% 06/07/28 /CNH/) Long Debt HK $1M 9M 0.01
HONG KONG /CNH/ REGD REG S EMTN SER GMTN 3.30000000 (HONG KONG 3.3% 06/07/33/CNH/) Long Debt HK $2M 16M 0.02
HORMEL FOODS CORP REGD 1.70000000 (HORMEL FOODS COR 1.7% 06/03/28) Long Debt US $4K 4K 0.00
HOST HOTELS & RESORTS LP REGD 5.70000000 (HOST HOTELS & RE 5.7% 07/01/34) Long Debt US $453K 460K 0.00
HOST HOTELS & RESORTS LP REGD SER I 3.50000000 (HOST HOTELS & RE 3.5% 09/15/30) Long Debt US $62K 70K 0.00
HOST HOTELS & RESORTS LP REGD SER J 2.90000000 (HOST HOTELS & RE 2.9% 12/15/31) Long Debt US $347K 415K 0.00
HOUSING URBAN DEVELOPMNT REGD 3.26000000 (HOUSING URBAN D 3.26% 08/01/29) Long Debt US $23K 25K 0.00
HOWOGE WOHNUNGS /EUR/ REGD EMTN 0.62500000 (HOWOGE WO 0.625% 11/01/28/EUR/) Long Debt DE $378K 400K 0.00
HOWOGE WOHNUNGS /EUR/ REGD REG S EMTN 1.12500000 (HOWOGE WO 1.125% 11/01/33/EUR/) Long Debt DE $85K 100K 0.00
HSBC HOLD 6% 03/29/40 /GBP/ 6.00000000 Long Debt GB $2M 2M 0.02
HSBC HOLDINGS PLC /EUR/ REGD REG S EMTN 2.50000000 (HSBC HOLDIN 2.5% 03/15/27/EUR/) Long Debt GB $2M 2M 0.02
HSBC HOLDINGS PLC /GBP/ REGD REG S EMTN 7.00000000 (HSBC HOLDINGS 7% 04/07/38/GBP/) Long Debt GB $406K 300K 0.00
HSBC HOLDINGS PLC /GBP/ REGD V/R 3.00000000 (HSBC HOLDING V/R 05/29/30/GBP/) Long Debt GB $256K 225K 0.00
HSBC HOLDINGS PLC /GBP/ REGD V/R 6.80000000 (HSBC HOLDING V/R 09/14/31/GBP/) Long Debt GB $6M 5M 0.05
HSBC HOLDINGS PLC REGD V/R 2.20600000 (HSBC HOLDINGS PLC V/R 08/17/29) Long Debt GB $2M 3M 0.02
HSBC HOLDINGS PLC REGD V/R 2.99900000 (HSBC HOLDINGS PLC V/R 03/10/26) Long Debt GB $392K 400K 0.00
HSBC HOLDINGS PLC REGD V/R 3.97300000 (HSBC HOLDINGS PLC V/R 05/22/30) Long Debt GB $842K 900K 0.01
HSBC HOLDINGS PLC REGD V/R 5.88700000 (HSBC HOLDINGS PLC V/R 08/14/27) Long Debt GB $1M 1M 0.01
HUBBELL INC REGD 2.30000000 (HUBBELL INC 2.3% 03/15/31) Long Debt US $49K 59K 0.00
HUF/USD FWD 20240702 000006038 USD Derivative-foreign exchange $216K – 0.00
HUF/USD FWD 20240719 000005208 USD Derivative-foreign exchange $3K – 0.00
HUF/USD FWD 20240719 000009049 USD Derivative-foreign exchange $668.49 – 0.00
HUF/USD FWD 20240719 000011553 USD Derivative-foreign exchange $-880.89 – -0.00
HUNGARY /EUR/ REGD REG S 0.50000000 (HUNGARY 0.5% 11/18/30/EUR/) Long Debt HU $849K 1M 0.01
HUNGARY /EUR/ REGD REG S 1.62500000 (HUNGARY 1.625% 04/28/32/EUR/) Long Debt HU $882K 1M 0.01
HUNGARY /EUR/ REGD REG S 1.75000000 (HUNGARY 1.75% 06/05/35/EUR/) Long Debt HU $4M 5M 0.03
HUNGARY /EUR/ REGD REG S 1.75000000 (HUNGARY 1.75% 10/10/27/EUR/) Long Debt HU $827K 825K 0.01
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/D 2.75000000 (HUNGARY GO 2.75% 12/22/26/HUF/) Long Debt HU $199K 80M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/E 1.50000000 (HUNGARY GOV 1.5% 04/22/26/HUF/) Long Debt HU $2M 739M 0.01
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 26/F 1.50000000 (HUNGARY GOV 1.5% 08/26/26/HUF/) Long Debt HU $2M 623M 0.01
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 27/A 3.00000000 (HUNGARY GOVER 3% 10/27/27/HUF/) Long Debt HU $472K 195M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 28/A 6.75000000 (HUNGARY GO 6.75% 10/22/28/HUF/) Long Debt HU $204K 75M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 28/B 4.50000000 (HUNGARY GOV 4.5% 03/23/28/HUF/) Long Debt HU $1M 422M 0.01
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 29/A 2.00000000 (HUNGARY GOVER 2% 05/23/29/HUF/) Long Debt HU $439K 200M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 30/A 3.00000000 (HUNGARY GOVER 3% 08/21/30/HUF/) Long Debt HU $659K 297M 0.01
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 31/A 3.25000000 (HUNGARY GO 3.25% 10/22/31/HUF/) Long Debt HU $451K 207M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 32/A 4.75000000 (HUNGARY GO 4.75% 11/24/32/HUF/) Long Debt HU $138K 58M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 32/G 4.50000000 (HUNGARY GOV 4.5% 05/27/32/HUF/) Long Debt HU $868K 372M 0.01
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 33/A 2.25000000 (HUNGARY GO 2.25% 04/20/33/HUF/) Long Debt HU $373K 195M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 34/A 2.25000000 (HUNGARY GO 2.25% 06/22/34/HUF/) Long Debt HU $185K 101M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 38/A 3.00000000 (HUNGARY GOVER 3% 10/27/38/HUF/) Long Debt HU $147K 82M 0.00
HUNGARY GOVERNMENT BOND /HUF/ REGD SER 41/A 3.00000000 (HUNGARY GOVER 3% 04/25/41/HUF/) Long Debt HU $252K 149M 0.00
HUNTINGTON BANCSHARES REGD V/R 5.70900000 (HUNTINGTON BANCSH V/R 02/02/35) Long Debt US $2M 2M 0.02
HUNTINGTON BANCSHARES REGD V/R 6.20800000 (HUNTINGTON BANCSH V/R 08/21/29) Long Debt US $373K 365K 0.00
HUNTINGTON INGALLS INDUS REGD SER WI 4.20000000 (HUNTINGTON INGAL 4.2% 05/01/30) Long Debt US $28K 30K 0.00
HUNTSMAN INTERNATIONAL L REGD 4.50000000 (HUNTSMAN INTERNA 4.5% 05/01/29) Long Debt US $924K 975K 0.01
HYATT HOTELS CORP REGD 1.80000000 (HYATT HOTELS COR 1.8% 10/01/24) Long Debt US $40K 40K 0.00
HYATT HOTELS CORP REGD 4.37500000 (HYATT HOTELS C 4.375% 09/15/28) Long Debt US $10K 10K 0.00
HYDRO-QUEBEC /CAD/ REGD MTN 6.00000000 (HYDRO-QUEBEC 6% 02/15/40/CAD/) Long Debt CA $258K 300K 0.00
HYDRO-QUEBEC REGD S/UP MTN SER MTNB 8.40000000 (HYDRO-QUEBEC S/UP 03/28/25) Long Debt CA $1M 1M 0.01
HYDRO-QUEBEC REGD S/UP MTN SER MTNB 8.91000000 (HYDRO-QUEBEC S/UP 11/18/24) Long Debt CA $808K 800K 0.01
HYDRO-QUEBEC REGD SER HH 8.50000000 (HYDRO-QUEBEC 8.5% 12/01/29) Long Debt CA $116K 100K 0.00
HYDRO-QUEBEC REGD SER HK 9.37500000 (HYDRO-QUEBEC 9.375% 04/15/30) Long Debt CA $608K 500K 0.00
HYPO NOE LB NOE WIEN AG /EUR/ REGD EMTN 3.25000000 (HYPO NOE L 3.25% 04/19/28/EUR/) Long Debt AT $107K 100K 0.00
HYPO NOE LB NOE WIEN AG /EUR/ REGD REG S EMTN 0.12500000 (HYPO NOE 0.125% 06/30/26/EUR/) Long Debt AT $198K 200K 0.00
HYPO VORARLBERG BANK AG /EUR/ REGD REG S EMTN 4.12500000 (HYPO VORA 4.125% 02/16/26/EUR/) Long Debt AT $107K 100K 0.00
HYUNDAI CAPITAL AMERICA REGD 144A P/P 6.50000000 (HYUNDAI CAPITAL 6.5% 01/16/29) Long Debt US $1M 1M 0.01
IBERDROLA INTL BV /EUR/ REGD V/R /PERP/ REG S SER NC5 1.87400000 (IBERDROLA INTL V/R /PERP//EUR/) Long Debt NL $3M 3M 0.02
IBERDROLA INTL BV /EUR/ REGD V/R /PERP/ REG S SER NC8 2.25000000 (IBERDROLA INTL V/R /PERP//EUR/) Long Debt NL $2M 2M 0.02
IBM CORP /EUR/ REGD 1.20000000 (IBM CORP 1.2% 02/11/40/EUR/) Long Debt US $415K 561K 0.00
IBM CORP /EUR/ REGD EMTN 1.25000000 (IBM CORP 1.25% 02/09/34/EUR/) Long Debt US $870K 1M 0.01
IBM CORP /GBP/ REGD 4.87500000 (IBM CORP 4.875% 02/06/38/GBP/) Long Debt US $1M 1M 0.01
IBM CORP REGD 4.90000000 (IBM CORP 4.9% 07/27/52) Long Debt US $90K 100K 0.00
ICCREA BANCA SPA /EUR/ REGD REG S EMTN 3.87500000 (ICCREA BA 3.875% 01/12/29/EUR/) Long Debt IT $109K 100K 0.00
ICON INVESTMENTS SIX DAC REGD 5.84900000 (ICON INVESTMEN 5.849% 05/08/29) Long Debt IE $839K 825K 0.01
IDAHO POWER CO REGD MTN 5.80000000 (IDAHO POWER CO 5.8% 04/01/54) Long Debt US $5K 5K 0.00
IDEX CORP REGD 2.62500000 (IDEX CORP 2.625% 06/15/31) Long Debt US $131K 155K 0.00
IDEX CORP REGD 3.00000000 (IDEX CORP 3% 05/01/30) Long Debt US $72K 82K 0.00
IDR/USD FWD 20240918 000005208 USD Derivative-foreign exchange $18K – 0.00
IDR/USD FWD 20240918 000016440 USD Derivative-foreign exchange $103K – 0.00
IG GROUP HOLDINGS PLC /GBP/ REGD REG S EMTN 3.12500000 (IG GROUP 3.125% 11/18/28/GBP/) Long Debt GB $2M 2M 0.02
IGNITIS GRUPE AB /EUR/ REGD REG S EMTN 1.87500000 (IGNITIS G 1.875% 07/10/28/EUR/) Long Debt LT $196K 200K 0.00
IGNITIS GRUPE AB /EUR/ REGD REG S EMTN 2.00000000 (IGNITIS GRUPE 2% 05/21/30/EUR/) Long Debt LT $103K 110K 0.00
IHG FINANCE LLC /EUR/ REGD REG S EMTN 4.37500000 (IHG FINAN 4.375% 11/28/29/EUR/) Long Debt US $8M 8M 0.07
ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 0.40000000 (ILE DE FRAN 0.4% 05/28/31/EUR/) Long Debt FR $439K 500K 0.00
ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 0.67500000 (ILE DE FR 0.675% 11/24/36/EUR/) Long Debt FR $75K 100K 0.00
ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.00000000 (ILE DE FRANCE 1% 05/25/34/EUR/) Long Debt FR $254K 300K 0.00
ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 1.27500000 (ILE DE FR 1.275% 02/14/42/EUR/) Long Debt FR $72K 100K 0.00
ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.05000000 (ILE DE FRA 3.05% 02/03/33/EUR/) Long Debt FR $311K 300K 0.00
ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.40000000 (ILE DE FRAN 3.4% 05/25/43/EUR/) Long Debt FR $100K 100K 0.00
ILE DE FRANCE MOBILITES /EUR/ REGD REG S EMTN 3.45000000 (ILE DE FRA 3.45% 06/25/49/EUR/) Long Debt FR $299K 300K 0.00
ILLINOIS ST REGD N/C B/E 5.10000000 (ILLINOIS ST 5.1% 06/01/33) Long Debt US $92K 94K 0.00
ILLINOIS TOOL WORKS INC /EUR/ REGD 0.62500000 (ILLINOIS 0.625% 12/05/27/EUR/) Long Debt US $979K 1M 0.01
ILLINOIS TOOL WORKS INC /EUR/ REGD 1.00000000 (ILLINOIS TOOL 1% 06/05/31/EUR/) Long Debt US $457K 500K 0.00
ILLINOIS TOOL WORKS INC /EUR/ REGD 3.25000000 (ILLINOIS T 3.25% 05/17/28/EUR/) Long Debt US $4M 4M 0.03
ILLINOIS TOOL WORKS INC /EUR/ REGD 3.37500000 (ILLINOIS 3.375% 05/17/32/EUR/) Long Debt US $4M 4M 0.04
ILS/USD FWD 20240918 000011343 USD Derivative-foreign exchange $11K – 0.00
IMPERIAL BRANDS FIN NETH /EUR/ REGD REG S EMTN 5.25000000 (IMPERIAL B 5.25% 02/15/31/EUR/) Long Debt NL $10M 9M 0.08
IMPERIAL BRANDS FIN PLC /EUR/ REGD REG S EMTN 3.37500000 (IMPERIAL 3.375% 02/26/26/EUR/) Long Debt GB $1M 1M 0.01
IMPERIAL BRANDS FIN PLC /GBP/ REGD REG S EMTN 5.50000000 (IMPERIAL BR 5.5% 09/28/26/GBP/) Long Debt GB $5M 4M 0.04
IMPERIAL BRANDS FIN PLC REGD 144A P/P MTN 5.50000000 (IMPERIAL BRANDS 5.5% 02/01/30) Long Debt GB $2M 2M 0.02
IMS ECUADORIAN MORTGAGE 2021-1 TRUST SER 2021-1 CL GA REGD 144A P/P 3.40000000 (IMSVA 2021-1 GA 3.4% 08/18/30) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
IND & COMM BK CHINA/LUX /EUR/ REGD REG S EMTN SER GMTN 0.12500000 (IND & COM 0.125% 10/28/24/EUR/) Long Debt CN $3M 3M 0.02
INDONESIA GOVERNMENT /IDR/ REGD SER 100 6.62500000 (INDONESIA 6.625% 02/15/34/IDR/) Long Debt ID $532K 9B 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER 101 6.87500000 (INDONESIA 6.875% 04/15/29/IDR/) Long Debt ID $911K 15B 0.01
INDONESIA GOVERNMENT /IDR/ REGD SER 102 6.87500000 (INDONESIA 6.875% 07/15/54/IDR/) Long Debt ID $387K 7B 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR56 8.37500000 (INDONESIA 8.375% 09/15/26/IDR/) Long Debt ID $207K 3B 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR65 6.62500000 (INDONESIA 6.625% 05/15/33/IDR/) Long Debt ID $24K 400M 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR67 8.75000000 (INDONESIA 8.75% 02/15/44/IDR/) Long Debt ID $148K 2B 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR75 7.50000000 (INDONESIA G 7.5% 05/15/38/IDR/) Long Debt ID $82K 1B 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR76 7.37500000 (INDONESIA 7.375% 05/15/48/IDR/) Long Debt ID $1M 22B 0.01
INDONESIA GOVERNMENT /IDR/ REGD SER FR78 8.25000000 (INDONESIA 8.25% 05/15/29/IDR/) Long Debt ID $64K 1B 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR79 8.37500000 (INDONESIA 8.375% 04/15/39/IDR/) Long Debt ID $886K 13B 0.01
INDONESIA GOVERNMENT /IDR/ REGD SER FR80 7.50000000 (INDONESIA G 7.5% 06/15/35/IDR/) Long Debt ID $4M 58B 0.03
INDONESIA GOVERNMENT /IDR/ REGD SER FR82 7.00000000 (INDONESIA GOV 7% 09/15/30/IDR/) Long Debt ID $2M 38B 0.02
INDONESIA GOVERNMENT /IDR/ REGD SER FR83 7.50000000 (INDONESIA G 7.5% 04/15/40/IDR/) Long Debt ID $2M 32B 0.02
INDONESIA GOVERNMENT /IDR/ REGD SER FR84 7.25000000 (INDONESIA 7.25% 02/15/26/IDR/) Long Debt ID $1M 19B 0.01
INDONESIA GOVERNMENT /IDR/ REGD SER FR86 5.50000000 (INDONESIA G 5.5% 04/15/26/IDR/) Long Debt ID $599K 10B 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR87 6.50000000 (INDONESIA G 6.5% 02/15/31/IDR/) Long Debt ID $1M 24B 0.01
INDONESIA GOVERNMENT /IDR/ REGD SER FR89 6.87500000 (INDONESIA 6.875% 08/15/51/IDR/) Long Debt ID $18K 300M 0.00
INDONESIA GOVERNMENT /IDR/ REGD SER FR90 5.12500000 (INDONESIA 5.125% 04/15/27/IDR/) Long Debt ID $6M 100B 0.05
INDONESIA GOVERNMENT /IDR/ REGD SER FR91 6.37500000 (INDONESIA 6.375% 04/15/32/IDR/) Long Debt ID $2M 28B 0.01
INDONESIA GOVERNMENT /IDR/ REGD SER FR95 6.37500000 (INDONESIA 6.375% 08/15/28/IDR/) Long Debt ID $2M 29B 0.01
INDONESIA GOVERNMENT /IDR/ REGD SER FR96 7.00000000 (INDONESIA GOV 7% 02/15/33/IDR/) Long Debt ID $3M 46B 0.02
INDONESIA GOVERNMENT /IDR/ REGD SER FR97 7.12500000 (INDONESIA 7.125% 06/15/43/IDR/) Long Debt ID $1M 22B 0.01
INDUSTRIAL BANK OF KOREA /CHF/ REGD REG S EMTN 0.02190000 (INDUSTRIA 0.021% 07/16/25/CHF/) Long Debt KR $329K 300K 0.00
INFINEON TECHNOLOGIES AG /EUR/ REGD EMTN 1.12500000 (INFINEON 1.125% 06/24/26/EUR/) Long Debt DE $1M 1M 0.01
INFORMA PLC /EUR/ REGD REG S EMTN 1.25000000 (INFORMA PL 1.25% 04/22/28/EUR/) Long Debt GB $9M 10M 0.08
INFORMA PLC /GBP/ REGD REG S EMTN 3.12500000 (INFORMA P 3.125% 07/05/26/GBP/) Long Debt GB $1M 1M 0.01
ING BANK NV /EUR/ REGD REG S 2.50000000 (ING BANK NV 2.5% 02/21/30/EUR/) Long Debt NL $104K 100K 0.00
ING BANK NV /EUR/ REGD REG S EMTN 0.12500000 (ING BANK 0.125% 12/08/31/EUR/) Long Debt NL $86K 100K 0.00
ING BANK NV /EUR/ REGD REG S EMTN 0.75000000 (ING BANK N 0.75% 02/18/29/EUR/) Long Debt NL $96K 100K 0.00
ING BELGIUM S /EUR/ REGD REG S 0.01000000 (ING BELGIU 0.01% 02/20/30/EUR/) Long Debt BE $90K 100K 0.00
ING BELGIUM SA /EUR/ REGD REG S EMTN 1.50000000 (ING BELGIUM 1.5% 05/19/29/EUR/) Long Debt BE $99K 100K 0.00
ING GROEP NV /EUR/ REGD REG S EMTN 1.37500000 (ING GROEP 1.375% 01/11/28/EUR/) Long Debt NL $998K 1M 0.01
ING GROEP NV /EUR/ REGD REG S EMTN 2.00000000 (ING GROEP NV 2% 09/20/28/EUR/) Long Debt NL $805K 800K 0.01
ING GROEP NV /EUR/ REGD V/R 1.00000000 (ING GROEP NV V/R 11/13/30/EUR/) Long Debt NL $1M 1M 0.01
ING GROEP NV /EUR/ REGD V/R REG S 0.25000000 (ING GROEP NV V/R 02/18/29/EUR/) Long Debt NL $4M 4M 0.03
ING GROEP NV /EUR/ REGD V/R REG S 0.37500000 (ING GROEP NV V/R 09/29/28/EUR/) Long Debt NL $963K 1M 0.01
ING GROEP NV /EUR/ REGD V/R REG S EMTN 0.87500000 (ING GROEP NV V/R 06/09/32/EUR/) Long Debt NL $972K 1M 0.01
ING GROEP NV /EUR/ REGD V/R REG S EMTN 2.12500000 (ING GROEP NV V/R 05/26/31/EUR/) Long Debt NL $1M 1M 0.01
ING GROEP NV /GBP/ REGD REG S EMTN 3.00000000 (ING GROEP NV 3% 02/18/26/GBP/) Long Debt NL $2M 2M 0.02
ING GROEP NV /GBP/ REGD V/R REG S EMTN 1.12500000 (ING GROEP NV V/R 12/07/28/GBP/) Long Debt NL $2M 2M 0.02
ING GROEP NV REGD V/R 3.86900000 (ING GROEP NV V/R 03/28/26) Long Debt NL $197K 200K 0.00
ING GROEP NV REGD V/R SER VAR 1.72600000 (ING GROEP NV V/R 04/01/27) Long Debt NL $1M 1M 0.01
ING-DIBA AG /EUR/ REGD REG S EMTN 0.01000000 (ING-DIBA A 0.01% 10/07/28/EUR/) Long Debt DE $188K 200K 0.00
INGERSOLL RAND INC REGD 5.40000000 (INGERSOLL RAND I 5.4% 08/14/28) Long Debt US $242K 240K 0.00
INGERSOLL RAND INC REGD 5.45000000 (INGERSOLL RAND 5.45% 06/15/34) Long Debt US $596K 590K 0.00
INGERSOLL RAND INC REGD 5.70000000 (INGERSOLL RAND I 5.7% 08/14/33) Long Debt US $241K 235K 0.00
INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN 0.00000000 (INSTITUT CRED 0% 04/30/27/EUR/) Long Debt ES $979K 1M 0.01
INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 2.65000000 (INSTITUT C 2.65% 01/31/28/EUR/) Long Debt ES $105K 100K 0.00
INSTITUT CREDITO OFICIAL /EUR/ REGD REG S EMTN SER GMTN 3.05000000 (INSTITUT C 3.05% 04/30/31/EUR/) Long Debt ES $424K 400K 0.00
INT DEVELOPMENT FIN CORP REGD 3.25000000 (INT DEVELOPMENT 3.25% 10/15/30) Long Debt US $685K 722K 0.01
INT DEVELOPMENT FIN CORP REGD 3.37000000 (INT DEVELOPMENT 3.37% 10/05/34) Long Debt US $75K 81K 0.00
INT DEVELOPMENT FIN CORP REGD SER 1 1.11000000 (INT DEVELOPMENT 1.11% 05/15/29) Long Debt US $697K 768K 0.01
INT DEVELOPMENT FIN CORP REGD SER 2 0.80000000 (INT DEVELOPMENT 0.8% 05/15/29) Long Debt US $344K 382K 0.00
INTEL CORP REGD 4.75000000 (INTEL CORP 4.75% 03/25/50) Long Debt US $242K 280K 0.00
INTEL CORP REGD 4.87500000 (INTEL CORP 4.875% 02/10/28) Long Debt US $30K 30K 0.00
INTEL CORP REGD 5.60000000 (INTEL CORP 5.6% 02/21/54) Long Debt US $365K 375K 0.00
INTEL CORP REGD 5.62500000 (INTEL CORP 5.625% 02/10/43) Long Debt US $224K 225K 0.00
INTEL CORP REGD 5.90000000 (INTEL CORP 5.9% 02/10/63) Long Debt US $296K 295K 0.00
INTER-AMERICAN DEVEL BK /GBP/ REGD MTN SER GMTN 2.37500000 (INTER-AME 2.375% 08/03/29/GBP/) Long Debt $1M 1M 0.01
INTER-AMERICAN DEVEL BK REGD MTN 6.75000000 (INTER-AMERICAN 6.75% 07/15/27) Long Debt $732K 700K 0.01
INTER-AMERICAN DEVEL BK REGD MTN SER GMTN 0.87500000 (INTER-AMERICAN 0.875% 04/20/26) Long Debt $186K 200K 0.00
INTERCONTINENTAL HOTELS /EUR/ REGD REG S EMTN 2.12500000 (INTERCONT 2.125% 05/15/27/EUR/) Long Debt GB $3M 3M 0.02
INTERCONTINENTAL HOTELS /GBP/ REGD REG S EMTN 2.12500000 (INTERCONT 2.125% 08/24/26/GBP/) Long Debt GB $708K 600K 0.01
INTERCONTINENTAL HOTELS /GBP/ REGD REG S EMTN 3.37500000 (INTERCONT 3.375% 10/08/28/GBP/) Long Debt GB $530K 450K 0.00
INTERCONTINENTAL HOTELS /GBP/ REGD REG S EMTN 3.75000000 (INTERCONTI 3.75% 08/14/25/GBP/) Long Debt GB $3M 2M 0.02
INTERCONTINENTALEXCHANGE REGD 5.20000000 (INTERCONTINENTAL 5.2% 06/15/62) Long Debt US $19K 20K 0.00
INTERCONTINENTALEXCHANGE REGD 5.25000000 (INTERCONTINENTA 5.25% 06/15/31) Long Debt US $1M 1M 0.01
INTERMEDIATE CAPITAL GRO /EUR/ REGD REG S 1.62500000 (INTERMEDI 1.625% 02/17/27/EUR/) Long Debt GB $999K 1M 0.01
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.20000000 (IBRD 0.2% 01/21/61/EUR/) Long Debt $392K 1M 0.00
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ 0.70000000 (IBRD 0.7% 10/22/46/EUR/) Long Debt $1M 2M 0.01
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ EMTN 2.90000000 (IBRD 2.9% 01/19/33/EUR/) Long Debt $7M 7M 0.06
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ EMTN SER GDIF 0.10000000 (IBRD 0.1% 09/17/35/EUR/) Long Debt $4M 5M 0.03
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ EMTN SER GDIF 0.25000000 (IBRD 0.25% 05/21/29/EUR/) Long Debt $565K 600K 0.00
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN SER GDIF 0.50000000 (IBRD 0.5% 06/21/35/EUR/) Long Debt $41K 50K 0.00
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /EUR/ MTN SER GDIF 1.20000000 (IBRD 1.2% 08/08/34/EUR/) Long Debt $8M 9M 0.07
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /GBP/ 1.00000000 (IBRD 1% 12/21/29/GBP/) Long Debt $2M 2M 0.02
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT /GBP/ MTN SER GMTN 0.25000000 (IBRD 0.25% 09/23/27/GBP/) Long Debt $3M 3M 0.03
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT 4.62500000 (IBRD 4.625% 08/01/28) Long Debt $251K 250K 0.00
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GDIF 0.65000000 (IBRD 0.65% 02/10/26) Long Debt $700K 750K 0.01
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT MTN SER GMTN 2.14000000 (IBRD 2.14% 02/04/41) Long Debt $325K 500K 0.00
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT V/R 2.33000000 (IBRD V/R 05/31/26) Long Debt $947K 1M 0.01
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP 0.00000000 (IBRD ZCP 05/01/30) Long Debt $13K 17K 0.00
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000 (IBRD ZCP 10/31/30) Long Debt $1M 2M 0.01
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT ZCP MTN SER MTNC 0.00000000 (IBRD ZCP 07/15/29) Long Debt $112K 143K 0.00
INTERPUBLIC GROUP COS REGD 3.37500000 (INTERPUBLIC GR 3.375% 03/01/41) Long Debt US $3K 4K 0.00
INTERSTATE POWER & LIGHT REGD 3.50000000 (INTERSTATE POWER 3.5% 09/30/49) Long Debt US $7K 10K 0.00
INTESA SANPAOLO SPA /EUR/ REGD REG S 0.37500000 (INTESA SA 0.375% 09/14/26/EUR/) Long Debt IT $100K 100K 0.00
INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 0.62500000 (INTESA SA 0.625% 02/24/26/EUR/) Long Debt IT $1M 1M 0.01
INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 1.00000000 (INTESA SANPAO 1% 07/04/24/EUR/) Long Debt IT $2M 2M 0.01
INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 1.35000000 (INTESA SAN 1.35% 02/24/31/EUR/) Long Debt IT $1M 2M 0.01
INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 1.75000000 (INTESA SAN 1.75% 03/20/28/EUR/) Long Debt IT $400K 400K 0.00
INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 4.75000000 (INTESA SAN 4.75% 09/06/27/EUR/) Long Debt IT $1M 1M 0.01
INTESA SANPAOLO SPA /EUR/ REGD REG S EMTN 5.25000000 (INTESA SAN 5.25% 01/13/30/EUR/) Long Debt IT $2M 1M 0.01
INTESA SANPAOLO SPA /GBP/ REGD EMTN 2.50000000 (INTESA SANP 2.5% 01/15/30/GBP/) Long Debt IT $3M 3M 0.03
INTESA SANPAOLO SPA REGD 144A P/P 7.00000000 (INTESA SANPAOLO SP 7% 11/21/25) Long Debt IT $1M 1M 0.01
INTESA SANPAOLO SPA REGD 144A P/P 7.20000000 (INTESA SANPAOLO 7.2% 11/28/33) Long Debt IT $241K 225K 0.00
INTESA SANPAOLO SPA REGD 144A P/P 7.80000000 (INTESA SANPAOLO 7.8% 11/28/53) Long Debt IT $938K 850K 0.01
INTESA SANPAOLO SPA REGD V/R 144A P/P MTN 8.24800000 (INTESA SANPAOLO S V/R 11/21/33) Long Debt IT $707K 640K 0.01
INTL DEVELOPMENT ASSOC /EUR/ REGD 0.35000000 (INTL DEVEL 0.35% 04/22/36/EUR/) Long Debt $3M 4M 0.02
INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.00000000 (INTL DEVELOPM 0% 10/19/26/EUR/) Long Debt $998K 1M 0.01
INTL DEVELOPMENT ASSOC /EUR/ REGD REG S 0.70000000 (INTL DEVELO 0.7% 01/17/42/EUR/) Long Debt $698K 1M 0.01
INTL DEVELOPMENT ASSOC /GBP/ REGD REG S 0.37500000 (INTL DEVE 0.375% 09/22/27/GBP/) Long Debt $2M 2M 0.02
INTL FINANCE CORP /GBP/ REGD MTN SER GMTN 0.25000000 (INTL FINAN 0.25% 12/15/25/GBP/) Long Debt $1M 1M 0.01
INTL FINANCE CORP REGD S/UP MTN SER GMTN 0.62500000 (INTL FINANCE COR S/UP 03/15/26) Long Debt $9K 10K 0.00
INTL FINANCE CORP REGD S/UP MTN SER GMTN 0.75000000 (INTL FINANCE COR S/UP 05/15/26) Long Debt $141K 150K 0.00
INTUIT INC REGD 1.65000000 (INTUIT INC 1.65% 07/15/30) Long Debt US $23K 28K 0.00
INTUIT INC REGD 5.20000000 (INTUIT INC 5.2% 09/15/33) Long Debt US $10K 10K 0.00
INTUIT INC REGD 5.50000000 (INTUIT INC 5.5% 09/15/53) Long Debt US $20K 20K 0.00
INVESTEC PLC /GBP/ REGD V/R REG S EMTN 1.87500000 (INVESTEC PLC V/R 07/16/28/GBP/) Long Debt GB $2M 2M 0.01
INVESTEC PLC /GBP/ REGD V/R REG S EMTN 2.62500000 (INVESTEC PLC V/R 01/04/32/GBP/) Long Debt GB $1M 1M 0.01
INVESTITIONSBANK BERLIN /EUR/ REGD REG S 2.75000000 (INVESTITIO 2.75% 10/04/27/EUR/) Long Debt DE $318K 300K 0.00
INVESTITIONSBANK BERLIN /EUR/ REGD REG S 3.12500000 (INVESTITI 3.125% 03/01/33/EUR/) Long Debt DE $540K 500K 0.00
INVESTITIONSBANK BERLIN /EUR/ REGD SER 208 0.05000000 (INVESTITIO 0.05% 03/02/35/EUR/) Long Debt DE $78K 100K 0.00
INVESTITIONSBANK DES LAN /EUR/ REGD REG S 3.25000000 (INVESTITIO 3.25% 03/13/30/EUR/) Long Debt DE $218K 200K 0.00
INVESTITIONSBK SCHL-HOL /EUR/ REGD REG S 0.01000000 (INVESTITIO 0.01% 05/15/26/EUR/) Long Debt DE $101K 100K 0.00
INVESTITIONSBK SCHL-HOL /EUR/ REGD REG S 3.25000000 (INVESTITIO 3.25% 03/10/31/EUR/) Long Debt DE $326K 300K 0.00
INVESTOR AB /EUR/ REGD REG S 2.75000000 (INVESTOR A 2.75% 06/10/32/EUR/) Long Debt SE $11M 10M 0.09
INVESTOR AB /EUR/ REGD REG S EMTN 0.37500000 (INVESTOR 0.375% 10/29/35/EUR/) Long Debt SE $323K 425K 0.00
INVESTOR AB /EUR/ REGD REG S EMTN 1.50000000 (INVESTOR AB 1.5% 09/12/30/EUR/) Long Debt SE $674K 700K 0.01
INVITATION HOMES OP REGD 2.00000000 (INVITATION HOMES O 2% 08/15/31) Long Debt US $48K 60K 0.00
INVITATION HOMES OP REGD 5.45000000 (INVITATION HOME 5.45% 08/15/30) Long Debt US $10K 10K 0.00
IQVIA INC REGD SER WI 6.25000000 (IQVIA INC 6.25% 02/01/29) Long Debt US $1M 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.00000000 (IRELAND GOVER 0% 10/18/31/EUR/) Long Debt IE $2M 2M 0.02
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000 (IRELAND GOV 0.2% 05/15/27/EUR/) Long Debt IE $1M 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000 (IRELAND GOV 0.2% 10/18/30/EUR/) Long Debt IE $557K 611K 0.00
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.20000000 (IRELAND GOV 0.2% 10/18/30/EUR/) Long Debt IE $456K 500K 0.00
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.35000000 (IRELAND GO 0.35% 10/18/32/EUR/) Long Debt IE $254K 290K 0.00
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000 (IRELAND GOV 0.4% 05/15/35/EUR/) Long Debt IE $734K 900K 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.40000000 (IRELAND GOV 0.4% 05/15/35/EUR/) Long Debt IE $245K 300K 0.00
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.55000000 (IRELAND GO 0.55% 04/22/41/EUR/) Long Debt IE $732K 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 0.90000000 (IRELAND GOV 0.9% 05/15/28/EUR/) Long Debt IE $2M 2M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.00000000 (IRELAND GOVER 1% 05/15/26/EUR/) Long Debt IE $2M 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.10000000 (IRELAND GOV 1.1% 05/15/29/EUR/) Long Debt IE $2M 2M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.30000000 (IRELAND GOV 1.3% 05/15/33/EUR/) Long Debt IE $1M 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.35000000 (IRELAND GO 1.35% 03/18/31/EUR/) Long Debt IE $1M 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.50000000 (IRELAND GOV 1.5% 05/15/50/EUR/) Long Debt IE $1M 2M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 1.70000000 (IRELAND GOV 1.7% 05/15/37/EUR/) Long Debt IE $731K 800K 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 2.40000000 (IRELAND GOV 2.4% 05/15/30/EUR/) Long Debt IE $1M 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 2.60000000 (IRELAND GOV 2.6% 10/18/34/EUR/) Long Debt IE $1M 1M 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S 3.00000000 (IRELAND GOVER 3% 10/18/43/EUR/) Long Debt IE $1M 990K 0.01
IRELAND GOVERNMENT BOND /EUR/ REGD REG S SER 30Y 2.00000000 (IRELAND GOVER 2% 02/18/45/EUR/) Long Debt IE $1M 1M 0.01
IREN SPA /EUR/ REGD REG S EMTN 1.00000000 (IREN SPA 1% 07/01/30/EUR/) Long Debt IT $500K 550K 0.00
IRS P01.00RSO/N 05/08/26 JPMCL FIXED Derivative-interest rate GB $-138K – -0.00
IRS P01.10RSO/N 05/08/29 JPMCL FIXED Derivative-interest rate GB $-367K – -0.00
IRS P01.15RSO/N 05/08/33 CITCL FIXED Derivative-interest rate GB $-48K – -0.00
IRS P03.75RSOFR 06/20/31 MSNYUS33XXX FIXED Derivative-interest rate US $-262K – -0.00
IRS PSOFRR03.50 12/20/30 MSNYUS33XXX FLOAT Derivative-interest rate US $523K – 0.00
IRS PSOFRR03.75 12/18/34 MSNYUS33XXX FLOAT Derivative-interest rate US $74K – 0.00
IRS R00.01PMUTK 07/08/34 CITCL FIXED Derivative-interest rate JP $-125K – -0.00
IRS R00.05PMUTK 07/08/24 CITCL FIXED Derivative-interest rate JP $-3K – -0.00
IRS R00.05PMUTK 07/08/27 CITCL FIXED Derivative-interest rate JP $-45K – -0.00
IRS R00.05PMUTK 07/08/28 CITCL FIXED Derivative-interest rate JP $-165K – -0.00
IRS R00.05PMUTK 07/08/32 CITCL FIXED Derivative-interest rate JP $-50K – -0.00
IRS R00.10PMUTK 07/08/33 CITCL FIXED Derivative-interest rate JP $-116K – -0.00
IRS R00.10PMUTK 12/03/25 CITCL FIXED Derivative-interest rate JP $-2K – -0.00
IRS R00.12PSS1D 11/05/31 CITCL FIXED Derivative-interest rate CH $-12K – -0.00
IRS R00.15PMUTK 07/08/37 CITCL FIXED Derivative-interest rate JP $-107K – -0.00
IRS R00.24PMUTK 02/02/26 XWF FIXED Derivative-interest rate JP $-913.47 – -0.00
IRS R00.30PMUTK 07/08/43 CITCL FIXED Derivative-interest rate JP $-263K – -0.00
IRS R00.30PMUTK 12/03/30 CITCL FIXED Derivative-interest rate JP $-24K – -0.00
IRS R00.44PSO/N 03/31/26 CITCL FIXED Derivative-interest rate GB $-220K – -0.00
IRS R00.45PMUTK 07/08/48 CITCL FIXED Derivative-interest rate JP $-169K – -0.00
IRS R00.45PMUTK 07/08/54 CITCL FIXED Derivative-interest rate JP $-478K – -0.00
IRS R00.65PMUTK 07/08/29 CITCL FIXED Derivative-interest rate JP $-1K – -0.00
IRS R00.94PKWDC 08/19/30 CITCL FIXED Derivative-interest rate KR $-646K – -0.01
IRS R00.96PKWDC 08/14/30 CITCL FIXED Derivative-interest rate KR $-265K – -0.00
IRS R00.99PKWDC 09/01/25 CITCL FIXED Derivative-interest rate KR $-137K – -0.00
IRS R01.06PKWDC 04/27/30 CITCL FIXED Derivative-interest rate KR $-23K – -0.00
IRS R01.14PTHOR 11/19/30 CITCL FIXED Derivative-interest rate TH $-81K – -0.00
IRS R01.20PESTR 05/11/52 CITCL FIXED Derivative-interest rate US $-584K – -0.00
IRS R01.20PSO/N 05/08/38 CITCL FIXED Derivative-interest rate GB $-143K – -0.00
IRS R01.25PSO/N 05/08/39 CITCL FIXED Derivative-interest rate GB $-474K – -0.00
IRS R01.25PSO/N 05/08/46 CITCL FIXED Derivative-interest rate GB $-1M – -0.01
IRS R01.25PSO/N 05/08/48 CITCL FIXED Derivative-interest rate GB $-657K – -0.01
IRS R01.25PSO/N 05/08/54 CITCL FIXED Derivative-interest rate GB $-581K – -0.00
IRS R01.50PSOFR 12/15/28 MSNYUS33XXX FIXED Derivative-interest rate US $-4M – -0.03
IRS R01.55PMUTK 07/08/44 CITCL FIXED Derivative-interest rate JP $1K – 0.00
IRS R01.75PSOFR 06/15/25 MSNYUS33XXX FIXED Derivative-interest rate US $-827K – -0.01
IRS R01.90PSS1D 03/31/33 CITCL FIXED Derivative-interest rate CH $39K – 0.00
IRS R02.00PSS1D 05/08/30 CITCL FIXED Derivative-interest rate CH $128K – 0.00
IRS R02.00PSS1D 05/08/34 CITCL FIXED Derivative-interest rate CH $32K – 0.00
IRS R02.30PCN07 05/11/25 CITCL FIXED Derivative-interest rate CN $15K – 0.00
IRS R02.36PCN07 09/01/30 MSLSW LONG Derivative-interest rate CN $24K – 0.00
IRS R02.40PCN07 05/11/26 CITCL FIXED Derivative-interest rate CN $10K – 0.00
IRS R02.40PCN07 12/06/28 CITCL FIXED Derivative-interest rate CN $15K – 0.00
IRS R02.44PKL3M 11/17/30 MSLSW LONG Derivative-interest rate MY $-88K – -0.00
IRS R02.50PBW6M 12/03/25 CITCL FIXED Derivative-interest rate AU $-9K – -0.00
IRS R02.55PBW6M 12/03/26 CITCL FIXED Derivative-interest rate AU $-29K – -0.00
IRS R02.60PCN07 05/11/28 CITCL FIXED Derivative-interest rate CN $371K – 0.00
IRS R02.65PCN07 05/10/29 CITCL FIXED Derivative-interest rate CN $59K – 0.00
IRS R02.75PBW6M 12/03/30 CITCL FIXED Derivative-interest rate AU $-40K – -0.00
IRS R02.80PBW6M 12/03/33 CITCL FIXED Derivative-interest rate AU $-349K – -0.00
IRS R02.80PBW6M 12/03/33 JPMCL FIXED Derivative-interest rate AU $-48K – -0.00
IRS R02.81PCN07 04/12/26 CITCL FIXED Derivative-interest rate CN $21K – 0.00
IRS R02.82PKWDC 04/28/32 CITCL FIXED Derivative-interest rate KR $-31K – -0.00
IRS R02.85PTHOR 04/23/34 CITCL FIXED Derivative-interest rate TH $6K – 0.00
IRS R03.10PKWDC 03/10/43 CITCL FIXED Derivative-interest rate KR $-283.61 – -0.00
IRS R03.13PKWDC 04/19/28 JPMCL FIXED Derivative-interest rate KR $-5K – -0.00
IRS R03.14PKWDC 08/04/24 CITCL FIXED Derivative-interest rate KR $-9K – -0.00
IRS R03.15PKWDC 03/10/33 CITCL FIXED Derivative-interest rate KR $-4K – -0.00
IRS R03.15PKWDC 03/10/34 CITCL FIXED Derivative-interest rate KR $-1K – -0.00
IRS R03.15PST3M 07/10/32 CITCL FIXED Derivative-interest rate SE $6K – 0.00
IRS R03.20PCI6M 07/10/34 CITCL FIXED Derivative-interest rate DK $5K – 0.00
IRS R03.23PSG1D 05/03/34 CITCL FIXED Derivative-interest rate SG $5K – 0.00
IRS R03.30PCAON 12/03/52 CITCL FIXED Derivative-interest rate CA $-42K – -0.00
IRS R03.30PCAON 12/03/53 CITCL FIXED Derivative-interest rate CA $-14K – -0.00
IRS R03.40PCAON 12/03/49 CITCL FIXED Derivative-interest rate CA $-4K – -0.00
IRS R03.45PCAON 12/03/32 CITCL FIXED Derivative-interest rate CA $-25K – -0.00
IRS R03.50PCAON 12/03/29 CITCL FIXED Derivative-interest rate CA $-19K – -0.00
IRS R03.50PCAON 12/03/33 CITCL FIXED Derivative-interest rate CA $1K – 0.00
IRS R03.51PPR6M 03/20/31 CITCL FIXED Derivative-interest rate CZ $-10K – -0.00
IRS R03.55PCAON 12/03/42 CITCL FIXED Derivative-interest rate CA $-26K – -0.00
IRS R03.61PKWDC 11/24/33 CITCL FIXED Derivative-interest rate KR $21K – 0.00
IRS R03.65PCAON 12/03/27 CITCL FIXED Derivative-interest rate CA $-95K – -0.00
IRS R03.80PKL3M 05/17/31 GSISW LONG Derivative-interest rate MY $2K – 0.00
IRS R03.85PCAON 12/03/26 CITCL FIXED Derivative-interest rate CA $1K – 0.00
IRS R03.85PNI6M 07/10/34 CITCL FIXED Derivative-interest rate NO $3K – 0.00
IRS R03.88PKL3M 11/23/30 MSLSW LONG Derivative-interest rate MY $2K – 0.00
IRS R04.22PTE03 05/17/29 CITCL FIXED Derivative-interest rate IL $-2K – -0.00
IRS R04.23PND3M 06/30/32 CITCL FIXED Derivative-interest rate NZ $-7K – -0.00
IRS R04.35PWI6M 05/11/31 CITCL FIXED Derivative-interest rate PL $-10K – -0.00
IRS R04.44PCOOV 09/10/30 CITCL FIXED Derivative-interest rate CO $-151K – -0.00
IRS R04.45PCAON 12/03/24 CITCL FIXED Derivative-interest rate CA $-64K – -0.00
IRS R04.82PWI6M 11/28/30 CITCL FIXED Derivative-interest rate PL $-4K – -0.00
IRS R06.84PBU6M 05/06/31 CITCL FIXED Derivative-interest rate HU $4K – 0.00
IRS R07.80PCOOV 05/21/29 CITCL FIXED Derivative-interest rate CO $-4K – -0.00
IRS RMUTKP00.05 07/08/29 CITCL FLOAT Derivative-interest rate JP $6K – 0.00
IRS RMUTKP00.05 07/08/30 CITCL FLOAT Derivative-interest rate JP $236K – 0.00
IRS RSO/NP01.10 05/08/30 CITCL FLOAT Derivative-interest rate GB $1M – 0.01
IRS RSO/NP01.25 05/08/43 CITCL FLOAT Derivative-interest rate GB $457K – 0.00
IRS RSOFRP01.21 08/15/28 CITCL FLOAT Derivative-interest rate US $1M – 0.01
IRS RSOFRP02.00 12/21/27 MSNYUS33XXX FLOAT Derivative-interest rate US $499K – 0.00
IRS RSOFRP03.25 12/20/53 MSNYUS33XXX FLOAT Derivative-interest rate US $673K – 0.01
IRS RSOFRP03.50 06/21/26 MSNYUS33XXX FLOAT Derivative-interest rate US $176K – 0.00
IRS RSOFRP03.50 12/20/33 MSNYUS33XXX FLOAT Derivative-interest rate US $2M – 0.02
IRS RSOFRP03.75 06/20/31 MSNYUS33XXX FLOAT Derivative-interest rate US $34K – 0.00
IRS RSOFRP03.75 06/20/34 MSNYUS33XXX FLOAT Derivative-interest rate US $72K – 0.00
IRS RSOFRP04.25 03/20/29 MSNYUS33XXX FLOAT Derivative-interest rate US $-63K – -0.00
ISRAEL FIXED BOND /ILS/ REGD SER 0142 5.50000000 (ISRAEL FIXE 5.5% 01/31/42/ILS/) Long Debt IL $80K 290K 0.00
ISRAEL FIXED BOND /ILS/ REGD SER 0327 2.00000000 (ISRAEL FIXED 2% 03/31/27/ILS/) Long Debt IL $200K 800K 0.00
ISRAEL FIXED BOND /ILS/ REGD SER 0330 1.00000000 (ISRAEL FIXED 1% 03/31/30/ILS/) Long Debt IL $260K 1M 0.00
ISRAEL FIXED BOND /ILS/ REGD SER 0537 1.50000000 (ISRAEL FIXE 1.5% 05/31/37/ILS/) Long Debt IL $53K 305K 0.00
ITALGAS SPA /EUR/ REGD REG S EMTN 1.00000000 (ITALGAS SPA 1% 12/11/31/EUR/) Long Debt IT $990K 1M 0.01
ITALY GOV'T INT BOND /EUR/ REGD MTN 5.20000000 (ITALY GOV'T 5.2% 07/31/34/EUR/) Long Debt IT $230K 200K 0.00
ITALY GOV'T INT BOND /EUR/ REGD MTN SER DMTN 5.12500000 (ITALY GOV 5.125% 07/31/24/EUR/) Long Debt IT $429K 400K 0.00
ITALY GOV'T INT BOND /EUR/ REGD V/R REG S EMTN 4.25000000 (ITALY GOV'T V/R 06/28/29/EUR/) Long Debt IT $1M 1M 0.01
ITALY GOV'T INT BOND /GBP/ REGD EMTN 6.00000000 (ITALY GOV'T I 6% 08/04/28/GBP/) Long Debt IT $1M 1M 0.01
ITALY GOV'T INT BOND REGD 1.25000000 (ITALY GOV'T INT 1.25% 02/17/26) Long Debt IT $2M 2M 0.02
ITALY GOV'T INT BOND REGD 2.87500000 (ITALY GOV'T IN 2.875% 10/17/29) Long Debt IT $178K 200K 0.00
ITC HOLDINGS CORP REGD 144A P/P 4.95000000 (ITC HOLDINGS CO 4.95% 09/22/27) Long Debt US $1M 1M 0.01
ITV PLC /EUR/ REGD REG S 1.37500000 (ITV PLC 1.375% 09/26/26/EUR/) Long Debt GB $368K 362K 0.00
ITV PLC /EUR/ REGD REG S EMTN 4.25000000 (ITV PLC 4.25% 06/19/32/EUR/) Long Debt GB $9M 8M 0.07
JABIL INC REGD 1.70000000 (JABIL INC 1.7% 04/15/26) Long Debt US $19K 20K 0.00
JABIL INC REGD 5.45000000 (JABIL INC 5.45% 02/01/29) Long Debt US $40K 40K 0.00
JACKSON FINANCIAL INC REGD SER WI 4.00000000 (JACKSON FINANCIAL 4% 11/23/51) Long Debt US $4K 5K 0.00
JACOBS ENGINEERING GROUP REGD 6.35000000 (JACOBS ENGINEER 6.35% 08/18/28) Long Debt US $980K 950K 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 1 0.70000000 (JAPAN (10 Y 0.7% 12/20/33/JPY/) Long Debt JP $24M 4B 0.19
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 342 0.10000000 (JAPAN (10 Y 0.1% 03/20/26/JPY/) Long Debt JP $12M 2B 0.10
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 343 0.10000000 (JAPAN (10 Y 0.1% 06/20/26/JPY/) Long Debt JP $1M 203M 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 344 0.10000000 (JAPAN (10 Y 0.1% 09/20/26/JPY/) Long Debt JP $813K 132M 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 345 0.10000000 (JAPAN (10 Y 0.1% 12/20/26/JPY/) Long Debt JP $136K 22M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 346 0.10000000 (JAPAN (10 Y 0.1% 03/20/27/JPY/) Long Debt JP $27M 4B 0.22
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 347 0.10000000 (JAPAN (10 Y 0.1% 06/20/27/JPY/) Long Debt JP $16M 3B 0.13
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 349 0.10000000 (JAPAN (10 Y 0.1% 12/20/27/JPY/) Long Debt JP $367K 60M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 353 0.10000000 (JAPAN (10 Y 0.1% 12/20/28/JPY/) Long Debt JP $29M 5B 0.23
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 354 0.10000000 (JAPAN (10 Y 0.1% 03/20/29/JPY/) Long Debt JP $5M 900M 0.04
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 355 0.10000000 (JAPAN (10 Y 0.1% 06/20/29/JPY/) Long Debt JP $1M 204M 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 357 0.10000000 (JAPAN (10 Y 0.1% 12/20/29/JPY/) Long Debt JP $2M 266M 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 358 0.10000000 (JAPAN (10 Y 0.1% 03/20/30/JPY/) Long Debt JP $545K 90M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 359 0.10000000 (JAPAN (10 Y 0.1% 06/20/30/JPY/) Long Debt JP $12M 2B 0.09
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 360 0.10000000 (JAPAN (10 Y 0.1% 09/20/30/JPY/) Long Debt JP $321K 53M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 361 0.10000000 (JAPAN (10 Y 0.1% 12/20/30/JPY/) Long Debt JP $26M 4B 0.21
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 362 0.10000000 (JAPAN (10 Y 0.1% 03/20/31/JPY/) Long Debt JP $60K 10M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 363 0.10000000 (JAPAN (10 Y 0.1% 06/20/31/JPY/) Long Debt JP $26M 4B 0.21
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 364 0.10000000 (JAPAN (10 Y 0.1% 09/20/31/JPY/) Long Debt JP $2M 265M 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 365 0.10000000 (JAPAN (10 Y 0.1% 12/20/31/JPY/) Long Debt JP $265K 45M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 366 0.20000000 (JAPAN (10 Y 0.2% 03/20/32/JPY/) Long Debt JP $27M 5B 0.22
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 367 0.20000000 (JAPAN (10 Y 0.2% 06/20/32/JPY/) Long Debt JP $35K 6M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 368 0.20000000 (JAPAN (10 Y 0.2% 09/20/32/JPY/) Long Debt JP $349K 59M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 369 0.50000000 (JAPAN (10 Y 0.5% 12/20/32/JPY/) Long Debt JP $1M 181M 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 370 0.50000000 (JAPAN (10 Y 0.5% 03/20/33/JPY/) Long Debt JP $97K 16M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 371 0.40000000 (JAPAN (10 Y 0.4% 06/20/33/JPY/) Long Debt JP $385K 65M 0.00
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 372 0.80000000 (JAPAN (10 Y 0.8% 09/20/33/JPY/) Long Debt JP $1M 207M 0.01
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 373 0.60000000 (JAPAN (10 Y 0.6% 12/20/33/JPY/) Long Debt JP $17M 3B 0.14
JAPAN (10 YEAR ISSUE) /JPY/ REGD SER 374 0.80000000 (JAPAN (10 Y 0.8% 03/20/34/JPY/) Long Debt JP $25M 4B 0.20
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 449 0.00500000 (JAPAN (2 0.005% 06/01/25/JPY/) Long Debt JP $155K 25M 0.00
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 450 0.00500000 (JAPAN (2 0.005% 07/01/25/JPY/) Long Debt JP $200K 32M 0.00
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 451 0.00500000 (JAPAN (2 0.005% 08/01/25/JPY/) Long Debt JP $11M 2B 0.09
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 454 0.10000000 (JAPAN (2 YE 0.1% 11/01/25/JPY/) Long Debt JP $9M 2B 0.08
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 455 0.00500000 (JAPAN (2 0.005% 12/01/25/JPY/) Long Debt JP $10M 2B 0.08
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 458 0.20000000 (JAPAN (2 YE 0.2% 03/01/26/JPY/) Long Debt JP $4M 625M 0.03
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 459 0.20000000 (JAPAN (2 YE 0.2% 04/01/26/JPY/) Long Debt JP $12M 2B 0.10
JAPAN (2 YEAR ISSUE) /JPY/ REGD SER 460 0.30000000 (JAPAN (2 YE 0.3% 05/01/26/JPY/) Long Debt JP $9M 2B 0.08
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 105 2.10000000 (JAPAN (20 Y 2.1% 09/20/28/JPY/) Long Debt JP $1M 215M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 117 2.10000000 (JAPAN (20 Y 2.1% 03/20/30/JPY/) Long Debt JP $256K 38M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 118 2.00000000 (JAPAN (20 YEA 2% 06/20/30/JPY/) Long Debt JP $46K 7M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 121 1.90000000 (JAPAN (20 Y 1.9% 09/20/30/JPY/) Long Debt JP $23M 4B 0.19
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 122 1.80000000 (JAPAN (20 Y 1.8% 09/20/30/JPY/) Long Debt JP $6M 924M 0.05
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 129 1.80000000 (JAPAN (20 Y 1.8% 06/20/31/JPY/) Long Debt JP $2M 233M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 140 1.70000000 (JAPAN (20 Y 1.7% 09/20/32/JPY/) Long Debt JP $1M 164M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 142 1.80000000 (JAPAN (20 Y 1.8% 12/20/32/JPY/) Long Debt JP $73K 11M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 143 1.60000000 (JAPAN (20 Y 1.6% 03/20/33/JPY/) Long Debt JP $32K 5M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 147 1.60000000 (JAPAN (20 Y 1.6% 12/20/33/JPY/) Long Debt JP $19M 3B 0.15
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 148 1.50000000 (JAPAN (20 Y 1.5% 03/20/34/JPY/) Long Debt JP $3M 450M 0.02
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 149 1.50000000 (JAPAN (20 Y 1.5% 06/20/34/JPY/) Long Debt JP $1M 208M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 151 1.20000000 (JAPAN (20 Y 1.2% 12/20/34/JPY/) Long Debt JP $41K 7M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 153 1.30000000 (JAPAN (20 Y 1.3% 06/20/35/JPY/) Long Debt JP $63K 10M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 160 0.70000000 (JAPAN (20 Y 0.7% 03/20/37/JPY/) Long Debt JP $1M 258M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 161 0.60000000 (JAPAN (20 Y 0.6% 06/20/37/JPY/) Long Debt JP $16M 3B 0.13
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 163 0.60000000 (JAPAN (20 Y 0.6% 12/20/37/JPY/) Long Debt JP $1M 180M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 164 0.50000000 (JAPAN (20 Y 0.5% 03/20/38/JPY/) Long Debt JP $25K 5M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 165 0.50000000 (JAPAN (20 Y 0.5% 06/20/38/JPY/) Long Debt JP $19K 3M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 167 0.50000000 (JAPAN (20 Y 0.5% 12/20/38/JPY/) Long Debt JP $16M 3B 0.13
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 168 0.40000000 (JAPAN (20 Y 0.4% 03/20/39/JPY/) Long Debt JP $82K 16M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 169 0.30000000 (JAPAN (20 Y 0.3% 06/20/39/JPY/) Long Debt JP $4M 785M 0.03
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 170 0.30000000 (JAPAN (20 Y 0.3% 09/20/39/JPY/) Long Debt JP $5M 1B 0.04
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 171 0.30000000 (JAPAN (20 Y 0.3% 12/20/39/JPY/) Long Debt JP $457K 89M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 172 0.40000000 (JAPAN (20 Y 0.4% 03/20/40/JPY/) Long Debt JP $16M 3B 0.13
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 173 0.40000000 (JAPAN (20 Y 0.4% 06/20/40/JPY/) Long Debt JP $644K 125M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 174 0.40000000 (JAPAN (20 Y 0.4% 09/20/40/JPY/) Long Debt JP $770K 150M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 175 0.50000000 (JAPAN (20 Y 0.5% 12/20/40/JPY/) Long Debt JP $415K 80M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 176 0.50000000 (JAPAN (20 Y 0.5% 03/20/41/JPY/) Long Debt JP $894K 173M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 177 0.40000000 (JAPAN (20 Y 0.4% 06/20/41/JPY/) Long Debt JP $202K 40M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 178 0.50000000 (JAPAN (20 Y 0.5% 09/20/41/JPY/) Long Debt JP $2M 411M 0.02
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 179 0.50000000 (JAPAN (20 Y 0.5% 12/20/41/JPY/) Long Debt JP $23M 4B 0.18
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 180 0.80000000 (JAPAN (20 Y 0.8% 03/20/42/JPY/) Long Debt JP $711K 133M 0.01
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 183 1.40000000 (JAPAN (20 Y 1.4% 12/20/42/JPY/) Long Debt JP $205K 35M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 184 1.10000000 (JAPAN (20 Y 1.1% 03/20/43/JPY/) Long Debt JP $76K 14M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 185 1.10000000 (JAPAN (20 Y 1.1% 06/20/43/JPY/) Long Debt JP $77K 14M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 186 1.50000000 (JAPAN (20 Y 1.5% 09/20/43/JPY/) Long Debt JP $187K 32M 0.00
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 187 1.30000000 (JAPAN (20 Y 1.3% 12/20/43/JPY/) Long Debt JP $11M 2B 0.09
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 188 1.60000000 (JAPAN (20 Y 1.6% 03/20/44/JPY/) Long Debt JP $13M 2B 0.11
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 80 2.10000000 (JAPAN (20 Y 2.1% 06/20/25/JPY/) Long Debt JP $3M 517M 0.03
JAPAN (20 YEAR ISSUE) /JPY/ REGD SER 81 2.00000000 (JAPAN (20 YEA 2% 09/20/25/JPY/) Long Debt JP $64K 10M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 11 1.70000000 (JAPAN (30 Y 1.7% 06/20/33/JPY/) Long Debt JP $661K 100M 0.01
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 21 2.30000000 (JAPAN (30 Y 2.3% 12/20/35/JPY/) Long Debt JP $5M 705M 0.04
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 22 2.50000000 (JAPAN (30 Y 2.5% 03/20/36/JPY/) Long Debt JP $820K 116M 0.01
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 24 2.50000000 (JAPAN (30 Y 2.5% 09/20/36/JPY/) Long Debt JP $331K 47M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 33 2.00000000 (JAPAN (30 YEA 2% 09/20/40/JPY/) Long Debt JP $2M 333M 0.02
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 34 2.20000000 (JAPAN (30 Y 2.2% 03/20/41/JPY/) Long Debt JP $154K 23M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 40 1.80000000 (JAPAN (30 Y 1.8% 09/20/43/JPY/) Long Debt JP $34K 5M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 42 1.70000000 (JAPAN (30 Y 1.7% 03/20/44/JPY/) Long Debt JP $10M 2B 0.08
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 44 1.70000000 (JAPAN (30 Y 1.7% 09/20/44/JPY/) Long Debt JP $85K 14M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 47 1.60000000 (JAPAN (30 Y 1.6% 06/20/45/JPY/) Long Debt JP $59K 10M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 49 1.40000000 (JAPAN (30 Y 1.4% 12/20/45/JPY/) Long Debt JP $933K 165M 0.01
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 59 0.70000000 (JAPAN (30 Y 0.7% 06/20/48/JPY/) Long Debt JP $7M 2B 0.06
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 61 0.70000000 (JAPAN (30 Y 0.7% 12/20/48/JPY/) Long Debt JP $12K 3M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 62 0.50000000 (JAPAN (30 Y 0.5% 03/20/49/JPY/) Long Debt JP $7M 2B 0.06
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 63 0.40000000 (JAPAN (30 Y 0.4% 06/20/49/JPY/) Long Debt JP $488K 115M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 65 0.40000000 (JAPAN (30 Y 0.4% 12/20/49/JPY/) Long Debt JP $8M 2B 0.06
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 66 0.40000000 (JAPAN (30 Y 0.4% 03/20/50/JPY/) Long Debt JP $8M 2B 0.07
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 67 0.60000000 (JAPAN (30 Y 0.6% 06/20/50/JPY/) Long Debt JP $219K 50M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 68 0.60000000 (JAPAN (30 Y 0.6% 09/20/50/JPY/) Long Debt JP $530K 122M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 69 0.70000000 (JAPAN (30 Y 0.7% 12/20/50/JPY/) Long Debt JP $581K 130M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 71 0.70000000 (JAPAN (30 Y 0.7% 06/20/51/JPY/) Long Debt JP $525K 119M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 73 0.70000000 (JAPAN (30 Y 0.7% 12/20/51/JPY/) Long Debt JP $35K 8M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 74 1.00000000 (JAPAN (30 YEA 1% 03/20/52/JPY/) Long Debt JP $543K 114M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 75 1.30000000 (JAPAN (30 Y 1.3% 06/20/52/JPY/) Long Debt JP $287K 56M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 76 1.40000000 (JAPAN (30 Y 1.4% 09/20/52/JPY/) Long Debt JP $16K 3M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 77 1.60000000 (JAPAN (30 Y 1.6% 12/20/52/JPY/) Long Debt JP $228K 42M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 78 1.40000000 (JAPAN (30 Y 1.4% 03/20/53/JPY/) Long Debt JP $5M 1B 0.04
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 79 1.20000000 (JAPAN (30 Y 1.2% 06/20/53/JPY/) Long Debt JP $4M 750M 0.03
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 80 1.80000000 (JAPAN (30 Y 1.8% 09/20/53/JPY/) Long Debt JP $68K 12M 0.00
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 81 1.60000000 (JAPAN (30 Y 1.6% 12/20/53/JPY/) Long Debt JP $5M 910M 0.04
JAPAN (30 YEAR ISSUE) /JPY/ REGD SER 82 1.80000000 (JAPAN (30 Y 1.8% 03/20/54/JPY/) Long Debt JP $8M 1B 0.06
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 1 2.40000000 (JAPAN (40 Y 2.4% 03/20/48/JPY/) Long Debt JP $669K 100M 0.01
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 10 0.90000000 (JAPAN (40 Y 0.9% 03/20/57/JPY/) Long Debt JP $758K 174M 0.01
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 11 0.80000000 (JAPAN (40 Y 0.8% 03/20/58/JPY/) Long Debt JP $21K 5M 0.00
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 12 0.50000000 (JAPAN (40 Y 0.5% 03/20/59/JPY/) Long Debt JP $36K 10M 0.00
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 13 0.50000000 (JAPAN (40 Y 0.5% 03/20/60/JPY/) Long Debt JP $3M 813M 0.02
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 14 0.70000000 (JAPAN (40 Y 0.7% 03/20/61/JPY/) Long Debt JP $2M 650M 0.02
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 15 1.00000000 (JAPAN (40 YEA 1% 03/20/62/JPY/) Long Debt JP $2M 545M 0.02
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 16 1.30000000 (JAPAN (40 Y 1.3% 03/20/63/JPY/) Long Debt JP $2M 489M 0.02
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 17 2.20000000 (JAPAN (40 Y 2.2% 03/20/64/JPY/) Long Debt JP $184K 31M 0.00
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 3 2.20000000 (JAPAN (40 Y 2.2% 03/20/50/JPY/) Long Debt JP $3M 505M 0.03
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 6 1.90000000 (JAPAN (40 Y 1.9% 03/20/53/JPY/) Long Debt JP $4K 650K 0.00
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 7 1.70000000 (JAPAN (40 Y 1.7% 03/20/54/JPY/) Long Debt JP $39K 7M 0.00
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 8 1.40000000 (JAPAN (40 Y 1.4% 03/20/55/JPY/) Long Debt JP $74K 14M 0.00
JAPAN (40 YEAR ISSUE) /JPY/ REGD SER 9 0.40000000 (JAPAN (40 Y 0.4% 03/20/56/JPY/) Long Debt JP $2M 618M 0.02
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 143 0.10000000 (JAPAN (5 YE 0.1% 03/20/25/JPY/) Long Debt JP $98K 16M 0.00
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 144 0.10000000 (JAPAN (5 YE 0.1% 06/20/25/JPY/) Long Debt JP $2M 347M 0.02
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 145 0.10000000 (JAPAN (5 YE 0.1% 09/20/25/JPY/) Long Debt JP $9M 2B 0.08
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 146 0.10000000 (JAPAN (5 YE 0.1% 12/20/25/JPY/) Long Debt JP $757K 122M 0.01
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 148 0.00500000 (JAPAN (5 0.005% 06/20/26/JPY/) Long Debt JP $18M 3B 0.15
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 149 0.00500000 (JAPAN (5 0.005% 09/20/26/JPY/) Long Debt JP $62K 10M 0.00
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 150 0.00500000 (JAPAN (5 0.005% 12/20/26/JPY/) Long Debt JP $475K 77M 0.00
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 151 0.00500000 (JAPAN (5 0.005% 03/20/27/JPY/) Long Debt JP $26M 4B 0.21
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 153 0.00500000 (JAPAN (5 0.005% 06/20/27/JPY/) Long Debt JP $19M 3B 0.16
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 154 0.10000000 (JAPAN (5 YE 0.1% 09/20/27/JPY/) Long Debt JP $3M 545M 0.03
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 161 0.30000000 (JAPAN (5 YE 0.3% 06/20/28/JPY/) Long Debt JP $802K 130M 0.01
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 164 0.20000000 (JAPAN (5 YE 0.2% 12/20/28/JPY/) Long Debt JP $27M 4B 0.22
JAPAN (5 YEAR ISSUE) /JPY/ REGD SER 167 0.40000000 (JAPAN (5 YE 0.4% 03/20/29/JPY/) Long Debt JP $16M 3B 0.13
JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 271 0.02000000 (JAPAN EXP 0.02% 03/31/26/JPY/) Long Debt JP $185K 30M 0.00
JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 37 2.42000000 (JAPAN EXP 2.42% 06/20/28/JPY/) Long Debt JP $665K 100M 0.01
JAPAN EXP HLD/DEBT REPAY /JPY/ REGD SER 75 1.96000000 (JAPAN EXP 1.96% 09/19/31/JPY/) Long Debt JP $666K 100M 0.01
JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.01000000 (JAPAN FIN 0.01% 02/02/28/EUR/) Long Debt JP $954K 1M 0.01
JAPAN FIN ORG MUNICIPAL /EUR/ REGD REG S EMTN SER GMTN 0.05000000 (JAPAN FIN 0.05% 02/12/27/EUR/) Long Debt JP $492K 500K 0.00
JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 2022 2.32000000 (JAPAN FIN 2.32% 06/18/27/JPY/) Long Debt JP $131K 20M 0.00
JAPAN FIN ORG MUNICIPAL /JPY/ REGD SER 69 0.47800000 (JAPAN FIN 0.478% 02/28/25/JPY/) Long Debt JP $622K 100M 0.01
JAPAN FIN ORG MUNICIPAL REGD REG S EMTN 0.62500000 (JAPAN FIN ORG 0.625% 09/02/25) Long Debt JP $947K 1M 0.01
JAPAN FINANCE CORP /JPY/ REGD SER 57 0.00100000 (JAPAN FIN 0.001% 10/17/25/JPY/) Long Debt JP $124K 20M 0.00
JAPAN GOVT CPI LINKED /JPY/ REGD SER 25 0.20000000 (JAPAN GOVT 0.2% 03/10/30/JPY/) Long Debt JP $727K 107M 0.01
JAPAN INT'L COOP AGENCY /JPY/ REGD SER 35 0.08000000 (JAPAN INT' 0.08% 06/19/26/JPY/) Long Debt JP $1M 200M 0.01
JBS USA HOLD/FOOD/LUX CO REGD 3.00000000 (JBS USA HOLD/FOOD/ 3% 05/15/32) Long Debt LU $473K 575K 0.00
JBS USA HOLD/FOOD/LUX CO REGD 4.37500000 (JBS USA HOLD/F 4.375% 02/02/52) Long Debt LU $2K 3K 0.00
JBS USA HOLD/FOOD/LUX CO REGD 5.75000000 (JBS USA HOLD/FO 5.75% 04/01/33) Long Debt LU $1M 1M 0.01
JBS USA HOLD/FOOD/LUX CO REGD 6.50000000 (JBS USA HOLD/FOO 6.5% 12/01/52) Long Debt LU $15K 15K 0.00
JCDECAUX SE /EUR/ REGD REG S 1.62500000 (JCDECAUX 1.625% 02/07/30/EUR/) Long Debt FR $943K 1M 0.01
JCDECAUX SE /EUR/ REGD REG S 2.62500000 (JCDECAUX 2.625% 04/24/28/EUR/) Long Debt FR $1M 1M 0.01
JCDECAUX SE /EUR/ REGD REG S 5.00000000 (JCDECAUX SE 5% 01/11/29/EUR/) Long Debt FR $2M 2M 0.02
JEFFERIES FIN GROUP INC REGD 2.62500000 (JEFFERIES FIN 2.625% 10/15/31) Long Debt US $1M 1M 0.01
JEFFERIES FIN GROUP INC REGD 2.75000000 (JEFFERIES FIN G 2.75% 10/15/32) Long Debt US $1M 1M 0.01
JEFFERIES FIN GROUP INC REGD 5.87500000 (JEFFERIES FIN 5.875% 07/21/28) Long Debt US $505K 500K 0.00
JOHNS HOPKINS UNIVERSITY REGD SER A 2.81300000 (JOHNS HOPKINS 2.813% 01/01/60) Long Debt US $375K 600K 0.00
JOHNSON & JOHNSON /EUR/ REGD 1.15000000 (JOHNSON & 1.15% 11/20/28/EUR/) Long Debt US $990K 1M 0.01
JOHNSON & JOHNSON REGD 2.45000000 (JOHNSON & JOHNS 2.45% 09/01/60) Long Debt US $17K 30K 0.00
JOHNSON & JOHNSON REGD 5.25000000 (JOHNSON & JOHNS 5.25% 06/01/54) Long Debt US $1M 1M 0.01
JOHNSON CONTROLS/TYCO FI /EUR/ REGD 1.00000000 (JOHNSON CONTR 1% 09/15/32/EUR/) Long Debt IE $871K 1M 0.01
JOHNSON CONTROLS/TYCO FI /EUR/ REGD 3.00000000 (JOHNSON CONTR 3% 09/15/28/EUR/) Long Debt IE $1M 1M 0.01
JOHNSON CONTROLS/TYCO FI REGD 5.50000000 (JOHNSON CONTROLS 5.5% 04/19/29) Long Debt IE $111K 110K 0.00
JPN BANK FOR INT'L COOP /EUR/ REGD 3.12500000 (JPN BANK 3.125% 02/15/28/EUR/) Long Debt JP $1M 1M 0.01
JPN BANK FOR INT'L COOP REGD 0.62500000 (JPN BANK FOR I 0.625% 07/15/25) Long Debt JP $238K 250K 0.00
JPN HOUSING FIN AGENCY /JPY/ REGD SER 108 1.43400000 (JPN HOUSI 1.434% 06/18/27/JPY/) Long Debt JP $638K 100M 0.01
JPN HOUSING FIN AGENCY /JPY/ REGD SER 71 1.75300000 (JPN HOUSI 1.753% 03/19/26/JPY/) Long Debt JP $1M 200M 0.01
JPY/USD FWD 20240702 000000426 USD Derivative-foreign exchange $48K – 0.00
JPY/USD FWD 20240702 000000605 USD Derivative-foreign exchange $-4K – -0.00
JPY/USD FWD 20240702 000003534 USD Derivative-foreign exchange $19M – 0.15
JPY/USD FWD 20240702 000005208 USD Derivative-foreign exchange $924K – 0.01
JPY/USD FWD 20240702 000006038 USD Derivative-foreign exchange $26K – 0.00
JPY/USD FWD 20240702 000009605 USD Derivative-foreign exchange $535.69 – 0.00
JPY/USD FWD 20240719 000005208 USD Derivative-foreign exchange $-112K – -0.00
JPY/USD FWD 20240802 000005208 USD Derivative-foreign exchange $440K – 0.00
JT INTL FIN SERVICES BV /EUR/ REGD REG S 1.00000000 (JT INTL FIN S 1% 11/26/29/EUR/) Long Debt NL $4M 5M 0.04
JT INTL FIN SERVICES BV /EUR/ REGD REG S EMTN 3.62500000 (JT INTL F 3.625% 04/11/34/EUR/) Long Debt NL $5M 5M 0.04
JT INTL FIN SERVICES BV /EUR/ REGD V/R REG S 2.87500000 (JT INTL FIN V/R 10/07/83/EUR/) Long Debt NL $1M 1M 0.01
JT INTL FIN SERVICES BV /GBP/ REGD EMTN 2.75000000 (JT INTL FI 2.75% 09/28/33/GBP/) Long Debt NL $5M 4M 0.04
JUNTA DE ANDALUCIA /EUR/ REGD REG S 0.50000000 (JUNTA DE AN 0.5% 04/30/31/EUR/) Long Debt ES $319K 363K 0.00
JUNTA DE ANDALUCIA /EUR/ REGD REG S 1.37500000 (JUNTA DE 1.375% 04/30/29/EUR/) Long Debt ES $29K 30K 0.00
JUNTA DE ANDALUCIA /EUR/ REGD REG S 3.40000000 (JUNTA DE AN 3.4% 04/30/34/EUR/) Long Debt ES $420K 400K 0.00
JUNTA DE CASTILLA Y LEON /EUR/ REGD REG S 0.42500000 (JUNTA DE 0.425% 04/30/30/EUR/) Long Debt ES $56K 62K 0.00
JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCB 1.00000000 (JYSKE REALKRE 1% 04/01/26/DKK/) Long Debt DK $55K 400K 0.00
JYSKE REALKREDIT A/S /DKK/ REGD REG S SER CCE. 1.00000000 (JYSKE REALKRE 1% 10/01/24/DKK/) Long Debt DK $14K 100K 0.00
JYSKE REALKREDIT A/S /DKK/ REGD SER 32IE 1.00000000 (JYSKE REALKRE 1% 04/01/25/DKK/) Long Debt DK $28K 200K 0.00
JYSKE REALKREDIT A/S /EUR/ REGD REG S 0.50000000 (JYSKE REALK 0.5% 10/01/26/EUR/) Long Debt DK $101K 100K 0.00
KAF KAERTNER AUSGLEICHSZ /EUR/ REGD ZCP 0.00000000 (KAF KAERTNER ZCP 01/14/32/EUR/) Long Debt AT $714K 860K 0.01
KAISER FOUNDATION HOSPIT REGD 4.15000000 (KAISER FOUNDATI 4.15% 05/01/47) Long Debt US $1M 1M 0.01
KAISER FOUNDATION HOSPIT REGD SER 2021 3.00200000 (KAISER FOUNDAT 3.002% 06/01/51) Long Debt US $34K 50K 0.00
KBC GROUP NV /GBP/ REGD V/R REG S EMTN 6.15100000 (KBC GROUP NV V/R 03/19/34/GBP/) Long Debt BE $5M 4M 0.04
KELLANOVA /EUR/ REGD 0.50000000 (KELLANOVA 0.5% 05/20/29/EUR/) Long Debt US $1M 2M 0.01
KEMPER CORP REGD 3.80000000 (KEMPER CORP 3.8% 02/23/32) Long Debt US $103K 120K 0.00
KENTUCKY UTILITIES CO REGD 3.30000000 (KENTUCKY UTILITI 3.3% 06/01/50) Long Debt US $3K 5K 0.00
KERRY GROUP FIN SERVICES /EUR/ REGD REG S 2.37500000 (KERRY GRO 2.375% 09/10/25/EUR/) Long Debt IE $3M 3M 0.02
KEYCORP REGD V/R 6.40100000 (KEYCORP V/R 03/06/35) Long Debt US $528K 520K 0.00
KEYSIGHT TECHNOLOGIES REGD 3.00000000 (KEYSIGHT TECHNOLOG 3% 10/30/29) Long Debt US $22K 25K 0.00
KEYSIGHT TECHNOLOGIES REGD 4.60000000 (KEYSIGHT TECHNOL 4.6% 04/06/27) Long Debt US $5K 5K 0.00
KFW /CAD/ REGD 4.70000000 (KFW 4.7% 06/02/37/CAD/) Long Debt DE $105K 140K 0.00
KFW /EUR/ REGD 0.25000000 (KFW 0.25% 09/15/25/EUR/) Long Debt DE $1M 1M 0.01
KFW /EUR/ REGD 0.50000000 (KFW 0.5% 09/15/27/EUR/) Long Debt DE $496K 500K 0.00
KFW /EUR/ REGD 0.62500000 (KFW 0.625% 01/07/28/EUR/) Long Debt DE $713K 720K 0.01
KFW /EUR/ REGD 1.37500000 (KFW 1.375% 06/07/32/EUR/) Long Debt DE $671K 700K 0.01
KFW /EUR/ REGD 2.00000000 (KFW 2% 11/15/29/EUR/) Long Debt DE $513K 500K 0.00
KFW /EUR/ REGD EMTN 0.37500000 (KFW 0.375% 04/23/30/EUR/) Long Debt DE $334K 360K 0.00
KFW /EUR/ REGD EMTN 2.75000000 (KFW 2.75% 05/15/30/EUR/) Long Debt DE $559K 525K 0.00
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 09/17/30/EUR/) Long Debt DE $3M 3M 0.02
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 04/30/27/EUR/) Long Debt DE $2M 2M 0.01
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 11/09/28/EUR/) Long Debt DE $1M 1M 0.01
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 09/15/28/EUR/) Long Debt DE $1M 1M 0.01
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 12/15/27/EUR/) Long Debt DE $1M 1M 0.01
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 01/10/31/EUR/) Long Debt DE $596K 670K 0.00
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 06/15/26/EUR/) Long Debt DE $505K 500K 0.00
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 03/31/27/EUR/) Long Debt DE $494K 500K 0.00
KFW /EUR/ REGD REG S EMTN 0.00000000 (KFW 0% 06/15/29/EUR/) Long Debt DE $236K 254K 0.00
KFW /EUR/ REGD REG S EMTN 0.01000000 (KFW 0.01% 05/05/27/EUR/) Long Debt DE $513K 520K 0.00
KFW /EUR/ REGD REG S EMTN 0.05000000 (KFW 0.05% 09/29/34/EUR/) Long Debt DE $620K 780K 0.01
KFW /EUR/ REGD REG S EMTN 0.12500000 (KFW 0.125% 01/09/32/EUR/) Long Debt DE $725K 830K 0.01
KFW /EUR/ REGD REG S EMTN 0.37500000 (KFW 0.375% 05/20/36/EUR/) Long Debt DE $432K 548K 0.00
KFW /EUR/ REGD REG S EMTN 0.50000000 (KFW 0.5% 09/28/26/EUR/) Long Debt DE $3M 3M 0.02
KFW /EUR/ REGD REG S EMTN 0.75000000 (KFW 0.75% 01/15/29/EUR/) Long Debt DE $487K 500K 0.00
KFW /EUR/ REGD REG S EMTN 0.87500000 (KFW 0.875% 07/04/39/EUR/) Long Debt DE $792K 1M 0.01
KFW /EUR/ REGD REG S EMTN 1.12500000 (KFW 1.125% 03/31/37/EUR/) Long Debt DE $1M 2M 0.01
KFW /EUR/ REGD REG S EMTN 1.12500000 (KFW 1.125% 05/09/33/EUR/) Long Debt DE $507K 550K 0.00
KFW /EUR/ REGD REG S EMTN 1.12500000 (KFW 1.125% 09/15/32/EUR/) Long Debt DE $374K 400K 0.00
KFW /EUR/ REGD REG S EMTN 1.25000000 (KFW 1.25% 06/30/27/EUR/) Long Debt DE $1M 1M 0.01
KFW /EUR/ REGD REG S EMTN 1.37500000 (KFW 1.375% 07/31/35/EUR/) Long Debt DE $183K 202K 0.00
KFW /EUR/ REGD REG S EMTN 2.37500000 (KFW 2.375% 08/05/27/EUR/) Long Debt DE $3M 3M 0.02
KFW /EUR/ REGD REG S EMTN 2.50000000 (KFW 2.5% 11/19/25/EUR/) Long Debt DE $3M 2M 0.02
KFW /EUR/ REGD REG S EMTN 2.62500000 (KFW 2.625% 04/26/29/EUR/) Long Debt DE $3M 2M 0.02
KFW /EUR/ REGD REG S EMTN 2.62500000 (KFW 2.625% 01/10/34/EUR/) Long Debt DE $2M 2M 0.01
KFW /EUR/ REGD REG S EMTN 2.75000000 (KFW 2.75% 02/14/33/EUR/) Long Debt DE $741K 700K 0.01
KFW /EUR/ REGD REG S EMTN 2.75000000 (KFW 2.75% 02/20/31/EUR/) Long Debt DE $637K 600K 0.01
KFW /EUR/ REGD REG S EMTN 2.75000000 (KFW 2.75% 03/15/28/EUR/) Long Debt DE $107K 100K 0.00
KFW /EUR/ REGD REG S EMTN 2.87500000 (KFW 2.875% 05/29/26/EUR/) Long Debt DE $1M 1M 0.01
KFW /EUR/ REGD REG S EMTN 2.87500000 (KFW 2.875% 03/31/32/EUR/) Long Debt DE $749K 700K 0.01
KFW /EUR/ REGD REG S EMTN 2.87500000 (KFW 2.875% 06/07/33/EUR/) Long Debt DE $534K 500K 0.00
KFW /EUR/ REGD REG S EMTN 3.12500000 (KFW 3.125% 10/10/28/EUR/) Long Debt DE $2M 2M 0.02
KFW /EUR/ REGD REG S EMTN 3.12500000 (KFW 3.125% 06/07/30/EUR/) Long Debt DE $760K 700K 0.01
KFW /EUR/ REGD REG S EMTN 3.25000000 (KFW 3.25% 03/24/31/EUR/) Long Debt DE $438K 400K 0.00
KFW /GBP/ REGD EMTN SER EXCH 5.75000000 (KFW 5.75% 06/07/32/GBP/) Long Debt DE $2M 1M 0.01
KFW /GBP/ REGD EMTN SER EXCH 6.00000000 (KFW 6% 12/07/28/GBP/) Long Debt DE $3M 3M 0.03
KFW /GBP/ REGD REG S EMTN 1.37500000 (KFW 1.375% 12/15/25/GBP/) Long Debt DE $511K 425K 0.00
KFW /GBP/ REGD REG S EMTN 4.87500000 (KFW 4.875% 03/15/37/GBP/) Long Debt DE $1M 825K 0.01
KFW REGD 0.37500000 (KFW 0.375% 07/18/25) Long Debt DE $143K 150K 0.00
KFW REGD 5.00000000 (KFW 5% 03/16/26) Long Debt DE $200K 200K 0.00
KIMBERLY-CLARK CORP REGD 2.87500000 (KIMBERLY-CLARK 2.875% 02/07/50) Long Debt US $17K 25K 0.00
KIMBERLY-CLARK CORP REGD 3.10000000 (KIMBERLY-CLARK C 3.1% 03/26/30) Long Debt US $7K 8K 0.00
KIMCO REALTY OP LLC REGD 2.70000000 (KIMCO REALTY OP 2.7% 10/01/30) Long Debt US $2M 2M 0.01
KINDER MORGAN ENER PART REGD 4.70000000 (KINDER MORGAN EN 4.7% 11/01/42) Long Debt US $715K 850K 0.01
KINDER MORGAN INC REGD 1.75000000 (KINDER MORGAN I 1.75% 11/15/26) Long Debt US $37K 40K 0.00
KINDER MORGAN INC REGD 4.80000000 (KINDER MORGAN IN 4.8% 02/01/33) Long Debt US $95K 100K 0.00
KINDER MORGAN INC REGD 5.00000000 (KINDER MORGAN INC 5% 02/01/29) Long Debt US $30K 30K 0.00
KINDER MORGAN INC/DELAWA /EUR/ REGD 2.25000000 (KINDER MOR 2.25% 03/16/27/EUR/) Long Debt US $2M 2M 0.01
KINGDOM OF DENMARK /DKK/ REGD 1.75000000 (KINGDOM OF 1.75% 11/15/25/DKK/) Long Debt DK $772K 5M 0.01
KINGDOM OF DENMARK /DKK/ REGD 4.50000000 (KINGDOM OF 4.5% 11/15/39/DKK/) Long Debt DK $3M 17M 0.02
KINGDOM OF DENMARK /DKK/ REGD SER 10Y 0.50000000 (KINGDOM OF 0.5% 11/15/27/DKK/) Long Debt DK $3M 20M 0.02
KINGDOM OF DENMARK /DKK/ REGD SER 10YR 0.50000000 (KINGDOM OF 0.5% 11/15/29/DKK/) Long Debt DK $2M 13M 0.01
KINGDOM OF DENMARK /DKK/ REGD SER 30Y 0.25000000 (KINGDOM OF 0.25% 11/15/52/DKK/) Long Debt DK $655K 9M 0.01
KINGDOM OF DENMARK /DKK/ REGD SER G 0.00000000 (KINGDOM OF DE 0% 11/15/31/DKK/) Long Debt DK $116K 960K 0.00
KINGDOM OF DENMARK /DKK/ REGD SER G 2.25000000 (KINGDOM OF 2.25% 11/15/33/DKK/) Long Debt DK $515K 4M 0.00
KINGDOM OF DENMARK /DKK/ REGD SER TWIN 0.00000000 (KINGDOM OF DE 0% 11/15/31/DKK/) Long Debt DK $2M 14M 0.01
KINGDOM OF DENMARK /DKK/ REGD SER TWIN 2.25000000 (KINGDOM OF 2.25% 11/15/33/DKK/) Long Debt DK $895K 6M 0.01
KINROSS GOLD CORP REGD 6.25000000 (KINROSS GOLD CO 6.25% 07/15/33) Long Debt CA $1M 1M 0.01
KINROSS GOLD CORP REGD SER WI 4.50000000 (KINROSS GOLD COR 4.5% 07/15/27) Long Debt CA $2M 3M 0.02
KKR CLO 28 LTD SER 28A CL AR V/R REGD 144A P/P 6.75693000 (KKR 28A AR V/R 02/09/35) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
KKR CLO TRUST SER 39A CL A V/R REGD 144A P/P 6.78017000 (KKR 39A A V/R 10/15/34) Long ABS-collateralized bond/debt obligation KY $600K 600K 0.00
KLEPIERRE SA /EUR/ REGD REG S EMTN 1.62500000 (KLEPIERRE 1.625% 12/13/32/EUR/) Long Debt FR $898K 1M 0.01
KLEPIERRE SA /EUR/ REGD REG S EMTN 2.00000000 (KLEPIERRE SA 2% 05/12/29/EUR/) Long Debt FR $990K 1M 0.01
KNAB NV /EUR/ REGD REG S EMTN 0.01000000 (KNAB NV 0.01% 11/16/25/EUR/) Long Debt NL $102K 100K 0.00
KOMMUNALBANKEN AS /EUR/ REGD REG S 0.05000000 (KOMMUNALBA 0.05% 10/24/29/EUR/) Long Debt NO $918K 1M 0.01
KOMMUNALBANKEN AS /EUR/ REGD REG S EMTN 0.62500000 (KOMMUNALB 0.625% 04/20/26/EUR/) Long Debt NO $1M 1M 0.01
KOMMUNALBANKEN AS /EUR/ REGD REG S EMTN 0.87500000 (KOMMUNALB 0.875% 05/24/27/EUR/) Long Debt NO $503K 500K 0.00
KOMMUNALBANKEN AS /EUR/ REGD REG S EMTN 2.87500000 (KOMMUNALB 2.875% 04/25/29/EUR/) Long Debt NO $107K 100K 0.00
KOMMUNEKREDIT /EUR/ REGD EMTN 0.00000000 (KOMMUNEKREDIT 0% 11/17/29/EUR/) Long Debt DK $733K 800K 0.01
KOMMUNEKREDIT /EUR/ REGD REG S EMTN 0.01000000 (KOMMUNEKRE 0.01% 05/04/34/EUR/) Long Debt DK $397K 500K 0.00
KOMMUNEKREDIT /EUR/ REGD REG S EMTN 0.50000000 (KOMMUNEKRED 0.5% 01/24/25/EUR/) Long Debt DK $484K 460K 0.00
KOMMUNEKREDIT /EUR/ REGD REG S EMTN 2.87500000 (KOMMUNEKR 2.875% 01/19/35/EUR/) Long Debt DK $7M 7M 0.06
KOMMUNINVEST I SVERIGE /SEK/ REGD REG S EMTN 3.00000000 (KOMMUNINVEST 3% 06/18/31/SEK/) Long Debt SE $381K 4M 0.00
KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 2505 1.00000000 (KOMMUNINVEST 1% 05/12/25/SEK/) Long Debt SE $462K 5M 0.00
KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 2602 0.75000000 (KOMMUNINVE 0.75% 02/04/26/SEK/) Long Debt SE $262K 3M 0.00
KOMMUNINVEST I SVERIGE /SEK/ REGD REG S MTN SER 2611 1.00000000 (KOMMUNINVEST 1% 11/12/26/SEK/) Long Debt SE $361K 4M 0.00
KONINKLIJKE KPN NV /EUR/ REGD REG S EMTN SER GMTN 3.87500000 (KONINKLIJ 3.875% 02/16/36/EUR/) Long Debt NL $2M 2M 0.01
KONINKLIJKE KPN NV /GBP/ REGD MTN 5.75000000 (KONINKLIJ 5.75% 09/17/29 /GBP) Long Debt NL $3M 2M 0.02
KOOKMIN BANK /EUR/ REGD REG S 0.04800000 (KOOKMIN B 0.048% 10/19/26/EUR/) Long Debt KR $2M 2M 0.01
KOREA DEVELOPMENT BANK /EUR/ REGD 2.62500000 (KOREA DEV 2.625% 09/08/27/EUR/) Long Debt KR $2M 2M 0.01
KOREA DEVELOPMENT BANK /IDR/ REGD EMTN 6.00000000 (KOREA DEVELOP 6% 01/22/25/IDR/) Long Debt KR $910K 15B 0.01
KOREA DEVELOPMENT BANK /SEK/ REGD REG S EMTN 1.83000000 (KOREA DEVE 1.83% 08/10/27/SEK/) Long Debt KR $181K 2M 0.00
KOREA EXPRESSWAY CORP REGD REG S EMTN 3.10000000 (KOREA EXPRESSWAY 3.1% 06/08/26) Long Debt KR $752K 800K 0.01
KOREA HOUSING FINANCE CO /EUR/ REGD REG S 0.25800000 (KOREA HOU 0.258% 10/27/28/EUR/) Long Debt KR $2M 2M 0.01
KOREA HOUSING FINANCE CO /EUR/ REGD REG S 1.96300000 (KOREA HOU 1.963% 07/19/26/EUR/) Long Debt KR $2M 2M 0.02
KOREA HYDRO & NUCLEAR PO /CHF/ REGD REG S EMTN 0.00000000 (KOREA HYDRO & 0% 07/19/24/CHF/) Long Debt KR $334K 300K 0.00
KOREA NATIONAL OIL CORP /CHF/ REGD REG S EMTN 0.26250000 (KOREA NAT 0.262% 07/30/27/CHF/) Long Debt KR $322K 300K 0.00
KOREA NATIONAL OIL CORP /CHF/ REGD REG S EMTN SER GMTN 0.00000000 (KOREA NATIONA 0% 10/04/24/CHF/) Long Debt KR $333K 300K 0.00
KOREA TREASURY BOND /KRW/ REGD SER 2409 1.37500000 (KOREA TRE 1.375% 09/10/24/KRW/) Long Debt KR $304K 421M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 2512 4.25000000 (KOREA TREA 4.25% 12/10/25/KRW/) Long Debt KR $7M 9B 0.05
KOREA TREASURY BOND /KRW/ REGD SER 2603 1.25000000 (KOREA TREA 1.25% 03/10/26/KRW/) Long Debt KR $3M 4B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 2603 3.25000000 (KOREA TREA 3.25% 03/10/26/KRW/) Long Debt KR $4M 6B 0.04
KOREA TREASURY BOND /KRW/ REGD SER 2612 1.50000000 (KOREA TREAS 1.5% 12/10/26/KRW/) Long Debt KR $397K 569M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 2612 3.87500000 (KOREA TRE 3.875% 12/10/26/KRW/) Long Debt KR $7M 9B 0.05
KOREA TREASURY BOND /KRW/ REGD SER 2706 2.12500000 (KOREA TRE 2.125% 06/10/27/KRW/) Long Debt KR $4M 6B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 2803 3.25000000 (KOREA TREA 3.25% 03/10/28/KRW/) Long Debt KR $80K 110M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 2806 2.62500000 (KOREA TRE 2.625% 06/10/28/KRW/) Long Debt KR $4M 6B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 2809 3.50000000 (KOREA TREAS 3.5% 09/10/28/KRW/) Long Debt KR $4M 6B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 2903 3.25000000 (KOREA TREA 3.25% 03/10/29/KRW/) Long Debt KR $55K 75M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 2912 1.37500000 (KOREA TRE 1.375% 12/10/29/KRW/) Long Debt KR $3M 5B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 3006 1.37500000 (KOREA TRE 1.375% 06/10/30/KRW/) Long Debt KR $2M 3B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 3106 2.00000000 (KOREA TREASUR 2% 06/10/31/KRW/) Long Debt KR $3M 4B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 3112 2.37500000 (KOREA TRE 2.375% 12/10/31/KRW/) Long Debt KR $42K 61M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 3206 3.37500000 (KOREA TRE 3.375% 06/10/32/KRW/) Long Debt KR $3M 5B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 3212 4.25000000 (KOREA TREA 4.25% 12/10/32/KRW/) Long Debt KR $2M 3B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 3306 3.25000000 (KOREA TREA 3.25% 06/10/33/KRW/) Long Debt KR $116K 160M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 3312 4.12500000 (KOREA TRE 4.125% 12/10/33/KRW/) Long Debt KR $3M 4B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 3709 2.25000000 (KOREA TREA 2.25% 09/10/37/KRW/) Long Debt KR $2M 3B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 3809 2.37500000 (KOREA TRE 2.375% 09/10/38/KRW/) Long Debt KR $917K 1B 0.01
KOREA TREASURY BOND /KRW/ REGD SER 4009 1.50000000 (KOREA TREAS 1.5% 09/10/40/KRW/) Long Debt KR $157K 278M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 4109 1.87500000 (KOREA TRE 1.875% 09/10/41/KRW/) Long Debt KR $2M 3B 0.01
KOREA TREASURY BOND /KRW/ REGD SER 4209 3.25000000 (KOREA TREA 3.25% 09/10/42/KRW/) Long Debt KR $2M 2B 0.01
KOREA TREASURY BOND /KRW/ REGD SER 4212 3.00000000 (KOREA TREASUR 3% 12/10/42/KRW/) Long Debt KR $49K 70M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 4309 3.87500000 (KOREA TRE 3.875% 09/10/43/KRW/) Long Debt KR $2M 3B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 4803 2.62500000 (KOREA TRE 2.625% 03/10/48/KRW/) Long Debt KR $4M 6B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 4903 2.00000000 (KOREA TREASUR 2% 03/10/49/KRW/) Long Debt KR $3M 5B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 5003 1.50000000 (KOREA TREAS 1.5% 03/10/50/KRW/) Long Debt KR $3M 5B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 5103 1.87500000 (KOREA TRE 1.875% 03/10/51/KRW/) Long Debt KR $2M 4B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 5303 3.25000000 (KOREA TREA 3.25% 03/10/53/KRW/) Long Debt KR $2M 3B 0.02
KOREA TREASURY BOND /KRW/ REGD SER 5309 3.62500000 (KOREA TRE 3.625% 09/10/53/KRW/) Long Debt KR $3M 4B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 5403 3.25000000 (KOREA TREA 3.25% 03/10/54/KRW/) Long Debt KR $3M 4B 0.03
KOREA TREASURY BOND /KRW/ REGD SER 6809 2.00000000 (KOREA TREASUR 2% 09/10/68/KRW/) Long Debt KR $622K 1B 0.01
KOREA TREASURY BOND /KRW/ REGD SER 7009 1.62500000 (KOREA TRE 1.625% 09/10/70/KRW/) Long Debt KR $112K 250M 0.00
KOREA TREASURY BOND /KRW/ REGD SER 7209 3.50000000 (KOREA TREAS 3.5% 09/10/72/KRW/) Long Debt KR $1M 1B 0.01
KRAFT HEINZ FOODS CO /EUR/ REGD REG S 2.25000000 (KRAFT HEIN 2.25% 05/25/28/EUR/) Long Debt US $1M 1M 0.01
KROGER CO REGD 3.95000000 (KROGER CO 3.95% 01/15/50) Long Debt US $4K 5K 0.00
KRW/USD FWD 20240919 000005208 USD Derivative-foreign exchange $8K – 0.00
KRW/USD FWD 20240919 000009049 USD Derivative-foreign exchange $169.83 – 0.00
KRW/USD FWD 20240919 000016440 USD Derivative-foreign exchange $-125K – -0.00
KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.00000000 (KUNTARAHOITUS 0% 10/14/30/EUR/) Long Debt FI $445K 500K 0.00
KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.05000000 (KUNTARAHOI 0.05% 09/06/29/EUR/) Long Debt FI $369K 400K 0.00
KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 0.25000000 (KUNTARAHOI 0.25% 02/25/32/EUR/) Long Debt FI $87K 100K 0.00
KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 1.25000000 (KUNTARAHOI 1.25% 02/23/33/EUR/) Long Debt FI $555K 600K 0.00
KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.75000000 (KUNTARAHOI 2.75% 02/02/34/EUR/) Long Debt FI $312K 300K 0.00
KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 2.87500000 (KUNTARAHO 2.875% 01/18/28/EUR/) Long Debt FI $2M 2M 0.01
KUNTARAHOITUS OYJ /EUR/ REGD REG S EMTN 3.00000000 (KUNTARAHOITUS 3% 09/25/28/EUR/) Long Debt FI $214K 200K 0.00
KUTXABANK SA /EUR/ REGD REG S 1.25000000 (KUTXABANK 1.25% 09/22/25/EUR/) Long Debt ES $104K 100K 0.00
KYNDRYL HOLDINGS INC REGD SER WI 4.10000000 (KYNDRYL HOLDINGS 4.1% 10/15/41) Long Debt US $15K 20K 0.00
L-BANK BW FOERDERBANK /EUR/ REGD REG S EMTN 0.37500000 (L-BANK BW 0.375% 02/25/27/EUR/) Long Debt DE $399K 400K 0.00
L-BANK BW FOERDERBANK /EUR/ REGD REG S SER 5614 0.01000000 (L-BANK BW 0.01% 01/20/31/EUR/) Long Debt DE $177K 200K 0.00
L3HARRIS TECH INC REGD 5.40000000 (L3HARRIS TECH IN 5.4% 07/31/33) Long Debt US $2M 2M 0.01
LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 3.00000000 (LA BANQUE POS 3% 01/31/31/EUR/) Long Debt FR $106K 100K 0.00
LA BANQUE POST HOME LOAN /EUR/ REGD REG S EMTN 3.12500000 (LA BANQUE 3.125% 01/29/34/EUR/) Long Debt FR $106K 100K 0.00
LA BANQUE POSTALE /EUR/ REGD REG S EMTN 0.25000000 (LA BANQUE 0.25% 07/12/26/EUR/) Long Debt FR $201K 200K 0.00
LA BANQUE POSTALE /EUR/ REGD REG S EMTN 0.75000000 (LA BANQUE 0.75% 06/23/31/EUR/) Long Debt FR $87K 100K 0.00
LA BANQUE POSTALE /EUR/ REGD REG S EMTN 1.37500000 (LA BANQUE 1.375% 04/24/29/EUR/) Long Debt FR $191K 200K 0.00
LA BANQUE POSTALE /EUR/ REGD REG S EMTN 3.50000000 (LA BANQUE P 3.5% 06/13/30/EUR/) Long Debt FR $423K 400K 0.00
LA BANQUE POSTALE /EUR/ REGD REG S EMTN 4.00000000 (LA BANQUE POS 4% 05/03/28/EUR/) Long Debt FR $433K 400K 0.00
LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 1.00000000 (LA BANQUE PO V/R 02/09/28/EUR/) Long Debt FR $396K 400K 0.00
LA BANQUE POSTALE /EUR/ REGD V/R REG S EMTN 5.50000000 (LA BANQUE PO V/R 03/05/34/EUR/) Long Debt FR $331K 300K 0.00
LA POSTE SA /EUR/ REGD REG S EMTN 0.00000000 (LA POSTE SA 0% 07/18/29/EUR/) Long Debt FR $179K 200K 0.00
LA POSTE SA /EUR/ REGD REG S EMTN 0.37500000 (LA POSTE 0.375% 09/17/27/EUR/) Long Debt FR $97K 100K 0.00
LA POSTE SA /EUR/ REGD REG S EMTN 0.62500000 (LA POSTE 0.625% 10/21/26/EUR/) Long Debt FR $1M 1M 0.01
LA POSTE SA /EUR/ REGD REG S EMTN 1.00000000 (LA POSTE SA 1% 09/17/34/EUR/) Long Debt FR $415K 500K 0.00
LA POSTE SA /EUR/ REGD REG S EMTN 1.37500000 (LA POSTE 1.375% 04/21/32/EUR/) Long Debt FR $912K 1M 0.01
LA POSTE SA /EUR/ REGD REG S EMTN 2.62500000 (LA POSTE 2.625% 09/14/28/EUR/) Long Debt FR $104K 100K 0.00
LA POSTE SA /EUR/ REGD REG S EMTN 4.00000000 (LA POSTE SA 4% 06/12/35/EUR/) Long Debt FR $439K 400K 0.00
LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000 (LAND BADEN 0.01% 03/07/31/EUR/) Long Debt DE $353K 400K 0.00
LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.01000000 (LAND BADEN 0.01% 09/02/30/EUR/) Long Debt DE $196K 218K 0.00
LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 0.12500000 (LAND BADE 0.125% 11/19/40/EUR/) Long Debt DE $66K 100K 0.00
LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.00000000 (LAND BADEN-WU 3% 06/27/33/EUR/) Long Debt DE $862K 800K 0.01
LAND BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.62500000 (LAND BADE 0.625% 01/27/26/EUR/) Long Debt DE $391K 380K 0.00
LAND BERLIN /EUR/ REGD 1.25000000 (LAND BERLI 1.25% 06/01/28/EUR/) Long Debt DE $502K 500K 0.00
LAND BERLIN /EUR/ REGD 1.62500000 (LAND BERL 1.625% 08/02/32/EUR/) Long Debt DE $174K 180K 0.00
LAND BERLIN /EUR/ REGD REG S 0.01000000 (LAND BERLI 0.01% 07/02/30/EUR/) Long Debt DE $441K 490K 0.00
LAND BERLIN /EUR/ REGD REG S 0.05000000 (LAND BERLI 0.05% 08/06/40/EUR/) Long Debt DE $129K 200K 0.00
LAND BERLIN /EUR/ REGD REG S 0.12500000 (LAND BERL 0.125% 11/24/45/EUR/) Long Debt DE $50K 90K 0.00
LAND BERLIN /EUR/ REGD REG S 0.15000000 (LAND BERLI 0.15% 02/22/36/EUR/) Long Debt DE $153K 200K 0.00
LAND BERLIN /EUR/ REGD REG S 0.62500000 (LAND BERL 0.625% 02/05/29/EUR/) Long Debt DE $772K 800K 0.01
LAND BERLIN /EUR/ REGD REG S 0.62500000 (LAND BERL 0.625% 01/26/52/EUR/) Long Debt DE $113K 200K 0.00
LAND BERLIN /EUR/ REGD REG S 3.00000000 (LAND BERLIN 3% 03/13/54/EUR/) Long Debt DE $522K 510K 0.00
LAND BERLIN /EUR/ REGD REG S EMTN 0.10000000 (LAND BERLIN 0.1% 01/18/30/EUR/) Long Debt DE $582K 635K 0.00
LAND BERLIN /EUR/ REGD REG S SER 493 0.62500000 (LAND BERL 0.625% 02/08/27/EUR/) Long Debt DE $221K 220K 0.00
LAND BERLIN /EUR/ REGD REG S SER 495 1.37500000 (LAND BERL 1.375% 06/05/37/EUR/) Long Debt DE $226K 260K 0.00
LAND BERLIN /EUR/ REGD REG S SER 506 1.37500000 (LAND BERL 1.375% 08/27/38/EUR/) Long Debt DE $98K 115K 0.00
LAND BERLIN /EUR/ REGD REG S SER 530 0.10000000 (LAND BERLIN 0.1% 01/18/41/EUR/) Long Debt DE $52K 80K 0.00
LAND BERLIN /EUR/ REGD REG S SER 557 3.00000000 (LAND BERLIN 3% 05/15/29/EUR/) Long Debt DE $322K 300K 0.00
LAND BERLIN /EUR/ REGD SER 546 2.75000000 (LAND BERLI 2.75% 02/14/33/EUR/) Long Debt DE $1M 1M 0.01
LAND BRANDENBURG /EUR/ REGD 2.50000000 (LAND BRANDE 2.5% 01/25/29/EUR/) Long Debt DE $210K 200K 0.00
LAND BRANDENBURG /EUR/ REGD REG S 0.12500000 (LAND BRAN 0.125% 01/26/46/EUR/) Long Debt DE $143K 259K 0.00
LAND BRANDENBURG /EUR/ REGD REG S 1.45000000 (LAND BRAND 1.45% 11/26/38/EUR/) Long Debt DE $154K 180K 0.00
LAND BRANDENBURG /EUR/ REGD REG S 2.87500000 (LAND BRAN 2.875% 05/23/34/EUR/) Long Debt DE $318K 300K 0.00
LAND BRANDENBURG /EUR/ REGD REG S 3.00000000 (LAND BRANDENB 3% 02/27/32/EUR/) Long Debt DE $215K 200K 0.00
LAND HESSEN /EUR/ REGD 0.12500000 (LAND HESS 0.125% 10/10/31/EUR/) Long Debt DE $353K 403K 0.00
LAND HESSEN /EUR/ REGD 3.25000000 (LAND HESSE 3.25% 10/05/28/EUR/) Long Debt DE $325K 300K 0.00
LAND HESSEN /EUR/ REGD REG S 2.75000000 (LAND HESSE 2.75% 01/10/34/EUR/) Long Debt DE $210K 200K 0.00
LAND HESSEN /EUR/ REGD REG S SER 1801 0.62500000 (LAND HESS 0.625% 08/02/28/EUR/) Long Debt DE $225K 230K 0.00
LAND HESSEN /EUR/ REGD REG S SER 2006 0.01000000 (LAND HESSE 0.01% 03/11/30/EUR/) Long Debt DE $901K 990K 0.01
LAND HESSEN /EUR/ REGD REG S SER 2010 0.00000000 (LAND HESSEN 0% 11/08/30/EUR/) Long Debt DE $446K 500K 0.00
LAND HESSEN /EUR/ REGD SER 2301 2.87500000 (LAND HESS 2.875% 01/10/33/EUR/) Long Debt DE $1M 1M 0.01
LAND NIEDEROESTERREICH /EUR/ REGD 3.62500000 (LAND NIED 3.625% 10/04/33/EUR/) Long Debt AT $333K 300K 0.00
LAND NIEDEROESTERREICH /EUR/ REGD REG S 0.00000000 (LAND NIEDEROE 0% 11/16/35/EUR/) Long Debt AT $225K 300K 0.00
LAND NIEDERSACHSEN /EUR/ REGD 1.50000000 (LAND NIEDER 1.5% 10/17/29/EUR/) Long Debt DE $199K 200K 0.00
LAND NIEDERSACHSEN /EUR/ REGD 2.75000000 (LAND NIEDE 2.75% 02/17/31/EUR/) Long Debt DE $741K 700K 0.01
LAND NIEDERSACHSEN /EUR/ REGD REG S 0.05000000 (LAND NIEDE 0.05% 03/09/35/EUR/) Long Debt DE $216K 277K 0.00
LAND NIEDERSACHSEN /EUR/ REGD REG S 0.37500000 (LAND NIED 0.375% 05/14/29/EUR/) Long Debt DE $1M 2M 0.01
LAND NIEDERSACHSEN /EUR/ REGD REG S 2.62500000 (LAND NIED 2.625% 03/18/32/EUR/) Long Debt DE $209K 200K 0.00
LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.00000000 (LAND NIEDERSA 0% 02/11/27/EUR/) Long Debt DE $1M 1M 0.01
LAND NIEDERSACHSEN /EUR/ REGD REG S EMTN 0.01000000 (LAND NIEDE 0.01% 01/10/31/EUR/) Long Debt DE $691K 779K 0.01
LAND NIEDERSACHSEN /EUR/ REGD REG S SER 884 0.87500000 (LAND NIED 0.875% 10/25/28/EUR/) Long Debt DE $314K 320K 0.00
LAND NIEDERSACHSEN /EUR/ REGD REG S SER 898 0.01000000 (LAND NIEDE 0.01% 08/13/30/EUR/) Long Debt DE $134K 149K 0.00
LAND NIEDERSACHSEN /EUR/ REGD SER 917 2.62500000 (LAND NIED 2.625% 01/09/34/EUR/) Long Debt DE $208K 200K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.00000000 (LAND NORDRHEI 0% 01/15/29/EUR/) Long Debt DE $151K 161K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.20000000 (LAND NORDRH 0.2% 04/09/30/EUR/) Long Debt DE $637K 694K 0.01
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.20000000 (LAND NORDRH 0.2% 03/31/27/EUR/) Long Debt DE $486K 490K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 0.80000000 (LAND NORDRH 0.8% 07/30/49/EUR/) Long Debt DE $62K 100K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 1.75000000 (LAND NORDR 1.75% 07/11/68/EUR/) Long Debt DE $74K 104K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S 3.00000000 (LAND NORDRHEI 3% 01/27/28/EUR/) Long Debt DE $429K 400K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.20000000 (LAND NORDRH 0.2% 01/27/51/EUR/) Long Debt DE $132K 270K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.37500000 (LAND NORD 0.375% 09/02/50/EUR/) Long Debt DE $203K 385K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.50000000 (LAND NORDRH 0.5% 11/25/39/EUR/) Long Debt DE $79K 110K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.60000000 (LAND NORDRH 0.6% 06/04/41/EUR/) Long Debt DE $210K 300K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.75000000 (LAND NORDR 0.75% 08/16/41/EUR/) Long Debt DE $258K 360K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.90000000 (LAND NORDRH 0.9% 11/15/28/EUR/) Long Debt DE $589K 600K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000 (LAND NORDR 0.95% 03/13/28/EUR/) Long Debt DE $143K 144K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 0.95000000 (LAND NORDR 0.95% 01/10/21/EUR/) Long Debt DE $89K 195K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.00000000 (LAND NORDRHEI 1% 10/16/46/EUR/) Long Debt DE $934K 1M 0.01
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.25000000 (LAND NORDR 1.25% 05/12/36/EUR/) Long Debt DE $1M 1M 0.01
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.37500000 (LAND NORD 1.375% 01/15/20/EUR/) Long Debt DE $233K 434K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000 (LAND NORDR 1.45% 01/19/22/EUR/) Long Debt DE $84K 150K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.45000000 (LAND NORDR 1.45% 02/16/43/EUR/) Long Debt DE $79K 100K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000 (LAND NORDR 1.65% 02/22/38/EUR/) Long Debt DE $428K 480K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.65000000 (LAND NORDR 1.65% 05/16/47/EUR/) Long Debt DE $174K 220K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.75000000 (LAND NORDR 1.75% 10/26/57/EUR/) Long Debt DE $128K 172K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 1.95000000 (LAND NORDR 1.95% 09/26/78/EUR/) Long Debt DE $189K 254K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.00000000 (LAND NORDRHEI 2% 06/15/32/EUR/) Long Debt DE $449K 450K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.15000000 (LAND NORDR 2.15% 03/21/19/EUR/) Long Debt DE $287K 376K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.75000000 (LAND NORDR 2.75% 01/15/32/EUR/) Long Debt DE $454K 430K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.90000000 (LAND NORDRH 2.9% 01/15/53/EUR/) Long Debt DE $388K 390K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 2.90000000 (LAND NORDRH 2.9% 06/07/33/EUR/) Long Debt DE $213K 200K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.00000000 (LAND NORDRHEI 3% 03/20/54/EUR/) Long Debt DE $204K 200K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.37500000 (LAND NORD 3.375% 10/31/28/EUR/) Long Debt DE $545K 500K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN 3.40000000 (LAND NORDRH 3.4% 03/07/73/EUR/) Long Debt DE $1M 1M 0.01
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 1439 1.55000000 (LAND NORDR 1.55% 06/16/48/EUR/) Long Debt DE $153K 200K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 0.00000000 (LAND NORDRHEI 0% 10/12/35/EUR/) Long Debt DE $801K 1M 0.01
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S EMTN SER 15YR 1.10000000 (LAND NORDRH 1.1% 03/13/34/EUR/) Long Debt DE $216K 240K 0.00
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1250 2.37500000 (LAND NORD 2.375% 05/13/33/EUR/) Long Debt DE $1M 1M 0.01
LAND NORDRHEIN-WESTFALEN /EUR/ REGD REG S SER 1409 0.50000000 (LAND NORDRH 0.5% 04/16/26/EUR/) Long Debt DE $1M 980K 0.01
LAND NORDRHEIN-WESTFALEN /GBP/ REGD REG S EMTN 2.12500000 (LAND NORD 2.125% 06/13/25/GBP/) Long Debt DE $1M 1M 0.01
LAND RHEINLAND-PFALZ /EUR/ REGD 2.75000000 (LAND RHEIN 2.75% 02/23/28/EUR/) Long Debt DE $319K 300K 0.00
LAND RHEINLAND-PFALZ /EUR/ REGD 3.00000000 (LAND RHEINLAN 3% 05/02/34/EUR/) Long Debt DE $375K 350K 0.00
LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.01000000 (LAND RHEIN 0.01% 02/25/28/EUR/) Long Debt DE $481K 500K 0.00
LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.01000000 (LAND RHEIN 0.01% 01/21/31/EUR/) Long Debt DE $364K 410K 0.00
LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000 (LAND RHEI 0.375% 01/26/27/EUR/) Long Debt DE $220K 220K 0.00
LAND RHEINLAND-PFALZ /EUR/ REGD REG S 0.37500000 (LAND RHEI 0.375% 03/10/51/EUR/) Long Debt DE $105K 200K 0.00
LAND RHEINLAND-PFALZ /EUR/ REGD REG S EMTN 0.75000000 (LAND RHEIN 0.75% 01/19/26/EUR/) Long Debt DE $748K 725K 0.01
LAND SACHSEN-ANHALT /EUR/ REGD 0.35000000 (LAND SACHS 0.35% 02/09/32/EUR/) Long Debt DE $265K 300K 0.00
LAND SACHSEN-ANHALT /EUR/ REGD 3.15000000 (LAND SACHS 3.15% 02/06/54/EUR/) Long Debt DE $158K 150K 0.00
LAND SACHSEN-ANHALT /EUR/ REGD REG S 0.00000000 (LAND SACHSEN- 0% 03/10/31/EUR/) Long Debt DE $247K 280K 0.00
LAND SACHSEN-ANHALT /EUR/ REGD REG S 0.50000000 (LAND SACHSE 0.5% 03/24/51/EUR/) Long Debt DE $67K 123K 0.00
LAND SACHSEN-ANHALT /EUR/ REGD REG S SER 10Y 0.75000000 (LAND SACHS 0.75% 01/29/29/EUR/) Long Debt DE $194K 200K 0.00
LAND SACHSEN-ANHALT /EUR/ REGD REG S SER 32 2.95000000 (LAND SACHS 2.95% 06/20/33/EUR/) Long Debt DE $481K 450K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD 1.37500000 (LAND SCHL 1.375% 07/14/27/EUR/) Long Debt DE $204K 200K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.05000000 (LAND SCHLE 0.05% 07/08/31/EUR/) Long Debt DE $350K 400K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.12500000 (LAND SCHL 0.125% 06/12/29/EUR/) Long Debt DE $309K 331K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.37500000 (LAND SCHL 0.375% 02/08/27/EUR/) Long Debt DE $310K 310K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.50000000 (LAND SCHLES 0.5% 03/22/29/EUR/) Long Debt DE $421K 440K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 0.62500000 (LAND SCHL 0.625% 08/31/28/EUR/) Long Debt DE $136K 140K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000 (LAND SCHL 2.875% 06/25/29/EUR/) Long Debt DE $427K 400K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 2.87500000 (LAND SCHL 2.875% 05/30/34/EUR/) Long Debt DE $212K 200K 0.00
LAND SCHLESWIG-HOLSTEIN /EUR/ REGD REG S 3.00000000 (LAND SCHLESWI 3% 08/16/33/EUR/) Long Debt DE $430K 400K 0.00
LAND THUERINGEN /EUR/ REGD EMTN 0.50000000 (LAND THUERI 0.5% 03/02/29/EUR/) Long Debt DE $575K 600K 0.00
LAND THUERINGEN /EUR/ REGD REG S 0.05000000 (LAND THUER 0.05% 05/06/30/EUR/) Long Debt DE $236K 260K 0.00
LAND THUERINGEN /EUR/ REGD REG S 0.12500000 (LAND THUE 0.125% 01/13/51/EUR/) Long Debt DE $48K 100K 0.00
LAND THUERINGEN /EUR/ REGD REG S 3.00000000 (LAND THUERING 3% 11/15/28/EUR/) Long Debt DE $858K 800K 0.01
LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.01000000 (LANDBK HES 0.01% 07/19/27/EUR/) Long Debt DE $97K 100K 0.00
LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.37500000 (LANDBK HE 0.375% 06/04/29/EUR/) Long Debt DE $276K 300K 0.00
LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 0.62500000 (LANDBK HE 0.625% 01/12/27/EUR/) Long Debt DE $100K 100K 0.00
LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 2.87500000 (LANDBK HE 2.875% 02/06/34/EUR/) Long Debt DE $105K 100K 0.00
LANDBK HESSEN-THUERINGEN /EUR/ REGD REG S EMTN 4.00000000 (LANDBK HESSEN 4% 02/04/30/EUR/) Long Debt DE $329K 300K 0.00
LANDBK HESSEN-THUERINGEN /EUR/ REGD V/R REG S EMTN 4.50000000 (LANDBK HESSE V/R 09/15/32/EUR/) Long Debt DE $103K 100K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.00000000 (LANDWIRTSCH. 0% 09/28/26/EUR/) Long Debt DE $535K 535K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.50000000 (LANDWIRTSCH 0.5% 02/28/29/EUR/) Long Debt DE $384K 400K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD EMTN 0.62500000 (LANDWIRTS 0.625% 02/20/30/EUR/) Long Debt DE $416K 440K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000 (LANDWIRTSCH. 0% 07/19/28/EUR/) Long Debt DE $2M 2M 0.01
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000 (LANDWIRTSCH. 0% 12/13/28/EUR/) Long Debt DE $678K 720K 0.01
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000 (LANDWIRTSCH. 0% 09/22/27/EUR/) Long Debt DE $292K 300K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.00000000 (LANDWIRTSCH. 0% 11/27/29/EUR/) Long Debt DE $110K 120K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.01000000 (LANDWIRTSC 0.01% 11/26/40/EUR/) Long Debt DE $128K 200K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.05000000 (LANDWIRTSC 0.05% 12/18/29/EUR/) Long Debt DE $349K 380K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.05000000 (LANDWIRTSC 0.05% 01/31/31/EUR/) Long Debt DE $177K 200K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.10000000 (LANDWIRTSCH 0.1% 03/08/27/EUR/) Long Debt DE $198K 200K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.25000000 (LANDWIRTSC 0.25% 08/29/25/EUR/) Long Debt DE $311K 300K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.37500000 (LANDWIRTS 0.375% 02/14/28/EUR/) Long Debt DE $1M 1M 0.01
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 0.62500000 (LANDWIRTS 0.625% 10/31/36/EUR/) Long Debt DE $60K 75K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 2.75000000 (LANDWIRTSC 2.75% 02/16/32/EUR/) Long Debt DE $211K 200K 0.00
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 3.00000000 (LANDWIRTSCH. 3% 11/14/34/EUR/) Long Debt DE $750K 700K 0.01
LANDWIRTSCH. RENTENBANK /EUR/ REGD REG S EMTN 3.25000000 (LANDWIRTSC 3.25% 09/06/30/EUR/) Long Debt DE $654K 600K 0.01
LANDWIRTSCH. RENTENBANK /GBP/ REGD REG S EMTN 0.87500000 (LANDWIRTS 0.875% 12/15/26/GBP/) Long Debt DE $2M 2M 0.02
LANSFORSAKRINGAR HYPOTEK /EUR/ REGD EMTN 1.37500000 (LANSFORSA 1.375% 05/31/27/EUR/) Long Debt SE $102K 100K 0.00
LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 519 1.50000000 (LANSFORSAKR 1.5% 09/16/26/SEK/) Long Debt SE $82K 900K 0.00
LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 520 1.00000000 (LANSFORSAKRIN 1% 09/15/27/SEK/) Long Debt SE $89K 1M 0.00
LANSFORSAKRINGAR HYPOTEK /SEK/ REGD REG S MTN SER 521 0.50000000 (LANSFORSAKR 0.5% 09/20/28/SEK/) Long Debt SE $188K 2M 0.00
LANXESS AG /EUR/ REGD REG S EMTN 0.62500000 (LANXESS A 0.625% 12/01/29/EUR/) Long Debt DE $444K 500K 0.00
LAS VEGAS SANDS CORP REGD 5.90000000 (LAS VEGAS SANDS 5.9% 06/01/27) Long Debt US $15K 15K 0.00
LAS VEGAS SANDS CORP REGD 6.00000000 (LAS VEGAS SANDS CO 6% 08/15/29) Long Debt US $45K 45K 0.00
LAS VEGAS SANDS CORP REGD 6.20000000 (LAS VEGAS SANDS 6.2% 08/15/34) Long Debt US $35K 35K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN 0.37500000 (LB BADEN- 0.375% 02/28/28/EUR/) Long Debt DE $190K 200K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD EMTN SER 809 0.37500000 (LB BADEN- 0.375% 07/29/26/EUR/) Long Debt DE $99K 100K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 2.75000000 (LB BADEN-W 2.75% 03/12/31/EUR/) Long Debt DE $105K 100K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.12500000 (LB BADEN- 3.125% 11/13/29/EUR/) Long Debt DE $54K 50K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S 3.25000000 (LB BADEN-W 3.25% 09/27/27/EUR/) Long Debt DE $54K 50K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.25000000 (LB BADEN-W 0.25% 07/21/28/EUR/) Long Debt DE $187K 200K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000 (LB BADEN- 0.375% 02/21/31/EUR/) Long Debt DE $343K 400K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000 (LB BADEN- 0.375% 05/07/29/EUR/) Long Debt DE $276K 300K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.37500000 (LB BADEN- 0.375% 02/18/27/EUR/) Long Debt DE $196K 200K 0.00
LB BADEN-WUERTTEMBERG /EUR/ REGD REG S EMTN 0.87500000 (LB BADEN- 0.875% 09/15/25/EUR/) Long Debt DE $104K 100K 0.00
LCR FINANCE PLC /GBP/ REGD 5.10000000 (LCR FINANCE 5.1% 03/07/51/GBP/) Long Debt GB $198K 150K 0.00
LCR FINANCE PLC /GBP/ REGD REG S 4.50000000 (LCR FINANCE 4.5% 12/07/28/GBP/) Long Debt GB $508K 400K 0.00
LCR FINANCE PLC /GBP/ REGD REG S 4.50000000 (LCR FINANCE 4.5% 12/07/38/GBP/) Long Debt GB $137K 110K 0.00
LEASYS SPA /EUR/ REGD REG S EMTN 4.50000000 (LEASYS SPA 4.5% 07/26/26/EUR/) Long Debt IT $1M 1M 0.01
LEGAL & GENERAL FIN PLC /GBP/ REGD REG S EMTN 5.87500000 (LEGAL & G 5.875% 04/05/33/GBP/) Long Debt GB $563K 425K 0.00
LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 4.50000000 (LEGAL & GENE V/R 11/01/50/GBP/) Long Debt GB $950K 825K 0.01
LEGAL & GENERAL GROUP /GBP/ REGD V/R REG S 5.12500000 (LEGAL & GENE V/R 11/14/48/GBP/) Long Debt GB $738K 600K 0.01
LEGRAND SA /EUR/ REGD REG S 0.62500000 (LEGRAND S 0.625% 06/24/28/EUR/) Long Debt FR $964K 1M 0.01
LEGRAND SA /EUR/ REGD REG S 1.00000000 (LEGRAND SA 1% 03/06/26/EUR/) Long Debt FR $1M 1M 0.01
LEGRAND SA /EUR/ REGD REG S 1.87500000 (LEGRAND S 1.875% 07/06/32/EUR/) Long Debt FR $962K 1M 0.01
LEIDOS INC REGD SER WI 2.30000000 (LEIDOS INC 2.3% 02/15/31) Long Debt US $41K 50K 0.00
LEIDOS INC REGD SER WI 4.37500000 (LEIDOS INC 4.375% 05/15/30) Long Debt US $28K 30K 0.00
LENNAR CORP REGD SER WI 5.00000000 (LENNAR CORP 5% 06/15/27) Long Debt US $10K 10K 0.00
LENNOX INTERNATIONAL INC REGD 1.35000000 (LENNOX INTERNAT 1.35% 08/01/25) Long Debt US $2K 2K 0.00
LENNOX INTERNATIONAL INC REGD 5.50000000 (LENNOX INTERNATI 5.5% 09/15/28) Long Debt US $25K 25K 0.00
LIBERTY MUTUAL GROUP INC REGD 144A P/P 3.95100000 (LIBERTY MUTUAL 3.951% 10/15/50) Long Debt US $607K 830K 0.00
LIBERTY MUTUAL GROUP INC REGD 144A P/P 5.50000000 (LIBERTY MUTUAL G 5.5% 06/15/52) Long Debt US $462K 495K 0.00
LINDE FINANCE BV /EUR/ REGD REG S EMTN 0.55000000 (LINDE FINA 0.55% 05/19/32/EUR/) Long Debt NL $692K 800K 0.01
LINDE FINANCE BV /EUR/ REGD REG S EMTN 1.00000000 (LINDE FINANCE 1% 04/20/28/EUR/) Long Debt NL $1M 1M 0.01
LINDE FINANCE BV /EUR/ REGD REG S MTN 0.25000000 (LINDE FINA 0.25% 05/19/27/EUR/) Long Debt NL $984K 1M 0.01
LINDE INC/CT /EUR/ REGD 1.62500000 (LINDE INC 1.625% 12/01/25/EUR/) Long Debt US $365K 350K 0.00
LINDE PLC /EUR/ REGD REG S 3.40000000 (LINDE PLC 3.4% 02/14/36/EUR/) Long Debt IE $2M 2M 0.02
LINDE PLC /EUR/ REGD REG S EMTN 0.00000000 (LINDE PLC 0% 09/30/26/EUR/) Long Debt IE $496K 500K 0.00
LINDE PLC /EUR/ REGD REG S EMTN 1.00000000 (LINDE PLC 1% 09/30/51/EUR/) Long Debt IE $3M 4M 0.02
LKQ CORP REGD SER WI 5.75000000 (LKQ CORP 5.75% 06/15/28) Long Debt US $71K 70K 0.00
LLOYDS BANK PLC /EUR/ REGD REG S EMTN 0.12500000 (LLOYDS BA 0.125% 06/18/26/EUR/) Long Debt GB $100K 100K 0.00
LLOYDS BANK PLC /GBP/ REGD REG S 6.00000000 (LLOYDS BANK P 6% 02/08/29/GBP/) Long Debt GB $134K 100K 0.00
LLOYDS BANK PLC /GBP/ REGD REG S EMTN 6.50000000 (LLOYDS BANK 6.5% 09/17/40/GBP/) Long Debt GB $425K 300K 0.00
LLOYDS BANKING GROUP PLC /GBP/ REGD V/R 1.98500000 (LLOYDS BANKI V/R 12/15/31/GBP/) Long Debt GB $2M 2M 0.02
LLOYDS BANKING GROUP PLC /GBP/ REGD V/R REG S 2.70700000 (LLOYDS BANKI V/R 12/03/35/GBP/) Long Debt GB $617K 600K 0.01
LLOYDS BANKING GROUP PLC REGD V/R 5.98500000 (LLOYDS BANKING GR V/R 08/07/27) Long Debt GB $2M 2M 0.02
LOCKHEED MARTIN CORP REGD 3.80000000 (LOCKHEED MARTIN 3.8% 03/01/45) Long Debt US $24K 30K 0.00
LOCKHEED MARTIN CORP REGD 4.30000000 (LOCKHEED MARTIN 4.3% 06/15/62) Long Debt US $28K 34K 0.00
LOCKHEED MARTIN CORP REGD 4.70000000 (LOCKHEED MARTIN 4.7% 05/15/46) Long Debt US $18K 20K 0.00
LOCKHEED MARTIN CORP REGD 5.20000000 (LOCKHEED MARTIN 5.2% 02/15/64) Long Debt US $38K 40K 0.00
LOCKHEED MARTIN CORP REGD 5.70000000 (LOCKHEED MARTIN 5.7% 11/15/54) Long Debt US $10K 10K 0.00
LOCKHEED MARTIN CORP REGD 5.90000000 (LOCKHEED MARTIN 5.9% 11/15/63) Long Debt US $5K 5K 0.00
LOGICOR 2019 1 UK /GBP/ REGD REG S 1.87500000 (LOGICOR 2 1.875% 11/17/26/GBP/) Long Debt GB $961K 825K 0.01
LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 0.75000000 (LOGICOR FI 0.75% 07/15/24/EUR/) Long Debt LU $2M 2M 0.01
LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 0.87500000 (LOGICOR F 0.875% 01/14/31/EUR/) Long Debt LU $338K 400K 0.00
LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 1.50000000 (LOGICOR FIN 1.5% 07/13/26/EUR/) Long Debt LU $1M 1M 0.01
LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 1.62500000 (LOGICOR F 1.625% 01/17/30/EUR/) Long Debt LU $184K 200K 0.00
LOGICOR FINANCING SARL /EUR/ REGD REG S EMTN 2.00000000 (LOGICOR FINAN 2% 01/17/34/EUR/) Long Debt LU $85K 100K 0.00
LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.62500000 (LONDON & 2.625% 02/28/28/GBP/) Long Debt GB $1M 1M 0.01
LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 2.75000000 (LONDON & Q 2.75% 07/20/57/GBP/) Long Debt GB $312K 425K 0.00
LONDON & QUADRANT HOUSIN /GBP/ REGD REG S 3.12500000 (LONDON & 3.125% 02/28/53/GBP/) Long Debt GB $414K 500K 0.00
LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.00000000 (LONDON & QUAD 2% 03/31/32/GBP/) Long Debt GB $1M 1M 0.01
LONDON & QUADRANT HOUSIN /GBP/ REGD REG S EMTN 2.00000000 (LONDON & QUAD 2% 10/20/38/GBP/) Long Debt GB $352K 425K 0.00
LONDON STOCK EXCHANGE PL /EUR/ REGD REG S EMTN 1.75000000 (LONDON STO 1.75% 12/06/27/EUR/) Long Debt GB $811K 800K 0.01
LONDON STOCK EXCHANGE PL /GBP/ REGD REG S 1.62500000 (LONDON ST 1.625% 04/06/30/GBP/) Long Debt GB $2M 2M 0.02
LONZA FINANCE INTL NV /EUR/ REGD REG S 1.62500000 (LONZA FIN 1.625% 04/21/27/EUR/) Long Debt BE $3M 3M 0.02
LOUISIANA ST GAS & FUELS TAX R REGD N/C B/E 2.95200000 (LOUISIANA ST G 2.952% 05/01/41) Long Debt US $1M 1M 0.01
LOWE'S COS INC REGD 3.00000000 (LOWE'S COS INC 3% 10/15/50) Long Debt US $6K 10K 0.00
LOWE'S COS INC REGD 4.50000000 (LOWE'S COS INC 4.5% 04/15/30) Long Debt US $10K 10K 0.00
LPL HOLDINGS INC REGD 5.70000000 (LPL HOLDINGS INC 5.7% 05/20/27) Long Debt US $45K 45K 0.00
LPL HOLDINGS INC REGD 6.00000000 (LPL HOLDINGS INC 6% 05/20/34) Long Debt US $125K 125K 0.00
LPL HOLDINGS INC REGD 6.75000000 (LPL HOLDINGS IN 6.75% 11/17/28) Long Debt US $522K 497K 0.00
LRP LB RHEINLAND-PFALZ REGD S/UP P/P 6.87500000 (LRP LB RHEINLAND S/UP 02/23/28) Long Debt DE $2M 2M 0.02
LSEG NETHERLANDS BV /EUR/ REGD REG S MTN 0.75000000 (LSEG NETHE 0.75% 04/06/33/EUR/) Long Debt NL $840K 1M 0.01
LVMH MOET HENNESSY VUITT /EUR/ REGD REG S 0.12500000 (LVMH MOET 0.125% 02/11/28/EUR/) Long Debt FR $769K 800K 0.01
LVMH MOET HENNESSY VUITT /GBP/ REGD EMTN 1.12500000 (LVMH MOET 1.125% 02/11/27/GBP/) Long Debt FR $1M 1M 0.01
LYB INT FINANCE III REGD 3.37500000 (LYB INT FINANC 3.375% 10/01/40) Long Debt US $213K 290K 0.00
LYB INTERNATIONAL FINANC /EUR/ REGD 0.87500000 (LYB INTER 0.875% 09/17/26/EUR/) Long Debt NL $1M 1M 0.01
LYB INTERNATIONAL FINANC /EUR/ REGD 1.62500000 (LYB INTER 1.625% 09/17/31/EUR/) Long Debt NL $926K 1M 0.01
LYB INTERNATIONAL FINANC REGD 3.50000000 (LYB INTERNATIONA 3.5% 03/02/27) Long Debt NL $10K 10K 0.00
LYB INTL FINANCE BV REGD 4.87500000 (LYB INTL FINAN 4.875% 03/15/44) Long Debt NL $253K 290K 0.00
M&G PLC /GBP/ REGD V/R REG S EMTN 5.56000000 (M&G PLC V/R 07/20/55/GBP/) Long Debt GB $947K 825K 0.01
M&T BANK CORPORATION REGD V/R 6.08200000 (M&T BANK CORPORAT V/R 03/13/32) Long Debt US $115K 115K 0.00
M&T BANK CORPORATION REGD V/R 7.41300000 (M&T BANK CORPORAT V/R 10/30/29) Long Debt US $111K 105K 0.00
MACQUARIE GROUP LTD /GBP/ REGD REG S EMTN 2.12500000 (MACQUARIE 2.125% 10/01/31/GBP/) Long Debt AU $2M 2M 0.01
MACQUARIE GROUP LTD /GBP/ REGD REG S EMTN 4.08000000 (MACQUARIE 4.08% 05/31/29/GBP/) Long Debt AU $2M 2M 0.02
MADISON PARK FUNDING XXIX LTD SER 2018-29A CL AR V/R REGD 144A P/P 6.50693000 (MDPK 2018-29A AR V/R 10/18/30) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
MAGNA INTERNATIONAL INC REGD 2.45000000 (MAGNA INTERNATI 2.45% 06/15/30) Long Debt CA $864K 1M 0.01
MAGNA INTERNATIONAL INC REGD 4.15000000 (MAGNA INTERNATI 4.15% 10/01/25) Long Debt CA $2M 2M 0.02
MAIN STREET CAPITAL CORP REGD 3.00000000 (MAIN STREET CAPITA 3% 07/14/26) Long Debt US $42K 45K 0.00
MAIN STREET CAPITAL CORP REGD 6.95000000 (MAIN STREET CAP 6.95% 03/01/29) Long Debt US $56K 55K 0.00
MALAYSIA GOVERNMENT /MYR/ REGD SER 0119 3.90600000 (MALAYSIA 3.906% 07/15/26/MYR/) Long Debt MY $2M 9M 0.02
MALAYSIA GOVERNMENT /MYR/ REGD SER 0120 4.06500000 (MALAYSIA 4.065% 06/15/50/MYR/) Long Debt MY $847K 4M 0.01
MALAYSIA GOVERNMENT /MYR/ REGD SER 0122 3.58200000 (MALAYSIA 3.582% 07/15/32/MYR/) Long Debt MY $2M 10M 0.02
MALAYSIA GOVERNMENT /MYR/ REGD SER 0123 4.45700000 (MALAYSIA 4.457% 03/31/53/MYR/) Long Debt MY $1M 5M 0.01
MALAYSIA GOVERNMENT /MYR/ REGD SER 0124 4.05400000 (MALAYSIA 4.054% 04/18/39/MYR/) Long Debt MY $2M 10M 0.02
MALAYSIA GOVERNMENT /MYR/ REGD SER 0219 3.88500000 (MALAYSIA 3.885% 08/15/29/MYR/) Long Debt MY $1M 7M 0.01
MALAYSIA GOVERNMENT /MYR/ REGD SER 0220 2.63200000 (MALAYSIA 2.632% 04/15/31/MYR/) Long Debt MY $2M 12M 0.02
MALAYSIA GOVERNMENT /MYR/ REGD SER 0222 4.69600000 (MALAYSIA 4.696% 10/15/42/MYR/) Long Debt MY $2M 10M 0.02
MALAYSIA GOVERNMENT /MYR/ REGD SER 0223 3.51900000 (MALAYSIA 3.519% 04/20/28/MYR/) Long Debt MY $3M 15M 0.03
MALAYSIA GOVERNMENT /MYR/ REGD SER 0316 3.90000000 (MALAYSIA GO 3.9% 11/30/26/MYR/) Long Debt MY $2M 8M 0.01
MALAYSIA GOVERNMENT /MYR/ REGD SER 0318 4.64200000 (MALAYSIA 4.642% 11/07/33/MYR/) Long Debt MY $45K 200K 0.00
MALAYSIA GOVERNMENT /MYR/ REGD SER 0322 4.50400000 (MALAYSIA 4.504% 04/30/29/MYR/) Long Debt MY $2M 10M 0.02
MALAYSIA GOVERNMENT /MYR/ REGD SER 0417 3.89900000 (MALAYSIA 3.899% 11/16/27/MYR/) Long Debt MY $750K 4M 0.01
MALAYSIA GOVERNMENT /MYR/ REGD SER 0518 4.92100000 (MALAYSIA 4.921% 07/06/48/MYR/) Long Debt MY $938K 4M 0.01
MALAYSIA GOVERNMENT /MYR/ REGD SER 0519 3.75700000 (MALAYSIA 3.757% 05/22/40/MYR/) Long Debt MY $131K 640K 0.00
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0119 4.13000000 (MALAYSIA I 4.13% 07/09/29/MYR/) Long Debt MY $175K 810K 0.00
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0120 3.42200000 (MALAYSIA 3.422% 09/30/27/MYR/) Long Debt MY $690K 3M 0.01
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0122 4.19300000 (MALAYSIA 4.193% 10/07/32/MYR/) Long Debt MY $30K 140K 0.00
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0222 5.35700000 (MALAYSIA 5.357% 05/15/52/MYR/) Long Debt MY $5K 20K 0.00
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0417 4.89500000 (MALAYSIA 4.895% 05/08/47/MYR/) Long Debt MY $63K 271K 0.00
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0617 4.72400000 (MALAYSIA 4.724% 06/15/33/MYR/) Long Debt MY $114K 505K 0.00
MALAYSIA INVESTMNT ISSUE /MYR/ REGD SER 0619 4.11900000 (MALAYSIA 4.119% 11/30/34/MYR/) Long Debt MY $3M 15M 0.03
MANITOBA (PROVINCE OF) /CAD/ REGD 2.05000000 (MANITOBA ( 2.05% 09/05/52/CAD/) Long Debt CA $45K 100K 0.00
MANPOWERGROUP /EUR/ REGD REG S 1.75000000 (MANPOWERGR 1.75% 06/22/26/EUR/) Long Debt US $1M 1M 0.01
MANPOWERGROUP /EUR/ REGD REG S 3.50000000 (MANPOWERGRO 3.5% 06/30/27/EUR/) Long Debt US $534K 500K 0.00
MARATHON CLO 14 LTD SER 2019-2A CL A1AR V/R REGD 144A P/P 6.70456000 (MCLO 2019-2A A1A V/R 01/20/33) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
MARATHON OIL CORP REGD 5.30000000 (MARATHON OIL COR 5.3% 04/01/29) Long Debt US $60K 60K 0.00
MARATHON OIL CORP REGD 5.70000000 (MARATHON OIL COR 5.7% 04/01/34) Long Debt US $82K 80K 0.00
MARATHON PETROLEUM CORP REGD 5.00000000 (MARATHON PETROLEUM 5% 09/15/54) Long Debt US $13K 15K 0.00
MARATHON PETROLEUM CORP REGD SER WI 4.50000000 (MARATHON PETROLE 4.5% 04/01/48) Long Debt US $12K 15K 0.00
MARBLE POINT CLO X LTD SER 2017-1A CL AR V/R REGD 144A P/P 6.63017000 (MP10 2017-1A AR V/R 10/15/30) Long ABS-collateralized bond/debt obligation KY $661K 660K 0.01
MARKEL GROUP INC REGD 3.45000000 (MARKEL GROUP IN 3.45% 05/07/52) Long Debt US $673K 1M 0.01
MARKEL GROUP INC REGD 6.00000000 (MARKEL GROUP INC 6% 05/16/54) Long Debt US $189K 190K 0.00
MARRIOTT INTERNATIONAL REGD 4.87500000 (MARRIOTT INTER 4.875% 05/15/29) Long Debt US $30K 30K 0.00
MARRIOTT INTERNATIONAL REGD 5.00000000 (MARRIOTT INTERNATI 5% 10/15/27) Long Debt US $773K 775K 0.01
MARRIOTT INTERNATIONAL REGD 5.30000000 (MARRIOTT INTERNA 5.3% 05/15/34) Long Debt US $79K 80K 0.00
MARRIOTT INTERNATIONAL REGD 5.45000000 (MARRIOTT INTERN 5.45% 09/15/26) Long Debt US $87K 87K 0.00
MARRIOTT INTERNATIONAL REGD SER HH 2.85000000 (MARRIOTT INTERN 2.85% 04/15/31) Long Debt US $535K 624K 0.00
MARS INC REGD 144A P/P 2.37500000 (MARS INC 2.375% 07/16/40) Long Debt US $811K 1M 0.01
MARSH & MCLENNAN COS INC /EUR/ REGD 1.97900000 (MARSH & M 1.979% 03/21/30/EUR/) Long Debt US $5M 5M 0.04
MARSH & MCLENNAN COS INC REGD 2.90000000 (MARSH & MCLENNAN 2.9% 12/15/51) Long Debt US $56K 90K 0.00
MARSH & MCLENNAN COS INC REGD 4.20000000 (MARSH & MCLENNAN 4.2% 03/01/48) Long Debt US $33K 40K 0.00
MARSH & MCLENNAN COS INC REGD 5.45000000 (MARSH & MCLENNA 5.45% 03/15/53) Long Debt US $5K 5K 0.00
MARTIN MARIETTA MATERIAL REGD 3.20000000 (MARTIN MARIETTA 3.2% 07/15/51) Long Debt US $11K 16K 0.00
MARVELL TECHNOLOGY INC REGD 5.75000000 (MARVELL TECHNOL 5.75% 02/15/29) Long Debt US $28K 27K 0.00
MARVELL TECHNOLOGY INC REGD 5.95000000 (MARVELL TECHNOL 5.95% 09/15/33) Long Debt US $20K 19K 0.00
MARVELL TECHNOLOGY INC REGD SER WI 2.95000000 (MARVELL TECHNOL 2.95% 04/15/31) Long Debt US $26K 30K 0.00
MASS INSTITUTE OF TECH REGD 3.88500000 (MASS INSTITUTE 3.885% 07/01/16) Long Debt US $492K 663K 0.00
MASS INSTITUTE OF TECH REGD 4.67800000 (MASS INSTITUTE 4.678% 07/01/14) Long Debt US $490K 550K 0.00
MASTERCARD INC /EUR/ REGD 2.10000000 (MASTERCARD 2.1% 12/01/27/EUR/) Long Debt US $2M 2M 0.02
MASTERCARD INC REGD 2.95000000 (MASTERCARD INC 2.95% 06/01/29) Long Debt US $18K 20K 0.00
MASTERCARD INC REGD 3.35000000 (MASTERCARD INC 3.35% 03/26/30) Long Debt US $22K 24K 0.00
MASTERCARD INC REGD 3.85000000 (MASTERCARD INC 3.85% 03/26/50) Long Debt US $16K 20K 0.00
MAYO CLINIC REGD 3.77400000 (MAYO CLINIC 3.774% 11/15/43) Long Debt US $25K 30K 0.00
MAYO CLINIC REGD SER 2021 3.19600000 (MAYO CLINIC 3.196% 11/15/61) Long Debt US $296K 440K 0.00
MCDONALD'S CORP /EUR/ REGD EMTN SER GMTN 1.87500000 (MCDONALD' 1.875% 05/26/27/EUR/) Long Debt US $1M 1M 0.01
MCDONALD'S CORP /EUR/ REGD REG S EMTN 0.90000000 (MCDONALD'S 0.9% 06/15/26/EUR/) Long Debt US $2M 2M 0.01
MCDONALD'S CORP /EUR/ REGD REG S EMTN SER GMTN 2.37500000 (MCDONALD' 2.375% 05/31/29/EUR/) Long Debt US $204K 200K 0.00
MCDONALD'S CORP /EUR/ REGD REG S MTN SER GMTN 1.75000000 (MCDONALD'S 1.75% 05/03/28/EUR/) Long Debt US $1M 1M 0.01
MCDONALD'S CORP REGD MTN 3.62500000 (MCDONALD'S COR 3.625% 09/01/49) Long Debt US $42K 58K 0.00
MCDONALD'S CORP REGD MTN 4.60000000 (MCDONALD'S CORP 4.6% 05/26/45) Long Debt US $17K 20K 0.00
MCKESSON CORP /EUR/ REGD 1.50000000 (MCKESSON CO 1.5% 11/17/25/EUR/) Long Debt US $1M 1M 0.01
MCKESSON CORP /EUR/ REGD 1.62500000 (MCKESSON 1.625% 10/30/26/EUR/) Long Debt US $2M 2M 0.02
MCKESSON CORP /GBP/ REGD 3.12500000 (MCKESSON 3.125% 02/17/29/GBP/) Long Debt US $2M 2M 0.02
MCKESSON CORP REGD 0.90000000 (MCKESSON CORP 0.9% 12/03/25) Long Debt US $9K 10K 0.00
MDC HOLDINGS INC REGD 6.00000000 (MDC HOLDINGS INC 6% 01/15/43) Long Debt US $5K 5K 0.00
MDGH GMTN RSC LTD /EUR/ REGD REG S EMTN SER GMTN 1.00000000 (MDGH GMTN RSC 1% 03/10/34/EUR/) Long Debt AE $495K 600K 0.00
MDGH GMTN RSC LTD /EUR/ REGD REG S MTN SER GMTN 0.37500000 (MDGH GMTN 0.375% 03/10/27/EUR/) Long Debt AE $979K 1M 0.01
MEADOWHALL FINANCE SERIES A1 /GBP/ 4.98600000 (MEADOWHALL FIN 4.986% 1/12/32) Long Debt GB $28K 24K 0.00
MECKLENBURG-VORPOMMERN /EUR/ REGD 2.55000000 (MECKLENBUR 2.55% 01/12/32/EUR/) Long Debt DE $209K 200K 0.00
MECKLENBURG-VORPOMMERN /EUR/ REGD REG S 2.95000000 (MECKLENBUR 2.95% 06/05/34/EUR/) Long Debt DE $107K 100K 0.00
MEDIOBANCA DI CRED FIN /EUR/ REGD REG S EMTN 0.75000000 (MEDIOBANCA 0.75% 07/15/27/EUR/) Long Debt IT $418K 425K 0.00
MEDIOBANCA DI CRED FIN /EUR/ REGD REG S EMTN 1.12500000 (MEDIOBANC 1.125% 07/15/25/EUR/) Long Debt IT $1M 975K 0.01
MEDIOBANCA DI CRED FIN /EUR/ REGD REG S SER 4 1.37500000 (MEDIOBANC 1.375% 11/10/25/EUR/) Long Debt IT $104K 100K 0.00
MEDIOBANCA DI CRED FIN /EUR/ REGD V/R REG S EMTN 1.00000000 (MEDIOBANCA D V/R 07/17/29/EUR/) Long Debt IT $5M 5M 0.04
MEDIOBANCA DI CRED FIN /EUR/ REGD V/R REG S EMTN 4.87500000 (MEDIOBANCA D V/R 09/13/27/EUR/) Long Debt IT $3M 3M 0.03
MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.12500000 (MEDTRONIC 1.125% 03/07/27/EUR/) Long Debt LU $4M 4M 0.03
MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.62500000 (MEDTRONIC 1.625% 10/15/50/EUR/) Long Debt LU $608K 900K 0.00
MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 1.75000000 (MEDTRONIC 1.75% 07/02/49/EUR/) Long Debt LU $630K 900K 0.01
MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.00000000 (MEDTRONIC GLO 3% 10/15/28/EUR/) Long Debt LU $4M 3M 0.03
MEDTRONIC GLOBAL HLDINGS /EUR/ REGD 3.37500000 (MEDTRONIC 3.375% 10/15/34/EUR/) Long Debt LU $4M 4M 0.04
MEDTRONIC INC /EUR/ REGD 4.15000000 (MEDTRONIC 4.15% 10/15/53/EUR/) Long Debt US $293K 270K 0.00
MEMORIAL SLOAN-KETTERING REGD 4.12500000 (MEMORIAL SLOAN 4.125% 07/01/52) Long Debt US $12K 15K 0.00
MERCEDES-BENZ FIN NA REGD 144A P/P 5.00000000 (MERCEDES-BENZ FIN 5% 01/11/34) Long Debt US $206K 210K 0.00
MERCEDES-BENZ GROUP AG /EUR/ REGD REG S EMTN 1.12500000 (MERCEDES- 1.125% 11/06/31/EUR/) Long Debt DE $14K 15K 0.00
MERCIALYS SA /EUR/ REGD REG S 1.80000000 (MERCIALYS S 1.8% 02/27/26/EUR/) Long Debt FR $1M 1M 0.01
MERCIALYS SA /EUR/ REGD REG S 2.50000000 (MERCIALYS S 2.5% 02/28/29/EUR/) Long Debt FR $297K 300K 0.00
MERCK & CO INC /EUR/ REGD 1.37500000 (MERCK & C 1.375% 11/02/36/EUR/) Long Debt US $838K 1M 0.01
MERCK & CO INC /EUR/ REGD 1.87500000 (MERCK & C 1.875% 10/15/26/EUR/) Long Debt US $2M 2M 0.02
MERCK & CO INC /EUR/ REGD 2.50000000 (MERCK & CO 2.5% 10/15/34/EUR/) Long Debt US $495K 500K 0.00
MERCK & CO INC REGD 2.35000000 (MERCK & CO INC 2.35% 06/24/40) Long Debt US $7K 10K 0.00
MERCK & CO INC REGD 2.90000000 (MERCK & CO INC 2.9% 12/10/61) Long Debt US $33K 55K 0.00
MERCK & CO INC REGD 3.70000000 (MERCK & CO INC 3.7% 02/10/45) Long Debt US $8K 10K 0.00
MERCK & CO INC REGD 3.90000000 (MERCK & CO INC 3.9% 03/07/39) Long Debt US $130K 150K 0.00
MERCK & CO INC REGD 4.30000000 (MERCK & CO INC 4.3% 05/17/30) Long Debt US $20K 20K 0.00
MERCK & CO INC REGD 4.90000000 (MERCK & CO INC 4.9% 05/17/44) Long Debt US $270K 285K 0.00
MERCK & CO INC REGD 5.00000000 (MERCK & CO INC 5% 05/17/53) Long Debt US $9K 10K 0.00
MERCK & CO INC REGD 5.15000000 (MERCK & CO INC 5.15% 05/17/63) Long Debt US $205K 215K 0.00
MERITAGE HOMES CORP REGD 144A P/P 3.87500000 (MERITAGE HOMES 3.875% 04/15/29) Long Debt US $18K 20K 0.00
MERLIN PROPERTIES SOCIMI /EUR/ REGD REG S EMTN 2.37500000 (MERLIN PR 2.375% 07/13/27/EUR/) Long Debt ES $1M 1M 0.01
MET LIFE GLOB FUNDING I /EUR/ REGD REG S EMTN 0.50000000 (MET LIFE GL 0.5% 05/25/29/EUR/) Long Debt US $468K 500K 0.00
MET LIFE GLOB FUNDING I /EUR/ REGD REG S EMTN SER GMTN 0.55000000 (MET LIFE G 0.55% 06/16/27/EUR/) Long Debt US $1M 1M 0.01
MET LIFE GLOB FUNDING I /GBP/ REGD REG S 0.62500000 (MET LIFE 0.625% 12/08/27/GBP/) Long Debt US $1M 1M 0.01
MET LIFE GLOB FUNDING I /GBP/ REGD REG S EMTN SER * 4.12500000 (MET LIFE 4.125% 09/02/25/GBP/) Long Debt US $1M 1M 0.01
MET LIFE GLOB FUNDING I /GBP/ REGD REG S EMTN SER GMTN 1.62500000 (MET LIFE 1.625% 10/12/28/GBP/) Long Debt US $1M 1M 0.01
MET LIFE GLOB FUNDING I /GBP/ REGD REG S MTN SER GMTN 1.62500000 (MET LIFE 1.625% 09/21/29/GBP/) Long Debt US $2M 2M 0.02
METHODIST HOSPITAL/THE REGD SER 20A 2.70500000 (METHODIST HOSP 2.705% 12/01/50) Long Debt US $952K 2M 0.01
METROPOLITANO DE LISBOA /EUR/ REGD 4.79900000 (METROPOLI 4.799% 12/07/27/EUR/) Long Debt PT $898K 800K 0.01
METROPOLITANO DE LISBOA /EUR/ REGD 7.30000000 (METROPOLITA 7.3% 12/23/25/EUR/) Long Debt PT $564K 500K 0.00
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.50000000 (MEX BONOS D 7.5% 06/03/27/MXN/) Long Debt MX $864K 17M 0.01
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000 (MEX BONOS 7.75% 05/29/31/MXN/) Long Debt MX $585K 12M 0.00
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 7.75000000 (MEX BONOS 7.75% 11/13/42/MXN/) Long Debt MX $88K 2M 0.00
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.00000000 (MEX BONOS DES 8% 11/07/47/MXN/) Long Debt MX $223K 5M 0.00
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000 (MEX BONOS D 8.5% 11/18/38/MXN/) Long Debt MX $97K 2M 0.00
MEX BONOS DESARR FIX RT /MXN/ REGD SER M 8.50000000 (MEX BONOS D 8.5% 05/31/29/MXN/) Long Debt MX $51K 1M 0.00
MFA 2020-NQM2 TRUST SER 2020-NQM2 CL A1 V/R REGD 144A P/P 1.38100000 (MFRA 2020-NQM2 A V/R 04/25/65) Long ABS-collateralized bond/debt obligation US $2M 3M 0.02
MGIC INVESTMENT CORP REGD 5.25000000 (MGIC INVESTMENT 5.25% 08/15/28) Long Debt US $25K 26K 0.00
MICROCHIP TECHNOLOGY INC REGD 4.25000000 (MICROCHIP TECHN 4.25% 09/01/25) Long Debt US $4M 4M 0.03
MICRON TECHNOLOGY INC REGD 5.30000000 (MICRON TECHNOLOG 5.3% 01/15/31) Long Debt US $145K 145K 0.00
MICRON TECHNOLOGY INC REGD 6.75000000 (MICRON TECHNOLO 6.75% 11/01/29) Long Debt US $11K 10K 0.00
MICROSOFT CORP /EUR/ REGD 3.12500000 (MICROSOFT 3.125% 12/06/28/EUR/) Long Debt US $11M 10M 0.09
MICROSOFT CORP REGD 2.50000000 (MICROSOFT CORP 2.5% 09/15/50) Long Debt US $6K 10K 0.00
MICROSOFT CORP REGD 2.52500000 (MICROSOFT CORP 2.525% 06/01/50) Long Debt US $702K 1M 0.01
MICROSOFT CORP REGD 2.67500000 (MICROSOFT CORP 2.675% 06/01/60) Long Debt US $46K 75K 0.00
MIDAMERICAN ENERGY CO REGD 2.70000000 (MIDAMERICAN ENER 2.7% 08/01/52) Long Debt US $3K 5K 0.00
MISSISSIPPI POWER C REGD SER B 3.10000000 (MISSISSIPPI POWE 3.1% 07/30/51) Long Debt US $6K 10K 0.00
MITSUBISHI UFJ FIN GRP /EUR/ REGD REG S EMTN 3.55600000 (MITSUBISH 3.556% 06/15/32/EUR/) Long Debt JP $6M 6M 0.05
MITSUBISHI UFJ FIN GRP REGD V/R 1.53800000 (MITSUBISHI UFJ FI V/R 07/20/27) Long Debt JP $722K 780K 0.01
MITSUBISHI UFJ FIN GRP REGD V/R 5.35400000 (MITSUBISHI UFJ FI V/R 09/13/28) Long Debt JP $3M 3M 0.03
MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 0.21400000 (MIZUHO FI 0.214% 10/07/25/EUR/) Long Debt JP $2M 2M 0.02
MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 2.09600000 (MIZUHO FI 2.096% 04/08/32/EUR/) Long Debt JP $955K 1M 0.01
MIZUHO FINANCIAL GROUP /EUR/ REGD REG S EMTN 4.41600000 (MIZUHO FI 4.416% 05/20/33/EUR/) Long Debt JP $9M 8M 0.07
MIZUHO FINANCIAL GROUP /GBP/ REGD REG S EMTN 5.62800000 (MIZUHO FI 5.628% 06/13/28/GBP/) Long Debt JP $4M 3M 0.03
MIZUHO FINANCIAL GROUP REGD V/R 2.22600000 (MIZUHO FINANCIAL V/R 05/25/26) Long Debt JP $3M 3M 0.02
MIZUHO FINANCIAL GROUP REGD V/R 3.15300000 (MIZUHO FINANCIAL V/R 07/16/30) Long Debt JP $838K 930K 0.01
MIZUHO FINANCIAL GROUP REGD V/R 5.66700000 (MIZUHO FINANCIAL V/R 05/27/29) Long Debt JP $475K 470K 0.00
MMS USA HOLDINGS INC /EUR/ REGD REG S 0.62500000 (MMS USA H 0.625% 06/13/25/EUR/) Long Debt US $3M 3M 0.02
MMS USA HOLDINGS INC /EUR/ REGD REG S EMTN 1.25000000 (MMS USA HO 1.25% 06/13/28/EUR/) Long Debt US $2M 2M 0.02
MMS USA INVESTMENTS INC /EUR/ REGD REG S EMTN 1.75000000 (MMS USA IN 1.75% 06/13/31/EUR/) Long Debt US $11M 12M 0.09
MOL HUNGARIAN OIL & GAS /EUR/ REGD REG S 1.50000000 (MOL HUNGARI 1.5% 10/08/27/EUR/) Long Debt HU $4M 4M 0.03
MONDELEZ INTERNATIONAL /EUR/ REGD 0.25000000 (MONDELEZ I 0.25% 03/17/28/EUR/) Long Debt US $953K 1M 0.01
MONDELEZ INTERNATIONAL /EUR/ REGD 0.75000000 (MONDELEZ I 0.75% 03/17/33/EUR/) Long Debt US $422K 500K 0.00
MONDELEZ INTERNATIONAL REGD 1.50000000 (MONDELEZ INTERNA 1.5% 02/04/31) Long Debt US $800K 1M 0.01
MONDELEZ INTL HLDINGS NE /EUR/ REGD REG S 0.25000000 (MONDELEZ I 0.25% 09/09/29/EUR/) Long Debt NL $914K 1M 0.01
MONDELEZ INTL HLDINGS NE /EUR/ REGD REG S 0.37500000 (MONDELEZ 0.375% 09/22/29/EUR/) Long Debt NL $183K 200K 0.00
MONDI FINANCE EUROPE /EUR/ REGD REG S EMTN 2.37500000 (MONDI FIN 2.375% 04/01/28/EUR/) Long Debt AT $513K 500K 0.00
MOODY'S CORPORATION /EUR/ REGD 1.75000000 (MOODY'S CO 1.75% 03/09/27/EUR/) Long Debt US $1M 1M 0.01
MORGAN STANLEY /EUR/ REGD V/R 0.40600000 (MORGAN STANL V/R 10/29/27/EUR/) Long Debt US $4M 4M 0.04
MORGAN STANLEY /EUR/ REGD V/R 2.10300000 (MORGAN STANL V/R 05/08/26/EUR/) Long Debt US $950K 900K 0.01
MORGAN STANLEY /EUR/ REGD V/R EMTN 3.95500000 (MORGAN STANL V/R 03/21/35/EUR/) Long Debt US $2M 2M 0.02
MORGAN STANLEY /EUR/ REGD V/R EMTN SER GMTN 2.95000000 (MORGAN STANL V/R 05/07/32/EUR/) Long Debt US $2M 2M 0.02
MORGAN STANLEY /GBP/ REGD MTN SER GMTN 2.62500000 (MORGAN ST 2.625% 03/09/27/GBP/) Long Debt US $2M 1M 0.01
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C29 CL A4 REGD 3.32500000 (MSBAM 2016-C2 3.325% 03/15/26) Long ABS-collateralized bond/debt obligation US $478K 500K 0.00
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C31 CL A5 REGD 3.10200000 (MSBAM 2016-C3 3.102% 10/15/26) Long ABS-collateralized bond/debt obligation US $467K 500K 0.00
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 20 SER 2016-C32 CL A4 REGD 3.72000000 (MSBAM 2016-C32 3.72% 12/15/26) Long ABS-collateralized bond/debt obligation US $957K 1M 0.01
MORGAN STANLEY REGD MTN 3.95000000 (MORGAN STANLEY 3.95% 04/23/27) Long Debt US $16K 17K 0.00
MORGAN STANLEY REGD V/R 1.59300000 (MORGAN STANLEY V/R 05/04/27) Long Debt US $9K 10K 0.00
MORGAN STANLEY REGD V/R 2.48400000 (MORGAN STANLEY V/R 09/16/36) Long Debt US $8K 10K 0.00
MORGAN STANLEY REGD V/R 4.21000000 (MORGAN STANLEY V/R 04/20/28) Long Debt US $3K 3K 0.00
MORGAN STANLEY REGD V/R 5.17300000 (MORGAN STANLEY V/R 01/16/30) Long Debt US $2M 2M 0.02
MORGAN STANLEY REGD V/R 5.44900000 (MORGAN STANLEY V/R 07/20/29) Long Debt US $531K 528K 0.00
MORGAN STANLEY REGD V/R 5.46600000 (MORGAN STANLEY V/R 01/18/35) Long Debt US $20K 20K 0.00
MORGAN STANLEY REGD V/R 5.94800000 (MORGAN STANLEY V/R 01/19/38) Long Debt US $15K 15K 0.00
MORGAN STANLEY REGD V/R 6.29600000 (MORGAN STANLEY V/R 10/18/28) Long Debt US $114K 110K 0.00
MORGAN STANLEY REGD V/R 6.34200000 (MORGAN STANLEY V/R 10/18/33) Long Debt US $32K 30K 0.00
MORGAN STANLEY REGD V/R MTN 2.47500000 (MORGAN STANLEY V/R 01/21/28) Long Debt US $2K 2K 0.00
MORGAN STANLEY REGD V/R MTN 2.80200000 (MORGAN STANLEY V/R 01/25/52) Long Debt US $28K 45K 0.00
MORGAN STANLEY REGD V/R MTN 4.67900000 (MORGAN STANLEY V/R 07/17/26) Long Debt US $800K 808K 0.01
MORGAN STANLEY REGD V/R MTN 5.16400000 (MORGAN STANLEY V/R 04/20/29) Long Debt US $10K 10K 0.00
MORGAN STANLEY REGD V/R MTN 5.25000000 (MORGAN STANLEY V/R 04/21/34) Long Debt US $380K 385K 0.00
MORGAN STANLEY REGD V/R MTN 5.42400000 (MORGAN STANLEY V/R 07/21/34) Long Debt US $792K 795K 0.01
MORGAN STANLEY REGD V/R MTN 5.83100000 (MORGAN STANLEY V/R 04/19/35) Long Debt US $632K 615K 0.01
MORGAN STANLEY REGD V/R MTN SER GMTN 1.51200000 (MORGAN STANLEY V/R 07/20/27) Long Debt US $82K 89K 0.00
MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000 (MORGAN STANLEY V/R 01/22/31) Long Debt US $886K 1M 0.01
MORGAN STANLEY REGD V/R MTN SER GMTN 4.43100000 (MORGAN STANLEY V/R 01/23/30) Long Debt US $14K 14K 0.00
MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TR SER 2021-6 CL A6 V/R REGD 144A P/P 5.00000000 (MSRM 2021-6 A6 V/R 09/25/51) Long ABS-collateralized bond/debt obligation US $2M 2M 0.01
MOTABILITY OPERATIONS GR /GBP/ REGD REG S EMTN 5.75000000 (MOTABILITY 5.75% 06/17/51/GBP/) Long Debt GB $3M 2M 0.03
MOTOROLA SOLUTIONS INC REGD 2.75000000 (MOTOROLA SOLUTI 2.75% 05/24/31) Long Debt US $178K 210K 0.00
MOTOROLA SOLUTIONS INC REGD 5.40000000 (MOTOROLA SOLUTIO 5.4% 04/15/34) Long Debt US $2M 2M 0.01
MOTOROLA SOLUTIONS INC REGD 5.50000000 (MOTOROLA SOLUTIO 5.5% 09/01/44) Long Debt US $102K 105K 0.00
MOUNTAIN VIEW CLO 2017-1 LLC SER 2017-1A CL AR V/R REGD 144A P/P 6.67927000 (MVEW 2017-1A AR V/R 10/16/29) Long ABS-collateralized bond/debt obligation KY $400K 400K 0.00
MOUNTAIN VIEW CLO 2017-2 LLC SER 2017-2A CL AR V/R REGD 144A P/P 6.62927000 (MVEW 2017-2A AR V/R 01/16/31) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
MPLX LP REGD 2.65000000 (MPLX LP 2.65% 08/15/30) Long Debt US $1M 2M 0.01
MPLX LP REGD 4.12500000 (MPLX LP 4.125% 03/01/27) Long Debt US $47K 48K 0.00
MPLX LP REGD 4.50000000 (MPLX LP 4.5% 04/15/38) Long Debt US $114K 130K 0.00
MPLX LP REGD 4.70000000 (MPLX LP 4.7% 04/15/48) Long Debt US $1M 1M 0.01
MPLX LP REGD 4.90000000 (MPLX LP 4.9% 04/15/58) Long Debt US $17K 20K 0.00
MPLX LP REGD 4.95000000 (MPLX LP 4.95% 03/14/52) Long Debt US $738K 865K 0.01
MPLX LP REGD 5.50000000 (MPLX LP 5.5% 02/15/49) Long Debt US $56K 60K 0.00
MPLX LP REGD 5.50000000 (MPLX LP 5.5% 06/01/34) Long Debt US $39K 40K 0.00
MPLX LP REGD SER WI 4.87500000 (MPLX LP 4.875% 06/01/25) Long Debt US $2M 2M 0.02
MSD NETHERLANDS CAPITAL /EUR/ REGD 3.75000000 (MSD NETHER 3.75% 05/30/54/EUR/) Long Debt NL $416K 400K 0.00
MUENCHENER HYPOTHEKENBNK /EUR/ REGD EMTN 2.50000000 (MUENCHENER 2.5% 07/04/28/EUR/) Long Debt DE $52K 50K 0.00
MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.01000000 (MUENCHENER 0.01% 11/02/40/EUR/) Long Debt DE $32K 50K 0.00
MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 0.12500000 (MUENCHENE 0.125% 02/01/29/EUR/) Long Debt DE $47K 50K 0.00
MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN 1.00000000 (MUENCHENER HY 1% 04/18/39/EUR/) Long Debt DE $39K 50K 0.00
MUENCHENER HYPOTHEKENBNK /EUR/ REGD REG S EMTN SER EMTT 3.00000000 (MUENCHENER HY 3% 02/01/34/EUR/) Long Debt DE $53K 50K 0.00
MULTICARE HEALTH SYSTEM REGD 2.80300000 (MULTICARE HEAL 2.803% 08/15/50) Long Debt US $607K 1M 0.00
MUNICH RE /EUR/ REGD V/R REG S 1.00000000 (MUNICH RE V/R 05/26/42/EUR/) Long Debt DE $11M 13M 0.09
MUNICH RE /EUR/ REGD V/R REG S 4.25000000 (MUNICH RE V/R 05/26/44/EUR/) Long Debt DE $8M 8M 0.06
MUTUELLE ASSURANCE /EUR/ REGD REG S 0.62500000 (MUTUELLE 0.625% 06/21/27/EUR/) Long Debt FR $2M 2M 0.01
MXN/USD FWD 20240918 000011343 USD Derivative-foreign exchange $-64K – -0.00
MYLAN INC REGD SER WI 5.20000000 (MYLAN INC 5.2% 04/15/48) Long Debt US $24K 30K 0.00
MYMICHIGAN HEALTH REGD SER 2020 3.40900000 (MYMICHIGAN HEA 3.409% 06/01/50) Long Debt US $1M 1M 0.01
MYR/USD FWD 20240918 000005208 USD Derivative-foreign exchange $-90K – -0.00
MYR/USD FWD 20240918 000016440 USD Derivative-foreign exchange $6K – 0.00
NA DEVELOPMENT BANK /CHF/ REGD REG S 0.20000000 (NA DEVELOPM 0.2% 11/28/28/CHF/) Long Debt $213K 200K 0.00
NASDAQ INC REGD 5.35000000 (NASDAQ INC 5.35% 06/28/28) Long Debt US $10K 10K 0.00
NAT GRID ELECTY EM /GBP/ REGD EMTN 6.25000000 (NAT GRID E 6.25% 12/10/40/GBP/) Long Debt GB $1M 1M 0.01
NAT GRID ELECTY SW /GBP/ REGD 5.87500000 (WESTRN PWR 5.875% 3/25/27 /GBP) Long Debt GB $26K 20K 0.00
NATIONAL AUSTRALIA BANK /EUR/ REGD REG S 2.34700000 (NATIONAL 2.347% 08/30/29/EUR/) Long Debt AU $103K 100K 0.00
NATIONAL AUSTRALIA BANK /EUR/ REGD REG S 3.14600000 (NATIONAL 3.146% 02/05/31/EUR/) Long Debt AU $2M 2M 0.02
NATIONAL AUSTRALIA BANK /EUR/ REGD REG S EMTN SER GMTN 2.12500000 (NATIONAL 2.125% 05/24/28/EUR/) Long Debt AU $512K 500K 0.00
NATIONAL AUSTRALIA BANK /EUR/ REGD REG S MTN SER GMTN 1.25000000 (NATIONAL A 1.25% 05/18/26/EUR/) Long Debt AU $1M 1M 0.01
NATIONAL AUSTRALIA BANK /GBP/ REGD V/R EMTN SER GMTN 1.69900000 (NATIONAL AUS V/R 09/15/31/GBP/) Long Debt AU $2M 1M 0.01
NATIONAL BANK OF CANADA /EUR/ REGD REG S 0.01000000 (NATIONAL B 0.01% 03/25/28/EUR/) Long Debt CA $95K 100K 0.00
NATIONAL GRID NA INC /EUR/ REGD REG S EMTN 0.41000000 (NATIONAL G 0.41% 01/20/26/EUR/) Long Debt US $3M 3M 0.02
NATIONAL GRID NA INC /EUR/ REGD REG S EMTN 1.00000000 (NATIONAL GRID 1% 07/12/24/EUR/) Long Debt US $1M 1M 0.01
NATIONAL GRID PLC /EUR/ REGD REG S EMTN 0.25000000 (NATIONAL G 0.25% 09/01/28/EUR/) Long Debt GB $933K 1M 0.01
NATIONAL GRID PLC /EUR/ REGD REG S EMTN 0.55300000 (NATIONAL 0.553% 09/18/29/EUR/) Long Debt GB $159K 175K 0.00
NATIONAL GRID PLC /EUR/ REGD REG S EMTN 2.17900000 (NATIONAL 2.179% 06/30/26/EUR/) Long Debt GB $4M 4M 0.03
NATIONAL GRID PLC /GBP/ REGD SER WALE 5.75000000 (NATIONAL G 5.75% 03/23/40/GBP/) Long Debt GB $3M 2M 0.02
NATIONAL GRID PLC REGD 5.41800000 (NATIONAL GRID 5.418% 01/11/34) Long Debt GB $10K 10K 0.00
NATIONAL HEALTH INVESTOR REGD 3.00000000 (NATIONAL HEALTH IN 3% 02/01/31) Long Debt US $41K 50K 0.00
NATIONAL RURAL UTIL COOP REGD 5.80000000 (NATIONAL RURAL U 5.8% 01/15/33) Long Debt US $31K 30K 0.00
NATIONAL RURAL UTIL COOP REGD MTN 3.45000000 (NATIONAL RURAL 3.45% 06/15/25) Long Debt US $10K 10K 0.00
NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S 0.25000000 (NATIONWIDE 0.25% 07/22/25/EUR/) Long Debt GB $2M 2M 0.02
NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S 3.30900000 (NATIONWID 3.309% 05/02/34/EUR/) Long Debt GB $130K 120K 0.00
NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S 3.37500000 (NATIONWID 3.375% 11/27/28/EUR/) Long Debt GB $108K 100K 0.00
NATIONWIDE BLDG SOCIETY /EUR/ REGD REG S EMTN 0.62500000 (NATIONWID 0.625% 03/25/27/EUR/) Long Debt GB $100K 100K 0.00
NATL GAS TRANSMISSION /GBP/ REGD REG S EMTN 1.37500000 (NATL GAS 1.375% 02/07/31/GBP/) Long Debt GB $2M 2M 0.01
NATL GRID ELECT TRANS /GBP/ REGD REG S EMTN 2.00000000 (NATL GRID ELE 2% 04/17/40/GBP/) Long Debt GB $331K 425K 0.00
NATURGY FINANCE SA /EUR/ REGD REG S EMTN 1.25000000 (NATURGY FI 1.25% 01/15/26/EUR/) Long Debt ES $4M 4M 0.03
NATURGY FINANCE SA /EUR/ REGD REG S EMTN 1.25000000 (NATURGY FI 1.25% 04/19/26/EUR/) Long Debt ES $1M 1M 0.01
NATURGY FINANCE SA /EUR/ REGD REG S EMTN 1.87500000 (NATURGY F 1.875% 10/05/29/EUR/) Long Debt ES $982K 1M 0.01
NATWEST GROUP PLC /EUR/ REGD V/R REG S 0.67000000 (NATWEST GROU V/R 09/14/29/EUR/) Long Debt GB $2M 2M 0.02
NATWEST GROUP PLC /EUR/ REGD V/R REG S EMTN 1.04300000 (NATWEST GROU V/R 09/14/32/EUR/) Long Debt GB $844K 875K 0.01
NATWEST GROUP PLC /GBP/ REGD V/R REG S EMTN 2.10500000 (NATWEST GROU V/R 11/28/31/GBP/) Long Debt GB $696K 600K 0.01
NATWEST GROUP PLC /GBP/ REGD V/R REG S EMTN 2.87500000 (NATWEST GROU V/R 09/19/26/GBP/) Long Debt GB $2M 2M 0.02
NATWEST GROUP PLC /GBP/ REGD V/R REG S EMTN 3.61900000 (NATWEST GROU V/R 03/29/29/GBP/) Long Debt GB $5M 4M 0.04
NATWEST MARKETS PLC /EUR/ REGD REG S EMTN 0.12500000 (NATWEST M 0.125% 06/18/26/EUR/) Long Debt GB $1M 1M 0.01
NATWEST MARKETS PLC /EUR/ REGD REG S EMTN 2.00000000 (NATWEST MARKE 2% 08/27/25/EUR/) Long Debt GB $1M 1M 0.01
NBN CO LTD /EUR/ REGD REG S EMTN SER GMTN 4.12500000 (NBN CO LT 4.125% 03/15/29/EUR/) Long Debt AU $2M 2M 0.02
NBN CO LTD REGD 144A P/P MTN 5.75000000 (NBN CO LTD 5.75% 10/06/28) Long Debt AU $375K 365K 0.00
NE PROPERTY B /EUR/ REGD REG S 3.37500000 (NE PROPER 3.375% 07/14/27/EUR/) Long Debt NL $518K 500K 0.00
NE PROPERTY BV /EUR/ REGD REG S EMTN 1.75000000 (NE PROPERT 1.75% 11/23/24/EUR/) Long Debt NL $529K 500K 0.00
NE PROPERTY BV /EUR/ REGD REG S EMTN 1.87500000 (NE PROPER 1.875% 10/09/26/EUR/) Long Debt NL $1M 1M 0.01
NE PROPERTY BV /EUR/ REGD REG S EMTN 2.00000000 (NE PROPERTY B 2% 01/20/30/EUR/) Long Debt NL $463K 500K 0.00
NEDER FINANCIERINGS-MAAT /EUR/ REGD REG S EMTN 3.00000000 (NEDER FINANCI 3% 10/25/27/EUR/) Long Debt NL $430K 400K 0.00
NEDER WATERSCHAPSBANK /CAD/ REGD MTN 5.20000000 (NEDER WATER 5.2% 03/31/25/CAD/) Long Debt NL $734K 1M 0.01
NEDER WATERSCHAPSBANK /EUR/ REGD REG S 0.05000000 (NEDER WATE 0.05% 01/28/30/EUR/) Long Debt NL $341K 374K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S 1.50000000 (NEDER WATER 1.5% 04/27/38/EUR/) Long Debt NL $380K 440K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S 1.50000000 (NEDER WATER 1.5% 06/15/39/EUR/) Long Debt NL $135K 160K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S 2.62500000 (NEDER WAT 2.625% 01/10/34/EUR/) Long Debt NL $206K 200K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.00000000 (NEDER WATERSC 0% 09/08/31/EUR/) Long Debt NL $806K 930K 0.01
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.00000000 (NEDER WATERSC 0% 02/16/37/EUR/) Long Debt NL $608K 850K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.25000000 (NEDER WATE 0.25% 01/19/32/EUR/) Long Debt NL $523K 600K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.37500000 (NEDER WAT 0.375% 09/28/46/EUR/) Long Debt NL $155K 269K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.62500000 (NEDER WAT 0.625% 01/18/27/EUR/) Long Debt NL $1M 1M 0.01
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.62500000 (NEDER WAT 0.625% 02/06/29/EUR/) Long Debt NL $480K 500K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 0.75000000 (NEDER WATE 0.75% 10/04/41/EUR/) Long Debt NL $140K 200K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.00000000 (NEDER WATERSC 1% 03/01/28/EUR/) Long Debt NL $298K 300K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 1.25000000 (NEDER WATE 1.25% 05/27/36/EUR/) Long Debt NL $121K 140K 0.00
NEDER WATERSCHAPSBANK /EUR/ REGD REG S EMTN 2.75000000 (NEDER WATE 2.75% 12/17/29/EUR/) Long Debt NL $1M 1M 0.01
NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 0.75000000 (NEDERLANDS 0.75% 10/13/36/EUR/) Long Debt NL $76K 100K 0.00
NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.37500000 (NEDERLAND 3.375% 07/11/34/EUR/) Long Debt NL $211K 200K 0.00
NEDERLANDSE GASUNIE N.V. /EUR/ REGD REG S EMTN 3.87500000 (NEDERLAND 3.875% 04/29/44/EUR/) Long Debt NL $212K 200K 0.00
NESTLE CAPITAL CORP REGD 144A P/P 5.10000000 (NESTLE CAPITAL C 5.1% 03/12/54) Long Debt US $587K 610K 0.00
NESTLE FINANCE INTL LTD /EUR/ REGD REG S 0.37500000 (NESTLE FI 0.375% 05/12/32/EUR/) Long Debt LU $816K 936K 0.01
NESTLE FINANCE INTL LTD /EUR/ REGD REG S EMTN 0.00000000 (NESTLE FINANC 0% 06/14/26/EUR/) Long Debt LU $2M 2M 0.01
NESTLE FINANCE INTL LTD /EUR/ REGD REG S EMTN 1.25000000 (NESTLE FIN 1.25% 03/29/31/EUR/) Long Debt LU $1M 1M 0.01
NESTLE FINANCE INTL LTD /EUR/ REGD REG S EMTN 3.00000000 (NESTLE FINANC 3% 03/15/28/EUR/) Long Debt LU $16K 15K 0.00
NESTLE HOLDINGS INC /EUR/ REGD REG S EMTN 0.87500000 (NESTLE HO 0.875% 07/18/25/EUR/) Long Debt US $52K 50K 0.00
NETAPP INC REGD 1.87500000 (NETAPP INC 1.875% 06/22/25) Long Debt US $2M 2M 0.01
NETFLIX INC /EUR/ REGD 4.62500000 (NETFLIX I 4.625% 05/15/29/EUR/) Long Debt US $9M 8M 0.07
NETFLIX INC /EUR/ REGD REG S 3.87500000 (NETFLIX I 3.875% 11/15/29/EUR/) Long Debt US $11M 10M 0.09
NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000 (NETHERLANDS G 0% 07/15/31/EUR/) Long Debt NL $3M 4M 0.03
NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000 (NETHERLANDS G 0% 01/15/27/EUR/) Long Debt NL $3M 3M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000 (NETHERLANDS G 0% 01/15/26/EUR/) Long Debt NL $2M 2M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000 (NETHERLANDS G 0% 01/15/29/EUR/) Long Debt NL $2M 2M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000 (NETHERLANDS G 0% 01/15/52/EUR/) Long Debt NL $2M 4M 0.01
NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000 (NETHERLANDS G 0% 01/15/38/EUR/) Long Debt NL $964K 1M 0.01
NETHERLANDS GOVERNMENT /EUR/ REGD 0.00000000 (NETHERLANDS G 0% 07/15/30/EUR/) Long Debt NL $925K 1M 0.01
NETHERLANDS GOVERNMENT /EUR/ REGD 0.25000000 (NETHERLAND 0.25% 07/15/29/EUR/) Long Debt NL $5M 6M 0.04
NETHERLANDS GOVERNMENT /EUR/ REGD 0.25000000 (NETHERLAND 0.25% 07/15/25/EUR/) Long Debt NL $2M 2M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000 (NETHERLANDS 0.5% 07/15/26/EUR/) Long Debt NL $6M 6M 0.05
NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000 (NETHERLANDS 0.5% 01/15/40/EUR/) Long Debt NL $4M 5M 0.03
NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000 (NETHERLANDS 0.5% 07/15/32/EUR/) Long Debt NL $2M 2M 0.01
NETHERLANDS GOVERNMENT /EUR/ REGD 0.50000000 (NETHERLANDS 0.5% 07/15/32/EUR/) Long Debt NL $198K 220K 0.00
NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000 (NETHERLAND 0.75% 07/15/27/EUR/) Long Debt NL $3M 3M 0.03
NETHERLANDS GOVERNMENT /EUR/ REGD 0.75000000 (NETHERLAND 0.75% 07/15/28/EUR/) Long Debt NL $3M 3M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 2.00000000 (NETHERLANDS G 2% 01/15/54/EUR/) Long Debt NL $3M 3M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000 (NETHERLANDS 2.5% 07/15/34/EUR/) Long Debt NL $3M 3M 0.03
NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000 (NETHERLANDS 2.5% 01/15/33/EUR/) Long Debt NL $2M 2M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000 (NETHERLANDS 2.5% 07/15/33/EUR/) Long Debt NL $2M 2M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 2.50000000 (NETHERLANDS 2.5% 01/15/30/EUR/) Long Debt NL $636K 600K 0.01
NETHERLANDS GOVERNMENT /EUR/ REGD 2.75000000 (NETHERLAND 2.75% 01/15/47/EUR/) Long Debt NL $3M 3M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 3.25000000 (NETHERLAND 3.25% 01/15/44/EUR/) Long Debt NL $2M 1M 0.01
NETHERLANDS GOVERNMENT /EUR/ REGD 3.25000000 (NETHERLAND 3.25% 01/15/44/EUR/) Long Debt NL $559K 500K 0.00
NETHERLANDS GOVERNMENT /EUR/ REGD 3.75000000 (NETHERLAND 3.75% 01/15/42/EUR/) Long Debt NL $2M 2M 0.02
NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000 (NETHERLANDS G 4% 01/15/37/EUR/) Long Debt NL $1M 964K 0.01
NETHERLANDS GOVERNMENT /EUR/ REGD 4.00000000 (NETHERLANDS G 4% 01/15/37/EUR/) Long Debt NL $12K 10K 0.00
NETHERLANDS GOVERNMENT /EUR/ REGD 5.50000000 (NETHERLANDS 5.5% 01/15/28/EUR/) Long Debt NL $2M 1M 0.01
NETWORK RAIL INFRA FIN /GBP/ REGD EMTN 4.75000000 (NETWORK RA 4.75% 11/29/35/GBP/) Long Debt GB $257K 200K 0.00
NETWORK RAIL INFRA FIN /GBP/ REGD REG S EMTN 4.37500000 (NETWORK R 4.375% 12/09/30/GBP/) Long Debt GB $240K 190K 0.00
NEVADA POWER CO REGD 6.00000000 (NEVADA POWER CO 6% 03/15/54) Long Debt US $5K 5K 0.00
NEW MOUNTAIN FINANCE COR REGD 6.87500000 (NEW MOUNTAIN F 6.875% 02/01/29) Long Debt US $20K 20K 0.00
NEW S WALES TREASURY CRP /AUD/ REGD 1.25000000 (NEW S WALE 1.25% 11/20/30/AUD/) Long Debt AU $480K 880K 0.00
NEW S WALES TREASURY CRP /AUD/ REGD 2.00000000 (NEW S WALES T 2% 03/08/33/AUD/) Long Debt AU $1M 2M 0.01
NEW S WALES TREASURY CRP /AUD/ REGD 2.00000000 (NEW S WALES T 2% 03/20/31/AUD/) Long Debt AU $740K 1M 0.01
NEW S WALES TREASURY CRP /AUD/ REGD 3.00000000 (NEW S WALES T 3% 03/20/28/AUD/) Long Debt AU $1M 2M 0.01
NEW S WALES TREASURY CRP /AUD/ REGD REG S 1.75000000 (NEW S WALE 1.75% 03/20/34/AUD/) Long Debt AU $520K 1M 0.00
NEW S WALES TREASURY CRP /AUD/ REGD REG S 2.50000000 (NEW S WALES 2.5% 11/22/32/AUD/) Long Debt AU $28K 50K 0.00
NEW S WALES TREASURY CRP /AUD/ REGD REG S 3.00000000 (NEW S WALES T 3% 02/20/30/AUD/) Long Debt AU $2M 4M 0.02
NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.25000000 (NEW S WALE 4.25% 02/20/36/AUD/) Long Debt AU $952K 2M 0.01
NEW S WALES TREASURY CRP /AUD/ REGD REG S 4.75000000 (NEW S WALE 4.75% 02/20/35/AUD/) Long Debt AU $1M 2M 0.01
NEW S WALES TREASURY CRP /AUD/ REGD REG S MTN SER 27 3.00000000 (NEW S WALES T 3% 05/20/27/AUD/) Long Debt AU $1M 2M 0.01
NEW YORK LIFE GLOBAL FDG /EUR/ REGD REG S EMTN 3.62500000 (NEW YORK 3.625% 01/09/30/EUR/) Long Debt US $10M 10M 0.08
NEW ZEALAND GOVERNMENT /NZD/ REGD REG S SER 0433 3.50000000 (NEW ZEALAND 3.5% 04/14/33/NZD/) Long Debt NZ $22K 40K 0.00
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0427 4.50000000 (NEW ZEALAND 4.5% 04/15/27/NZD/) Long Debt NZ $2M 3M 0.01
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0429 3.00000000 (NEW ZEALAND G 3% 04/20/29/NZD/) Long Debt NZ $928K 2M 0.01
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0528 0.25000000 (NEW ZEALAN 0.25% 05/15/28/NZD/) Long Debt NZ $455K 880K 0.00
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0530 4.50000000 (NEW ZEALAND 4.5% 05/15/30/NZD/) Long Debt NZ $766K 1M 0.01
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0531 1.50000000 (NEW ZEALAND 1.5% 05/15/31/NZD/) Long Debt NZ $1M 2M 0.01
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0532 2.00000000 (NEW ZEALAND G 2% 05/15/32/NZD/) Long Debt NZ $1M 3M 0.01
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0534 4.25000000 (NEW ZEALAN 4.25% 05/15/34/NZD/) Long Debt NZ $29K 50K 0.00
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0535 4.50000000 (NEW ZEALAND 4.5% 05/15/35/NZD/) Long Debt NZ $777K 1M 0.01
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0541 1.75000000 (NEW ZEALAN 1.75% 05/15/41/NZD/) Long Debt NZ $534K 1M 0.00
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0551 2.75000000 (NEW ZEALAN 2.75% 05/15/51/NZD/) Long Debt NZ $221K 540K 0.00
NEW ZEALAND GOVERNMENT /NZD/ REGD SER 0554 5.00000000 (NEW ZEALAND G 5% 05/15/54/NZD/) Long Debt NZ $262K 430K 0.00
NEWMONT / NEWCREST FIN REGD 144A P/P 5.35000000 (NEWMONT / NEWCR 5.35% 03/15/34) Long Debt US $550K 550K 0.00
NEXTERA ENERGY CAPITAL REGD 2.25000000 (NEXTERA ENERGY 2.25% 06/01/30) Long Debt US $1M 1M 0.01
NEXTERA ENERGY CAPITAL REGD 2.75000000 (NEXTERA ENERGY 2.75% 11/01/29) Long Debt US $4K 5K 0.00
NEXTERA ENERGY CAPITAL REGD 3.00000000 (NEXTERA ENERGY CAP 3% 01/15/52) Long Debt US $131K 205K 0.00
NEXTERA ENERGY CAPITAL REGD 4.62500000 (NEXTERA ENERGY 4.625% 07/15/27) Long Debt US $20K 20K 0.00
NEXTERA ENERGY CAPITAL REGD 5.25000000 (NEXTERA ENERGY 5.25% 02/28/53) Long Debt US $342K 365K 0.00
NEXTERA ENERGY CAPITAL REGD 5.55000000 (NEXTERA ENERGY 5.55% 03/15/54) Long Debt US $274K 285K 0.00
NEXTERA ENERGY CAPITAL REGD 5.74900000 (NEXTERA ENERGY 5.749% 09/01/25) Long Debt US $10K 10K 0.00
NIBC BANK NV /EUR/ REGD REG S EMTN 0.12500000 (NIBC BANK 0.125% 04/21/31/EUR/) Long Debt NL $87K 100K 0.00
NIE FINANCE PLC /GBP/ REGD REG S 5.87500000 (NIE FINAN 5.875% 12/01/32/GBP/) Long Debt GB $132K 100K 0.00
NIEDERSACHSEN INVEST /EUR/ REGD REG S 0.25000000 (NIEDERSACH 0.25% 07/16/35/EUR/) Long Debt DE $318K 400K 0.00
NISOURCE INC REGD 0.95000000 (NISOURCE INC 0.95% 08/15/25) Long Debt US $3M 3M 0.02
NISOURCE INC REGD 3.49000000 (NISOURCE INC 3.49% 05/15/27) Long Debt US $10K 10K 0.00
NISOURCE INC REGD 3.60000000 (NISOURCE INC 3.6% 05/01/30) Long Debt US $5K 5K 0.00
NISOURCE INC REGD 4.37500000 (NISOURCE INC 4.375% 05/15/47) Long Debt US $4K 5K 0.00
NISOURCE INC REGD 5.00000000 (NISOURCE INC 5% 06/15/52) Long Debt US $9K 10K 0.00
NISOURCE INC REGD 5.40000000 (NISOURCE INC 5.4% 06/30/33) Long Debt US $10K 10K 0.00
NISSAN MOTOR ACCEPTANCE REGD 144A P/P MTN 1.12500000 (NISSAN MOTOR A 1.125% 09/16/24) Long Debt US $2M 2M 0.01
NISSAN MOTOR CO REGD 144A P/P 3.52200000 (NISSAN MOTOR C 3.522% 09/17/25) Long Debt JP $3M 3M 0.02
NN BANK NV NETHERLANDS /EUR/ REGD REG S 0.01000000 (NN BANK NV 0.01% 07/08/30/EUR/) Long Debt NL $89K 100K 0.00
NN GROUP NV /EUR/ REGD V/R /PERP/ REG S 4.50000000 (NN GROUP NV V/R /PERP//EUR/) Long Debt NL $1M 1M 0.01
NN GROUP NV /EUR/ REGD V/R REG S EMTN 6.00000000 (NN GROUP NV V/R 11/03/43/EUR/) Long Debt NL $8M 7M 0.06
NOK/USD FWD 20240702 000009605 USD Derivative-foreign exchange $109K – 0.00
NOK/USD FWD 20240719 000011343 USD Derivative-foreign exchange $2K – 0.00
NOKIA OYJ REGD 6.62500000 (NOKIA OYJ 6.625% 05/15/39) Long Debt FI $50K 50K 0.00
NOMURA HOLDINGS INC REGD 1.85100000 (NOMURA HOLDING 1.851% 07/16/25) Long Debt JP $2M 2M 0.01
NOMURA HOLDINGS INC REGD 2.17200000 (NOMURA HOLDING 2.172% 07/14/28) Long Debt JP $1M 2M 0.01
NOMURA HOLDINGS INC REGD 2.60800000 (NOMURA HOLDING 2.608% 07/14/31) Long Debt JP $602K 730K 0.00
NOMURA HOLDINGS INC REGD 2.99900000 (NOMURA HOLDING 2.999% 01/22/32) Long Debt JP $268K 320K 0.00
NOMURA HOLDINGS INC REGD 5.09900000 (NOMURA HOLDING 5.099% 07/03/25) Long Debt JP $2M 2M 0.02
NOMURA HOLDINGS INC REGD 6.07000000 (NOMURA HOLDINGS 6.07% 07/12/28) Long Debt JP $2M 2M 0.01
NORDDEUTSCHE LANDESBANK /EUR/ REGD EMTN 0.25000000 (NORDDEUTSC 0.25% 10/28/26/EUR/) Long Debt DE $20K 20K 0.00
NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S 0.50000000 (NORDDEUTSCH 0.5% 06/29/26/EUR/) Long Debt DE $51K 50K 0.00
NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 0.01000000 (NORDDEUTSC 0.01% 09/23/26/EUR/) Long Debt DE $100K 100K 0.00
NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 2.87500000 (NORDDEUTS 2.875% 05/14/27/EUR/) Long Debt DE $53K 50K 0.00
NORDDEUTSCHE LANDESBANK /EUR/ REGD REG S EMTN 4.87500000 (NORDDEUTS 4.875% 07/11/28/EUR/) Long Debt DE $113K 100K 0.00
NORDEA BANK ABP /EUR/ REGD REG S EMTN 4.12500000 (NORDEA BA 4.125% 05/05/28/EUR/) Long Debt FI $3M 3M 0.02
NORDEA BANK ABP /EUR/ REGD V/R REG S EMTN 4.87500000 (NORDEA BANK V/R 02/23/34/EUR/) Long Debt FI $801K 725K 0.01
NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5535 1.00000000 (NORDEA HYPOTE 1% 09/17/25/SEK/) Long Debt SE $37K 400K 0.00
NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5536 0.50000000 (NORDEA HYPO 0.5% 09/16/26/SEK/) Long Debt SE $152K 2M 0.00
NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5537 1.00000000 (NORDEA HYPOTE 1% 06/16/27/SEK/) Long Debt SE $178K 2M 0.00
NORDEA HYPOTEK AB /SEK/ REGD REG S MTN SER 5538 3.50000000 (NORDEA HYPO 3.5% 09/20/28/SEK/) Long Debt SE $193K 2M 0.00
NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 0.12500000 (NORDEA KI 0.125% 06/18/27/EUR/) Long Debt FI $98K 100K 0.00
NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 2.50000000 (NORDEA KIIN 2.5% 09/14/32/EUR/) Long Debt FI $102K 100K 0.00
NORDEA KIINNITYSLUOTTO /EUR/ REGD REG S EMTN 3.00000000 (NORDEA KIINNI 3% 01/31/31/EUR/) Long Debt FI $160K 150K 0.00
NORDEA KREDIT REALKREDIT /DKK/ REGD 1.00000000 (NORDEA KREDIT 1% 10/01/26/DKK/) Long Debt DK $69K 500K 0.00
NORDEA KREDIT REALKREDIT /DKK/ REGD 1.00000000 (NORDEA KREDIT 1% 04/01/26/DKK/) Long Debt DK $35K 250K 0.00
NORDEA KREDIT REALKREDIT /DKK/ REGD 1.00000000 (NORDEA KREDIT 1% 10/01/27/DKK/) Long Debt DK $27K 200K 0.00
NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000 (NORDEA KREDIT 1% 04/01/27/DKK/) Long Debt DK $68K 500K 0.00
NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000 (NORDEA KREDIT 1% 10/01/28/DKK/) Long Debt DK $40K 300K 0.00
NORDEA KREDIT REALKREDIT /DKK/ REGD SER CC2 1.00000000 (NORDEA KREDIT 1% 04/01/29/DKK/) Long Debt DK $39K 300K 0.00
NORDLB LX COV BOND BK /EUR/ REGD REG S EMTN 0.01000000 (NORDLB LX 0.01% 06/10/27/EUR/) Long Debt LU $97K 100K 0.00
NORDSON CORP REGD 5.60000000 (NORDSON CORP 5.6% 09/15/28) Long Debt US $96K 95K 0.00
NORDSON CORP REGD 5.80000000 (NORDSON CORP 5.8% 09/15/33) Long Debt US $283K 275K 0.00
NORFOLK SOUTHERN CORP REGD 5.95000000 (NORFOLK SOUTHER 5.95% 03/15/64) Long Debt US $676K 660K 0.01
NORSK HYDRO ASA /EUR/ REGD REG S 2.00000000 (NORSK HYDRO A 2% 04/11/29/EUR/) Long Debt NO $792K 800K 0.01
NORTHERN POWERGRID YORKS /GBP/ REGD REG S 5.12500000 (NORTHERN 5.125% 05/04/35/GBP/) Long Debt GB $186K 150K 0.00
NORTHERN STATES PWR-MINN REGD 2.25000000 (NORTHERN STATES 2.25% 04/01/31) Long Debt US $1M 1M 0.01
NORTHERN STATES PWR-MINN REGD 2.60000000 (NORTHERN STATES 2.6% 06/01/51) Long Debt US $15K 25K 0.00
NORTHERN TERRITORY TREAS /AUD/ REGD REG S 2.00000000 (NORTHERN TERR 2% 04/21/31/AUD/) Long Debt AU $167K 300K 0.00
NORTHUMBRIAN WATER FIN /GBP/ REGD 5.62500000 (NORTHUMBR 5.625% 04/29/33/GBP/) Long Debt GB $530K 425K 0.00
NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 1.62500000 (NORTHUMBR 1.625% 10/11/26/GBP/) Long Debt GB $953K 825K 0.01
NORTHUMBRIAN WATER FIN /GBP/ REGD REG S 5.12500000 (NORTHUMBR 5.125% 01/23/42/GBP/) Long Debt GB $1M 1M 0.01
NORWEGIAN GOVERNMENT /NOK/ REGD SER 478 1.50000000 (NORWEGIAN G 1.5% 02/19/26/NOK/) Long Debt NO $405K 5M 0.00
NORWEGIAN GOVERNMENT /NOK/ REGD SER 479 1.75000000 (NORWEGIAN 1.75% 02/17/27/NOK/) Long Debt NO $2M 18M 0.01
NORWEGIAN GOVERNMENT /NOK/ REGD SER 480 2.00000000 (NORWEGIAN GOV 2% 04/26/28/NOK/) Long Debt NO $1M 16M 0.01
NORWEGIAN GOVERNMENT /NOK/ REGD SER 481 1.75000000 (NORWEGIAN 1.75% 09/06/29/NOK/) Long Debt NO $260K 3M 0.00
NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000 (NORWEGIAN 1.375% 08/19/30/NOK/) Long Debt NO $415K 5M 0.00
NORWEGIAN GOVERNMENT /NOK/ REGD SER 482 1.37500000 (NORWEGIAN 1.375% 08/19/30/NOK/) Long Debt NO $164K 2M 0.00
NORWEGIAN GOVERNMENT /NOK/ REGD SER 483 1.25000000 (NORWEGIAN 1.25% 09/17/31/NOK/) Long Debt NO $1M 18M 0.01
NORWEGIAN GOVERNMENT /NOK/ REGD SER 484 2.12500000 (NORWEGIAN 2.125% 05/18/32/NOK/) Long Debt NO $493K 6M 0.00
NORWEGIAN GOVERNMENT /NOK/ REGD SER 485 3.50000000 (NORWEGIAN G 3.5% 10/06/42/NOK/) Long Debt NO $353K 4M 0.00
NORWEGIAN GOVERNMENT /NOK/ REGD SER 486 3.00000000 (NORWEGIAN GOV 3% 08/15/33/NOK/) Long Debt NO $543K 6M 0.00
NORWEGIAN GOVERNMENT /NOK/ REGD SER 487 3.62500000 (NORWEGIAN 3.625% 04/13/34/NOK/) Long Debt NO $548K 6M 0.00
NOTTING HILL GENESIS /GBP/ REGD 4.37500000 (NOTTING H 4.375% 02/20/54/GBP/) Long Debt GB $525K 500K 0.00
NOTTING HILL GENESIS /GBP/ REGD REG S 3.25000000 (NOTTING HI 3.25% 10/12/48/GBP/) Long Debt GB $881K 1M 0.01
NOTTING HILL GENESIS /GBP/ REGD REG S 5.25000000 (NOTTING HI 5.25% 07/07/42/GBP/) Long Debt GB $1M 1M 0.01
NOVA SCOTIA PROVINCE /CAD/ REGD 3.15000000 (NOVA SCOTI 3.15% 12/01/51/CAD/) Long Debt CA $58K 100K 0.00
NOVA SCOTIA PROVINCE /CAD/ REGD 3.45000000 (NOVA SCOTI 3.45% 06/01/45/CAD/) Long Debt CA $125K 200K 0.00
NOVARTIS CAPITAL CORP REGD 2.75000000 (NOVARTIS CAPITA 2.75% 08/14/50) Long Debt US $29K 45K 0.00
NOVARTIS FINANCE SA /EUR/ REGD REG S 0.62500000 (NOVARTIS 0.625% 09/20/28/EUR/) Long Debt LU $970K 1M 0.01
NOVARTIS FINANCE SA /EUR/ REGD REG S 1.12500000 (NOVARTIS 1.125% 09/30/27/EUR/) Long Debt LU $1M 1M 0.01
NOVARTIS FINANCE SA /EUR/ REGD REG S 1.37500000 (NOVARTIS 1.375% 08/14/30/EUR/) Long Debt LU $964K 1M 0.01
NOVARTIS FINANCE SA /EUR/ REGD REG S 1.70000000 (NOVARTIS FI 1.7% 08/14/38/EUR/) Long Debt LU $881K 1M 0.01
NOVO NORDISK A/S /EUR/ REGD REG S EMTN 3.37500000 (NOVO NORD 3.375% 05/21/34/EUR/) Long Debt NL $7M 6M 0.06
NOVO NORDISK FINANCE NL /EUR/ REGD REG S EMTN 1.12500000 (NOVO NORD 1.125% 09/30/27/EUR/) Long Debt NL $1M 1M 0.01
NOVO NORDISK FINANCE NL /EUR/ REGD REG S EMTN 1.37500000 (NOVO NORD 1.375% 03/31/30/EUR/) Long Debt NL $971K 1M 0.01
NRG ENERGY INC REGD 144A P/P 2.00000000 (NRG ENERGY INC 2% 12/02/25) Long Debt US $2M 2M 0.02
NRG ENERGY INC REGD 144A P/P 2.45000000 (NRG ENERGY INC 2.45% 12/02/27) Long Debt US $2M 2M 0.02
NRW.BANK /EUR/ REGD 1.20000000 (NRW.BANK 1.2% 03/28/39/EUR/) Long Debt DE $81K 100K 0.00
NRW.BANK /EUR/ REGD 1.25000000 (NRW.BANK 1.25% 05/13/49/EUR/) Long Debt DE $60K 87K 0.00
NRW.BANK /EUR/ REGD 2.75000000 (NRW.BANK 2.75% 02/21/29/EUR/) Long Debt DE $530K 500K 0.00
NRW.BANK /EUR/ REGD EMTN 0.00000000 (NRW.BANK 0% 02/18/30/EUR/) Long Debt DE $363K 400K 0.00
NRW.BANK /EUR/ REGD EMTN 0.10000000 (NRW.BANK 0.1% 07/09/35/EUR/) Long Debt DE $231K 300K 0.00
NRW.BANK /EUR/ REGD REG S EMTN 0.00000000 (NRW.BANK 0% 07/28/31/EUR/) Long Debt DE $120K 138K 0.00
NRW.BANK /EUR/ REGD REG S EMTN 0.37500000 (NRW.BANK 0.375% 05/16/29/EUR/) Long Debt DE $521K 550K 0.00
NRW.BANK /EUR/ REGD REG S EMTN 0.50000000 (NRW.BANK 0.5% 06/17/41/EUR/) Long Debt DE $68K 100K 0.00
NRW.BANK /EUR/ REGD REG S EMTN 0.75000000 (NRW.BANK 0.75% 06/30/28/EUR/) Long Debt DE $255K 260K 0.00
NRW.BANK /EUR/ REGD REG S EMTN 2.75000000 (NRW.BANK 2.75% 05/15/31/EUR/) Long Debt DE $2M 2M 0.01
NRW.BANK /EUR/ REGD REG S EMTN 2.87500000 (NRW.BANK 2.875% 04/05/33/EUR/) Long Debt DE $318K 300K 0.00
NRW.BANK /EUR/ REGD REG S EMTN 3.00000000 (NRW.BANK 3% 05/31/30/EUR/) Long Debt DE $186K 173K 0.00
NSTAR ELECTRIC CO REGD 4.55000000 (NSTAR ELECTRIC 4.55% 06/01/52) Long Debt US $396K 470K 0.00
NTT FINANCE CORP /EUR/ REGD REG S 0.34200000 (NTT FINAN 0.342% 03/03/30/EUR/) Long Debt JP $450K 500K 0.00
NTT FINANCE CORP /EUR/ REGD REG S EMTN 0.08200000 (NTT FINAN 0.082% 12/13/25/EUR/) Long Debt JP $1M 1M 0.01
NTT FINANCE CORP /EUR/ REGD REG S EMTN 0.39900000 (NTT FINAN 0.399% 12/13/28/EUR/) Long Debt JP $941K 1M 0.01
NUCOR CORP REGD 2.70000000 (NUCOR CORP 2.7% 06/01/30) Long Debt US $3K 3K 0.00
NUCOR CORP REGD SER WI 2.97900000 (NUCOR CORP 2.979% 12/15/55) Long Debt US $5K 8K 0.00
NUVEEN LLC REGD 144A P/P 5.55000000 (NUVEEN LLC 5.55% 01/15/30) Long Debt US $191K 190K 0.00
NVENT FINANCE SARL REGD 5.65000000 (NVENT FINANCE S 5.65% 05/15/33) Long Debt LU $105K 105K 0.00
NVR INC REGD 3.00000000 (NVR INC 3% 05/15/30) Long Debt US $135K 152K 0.00
NXP BV/NXP FDG/NXP USA REGD 2.50000000 (NXP BV/NXP FDG/N 2.5% 05/11/31) Long Debt $59K 70K 0.00
NXP BV/NXP FDG/NXP USA REGD 3.40000000 (NXP BV/NXP FDG/N 3.4% 05/01/30) Long Debt $938K 1M 0.01
NXP BV/NXP FDG/NXP USA REGD 3.87500000 (NXP BV/NXP FDG 3.875% 06/18/26) Long Debt $573K 590K 0.00
NY & PRESBYTERIAN HOSPIT REGD 2.25600000 (NY & PRESBYTER 2.256% 08/01/40) Long Debt US $738K 1M 0.01
NY & PRESBYTERIAN HOSPIT REGD 4.02400000 (NY & PRESBYTER 4.024% 08/01/45) Long Debt US $17K 20K 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13G 1.00000000 (NYKREDIT REAL 1% 04/01/26/DKK/) Long Debt DK $41K 300K 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000 (NYKREDIT REAL 1% 07/01/27/DKK/) Long Debt DK $108K 800K 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000 (NYKREDIT REAL 1% 07/01/26/DKK/) Long Debt DK $83K 600K 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000 (NYKREDIT REAL 1% 07/01/28/DKK/) Long Debt DK $53K 400K 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 1.00000000 (NYKREDIT REAL 1% 01/01/28/DKK/) Long Debt DK $27K 200K 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER 13H 2.00000000 (NYKREDIT REAL 2% 01/01/26/DKK/) Long Debt DK $141K 1M 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD REG S SER SDO 1.00000000 (NYKREDIT REAL 1% 01/01/29/DKK/) Long Debt DK $92K 700K 0.00
NYKREDIT REALKREDIT AS /DKK/ REGD SER 13H* 1.00000000 (NYKREDIT REAL 1% 01/01/27/DKK/) Long Debt DK $137K 1M 0.00
NYKREDIT REALKREDIT AS /EUR/ REGD V/R REG S 0.87500000 (NYKREDIT REA V/R 07/28/31/EUR/) Long Debt DK $5M 5M 0.04
NZ LOCAL GOVT FUND AGENC /NZD/ REGD 3.50000000 (NZ LOCAL GO 3.5% 04/14/33/NZD/) Long Debt NZ $970K 2M 0.01
NZ LOCAL GOVT FUND AGENC /NZD/ REGD REG S 1.50000000 (NZ LOCAL GO 1.5% 04/20/29/NZD/) Long Debt NZ $1M 2M 0.01
NZ LOCAL GOVT FUND AGENC /NZD/ REGD REG S 2.00000000 (NZ LOCAL GOVT 2% 04/15/37/NZD/) Long Debt NZ $105K 250K 0.00
NZD/USD FWD 20240702 000009605 USD Derivative-foreign exchange $61K – 0.00
NZD/USD FWD 20240719 000011343 USD Derivative-foreign exchange $-4K – -0.00
O'REILLY AUTOMOTIVE INC REGD 3.90000000 (O'REILLY AUTOMOT 3.9% 06/01/29) Long Debt US $2K 2K 0.00
O'REILLY AUTOMOTIVE INC REGD 4.20000000 (O'REILLY AUTOMOT 4.2% 04/01/30) Long Debt US $8K 8K 0.00
O'REILLY AUTOMOTIVE INC REGD 4.70000000 (O'REILLY AUTOMOT 4.7% 06/15/32) Long Debt US $6K 6K 0.00
OBRIGACOES DO TESOURO /EUR/ REGD 0.30000000 (OBRIGACOES 0.3% 10/17/31/EUR/) Long Debt PT $1M 2M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 0.47500000 (OBRIGACOE 0.475% 10/18/30/EUR/) Long Debt PT $2M 2M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 0.70000000 (OBRIGACOES 0.7% 10/15/27/EUR/) Long Debt PT $3M 3M 0.02
OBRIGACOES DO TESOURO /EUR/ REGD 0.90000000 (OBRIGACOES 0.9% 10/12/35/EUR/) Long Debt PT $1M 1M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 1.00000000 (OBRIGACOES DO 1% 04/12/52/EUR/) Long Debt PT $596K 1M 0.00
OBRIGACOES DO TESOURO /EUR/ REGD 1.15000000 (OBRIGACOES 1.15% 04/11/42/EUR/) Long Debt PT $289K 395K 0.00
OBRIGACOES DO TESOURO /EUR/ REGD 1.65000000 (OBRIGACOES 1.65% 07/16/32/EUR/) Long Debt PT $1M 1M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 1.95000000 (OBRIGACOES 1.95% 06/15/29/EUR/) Long Debt PT $3M 3M 0.02
OBRIGACOES DO TESOURO /EUR/ REGD 2.12500000 (OBRIGACOE 2.125% 10/17/28/EUR/) Long Debt PT $2M 2M 0.02
OBRIGACOES DO TESOURO /EUR/ REGD 2.87500000 (OBRIGACOE 2.875% 07/21/26/EUR/) Long Debt PT $2M 2M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 2.87500000 (OBRIGACOE 2.875% 10/15/25/EUR/) Long Debt PT $2M 2M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 2.87500000 (OBRIGACOE 2.875% 10/20/34/EUR/) Long Debt PT $1M 1M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 3.50000000 (OBRIGACOES 3.5% 06/18/38/EUR/) Long Debt PT $1M 1M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 3.87500000 (OBRIGACOE 3.875% 02/15/30/EUR/) Long Debt PT $1M 1M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 4.10000000 (OBRIGACOES 4.1% 02/15/45/EUR/) Long Debt PT $2M 2M 0.02
OBRIGACOES DO TESOURO /EUR/ REGD 4.10000000 (OBRIGACOES 4.1% 04/15/37/EUR/) Long Debt PT $960K 837K 0.01
OBRIGACOES DO TESOURO /EUR/ REGD 4.12500000 (OBRIGACOE 4.125% 04/14/27/EUR/) Long Debt PT $2M 1M 0.01
OBRIGACOES DO TESOURO /EUR/ REGD SER 15Y 2.25000000 (OBRIGACOES 2.25% 04/18/34/EUR/) Long Debt PT $2M 2M 0.02
OBX 2021-INV2 TRUST SER 2021-INV2 CL A11 V/R REGD 144A P/P 5.00000000 (OBX 2021-INV2 A1 V/R 10/25/51) Long ABS-collateralized bond/debt obligation US $384K 415K 0.00
OCCIDENTAL PETROLEUM COR REGD 6.12500000 (OCCIDENTAL PET 6.125% 01/01/31) Long Debt US $61K 60K 0.00
OCCIDENTAL PETROLEUM COR REGD 6.62500000 (OCCIDENTAL PET 6.625% 09/01/30) Long Debt US $58K 55K 0.00
OCCIDENTAL PETROLEUM COR REGD 8.87500000 (OCCIDENTAL PET 8.875% 07/15/30) Long Debt US $81K 70K 0.00
OCP CLO 2017-14 LTD SER 2017-14A CL A1A V/R REGD 144A P/P 6.73735000 (OCP 2017-14A A1A V/R 11/20/30) Long ABS-collateralized bond/debt obligation KY $3M 3M 0.02
OCTAGON INVESTMENT PARTNERS 39 LTD SER 2018-3A CL AR V/R REGD 144A P/P 6.47456000 (OCT39 2018-3A AR V/R 10/20/30) Long ABS-collateralized bond/debt obligation KY $4M 4M 0.03
OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 2.25000000 (OEBB-INFRA 2.25% 05/28/29/EUR/) Long Debt AT $336K 325K 0.00
OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.00000000 (OEBB-INFRASTR 3% 10/24/33/EUR/) Long Debt AT $213K 200K 0.00
OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.37500000 (OEBB-INFR 3.375% 05/18/32/EUR/) Long Debt AT $4K 4K 0.00
OEBB-INFRASTRUKTUR AG /EUR/ REGD EMTN 3.87500000 (OEBB-INFR 3.875% 06/30/25/EUR/) Long Debt AT $86K 80K 0.00
OEKB OEST. KONTROLLBANK /EUR/ REGD REG S EMTN 0.00000000 (OEKB OEST. KO 0% 10/08/26/EUR/) Long Debt AT $150K 150K 0.00
OEKB OEST. KONTROLLBANK /EUR/ REGD REG S EMTN 0.25000000 (OEKB OEST. 0.25% 09/26/24/EUR/) Long Debt AT $319K 300K 0.00
OGLETHORPE POWER CORP REGD SER WI 5.05000000 (OGLETHORPE POWE 5.05% 10/01/48) Long Debt US $9K 10K 0.00
OHIO POWER COMPANY REGD SER R 2.90000000 (OHIO POWER COMPA 2.9% 10/01/51) Long Debt US $3K 5K 0.00
OHIOHEALTH CORP REGD 2.29700000 (OHIOHEALTH COR 2.297% 11/15/31) Long Debt US $693K 830K 0.01
OHIOHEALTH CORP REGD 2.83400000 (OHIOHEALTH COR 2.834% 11/15/41) Long Debt US $268K 370K 0.00
OHIOHEALTH CORP REGD SER 2020 3.04200000 (OHIOHEALTH COR 3.042% 11/15/50) Long Debt US $375K 535K 0.00
OKLAHOMA DEVELOPMENT FINANCE AUTHORITY SER 2022-PSO CL A2 REGD 4.62300000 (ODFA 2022-PSO 4.623% 06/01/42) Long ABS-collateralized bond/debt obligation US $9K 10K 0.00
OKLAHOMA G&E CO REGD 4.15000000 (OKLAHOMA G&E CO 4.15% 04/01/47) Long Debt US $722K 900K 0.01
OLD REPUBLIC INTL CORP REGD 3.85000000 (OLD REPUBLIC IN 3.85% 06/11/51) Long Debt US $11K 15K 0.00
OMERS FINANCE TRUST /CAD/ REGD REG S 2.60000000 (OMERS FINAN 2.6% 05/14/29/CAD/) Long Debt CA $343K 500K 0.00
OMERS FINANCE TRUST /EUR/ REGD 144A P/P 0.45000000 (OMERS FINA 0.45% 05/13/25/EUR/) Long Debt CA $261K 250K 0.00
OMERS FINANCE TRUST /EUR/ REGD REG S 0.45000000 (OMERS FINA 0.45% 05/13/25/EUR/) Long Debt CA $3M 3M 0.03
OMERS FINANCE TRUST /EUR/ REGD REG S 3.12500000 (OMERS FIN 3.125% 01/25/29/EUR/) Long Debt CA $532K 500K 0.00
ONCOR ELECTRIC DELIVERY REGD 3.70000000 (ONCOR ELECTRIC D 3.7% 05/15/50) Long Debt US $4K 5K 0.00
ONCOR ELECTRIC DELIVERY REGD 4.30000000 (ONCOR ELECTRIC D 4.3% 05/15/28) Long Debt US $20K 20K 0.00
ONCOR ELECTRIC DELIVERY REGD 4.60000000 (ONCOR ELECTRIC D 4.6% 06/01/52) Long Debt US $13K 15K 0.00
ONCOR ELECTRIC DELIVERY REGD 4.95000000 (ONCOR ELECTRIC 4.95% 09/15/52) Long Debt US $18K 20K 0.00
ONCOR ELECTRIC DELIVERY REGD SER * 3.10000000 (ONCOR ELECTRIC D 3.1% 09/15/49) Long Debt US $7K 10K 0.00
ONE GAS INC REGD 4.25000000 (ONE GAS INC 4.25% 09/01/32) Long Debt US $10K 10K 0.00
ONEOK INC NEW REGD 3.95000000 (ONEOK INC NEW 3.95% 03/01/50) Long Debt US $11K 15K 0.00
ONEOK INC REGD 2.20000000 (ONEOK INC 2.2% 09/15/25) Long Debt US $970K 1M 0.01
ONEOK INC REGD 3.40000000 (ONEOK INC 3.4% 09/01/29) Long Debt US $202K 220K 0.00
ONEOK INC REGD 4.45000000 (ONEOK INC 4.45% 09/01/49) Long Debt US $2M 3M 0.02
ONEOK INC REGD 5.00000000 (ONEOK INC 5% 03/01/26) Long Debt US $397K 400K 0.00
ONEOK INC REGD 5.20000000 (ONEOK INC 5.2% 07/15/48) Long Debt US $12K 14K 0.00
ONEOK INC REGD 5.65000000 (ONEOK INC 5.65% 11/01/28) Long Debt US $330K 325K 0.00
ONEOK INC REGD 5.85000000 (ONEOK INC 5.85% 01/15/26) Long Debt US $25K 25K 0.00
ONEOK INC REGD 6.05000000 (ONEOK INC 6.05% 09/01/33) Long Debt US $1M 1M 0.01
ONEOK INC REGD 6.10000000 (ONEOK INC 6.1% 11/15/32) Long Debt US $32K 31K 0.00
ONEOK INC REGD 6.35000000 (ONEOK INC 6.35% 01/15/31) Long Debt US $42K 40K 0.00
ONEOK INC REGD 7.15000000 (ONEOK INC 7.15% 01/15/51) Long Debt US $8K 7K 0.00
ONEOK PARTNERS LP REGD 6.65000000 (ONEOK PARTNERS 6.65% 10/01/36) Long Debt US $53K 50K 0.00
ONTARIO (PROVINCE OF) /CAD/ REGD 5.60000000 (ONTARIO (PR 5.6% 06/02/35/CAD/) Long Debt CA $245K 300K 0.00
ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.01000000 (ONTARIO (P 0.01% 11/25/30/EUR/) Long Debt CA $3M 3M 0.02
ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.25000000 (ONTARIO (P 0.25% 06/09/31/EUR/) Long Debt CA $3M 3M 0.02
ONTARIO (PROVINCE OF) /EUR/ REGD REG S EMTN 0.37500000 (ONTARIO ( 0.375% 04/08/27/EUR/) Long Debt CA $1M 2M 0.01
ONTARIO (PROVINCE OF) /GBP/ REGD REG S EMTN 0.25000000 (ONTARIO (P 0.25% 12/15/26/GBP/) Long Debt CA $2M 2M 0.02
ONTARIO ELECTRICITY FIN /CAD/ REGD ZCP SER 40 0.00000000 (ONTARIO ELEC ZCP 04/11/31/CAD/) Long Debt CA $830K 2M 0.01
ONTARIO TEACHERS' FINANC /EUR/ REGD REG S 0.50000000 (ONTARIO TEA 0.5% 05/06/25/EUR/) Long Debt CA $2M 2M 0.01
ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 0.10000000 (ONTARIO TEA 0.1% 05/19/28/EUR/) Long Debt CA $95K 100K 0.00
ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 0.90000000 (ONTARIO TEA 0.9% 05/20/41/EUR/) Long Debt CA $1M 2M 0.01
ONTARIO TEACHERS' FINANC /EUR/ REGD REG S EMTN 3.30000000 (ONTARIO TEA 3.3% 10/05/29/EUR/) Long Debt CA $860K 800K 0.01
OP CORPORATE BANK PLC /EUR/ REGD EMTN 4.12500000 (OP CORPOR 4.125% 04/18/27/EUR/) Long Debt FI $3M 3M 0.03
OP MORTGAGE BANK /EUR/ REGD REG S EMTN 0.62500000 (OP MORTGA 0.625% 02/15/29/EUR/) Long Debt FI $95K 100K 0.00
OP MORTGAGE BANK /EUR/ REGD REG S EMTN 1.00000000 (OP MORTGAGE B 1% 10/05/27/EUR/) Long Debt FI $100K 100K 0.00
OP MORTGAGE BANK /EUR/ REGD REG S EMTN 3.00000000 (OP MORTGAGE B 3% 07/17/31/EUR/) Long Debt FI $106K 100K 0.00
OPTIVO FINANCE PLC /GBP/ REGD REG S EMTN 5.25000000 (OPTIVO FIN 5.25% 03/13/43/GBP/) Long Debt GB $1M 1M 0.01
OPTUS FINANCE PTY LTD /EUR/ REGD REG S EMTN 1.00000000 (OPTUS FINANCE 1% 06/20/29/EUR/) Long Debt AU $1M 1M 0.01
ORACLE CORP REGD 2.30000000 (ORACLE CORP 2.3% 03/25/28) Long Debt US $90K 100K 0.00
ORACLE CORP REGD 2.65000000 (ORACLE CORP 2.65% 07/15/26) Long Debt US $28K 30K 0.00
ORACLE CORP REGD 2.95000000 (ORACLE CORP 2.95% 04/01/30) Long Debt US $4K 5K 0.00
ORACLE CORP REGD 3.60000000 (ORACLE CORP 3.6% 04/01/50) Long Debt US $958K 1M 0.01
ORACLE CORP REGD 3.65000000 (ORACLE CORP 3.65% 03/25/41) Long Debt US $78K 101K 0.00
ORACLE CORP REGD 3.85000000 (ORACLE CORP 3.85% 04/01/60) Long Debt US $10K 14K 0.00
ORACLE CORP REGD 3.95000000 (ORACLE CORP 3.95% 03/25/51) Long Debt US $186K 250K 0.00
ORACLE CORP REGD 4.00000000 (ORACLE CORP 4% 07/15/46) Long Debt US $249K 325K 0.00
ORACLE CORP REGD 4.10000000 (ORACLE CORP 4.1% 03/25/61) Long Debt US $25K 35K 0.00
ORACLE CORP REGD 4.30000000 (ORACLE CORP 4.3% 07/08/34) Long Debt US $282K 309K 0.00
ORACLE CORP REGD 5.55000000 (ORACLE CORP 5.55% 02/06/53) Long Debt US $435K 458K 0.00
ORACLE CORP REGD 6.25000000 (ORACLE CORP 6.25% 11/09/32) Long Debt US $74K 70K 0.00
ORACLE CORP REGD 6.90000000 (ORACLE CORP 6.9% 11/09/52) Long Debt US $838K 745K 0.01
ORANGE SA /EUR/ REGD REG S EMTN 0.00000000 (ORANGE SA 0% 09/04/26/EUR/) Long Debt FR $2M 2M 0.02
ORANGE SA /EUR/ REGD REG S EMTN 0.50000000 (ORANGE SA 0.5% 09/04/32/EUR/) Long Debt FR $84K 100K 0.00
ORANGE SA /GBP/ REGD REG S EMTN 3.25000000 (ORANGE SA 3.25% 01/15/32/GBP/) Long Debt FR $1M 1M 0.01
ORANO SA /EUR/ REGD REG S EMTN 2.75000000 (ORANO SA 2.75% 03/08/28/EUR/) Long Debt FR $205K 200K 0.00
ORANO SA /EUR/ REGD REG S EMTN 4.00000000 (ORANO SA 4% 03/12/31/EUR/) Long Debt FR $106K 100K 0.00
ORANO SA /EUR/ REGD REG S EMTN 5.37500000 (ORANO SA 5.375% 05/15/27/EUR/) Long Debt FR $222K 200K 0.00
ORBIT CAPITAL PLC /GBP/ REGD REG S 3.37500000 (ORBIT CAP 3.375% 06/14/48/GBP/) Long Debt GB $1M 1M 0.01
OREGON ST UNIV GEN REVENUE REGD B/E BAM 3.42400000 (OREGON ST UNIV 3.424% 03/01/60) Long Debt US $7K 10K 0.00
ORIGIN ENERGY FINANCE /EUR/ REGD REG S EMTN 1.00000000 (ORIGIN ENERGY 1% 09/17/29/EUR/) Long Debt AU $13M 14M 0.11
ORLEN SA /EUR/ REGD REG S EMTN 1.12500000 (ORLEN SA 1.125% 05/27/28/EUR/) Long Debt PL $1M 1M 0.01
ORSTED A/S /EUR/ REGD EMTN 2.25000000 (ORSTED A/S 2.25% 06/14/28/EUR/) Long Debt DK $1M 1M 0.01
OSB GROUP PLC /GBP/ REGD V/R REG S EMTN 9.50000000 (OSB GROUP PL V/R 09/07/28/GBP/) Long Debt GB $5M 3M 0.04
OSHKOSH CORP REGD 3.10000000 (OSHKOSH CORP 3.1% 03/01/30) Long Debt US $25K 28K 0.00
OTE PLC /EUR/ REGD REG S EMTN SER GMTN 0.87500000 (OTE PLC 0.875% 09/24/26/EUR/) Long Debt GB $101K 100K 0.00
OTIS WORLDWIDE CORP REGD SER WI 2.29300000 (OTIS WORLDWIDE 2.293% 04/05/27) Long Debt US $19K 20K 0.00
OVINTIV INC REGD 5.65000000 (OVINTIV INC 5.65% 05/15/25) Long Debt US $734K 735K 0.01
OVINTIV INC REGD 5.65000000 (OVINTIV INC 5.65% 05/15/28) Long Debt US $724K 715K 0.01
OWENS CORNING REGD 3.95000000 (OWENS CORNING 3.95% 08/15/29) Long Debt US $489K 517K 0.00
P3 GROUP SARL /EUR/ REGD REG S EMTN 0.87500000 (P3 GROUP 0.875% 01/26/26/EUR/) Long Debt LU $499K 490K 0.00
P3 GROUP SARL /EUR/ REGD REG S EMTN 1.62500000 (P3 GROUP 1.625% 01/26/29/EUR/) Long Debt LU $2M 2M 0.02
P3 GROUP SARL /EUR/ REGD REG S EMTN 4.62500000 (P3 GROUP 4.625% 02/13/30/EUR/) Long Debt LU $215K 200K 0.00
PACCAR FINANCIAL EUROPE /EUR/ REGD REG S EMTN 3.25000000 (PACCAR FIN 3.25% 11/29/25/EUR/) Long Debt NL $5M 5M 0.04
PACIFIC GAS & ELECTRIC REGD 3.15000000 (PACIFIC GAS & E 3.15% 01/01/26) Long Debt US $63K 65K 0.00
PACIFIC GAS & ELECTRIC REGD 3.50000000 (PACIFIC GAS & EL 3.5% 08/01/50) Long Debt US $7K 10K 0.00
PACIFIC GAS & ELECTRIC REGD 4.50000000 (PACIFIC GAS & EL 4.5% 07/01/40) Long Debt US $25K 30K 0.00
PACIFIC GAS & ELECTRIC REGD 4.95000000 (PACIFIC GAS & E 4.95% 07/01/50) Long Debt US $664K 800K 0.01
PACIFIC GAS & ELECTRIC REGD 5.25000000 (PACIFIC GAS & E 5.25% 03/01/52) Long Debt US $9K 10K 0.00
PACIFIC GAS & ELECTRIC REGD 6.75000000 (PACIFIC GAS & E 6.75% 01/15/53) Long Debt US $10K 10K 0.00
PACIFIC GAS & ELECTRIC REGD 6.95000000 (PACIFIC GAS & E 6.95% 03/15/34) Long Debt US $22K 20K 0.00
PACIFIC GAS & ELECTRIC REGD SER WI 3.95000000 (PACIFIC GAS & E 3.95% 12/01/47) Long Debt US $647K 900K 0.01
PACIFICORP REGD 2.90000000 (PACIFICORP 2.9% 06/15/52) Long Debt US $427K 720K 0.00
PACIFICORP REGD 3.30000000 (PACIFICORP 3.3% 03/15/51) Long Debt US $1M 2M 0.01
PACIFICORP REGD 4.12500000 (PACIFICORP 4.125% 01/15/49) Long Debt US $126K 165K 0.00
PACIFICORP REGD 4.15000000 (PACIFICORP 4.15% 02/15/50) Long Debt US $84K 110K 0.00
PACIFICORP REGD 5.30000000 (PACIFICORP 5.3% 02/15/31) Long Debt US $30K 30K 0.00
PACIFICORP REGD 5.35000000 (PACIFICORP 5.35% 12/01/53) Long Debt US $5K 5K 0.00
PACIFICORP REGD 5.50000000 (PACIFICORP 5.5% 05/15/54) Long Debt US $9K 10K 0.00
PACKAGING CORP OF AMERIC REGD 5.70000000 (PACKAGING CORP O 5.7% 12/01/33) Long Debt US $189K 186K 0.00
PALMER SQUARE CLO 2022-1 LTD SER 2022-1A CL A V/R REGD 144A P/P 6.64456000 (PLMRS 2022-1A A V/R 04/20/35) Long ABS-collateralized bond/debt obligation KY $601K 600K 0.00
PANDORA A/S /EUR/ REGD REG S EMTN 3.87500000 (PANDORA A 3.875% 05/31/30/EUR/) Long Debt DK $4M 4M 0.03
PANDORA A/S /EUR/ REGD REG S EMTN 4.50000000 (PANDORA A/S 4.5% 04/10/28/EUR/) Long Debt DK $7M 6M 0.06
PEACEHEALTH OBLIGATED GR REGD SER 2020 1.37500000 (PEACEHEALTH OB 1.375% 11/15/25) Long Debt US $659K 700K 0.01
PEACEHEALTH OBLIGATED GR REGD SER 2020 3.21800000 (PEACEHEALTH OB 3.218% 11/15/50) Long Debt US $495K 745K 0.00
PEARSON FUNDING PLC /GBP/ REGD REG S 3.75000000 (PEARSON FU 3.75% 06/04/30/GBP/) Long Debt GB $3M 2M 0.02
PECO ENERGY CO REGD 2.80000000 (PECO ENERGY CO 2.8% 06/15/50) Long Debt US $31K 50K 0.00
PECO ENERGY CO REGD 3.05000000 (PECO ENERGY CO 3.05% 03/15/51) Long Debt US $284K 435K 0.00
PECO ENERGY CO REGD 4.60000000 (PECO ENERGY CO 4.6% 05/15/52) Long Debt US $233K 270K 0.00
PECO ENERGY CO REGD 4.90000000 (PECO ENERGY CO 4.9% 06/15/33) Long Debt US $2M 2M 0.01
PEN/USD FWD 20240918 000006038 USD Derivative-foreign exchange $2K – 0.00
PEN/USD FWD 20240918 000011343 USD Derivative-foreign exchange $2K – 0.00
PENSION INSURANCE /GBP/ REGD REG S SER GBP 5.62500000 (PENSION I 5.625% 09/20/30/GBP/) Long Debt GB $1M 1M 0.01
PENSKE TRUCK LEASING/PTL REGD 144A P/P 4.40000000 (PENSKE TRUCK LEA 4.4% 07/01/27) Long Debt US $710K 730K 0.01
PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.55000000 (PENSKE TRUCK LE 5.55% 05/01/28) Long Debt US $1M 1M 0.01
PENSKE TRUCK LEASING/PTL REGD 144A P/P 5.75000000 (PENSKE TRUCK LE 5.75% 05/24/26) Long Debt US $862K 860K 0.01
PENSKE TRUCK LEASING/PTL REGD 144A P/P 6.05000000 (PENSKE TRUCK LE 6.05% 08/01/28) Long Debt US $676K 660K 0.01
PENTAIR FINANCE SARL REGD 4.50000000 (PENTAIR FINANCE 4.5% 07/01/29) Long Debt LU $2M 2M 0.02
PEPSICO INC /EUR/ REGD 0.40000000 (PEPSICO INC 0.4% 10/09/32/EUR/) Long Debt US $1M 2M 0.01
PEPSICO INC /EUR/ REGD 0.75000000 (PEPSICO IN 0.75% 10/14/33/EUR/) Long Debt US $3M 3M 0.02
PEPSICO INC /EUR/ REGD 1.12500000 (PEPSICO I 1.125% 03/18/31/EUR/) Long Debt US $935K 1M 0.01
PEPSICO INC REGD 4.20000000 (PEPSICO INC 4.2% 07/18/52) Long Debt US $38K 45K 0.00
PEPSICO INC REGD 4.65000000 (PEPSICO INC 4.65% 02/15/53) Long Debt US $3K 3K 0.00
PERMANENT TSB GROUP /EUR/ REGD V/R REG S 6.62500000 (PERMANENT TS V/R 06/30/29/EUR/) Long Debt IE $346K 300K 0.00
PERMANENT TSB GROUP /EUR/ REGD V/R REG S 6.62500000 (PERMANENT TS V/R 04/25/28/EUR/) Long Debt IE $338K 300K 0.00
PERMANENT TSB GROUP /EUR/ REGD V/R REG S EMTN 4.25000000 (PERMANENT TS V/R 07/10/30/EUR/) Long Debt IE $212K 200K 0.00
PERUSAHAAN LISTRIK NEGAR /EUR/ REGD REG S 1.87500000 (PERUSAHAA 1.875% 11/05/31/EUR/) Long Debt ID $891K 1M 0.01
PERUSAHAAN PENERBIT SBSN /IDR/ REGD SER PBS 6.87500000 (PERUSAHAA 6.875% 03/15/36/IDR/) Long Debt ID $616K 10B 0.00
PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 483 0.00000000 (PFANDBRIEF SC 0% 01/27/27/CHF/) Long Debt CH $648K 600K 0.01
PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 524 0.00000000 (PFANDBRIEF SC 0% 06/21/28/CHF/) Long Debt CH $53K 50K 0.00
PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 530 0.00000000 (PFANDBRIEF SC 0% 03/18/33/CHF/) Long Debt CH $371K 370K 0.00
PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 531 0.00000000 (PFANDBRIEF SC 0% 02/15/36/CHF/) Long Debt CH $351K 365K 0.00
PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 534 0.00000000 (PFANDBRIEF SC 0% 03/13/28/CHF/) Long Debt CH $53K 50K 0.00
PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 538 0.00000000 (PFANDBRIEF SC 0% 07/25/31/CHF/) Long Debt CH $82K 80K 0.00
PFANDBRIEF SCHW KANTBK /CHF/ REGD REG S SER 576 1.85000000 (PFANDBRIEF 1.85% 07/19/38/CHF/) Long Debt CH $60K 50K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S 0.00000000 (PFANDBRIEF SC 0% 02/26/30/CHF/) Long Debt CH $782K 750K 0.01
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S MTN SER 743 1.75000000 (PFANDBRIEF 1.75% 07/09/38/CHF/) Long Debt CH $59K 50K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 678 0.00000000 (PFANDBRIEF SC 0% 08/26/49/CHF/) Long Debt CH $33K 40K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 682 0.00000000 (PFANDBRIEF SC 0% 04/06/27/CHF/) Long Debt CH $216K 200K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 683 0.00000000 (PFANDBRIEF SC 0% 02/25/28/CHF/) Long Debt CH $213K 200K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 684 0.00000000 (PFANDBRIEF SC 0% 05/10/45/CHF/) Long Debt CH $108K 125K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 695 0.00000000 (PFANDBRIEF SC 0% 10/26/29/CHF/) Long Debt CH $209K 200K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 697 0.00000000 (PFANDBRIEF SC 0% 05/20/41/CHF/) Long Debt CH $226K 250K 0.00
PFANDBRIEF SCHWEIZ HYPO /CHF/ REGD REG S SER 706 0.12500000 (PFANDBRIE 0.125% 08/19/31/CHF/) Long Debt CH $258K 250K 0.00
PFIZER INVESTMENT ENTER REGD 5.34000000 (PFIZER INVESTME 5.34% 05/19/63) Long Debt SG $6K 6K 0.00
PHILIP MORRIS INTL INC /EUR/ REGD 0.12500000 (PHILIP MO 0.125% 08/03/26/EUR/) Long Debt US $997K 1M 0.01
PHILIP MORRIS INTL INC /EUR/ REGD 3.12500000 (PHILIP MO 3.125% 06/03/33/EUR/) Long Debt US $1M 1M 0.01
PHILIP MORRIS INTL INC /EUR/ REGD 3.75000000 (PHILIP MOR 3.75% 01/15/31/EUR/) Long Debt US $7M 7M 0.06
PHILIP MORRIS INTL INC REGD 1.75000000 (PHILIP MORRIS I 1.75% 11/01/30) Long Debt US $57K 70K 0.00
PHILIP MORRIS INTL INC REGD 4.25000000 (PHILIP MORRIS I 4.25% 11/10/44) Long Debt US $134K 165K 0.00
PHILIP MORRIS INTL INC REGD 4.87500000 (PHILIP MORRIS 4.875% 11/15/43) Long Debt US $13K 15K 0.00
PHILIP MORRIS INTL INC REGD 5.12500000 (PHILIP MORRIS 5.125% 02/13/31) Long Debt US $628K 635K 0.01
PHILIP MORRIS INTL INC REGD 5.25000000 (PHILIP MORRIS I 5.25% 02/13/34) Long Debt US $20K 20K 0.00
PHILIP MORRIS INTL INC REGD 6.37500000 (PHILIP MORRIS 6.375% 05/16/38) Long Debt US $113K 105K 0.00
PHOENIX GRP HLD PLC /GBP/ REGD REG S 6.62500000 (PHOENIX G 6.625% 12/18/25/GBP/) Long Debt GB $540K 425K 0.00
PIEDMONT HEALTHCARE INC REGD SER 2032 2.04400000 (PIEDMONT HEALT 2.044% 01/01/32) Long Debt US $380K 470K 0.00
PIEDMONT HEALTHCARE INC REGD SER 2042 2.71900000 (PIEDMONT HEALT 2.719% 01/01/42) Long Debt US $315K 450K 0.00
PIEDMONT NATURAL GAS CO REGD 2.50000000 (PIEDMONT NATURAL 2.5% 03/15/31) Long Debt US $1M 2M 0.01
PIEDMONT NATURAL GAS CO REGD 3.35000000 (PIEDMONT NATURA 3.35% 06/01/50) Long Debt US $3K 5K 0.00
PIEDMONT NATURAL GAS CO REGD 5.05000000 (PIEDMONT NATURA 5.05% 05/15/52) Long Debt US $501K 570K 0.00
PILGRIM'S PRIDE CORP REGD 3.50000000 (PILGRIM'S PRIDE 3.5% 03/01/32) Long Debt US $30K 35K 0.00
PILGRIM'S PRIDE CORP REGD 6.25000000 (PILGRIM'S PRIDE 6.25% 07/01/33) Long Debt US $117K 115K 0.00
PIONEER NATURAL RESOURCE REGD 1.90000000 (PIONEER NATURAL 1.9% 08/15/30) Long Debt US $880K 1M 0.01
PIONEER NATURAL RESOURCE REGD 5.10000000 (PIONEER NATURAL 5.1% 03/29/26) Long Debt US $639K 640K 0.01
PIRELLI & C SPA /EUR/ REGD REG S EMTN 4.25000000 (PIRELLI & 4.25% 01/18/28/EUR/) Long Debt IT $3M 3M 0.03
PLAINS ALL AMER PIPELINE REGD 3.55000000 (PLAINS ALL AMER 3.55% 12/15/29) Long Debt US $91K 100K 0.00
PLN/USD FWD 20240702 000011343 USD Derivative-foreign exchange $471K – 0.00
PLN/USD FWD 20240719 000011553 USD Derivative-foreign exchange $10K – 0.00
PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A11 V/R REGD 144A P/P 5.00000000 (PMTLT 2021-INV1 V/R 08/25/43) Long ABS-collateralized bond/debt obligation US $8M 8M 0.06
PMT LOAN TRUST 2021-INV2 SER 2021-INV1 CL A3 V/R REGD 144A P/P 2.50000000 (PMTLT 2021-INV1 V/R 08/25/43) Long ABS-collateralized bond/debt obligation US $3M 4M 0.03
PNC FINANCIAL SERVICES REGD V/R 5.49200000 (PNC FINANCIAL SER V/R 05/14/30) Long Debt US $60K 60K 0.00
PNC FINANCIAL SERVICES REGD V/R 5.58200000 (PNC FINANCIAL SER V/R 06/12/29) Long Debt US $76K 75K 0.00
PNC FINANCIAL SERVICES REGD V/R 5.67600000 (PNC FINANCIAL SER V/R 01/22/35) Long Debt US $161K 160K 0.00
PNC FINANCIAL SERVICES REGD V/R 6.61500000 (PNC FINANCIAL SER V/R 10/20/27) Long Debt US $10K 10K 0.00
PNC FINANCIAL SERVICES REGD V/R 6.87500000 (PNC FINANCIAL SER V/R 10/20/34) Long Debt US $829K 760K 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 0428 2.75000000 (POLAND GOV 2.75% 04/25/28/PLN/) Long Debt PL $1M 6M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 0429 5.75000000 (POLAND GOV 5.75% 04/25/29/PLN/) Long Debt PL $1M 5M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 0432 1.75000000 (POLAND GOV 1.75% 04/25/32/PLN/) Long Debt PL $2M 12M 0.02
POLAND GOVERNMENT BOND /PLN/ REGD SER 0447 4.00000000 (POLAND GOVERN 4% 04/25/47/PLN/) Long Debt PL $302K 2M 0.00
POLAND GOVERNMENT BOND /PLN/ REGD SER 0527 3.75000000 (POLAND GOV 3.75% 05/25/27/PLN/) Long Debt PL $2M 10M 0.02
POLAND GOVERNMENT BOND /PLN/ REGD SER 0725 3.25000000 (POLAND GOV 3.25% 07/25/25/PLN/) Long Debt PL $1M 4M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 0726 2.50000000 (POLAND GOVE 2.5% 07/25/26/PLN/) Long Debt PL $1M 5M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 0727 2.50000000 (POLAND GOVE 2.5% 07/25/27/PLN/) Long Debt PL $2M 8M 0.02
POLAND GOVERNMENT BOND /PLN/ REGD SER 0728 7.50000000 (POLAND GOVE 7.5% 07/25/28/PLN/) Long Debt PL $2M 6M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 0729 4.75000000 (POLAND GOV 4.75% 07/25/29/PLN/) Long Debt PL $3M 12M 0.02
POLAND GOVERNMENT BOND /PLN/ REGD SER 1026 0.25000000 (POLAND GOV 0.25% 10/25/26/PLN/) Long Debt PL $1M 6M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 1029 2.75000000 (POLAND GOV 2.75% 10/25/29/PLN/) Long Debt PL $822K 4M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 1030 1.25000000 (POLAND GOV 1.25% 10/25/30/PLN/) Long Debt PL $1M 6M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD SER 1033 6.00000000 (POLAND GOVERN 6% 10/25/33/PLN/) Long Debt PL $2M 7M 0.01
POLAND GOVERNMENT BOND /PLN/ REGD ZCP SER 0426 0.00000000 (POLAND GOVER ZCP 04/25/26/PLN/) Long Debt PL $2M 7M 0.01
PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 3.28700000 (PORT AUTH OF N 3.287% 08/01/69) Long Debt US $26K 40K 0.00
PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E 5.07200000 (PORT AUTH OF N 5.072% 07/15/53) Long Debt US $2M 2M 0.02
PORT AUTH OF NEW YORK & NEW JE REGD N/C B/E GO OF A 5.64700000 (PORT AUTH OF N 5.647% 11/01/40) Long Debt US $104K 100K 0.00
POTOMAC ELECTRIC POWER REGD 5.50000000 (POTOMAC ELECTRIC 5.5% 03/15/54) Long Debt US $5K 5K 0.00
PPG INDUSTRIES INC /EUR/ REGD 0.87500000 (PPG INDUS 0.875% 11/03/25/EUR/) Long Debt US $1M 1M 0.01
PPG INDUSTRIES INC /EUR/ REGD 1.40000000 (PPG INDUSTR 1.4% 03/13/27/EUR/) Long Debt US $1M 1M 0.01
PPG INDUSTRIES INC /EUR/ REGD 2.75000000 (PPG INDUST 2.75% 06/01/29/EUR/) Long Debt US $1M 1M 0.01
PPG INDUSTRIES INC REGD 1.20000000 (PPG INDUSTRIES I 1.2% 03/15/26) Long Debt US $5K 5K 0.00
PPL CAPITAL FUNDING INC REGD 4.12500000 (PPL CAPITAL FU 4.125% 04/15/30) Long Debt US $38K 40K 0.00
PPL ELECTRIC UTILITIES REGD 4.85000000 (PPL ELECTRIC UT 4.85% 02/15/34) Long Debt US $960K 985K 0.01
PPL ELECTRIC UTILITIES REGD 5.25000000 (PPL ELECTRIC UT 5.25% 05/15/53) Long Debt US $10K 10K 0.00
PRAEMIA HEALTHCARE SACA /EUR/ REGD REG S 5.50000000 (PRAEMIA HEA 5.5% 09/19/28/EUR/) Long Debt FR $4M 4M 0.03
PRES & FELLOWS OF HARVAR REGD 2.51700000 (PRES & FELLOWS 2.517% 10/15/50) Long Debt US $6K 10K 0.00
PRET 2024-RPL1 TRUST SER 2024-RPL1 CL A1 V/R REGD 144A P/P 3.90000000 (PRET 2024-RPL1 A V/R 10/25/63) Long ABS-collateralized bond/debt obligation US $916K 960K 0.01
PRIMERICA INC REGD 2.80000000 (PRIMERICA INC 2.8% 11/19/31) Long Debt US $29K 35K 0.00
PRIVATE EXPORT FUNDING REGD 144A P/P 0.55000000 (PRIVATE EXPORT 0.55% 07/30/24) Long Debt US $299K 300K 0.00
PRIVATE EXPORT FUNDING REGD SER PP 1.40000000 (PRIVATE EXPORT F 1.4% 07/15/28) Long Debt US $681K 775K 0.01
PROCTER & GAMBLE CO/THE /EUR/ REGD 0.35000000 (PROCTER & 0.35% 05/05/30/EUR/) Long Debt US $3M 3M 0.02
PROCTER & GAMBLE CO/THE /EUR/ REGD 1.87500000 (PROCTER & 1.875% 10/30/38/EUR/) Long Debt US $290K 325K 0.00
PROCTER & GAMBLE CO/THE /EUR/ REGD 3.25000000 (PROCTER & 3.25% 08/02/31/EUR/) Long Debt US $4M 4M 0.03
PROCTER & GAMBLE CO/THE /EUR/ REGD 4.87500000 (PROCTER & 4.875% 05/11/27/EUR/) Long Debt US $476K 425K 0.00
PROCTER & GAMBLE CO/THE REGD 4.55000000 (PROCTER & GAMBL 4.55% 01/29/34) Long Debt US $1M 1M 0.01
PROGRAMA CEDULAS TDA FTA /EUR/ REGD SER A6 4.25000000 (PROGRAMA C 4.25% 04/10/31/EUR/) Long Debt ES $113K 100K 0.00
PROGRESSIVE CORP REGD 3.70000000 (PROGRESSIVE CORP 3.7% 03/15/52) Long Debt US $15K 20K 0.00
PROGRESSIVE CORP REGD 3.95000000 (PROGRESSIVE COR 3.95% 03/26/50) Long Debt US $3K 4K 0.00
PROLOGIS LP /GBP/ REGD 2.25000000 (PROLOGIS L 2.25% 06/30/29/GBP/) Long Debt US $2M 2M 0.01
PROLOGIS LP REGD 4.87500000 (PROLOGIS LP 4.875% 06/15/28) Long Debt US $20K 20K 0.00
PROLOGIS LP REGD 5.25000000 (PROLOGIS LP 5.25% 06/15/53) Long Debt US $6K 6K 0.00
PROSEGUR CASH SA /EUR/ REGD REG S EMTN 1.37500000 (PROSEGUR 1.375% 02/04/26/EUR/) Long Debt ES $2M 2M 0.01
PROSUS NV /EUR/ REGD REG S 2.08500000 (PROSUS NV 2.085% 01/19/30/EUR/) Long Debt NL $940K 1M 0.01
PROSUS NV /EUR/ REGD REG S 2.77800000 (PROSUS NV 2.778% 01/19/34/EUR/) Long Debt NL $3M 3M 0.02
PROSUS NV /EUR/ REGD REG S EMTN 1.28800000 (PROSUS NV 1.288% 07/13/29/EUR/) Long Debt NL $6M 7M 0.05
PROSUS NV /EUR/ REGD REG S EMTN 1.53900000 (PROSUS NV 1.539% 08/03/28/EUR/) Long Debt NL $959K 1M 0.01
PROSUS NV /EUR/ REGD REG S EMTN 1.98500000 (PROSUS NV 1.985% 07/13/33/EUR/) Long Debt NL $3M 4M 0.02
PROSUS NV /EUR/ REGD REG S EMTN 2.03100000 (PROSUS NV 2.031% 08/03/32/EUR/) Long Debt NL $3M 4M 0.03
PROV ST JOSEPH HLTH OBL REGD SER 21A 2.70000000 (PROV ST JOSEPH H 2.7% 10/01/51) Long Debt US $30K 50K 0.00
PROVINCE OF ALBERTA /SEK/ REGD REG S EMTN 1.40250000 (PROVINCE 1.402% 02/20/29/SEK/) Long Debt CA $172K 2M 0.00
PROVINCE OF QUEBEC /CAD/ REGD 3.50000000 (PROVINCE OF 3.5% 12/01/45/CAD/) Long Debt CA $127K 200K 0.00
PROVINCE OF QUEBEC /EUR/ REGD 0.87500000 (PROVINCE 0.875% 07/05/28/EUR/) Long Debt CA $1M 1M 0.01
PROVINCE OF QUEBEC /EUR/ REGD REG S 0.87500000 (PROVINCE 0.875% 05/04/27/EUR/) Long Debt CA $4M 4M 0.03
PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.00000000 (PROVINCE OF Q 0% 10/15/29/EUR/) Long Debt CA $910K 1M 0.01
PROVINCE OF QUEBEC /EUR/ REGD REG S EMTN 0.50000000 (PROVINCE OF 0.5% 01/25/32/EUR/) Long Debt CA $3M 3M 0.02
PROVINCE OF QUEBEC REGD 4.50000000 (PROVINCE OF QUEB 4.5% 09/08/33) Long Debt CA $599K 610K 0.00
PROVINCE OF QUEBEC REGD SER PD 7.50000000 (PROVINCE OF QUEB 7.5% 09/15/29) Long Debt CA $113K 100K 0.00
PROVINCE OF SASKATCHEWAN /CAD/ REGD 3.30000000 (PROVINCE OF 3.3% 06/02/48/CAD/) Long Debt CA $244K 400K 0.00
PROXIMUS SADP /EUR/ REGD REG S EMTN 0.75000000 (PROXIMUS S 0.75% 11/17/36/EUR/) Long Debt BE $75K 100K 0.00
PROXIMUS SADP /EUR/ REGD REG S EMTN 1.87500000 (PROXIMUS 1.875% 10/01/25/EUR/) Long Debt BE $105K 100K 0.00
PROXIMUS SADP /EUR/ REGD REG S EMTN 3.75000000 (PROXIMUS S 3.75% 03/27/34/EUR/) Long Debt BE $214K 200K 0.00
PROXIMUS SADP /EUR/ REGD REG S EMTN 4.00000000 (PROXIMUS SADP 4% 03/08/30/EUR/) Long Debt BE $219K 200K 0.00
PROXIMUS SADP /EUR/ REGD REG S EMTN 4.12500000 (PROXIMUS 4.125% 11/17/33/EUR/) Long Debt BE $332K 300K 0.00
PRPM 2024-NQM2 TRUST SER 2024-NQM2 CL A1 V/R REGD 144A P/P 6.32700000 (PRPM 2024-NQM2 A V/R 06/25/69) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
PRS FINANCE PLC /GBP/ REGD REG S 1.50000000 (PRS FINANCE 1.5% 08/24/34/GBP/) Long Debt GB $189K 200K 0.00
PRS FINANCE PLC /GBP/ REGD REG S 1.75000000 (PRS FINANC 1.75% 11/24/26/GBP/) Long ABS-collateralized bond/debt obligation GB $210K 178K 0.00
PRS FINANCE PLC /GBP/ REGD REG S 2.00000000 (PRS FINANCE P 2% 01/23/29/GBP/) Long Debt GB $566K 500K 0.00
PRUDENTIAL FUNDING ASIA /GBP/ REGD 5.87500000 (PRUDENTIA 5.875% 05/11/29/GBP/) Long Debt GB $2M 2M 0.02
PSP CAPITAL INC /EUR/ REGD 144A P/P 3.25000000 (PSP CAPITA 3.25% 07/02/34/EUR/) Long Debt CA $3M 3M 0.02
PUBLIC SERVICE COLORADO REGD 5.25000000 (PUBLIC SERVICE 5.25% 04/01/53) Long Debt US $9K 10K 0.00
PUBLIC SERVICE COLORADO REGD 5.75000000 (PUBLIC SERVICE 5.75% 05/15/54) Long Debt US $660K 665K 0.01
PUBLIC SERVICE COLORADO REGD SER 38 4.10000000 (PUBLIC SERVICE C 4.1% 06/01/32) Long Debt US $18K 20K 0.00
PUBLIC SERVICE COLORADO REGD SER 39 4.50000000 (PUBLIC SERVICE C 4.5% 06/01/52) Long Debt US $16K 20K 0.00
PUBLIC SERVICE ELECTRIC REGD MTN 1.90000000 (PUBLIC SERVICE E 1.9% 08/15/31) Long Debt US $4K 5K 0.00
PUBLIC SERVICE ELECTRIC REGD MTN 2.05000000 (PUBLIC SERVICE 2.05% 08/01/50) Long Debt US $5K 10K 0.00
PUBLIC SERVICE ELECTRIC REGD MTN 3.00000000 (PUBLIC SERVICE ELE 3% 03/01/51) Long Debt US $13K 20K 0.00
PUBLIC SERVICE ELECTRIC REGD MTN 3.10000000 (PUBLIC SERVICE E 3.1% 03/15/32) Long Debt US $26K 30K 0.00
PUBLIC SERVICE ELECTRIC REGD MTN 3.65000000 (PUBLIC SERVICE 3.65% 09/01/28) Long Debt US $10K 10K 0.00
PUBLIC SERVICE ELECTRIC REGD MTN 4.65000000 (PUBLIC SERVICE 4.65% 03/15/33) Long Debt US $10K 10K 0.00
PUBLIC STORAGE OP CO REGD 5.35000000 (PUBLIC STORAGE 5.35% 08/01/53) Long Debt US $7K 7K 0.00
PUGET ENERGY INC REGD 2.37900000 (PUGET ENERGY I 2.379% 06/15/28) Long Debt US $920K 1M 0.01
PUGET ENERGY INC REGD 4.22400000 (PUGET ENERGY I 4.224% 03/15/32) Long Debt US $18K 20K 0.00
PUGET SOUND ENERGY INC REGD 5.33000000 (PUGET SOUND ENE 5.33% 06/15/34) Long Debt US $10K 10K 0.00
PULTE HOMES INC 6.375% 5/15/33 6.37500000 Long Debt US $25K 24K 0.00
PULTEGROUP INC REGD 7.87500000 (PULTEGROUP INC 7.875% 06/15/32) Long Debt US $34K 30K 0.00
PUT OPTION ON 100SHS OTC EPUT FN 5.0 7-54 96 196 SAL 0.00000000 (P/O OTC EPUT FN 5.0 7-54 96) Derivative-other US $-5K – -0.00
PUT OPTION ON 100SHS OTC EPUT FN 5.0 7-54 96 252 SAI 0.00000000 (P/O OTC EPUT FN 5.0 7-54 96) Derivative-other US $-9K – -0.00
PUT OPTION ON 100SHS OTC EPUT FN 5.0 7-54 97 08 SAL 0.00000000 (P/O OTC EPUT FN 5.0 7-54 97 08) Derivative-other US $-163K – -0.00
QUANTA SERVICES INC REGD 2.35000000 (QUANTA SERVICES 2.35% 01/15/32) Long Debt US $49K 60K 0.00
QUANTA SERVICES INC REGD 2.90000000 (QUANTA SERVICES 2.9% 10/01/30) Long Debt US $40K 45K 0.00
QUANTA SERVICES INC REGD 3.05000000 (QUANTA SERVICES 3.05% 10/01/41) Long Debt US $21K 30K 0.00
QUEBEC CITY /CAD/ REGD 2.10000000 (QUEBEC CITY 2.1% 07/06/31/CAD/) Long Debt CA $190K 300K 0.00
QUEBEC CITY /CAD/ REGD 2.65000000 (QUEBEC CIT 2.65% 12/20/27/CAD/) Long Debt CA $393K 565K 0.00
QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000 (QUEENSLAND 1.75% 08/21/31/AUD/) Long Debt AU $1M 2M 0.01
QUEENSLAND TREASURY CORP /AUD/ REGD 1.75000000 (QUEENSLAND 1.75% 07/20/34/AUD/) Long Debt AU $818K 2M 0.01
QUEENSLAND TREASURY CORP /AUD/ REGD 2.00000000 (QUEENSLAND TR 2% 08/22/33/AUD/) Long Debt AU $37K 70K 0.00
QUEENSLAND TREASURY CORP /AUD/ REGD 3.25000000 (QUEENSLAND 3.25% 08/21/29/AUD/) Long Debt AU $610K 970K 0.00
QUEENSLAND TREASURY CORP /AUD/ REGD 3.50000000 (QUEENSLAND 3.5% 08/21/30/AUD/) Long Debt AU $627K 1M 0.01
QUEENSLAND TREASURY CORP /AUD/ REGD 4.50000000 (QUEENSLAND 4.5% 03/09/33/AUD/) Long Debt AU $1M 2M 0.01
QUEENSLAND TREASURY CORP /AUD/ REGD 4.75000000 (QUEENSLAND 4.75% 02/02/34/AUD/) Long Debt AU $504K 770K 0.00
QUEENSLAND TREASURY CORP /AUD/ REGD 5.25000000 (QUEENSLAND 5.25% 07/21/36/AUD/) Long Debt AU $690K 1M 0.01
QUEENSLAND TREASURY CORP /AUD/ REGD REG S 2.50000000 (QUEENSLAND 2.5% 03/06/29/AUD/) Long Debt AU $349K 570K 0.00
QUEENSLAND TREASURY CORP /AUD/ REGD SER 26 3.25000000 (QUEENSLAND 3.25% 07/21/26/AUD/) Long Debt AU $1M 2M 0.01
QUEENSLAND TREASURY CORP /AUD/ REGD SER 27 2.75000000 (QUEENSLAND 2.75% 08/20/27/AUD/) Long Debt AU $254K 400K 0.00
RABOBANK NEDERLAND /GBP/ REGD_ EMTN 5.25000000 (RABOBANK 5.25% 05/23/41 /GBP/) Long Debt NL $64K 50K 0.00
RADIAN GROUP INC REGD 6.20000000 (RADIAN GROUP INC 6.2% 05/15/29) Long Debt US $40K 40K 0.00
RAIFFEISEN BANK INTL /EUR/ REGD REG S EMTN 3.87500000 (RAIFFEISE 3.875% 03/16/26/EUR/) Long Debt AT $107K 100K 0.00
RAIFFEISEN BANK INTL /EUR/ REGD V/R REG S 4.75000000 (RAIFFEISEN B V/R 01/26/27/EUR/) Long Debt AT $756K 700K 0.01
RAIFFEISEN BANK INTL /EUR/ REGD V/R REG S 7.37500000 (RAIFFEISEN B V/R 12/20/32/EUR/) Long Debt AT $1M 1M 0.01
RAIFFEISEN BANK INTL /EUR/ REGD V/R REG S EMTN 4.62500000 (RAIFFEISEN B V/R 08/21/29/EUR/) Long Debt AT $747K 700K 0.01
RAIFFEISEN LB NIEDEROEST /EUR/ REGD EMTN 0.62500000 (RAIFFEISE 0.625% 08/28/26/EUR/) Long Debt AT $202K 200K 0.00
RAIFFEISEN LB NIEDEROEST /EUR/ REGD REG S EMTN 3.25000000 (RAIFFEISEN 3.25% 01/11/30/EUR/) Long Debt AT $107K 100K 0.00
RAIFFEISEN LB STEIERMARK /EUR/ REGD REG S EMTN 2.37500000 (RAIFFEISE 2.375% 06/14/28/EUR/) Long Debt AT $103K 100K 0.00
RAIFFLANDESBANK TIROL /EUR/ REGD REG S 3.00000000 (RAIFFLANDESBA 3% 01/24/28/EUR/) Long Debt AT $105K 100K 0.00
RAYONIER LP REGD 2.75000000 (RAYONIER LP 2.75% 05/17/31) Long Debt US $8K 9K 0.00
RC R/P BOFA S 5.390% 07/01/24 5.39000000 Long Repurchase agreement US $15M – 0.12
RC R/P CITIGR 5.440% 07/15/24 5.44000000 Short Repurchase agreement US $-58M – -0.47
RC R/P WELLS 5.430% 07/15/24 5.43000000 Short Repurchase agreement US $-90M – -0.73
RCI BANQUE SA /EUR/ REGD REG S EMTN 1.12500000 (RCI BANQU 1.125% 01/15/27/EUR/) Long Debt FR $806K 800K 0.01
RCI BANQUE SA /EUR/ REGD REG S EMTN 4.75000000 (RCI BANQUE 4.75% 07/06/27/EUR/) Long Debt FR $2M 2M 0.02
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000 (REALKREDIT DA 1% 01/01/26/DKK/) Long Debt DK $139K 1M 0.00
REALKREDIT DANMARK /DKK/ REGD REG S SER 10F 1.00000000 (REALKREDIT DA 1% 04/01/26/DKK/) Long Debt DK $69K 500K 0.00
REALKREDIT DANMARK /DKK/ REGD REG S SER 22S 0.00000000 (REALKREDIT DA 0% 10/01/40/DKK/) Long Debt DK $4K 40K 0.00
REALTY INCOME CORP /GBP/ REGD 1.75000000 (REALTY INC 1.75% 07/13/33/GBP/) Long Debt US $1M 1M 0.01
REALTY INCOME CORP /GBP/ REGD EMTN 1.62500000 (REALTY IN 1.625% 12/15/30/GBP/) Long Debt US $202K 200K 0.00
REALTY INCOME CORP REGD 3.10000000 (REALTY INCOME CO 3.1% 12/15/29) Long Debt US $719K 800K 0.01
REALTY INCOME CORP REGD 4.75000000 (REALTY INCOME C 4.75% 02/15/29) Long Debt US $29K 30K 0.00
RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000 (RECKITT BE 1.75% 05/19/32/GBP/) Long Debt GB $2M 2M 0.01
RECKITT BENCKISER TSY /GBP/ REGD REG S 1.75000000 (RECKITT BE 1.75% 05/19/32/GBP/) Long Debt GB $501K 500K 0.00
RECKITT BENCKISER TSY NL /EUR/ REGD REG S 0.75000000 (RECKITT BE 0.75% 05/19/30/EUR/) Long Debt NL $184K 200K 0.00
RED ELECTRICA CORP /EUR/ REGD REG S 3.37500000 (RED ELECT 3.375% 07/09/32/EUR/) Long Debt ES $5M 5M 0.04
REGAL REXNORD CORP REGD 6.05000000 (REGAL REXNORD C 6.05% 02/15/26) Long Debt US $622K 620K 0.01
REGATTA XIX FUNDING LTD SER 2022-1A CL A1 V/R REGD 144A P/P 6.64456000 (REG19 2022-1A A1 V/R 04/20/35) Long ABS-collateralized bond/debt obligation KY $1M 1M 0.01
REGENERON PHARMACEUTICAL REGD 1.75000000 (REGENERON PHARM 1.75% 09/15/30) Long Debt US $74K 90K 0.00
REGENERON PHARMACEUTICAL REGD 2.80000000 (REGENERON PHARMA 2.8% 09/15/50) Long Debt US $96K 155K 0.00
REGIAO AUTONOMA ACORES /EUR/ REGD REG S 1.09500000 (REGIAO AU 1.095% 09/27/36/EUR/) Long Debt PT $153K 200K 0.00
REGIAO AUTONOMA ACORES /EUR/ REGD REG S 2.16300000 (REGIAO AU 2.163% 04/06/32/EUR/) Long Debt PT $287K 300K 0.00
REGIAO AUTONOMA MADEIRA /EUR/ REGD 0.94300000 (REGIAO AU 0.943% 05/29/32/EUR/) Long Debt PT $1M 1M 0.01
REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.35000000 (REGIE AUTO 0.35% 06/20/29/EUR/) Long Debt FR $464K 500K 0.00
REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.40000000 (REGIE AUTON 0.4% 12/19/36/EUR/) Long Debt FR $823K 960K 0.01
REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 0.87500000 (REGIE AUT 0.875% 05/25/27/EUR/) Long Debt FR $100K 100K 0.00
REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 1.87500000 (REGIE AUT 1.875% 05/25/32/EUR/) Long Debt FR $96K 100K 0.00
REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 3.25000000 (REGIE AUTO 3.25% 05/25/34/EUR/) Long Debt FR $210K 200K 0.00
REGIE AUTONOME DES TRANS /EUR/ REGD REG S EMTN 3.25000000 (REGIE AUTO 3.25% 04/11/33/EUR/) Long Debt FR $105K 100K 0.00
REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.00000000 (REGION OF ILE 0% 04/20/28/EUR/) Long Debt FR $189K 200K 0.00
REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.50000000 (REGION OF I 0.5% 06/14/25/EUR/) Long Debt FR $208K 200K 0.00
REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 0.62500000 (REGION OF 0.625% 04/23/27/EUR/) Long Debt FR $198K 200K 0.00
REGION OF ILE DE FRANCE /EUR/ REGD REG S EMTN 2.23000000 (REGION OF 2.23% 07/19/32/EUR/) Long Debt FR $195K 200K 0.00
REGION OF LAZIO /EUR/ REGD REG S 3.08800000 (REGION OF 3.088% 03/31/43/EUR/) Long Debt IT $157K 164K 0.00
REGION WALLONNE /EUR/ REGD 1.37500000 (REGION WA 1.375% 04/06/32/EUR/) Long Debt BE $185K 200K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 0.25000000 (REGION WAL 0.25% 05/03/26/EUR/) Long Debt BE $303K 300K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 0.37500000 (REGION WA 0.375% 10/22/31/EUR/) Long Debt BE $87K 100K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 0.50000000 (REGION WALL 0.5% 06/22/37/EUR/) Long Debt BE $73K 100K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 1.05000000 (REGION WAL 1.05% 06/22/40/EUR/) Long Debt BE $72K 100K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 1.25000000 (REGION WAL 1.25% 05/03/34/EUR/) Long Debt BE $174K 200K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 2.87500000 (REGION WA 2.875% 01/14/38/EUR/) Long Debt BE $293K 300K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 3.00000000 (REGION WALLON 3% 12/06/30/EUR/) Long Debt BE $526K 500K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 3.25000000 (REGION WAL 3.25% 06/22/33/EUR/) Long Debt BE $423K 400K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 3.50000000 (REGION WALL 3.5% 03/15/43/EUR/) Long Debt BE $102K 100K 0.00
REGION WALLONNE /EUR/ REGD REG S EMTN 3.75000000 (REGION WAL 3.75% 04/22/39/EUR/) Long Debt BE $429K 400K 0.00
REINSURANCE GRP OF AMER REGD 5.75000000 (REINSURANCE GRP 5.75% 09/15/34) Long Debt US $285K 285K 0.00
RELIANCE INC REGD 2.15000000 (RELIANCE INC 2.15% 08/15/30) Long Debt US $163K 195K 0.00
RELX CAPITAL INC REGD 4.75000000 (RELX CAPITAL IN 4.75% 05/20/32) Long Debt US $592K 610K 0.00
RELX FINANCE BV /EUR/ REGD REG S 0.50000000 (RELX FINANC 0.5% 03/10/28/EUR/) Long Debt NL $483K 500K 0.00
RELX FINANCE BV /EUR/ REGD REG S 0.87500000 (RELX FINA 0.875% 03/10/32/EUR/) Long Debt NL $8M 9M 0.06
RELX FINANCE BV /EUR/ REGD REG S 1.37500000 (RELX FINA 1.375% 05/12/26/EUR/) Long Debt NL $1M 1M 0.01
RELX FINANCE BV /EUR/ REGD REG S 3.75000000 (RELX FINAN 3.75% 06/12/31/EUR/) Long Debt NL $8M 7M 0.06
REN FINANCE BV /EUR/ REGD REG S EMTN 0.50000000 (REN FINANCE 0.5% 04/16/29/EUR/) Long Debt NL $932K 1M 0.01
REN FINANCE BV /EUR/ REGD REG S EMTN 1.75000000 (REN FINANC 1.75% 01/18/28/EUR/) Long Debt NL $1M 1M 0.01
RENAISSANCERE HOLDINGS L REGD 5.75000000 (RENAISSANCERE H 5.75% 06/05/33) Long Debt BM $52K 52K 0.00
RENTOKIL INITIAL PLC /GBP/ REGD EMTN 5.00000000 (RENTOKIL INIT 5% 06/27/32/GBP/) Long Debt GB $5M 4M 0.04
REPUBLIC OF AUSTRIA /CAD/ REGD MTN 5.37500000 (REPUBLIC 5.375% 12/01/34/CAD/) Long Debt AT $157K 200K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000 (REPUBLIC OF A 0% 02/20/31/EUR/) Long Debt AT $3M 3M 0.02
REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000 (REPUBLIC OF A 0% 02/20/30/EUR/) Long Debt AT $1M 1M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000 (REPUBLIC OF A 0% 10/20/40/EUR/) Long Debt AT $899K 1M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 0.00000000 (REPUBLIC OF A 0% 10/20/28/EUR/) Long Debt AT $464K 490K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD 0.25000000 (REPUBLIC O 0.25% 10/20/36/EUR/) Long Debt AT $1M 1M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000 (REPUBLIC OF 0.5% 04/20/27/EUR/) Long Debt AT $3M 3M 0.02
REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000 (REPUBLIC OF 0.5% 02/20/29/EUR/) Long Debt AT $710K 739K 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 0.50000000 (REPUBLIC OF 0.5% 02/20/29/EUR/) Long Debt AT $461K 480K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD 0.70000000 (REPUBLIC OF 0.7% 04/20/71/EUR/) Long Debt AT $901K 2M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000 (REPUBLIC O 0.75% 10/20/26/EUR/) Long Debt AT $4M 4M 0.03
REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000 (REPUBLIC O 0.75% 02/20/28/EUR/) Long Debt AT $3M 3M 0.02
REPUBLIC OF AUSTRIA /EUR/ REGD 0.75000000 (REPUBLIC O 0.75% 03/20/51/EUR/) Long Debt AT $878K 1M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 0.85000000 (REPUBLIC O 0.85% 06/30/20/EUR/) Long Debt AT $202K 430K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD 0.90000000 (REPUBLIC OF 0.9% 02/20/32/EUR/) Long Debt AT $3M 3M 0.02
REPUBLIC OF AUSTRIA /EUR/ REGD 1.20000000 (REPUBLIC OF 1.2% 10/20/25/EUR/) Long Debt AT $2M 2M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000 (REPUBLIC OF 1.5% 02/20/47/EUR/) Long Debt AT $689K 895K 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 1.50000000 (REPUBLIC OF 1.5% 11/02/86/EUR/) Long Debt AT $117K 190K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD 1.85000000 (REPUBLIC O 1.85% 05/23/49/EUR/) Long Debt AT $2M 2M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 2.00000000 (REPUBLIC OF A 2% 07/15/26/EUR/) Long Debt AT $860K 820K 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 2.10000000 (REPUBLIC OF 2.1% 09/20/17/EUR/) Long Debt AT $589K 756K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD 2.40000000 (REPUBLIC OF 2.4% 05/23/34/EUR/) Long Debt AT $2M 2M 0.02
REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000 (REPUBLIC OF 2.9% 05/23/29/EUR/) Long Debt AT $4M 4M 0.03
REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000 (REPUBLIC OF 2.9% 02/20/34/EUR/) Long Debt AT $3M 2M 0.02
REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000 (REPUBLIC OF 2.9% 02/20/33/EUR/) Long Debt AT $732K 690K 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 2.90000000 (REPUBLIC OF 2.9% 02/20/33/EUR/) Long Debt AT $255K 240K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD 3.15000000 (REPUBLIC O 3.15% 06/20/44/EUR/) Long Debt AT $2M 2M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 3.15000000 (REPUBLIC O 3.15% 10/20/53/EUR/) Long Debt AT $2M 2M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 3.45000000 (REPUBLIC O 3.45% 10/20/30/EUR/) Long Debt AT $2M 2M 0.02
REPUBLIC OF AUSTRIA /EUR/ REGD 3.80000000 (REPUBLIC OF 3.8% 01/26/62/EUR/) Long Debt AT $642K 540K 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 4.15000000 (REPUBLIC O 4.15% 03/15/37/EUR/) Long Debt AT $2M 1M 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD 4.85000000 (REPUBLIC O 4.85% 03/15/26/EUR/) Long Debt AT $507K 461K 0.00
REPUBLIC OF AUSTRIA /EUR/ REGD REG S 3.20000000 (REPUBLIC OF 3.2% 07/15/39/EUR/) Long Debt AT $692K 650K 0.01
REPUBLIC OF AUSTRIA /EUR/ REGD SER 97 6 6.25000000 (REPUBLIC O 6.25% 07/15/27/EUR/) Long Debt AT $916K 783K 0.01
REPUBLIC OF CHILE /EUR/ REGD 0.83000000 (REPUBLIC O 0.83% 07/02/31/EUR/) Long Debt CL $930K 1M 0.01
REPUBLIC OF CHILE /EUR/ REGD 1.25000000 (REPUBLIC O 1.25% 01/22/51/EUR/) Long Debt CL $4M 7M 0.03
REPUBLIC OF CHILE /EUR/ REGD 1.30000000 (REPUBLIC OF 1.3% 07/26/36/EUR/) Long Debt CL $807K 1M 0.01
REPUBLIC OF CHILE /EUR/ REGD 4.12500000 (REPUBLIC 4.125% 07/05/34/EUR/) Long Debt CL $4M 4M 0.04
REPUBLIC OF CHILE REGD 2.55000000 (REPUBLIC OF CHI 2.55% 07/27/33) Long Debt CL $162K 200K 0.00
REPUBLIC OF COLOMBIA /COP/ REGD 9.85000000 (REPUBLIC O 9.85% 06/28/27/COP/) Long Debt CO $116K 500M 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.62500000 (REPUBLIC 0.625% 12/03/24/EUR/) Long Debt CY $366K 347K 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.62500000 (REPUBLIC 0.625% 01/21/30/EUR/) Long Debt CY $220K 235K 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 0.95000000 (REPUBLIC O 0.95% 01/20/32/EUR/) Long Debt CY $271K 300K 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 1.25000000 (REPUBLIC O 1.25% 01/21/40/EUR/) Long Debt CY $544K 720K 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 2.25000000 (REPUBLIC O 2.25% 04/16/50/EUR/) Long Debt CY $8K 10K 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 2.75000000 (REPUBLIC O 2.75% 05/03/49/EUR/) Long Debt CY $206K 230K 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 3.25000000 (REPUBLIC O 3.25% 06/27/31/EUR/) Long Debt CY $256K 239K 0.00
REPUBLIC OF CYPRUS /EUR/ REGD REG S EMTN 4.12500000 (REPUBLIC 4.125% 04/13/33/EUR/) Long Debt CY $408K 360K 0.00
REPUBLIC OF ESTONIA /EUR/ REGD REG S 0.12500000 (REPUBLIC 0.125% 06/10/30/EUR/) Long Debt EE $177K 200K 0.00
REPUBLIC OF ESTONIA /EUR/ REGD REG S 3.25000000 (REPUBLIC O 3.25% 01/17/34/EUR/) Long Debt EE $417K 400K 0.00
REPUBLIC OF ESTONIA /EUR/ REGD REG S 4.00000000 (REPUBLIC OF E 4% 10/12/32/EUR/) Long Debt EE $323K 290K 0.00
REPUBLIC OF INDONESIA /EUR/ REGD 0.90000000 (REPUBLIC OF 0.9% 02/14/27/EUR/) Long Debt ID $2M 2M 0.01
REPUBLIC OF INDONESIA /EUR/ REGD 1.10000000 (REPUBLIC OF 1.1% 03/12/33/EUR/) Long Debt ID $850K 1M 0.01
REPUBLIC OF INDONESIA /EUR/ REGD REG S EMTN 2.15000000 (REPUBLIC O 2.15% 07/18/24/EUR/) Long Debt ID $2M 2M 0.02
REPUBLIC OF INDONESIA /EUR/ REGD REG S EMTN 3.75000000 (REPUBLIC O 3.75% 06/14/28/EUR/) Long Debt ID $1M 1M 0.01
REPUBLIC OF INDONESIA REGD 4.65000000 (REPUBLIC OF IND 4.65% 09/20/32) Long Debt ID $193K 200K 0.00
REPUBLIC OF KAZAKHSTAN /EUR/ REGD REG S EMTN 1.50000000 (REPUBLIC OF 1.5% 09/30/34/EUR/) Long Debt KZ $357K 400K 0.00
REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 0.00000000 (REPUBLIC OF L 0% 03/17/31/EUR/) Long Debt LV $85K 100K 0.00
REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 0.25000000 (REPUBLIC O 0.25% 01/23/30/EUR/) Long Debt LV $893K 1M 0.01
REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.12500000 (REPUBLIC 1.125% 05/30/28/EUR/) Long Debt LV $385K 390K 0.00
REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.37500000 (REPUBLIC 1.375% 05/16/36/EUR/) Long Debt LV $511K 610K 0.00
REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 1.87500000 (REPUBLIC 1.875% 02/19/49/EUR/) Long Debt LV $75K 100K 0.00
REPUBLIC OF LATVIA /EUR/ REGD REG S EMTN SER GMTN 3.50000000 (REPUBLIC OF 3.5% 01/17/28/EUR/) Long Debt LV $702K 650K 0.01
REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.50000000 (REPUBLIC OF 0.5% 07/28/50/EUR/) Long Debt LT $295K 560K 0.00
REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.75000000 (REPUBLIC O 0.75% 05/06/30/EUR/) Long Debt LT $405K 440K 0.00
REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 0.95000000 (REPUBLIC O 0.95% 05/26/27/EUR/) Long Debt LT $498K 500K 0.00
REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 2.12500000 (REPUBLIC 2.125% 06/01/32/EUR/) Long Debt LT $978K 1M 0.01
REPUBLIC OF LITHUANIA /EUR/ REGD REG S EMTN 3.87500000 (REPUBLIC 3.875% 06/14/33/EUR/) Long Debt LT $873K 800K 0.01
REPUBLIC OF PERU /EUR/ REGD 1.25000000 (REPUBLIC O 1.25% 03/11/33/EUR/) Long Debt PE $2M 2M 0.01
REPUBLIC OF PERU /EUR/ REGD 1.95000000 (REPUBLIC O 1.95% 11/17/36/EUR/) Long Debt PE $821K 1M 0.01
REPUBLIC OF PERU /EUR/ REGD 2.75000000 (REPUBLIC O 2.75% 01/30/26/EUR/) Long Debt PE $867K 825K 0.01
REPUBLIC OF PERU /PEN/ REGD REG S 6.90000000 (REPUBLIC OF 6.9% 08/12/37/PEN/) Long Debt PE $249K 1M 0.00
REPUBLIC OF PERU REGD 2.78300000 (REPUBLIC OF PE 2.783% 01/23/31) Long Debt PE $94K 110K 0.00
REPUBLIC OF PERU REGD 3.00000000 (REPUBLIC OF PERU 3% 01/15/34) Long Debt PE $49K 60K 0.00
REPUBLIC OF PERU REGD 3.23000000 (REPUBLIC OF PER 3.23% 07/28/21) Long Debt PE $3K 5K 0.00
REPUBLIC OF PERU REGD 3.55000000 (REPUBLIC OF PER 3.55% 03/10/51) Long Debt PE $4K 5K 0.00
REPUBLIC OF PHILIPPINES /EUR/ REGD 1.75000000 (REPUBLIC O 1.75% 04/28/41/EUR/) Long Debt PH $759K 1M 0.01
REPUBLIC OF POLAND /EUR/ REGD EMTN 0.87500000 (REPUBLIC 0.875% 05/10/27/EUR/) Long Debt PL $2M 2M 0.02
REPUBLIC OF POLAND /EUR/ REGD EMTN 2.00000000 (REPUBLIC OF P 2% 03/08/49/EUR/) Long Debt PL $40K 53K 0.00
REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 0.00000000 (REPUBLIC OF P 0% 02/10/25/EUR/) Long Debt PL $168K 160K 0.00
REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 1.12500000 (REPUBLIC 1.125% 08/07/26/EUR/) Long Debt PL $2M 2M 0.02
REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 1.37500000 (REPUBLIC 1.375% 10/22/27/EUR/) Long Debt PL $6M 6M 0.05
REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 2.37500000 (REPUBLIC 2.375% 01/18/36/EUR/) Long Debt PL $923K 1M 0.01
REPUBLIC OF POLAND /EUR/ REGD REG S EMTN 2.75000000 (REPUBLIC O 2.75% 05/25/32/EUR/) Long Debt PL $3M 3M 0.02
REPUBLIC OF SLOVENIA REGD REG S 5.00000000 (REPUBLIC OF SLOVEN 5% 09/19/33) Long Debt SI $992K 1M 0.01
REPUBLIC SERVICES INC REGD 5.00000000 (REPUBLIC SERVICES 5% 12/15/33) Long Debt US $98K 100K 0.00
REPUBLIC SERVICES INC REGD 5.20000000 (REPUBLIC SERVICE 5.2% 11/15/34) Long Debt US $80K 80K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS74 1.50000000 (REPUBLIKA S 1.5% 03/25/35/EUR/) Long Debt SI $107K 120K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS76 3.12500000 (REPUBLIKA 3.125% 08/07/45/EUR/) Long Debt SI $287K 290K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS77 2.25000000 (REPUBLIKA 2.25% 03/03/32/EUR/) Long Debt SI $130K 130K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS78 1.75000000 (REPUBLIKA 1.75% 11/03/40/EUR/) Long Debt SI $512K 612K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS80 1.00000000 (REPUBLIKA SLO 1% 03/06/28/EUR/) Long Debt SI $500K 500K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS82 0.27500000 (REPUBLIKA 0.275% 01/14/30/EUR/) Long Debt SI $542K 586K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS84 0.87500000 (REPUBLIKA 0.875% 07/15/30/EUR/) Long Debt SI $180K 190K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS85 0.48750000 (REPUBLIKA 0.487% 10/20/50/EUR/) Long Debt SI $227K 450K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS86 0.00000000 (REPUBLIKA SLO 0% 02/12/31/EUR/) Long Debt SI $698K 800K 0.01
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS87 0.68750000 (REPUBLIKA 0.687% 03/03/81/EUR/) Long Debt SI $51K 121K 0.00
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS91 3.62500000 (REPUBLIKA 3.625% 03/11/33/EUR/) Long Debt SI $836K 760K 0.01
REPUBLIKA SLOVENIJA /EUR/ REGD REG S SER RS93 3.00000000 (REPUBLIKA SLO 3% 03/10/34/EUR/) Long Debt SI $718K 690K 0.01
REPUBLIKA SLOVENIJA /EUR/ REGD SER RS70 5.12500000 (REPUBLIKA 5.125% 03/30/26/EUR/) Long Debt SI $521K 470K 0.00
RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000 (RFCO STRIPS ZCP 04/15/30) Long Debt US $2M 3M 0.02
RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000 (RFCO STRIPS ZCP 01/15/30) Long Debt US $1M 2M 0.01
RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000 (RFCO STRIPS ZCP 10/15/28) Long Debt US $524K 635K 0.00
RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000 (RFCO STRIPS ZCP 10/15/29) Long Debt US $161K 205K 0.00
RESOLUTION FUNDING CORP INTEREST STRIP ZCP 0.00000000 (RFCO STRIPS ZCP 10/15/27) Long Debt US $25K 29K 0.00
RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000 (RFC PRIN STRIP ZCP 01/15/30) Long Debt US $812K 1M 0.01
RESOLUTION FUNDING CORP PRINCIPAL STRIP ZCP 0.00000000 (RFC PRIN STRIP ZCP 04/15/30) Long Debt US $111K 145K 0.00
REWE INT FINANCE /EUR/ REGD REG S 4.87500000 (REWE INT 4.875% 09/13/30/EUR/) Long Debt NL $6M 5M 0.05
RIO TINTO FIN USA LTD REGD 2.75000000 (RIO TINTO FIN U 2.75% 11/02/51) Long Debt AU $16K 26K 0.00
RIO TINTO FINANCE PLC /GBP/ REGD EMTN 4.00000000 (RIO TINTO FIN 4% 12/11/29/GBP/) Long Debt GB $2M 2M 0.02
RLB OBEROESTERREICH /EUR/ REGD REG S EMTN 1.25000000 (RLB OBEROE 1.25% 04/26/27/EUR/) Long Debt AT $101K 100K 0.00
ROADSTER FINANCE DAC /EUR/ REGD REG S EMTN 1.62500000 (ROADSTER 1.625% 12/09/24/EUR/) Long Debt IE $528K 500K 0.00
ROADSTER FINANCE DAC /EUR/ REGD REG S EMTN 2.37500000 (ROADSTER 2.375% 12/08/27/EUR/) Long Debt IE $487K 500K 0.00
ROBERT BOSCH GMBH /EUR/ REGD REG S EMTN 4.00000000 (ROBERT BOSCH 4% 06/02/35/EUR/) Long Debt DE $5M 5M 0.04
ROCHE HOLDINGS INC REGD 144A P/P 4.98500000 (ROCHE HOLDINGS 4.985% 03/08/34) Long Debt US $2M 2M 0.02
ROCHE HOLDINGS INC REGD 144A P/P 5.59300000 (ROCHE HOLDINGS 5.593% 11/13/33) Long Debt US $2M 2M 0.01
ROGERS COMMUNICATIONS IN REGD 5.30000000 (ROGERS COMMUNICA 5.3% 02/15/34) Long Debt CA $2M 2M 0.01
ROMANIA /EUR/ REGD EMTN 2.00000000 (ROMANIA 2% 04/14/33/EUR/) Long Debt RO $1M 2M 0.01
ROMANIA /EUR/ REGD EMTN 2.75000000 (ROMANIA 2.75% 04/14/41/EUR/) Long Debt RO $556K 800K 0.00
ROMANIA /EUR/ REGD EMTN 2.87500000 (ROMANIA 2.875% 10/28/24/EUR/) Long Debt RO $2M 1M 0.01
ROMANIA /EUR/ REGD REG S 2.62500000 (ROMANIA 2.625% 12/02/40/EUR/) Long Debt RO $695K 1M 0.01
ROMANIA /EUR/ REGD REG S 2.75000000 (ROMANIA 2.75% 02/26/26/EUR/) Long Debt RO $16K 15K 0.00
ROMANIA /EUR/ REGD REG S 3.62400000 (ROMANIA 3.624% 05/26/30/EUR/) Long Debt RO $2M 2M 0.01
ROMANIA /EUR/ REGD REG S EMTN 1.37500000 (ROMANIA 1.375% 12/02/29/EUR/) Long Debt RO $2M 2M 0.01
ROMANIA /EUR/ REGD REG S EMTN 1.75000000 (ROMANIA 1.75% 07/13/30/EUR/) Long Debt RO $874K 1M 0.01
ROMANIA /EUR/ REGD REG S EMTN 2.12400000 (ROMANIA 2.124% 07/16/31/EUR/) Long Debt RO $3M 3M 0.02
ROMANIA /EUR/ REGD REG S EMTN 2.87500000 (ROMANIA 2.875% 04/13/42/EUR/) Long Debt RO $696K 1M 0.01
ROMANIA /EUR/ REGD REG S EMTN 3.37500000 (ROMANIA 3.375% 02/08/38/EUR/) Long Debt RO $1M 1M 0.01
ROMANIA /EUR/ REGD REG S EMTN 3.37500000 (ROMANIA 3.375% 01/28/50/EUR/) Long Debt RO $898K 1M 0.01
ROMANIA /EUR/ REGD REG S EMTN 3.75000000 (ROMANIA 3.75% 02/07/34/EUR/) Long Debt RO $918K 1M 0.01
ROMANIA /EUR/ REGD REG S EMTN 3.87500000 (ROMANIA 3.875% 10/29/35/EUR/) Long Debt RO $5M 5M 0.04
ROMANIA /EUR/ REGD REG S EMTN 4.62500000 (ROMANIA 4.625% 04/03/49/EUR/) Long Debt RO $2M 2M 0.01
ROMANIA /EUR/ REGD REG S EMTN 5.00000000 (ROMANIA 5% 09/27/26/EUR/) Long Debt RO $1M 1M 0.01
ROMANIA /EUR/ REGD REG S EMTN 6.62500000 (ROMANIA 6.625% 09/27/29/EUR/) Long Debt RO $2M 2M 0.02
ROMANIA GOVERNMENT BOND /RON/ REGD SER 10Y 6.70000000 (ROMANIA GOV 6.7% 02/25/32/RON/) Long Debt RO $667K 3M 0.01
ROMANIA GOVERNMENT BOND /RON/ REGD SER 10Y 8.25000000 (ROMANIA GO 8.25% 09/29/32/RON/) Long Debt RO $1M 5M 0.01
ROMANIA GOVERNMENT BOND /RON/ REGD SER 10YR 4.15000000 (ROMANIA GO 4.15% 10/24/30/RON/) Long Debt RO $1M 6M 0.01
ROMANIA GOVERNMENT BOND /RON/ REGD SER 11Y 7.10000000 (ROMANIA GOV 7.1% 07/31/34/RON/) Long Debt RO $629K 3M 0.01
ROMANIA GOVERNMENT BOND /RON/ REGD SER 15Y 7.90000000 (ROMANIA GOV 7.9% 02/24/38/RON/) Long Debt RO $383K 2M 0.00
ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 3.25000000 (ROMANIA GO 3.25% 06/24/26/RON/) Long Debt RO $2M 11M 0.02
ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 3.65000000 (ROMANIA GO 3.65% 07/28/25/RON/) Long Debt RO $2M 7M 0.01
ROMANIA GOVERNMENT BOND /RON/ REGD SER 5Y 4.25000000 (ROMANIA GO 4.25% 04/28/36/RON/) Long Debt RO $206K 1M 0.00
ROMANIA GOVERNMENT BOND /RON/ REGD SER 6Y 8.75000000 (ROMANIA GO 8.75% 10/30/28/RON/) Long Debt RO $1M 6M 0.01
ROMANIA GOVERNMENT BOND /RON/ REGD SER 7Y 2.50000000 (ROMANIA GOV 2.5% 10/25/27/RON/) Long Debt RO $1M 6M 0.01
ROMANIA GOVERNMENT BOND /RON/ REGD SER 8Y 4.15000000 (ROMANIA GO 4.15% 01/26/28/RON/) Long Debt RO $387K 2M 0.00
ROMANIA GOVERNMENT BOND /RON/ REGD SER 8Y 7.35000000 (ROMANIA GO 7.35% 04/28/31/RON/) Long Debt RO $444K 2M 0.00
RON/USD FWD 20240702 000005208 USD Derivative-foreign exchange $137K – 0.00
RON/USD FWD 20240719 000005208 USD Derivative-foreign exchange $9K – 0.00
ROPER TECHNOLOGIES INC REGD 1.75000000 (ROPER TECHNOLOG 1.75% 02/15/31) Long Debt US $62K 77K 0.00
ROPER TECHNOLOGIES INC REGD 2.95000000 (ROPER TECHNOLOG 2.95% 09/15/29) Long Debt US $2K 2K 0.00
ROPER TECHNOLOGIES INC REGD 4.20000000 (ROPER TECHNOLOGI 4.2% 09/15/28) Long Debt US $36K 37K 0.00
ROTHESAY LIFE /GBP/ REGD REG S EMTN 7.01900000 (ROTHESAY 7.019% 12/10/34/GBP/) Long Debt GB $4M 3M 0.03
ROYAL BANK OF CANADA /EUR/ REGD REG S 0.01000000 (ROYAL BANK 0.01% 01/27/31/EUR/) Long Debt CA $435K 500K 0.00
ROYAL BANK OF CANADA /EUR/ REGD REG S 2.37500000 (ROYAL BAN 2.375% 09/13/27/EUR/) Long Debt CA $156K 150K 0.00
ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.01000000 (ROYAL BANK 0.01% 10/05/28/EUR/) Long Debt CA $94K 100K 0.00
ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN 0.12500000 (ROYAL BAN 0.125% 04/26/27/EUR/) Long Debt CA $687K 700K 0.01
ROYAL BANK OF CANADA /EUR/ REGD REG S EMTN SER GMTN 0.62500000 (ROYAL BAN 0.625% 09/10/25/EUR/) Long Debt CA $104K 100K 0.00
ROYAL BANK OF CANADA REGD MTN SER GMTN 4.95000000 (ROYAL BANK OF C 4.95% 02/01/29) Long Debt CA $10K 10K 0.00
ROYAL BANK OF CANADA REGD MTN SER GMTN 5.20000000 (ROYAL BANK OF CA 5.2% 08/01/28) Long Debt CA $56K 56K 0.00
ROYAL BK CANADA TORONTO /EUR/ REGD REG S SER . 1.50000000 (ROYAL BK CA 1.5% 09/15/27/EUR/) Long Debt CA $101K 100K 0.00
ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.37500000 (ROYAL SCH 0.375% 09/08/27/EUR/) Long Debt NL $293K 300K 0.00
ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.75000000 (ROYAL SCHI 0.75% 04/22/33/EUR/) Long Debt NL $170K 200K 0.00
ROYAL SCHIPHOL GROUP NV /EUR/ REGD REG S EMTN 0.87500000 (ROYAL SCH 0.875% 09/08/32/EUR/) Long Debt NL $349K 400K 0.00
ROYALTY PHARMA PLC REGD SER WI 3.30000000 (ROYALTY PHARMA P 3.3% 09/02/40) Long Debt GB $47K 65K 0.00
RPM INTERNATIONAL INC REGD 2.95000000 (RPM INTERNATION 2.95% 01/15/32) Long Debt US $42K 50K 0.00
RPM INTERNATIONAL INC REGD 3.75000000 (RPM INTERNATION 3.75% 03/15/27) Long Debt US $182K 190K 0.00
RPM INTERNATIONAL INC REGD 4.55000000 (RPM INTERNATION 4.55% 03/01/29) Long Debt US $48K 50K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 0.75000000 (RTE RESEAU 0.75% 01/12/34/EUR/) Long Debt FR $83K 100K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.12500000 (RTE RESEA 1.125% 07/08/40/EUR/) Long Debt FR $145K 200K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.12500000 (RTE RESEA 1.125% 09/09/49/EUR/) Long Debt FR $63K 100K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.50000000 (RTE RESEAU 1.5% 09/27/30/EUR/) Long Debt FR $96K 100K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 1.62500000 (RTE RESEA 1.625% 11/27/25/EUR/) Long Debt FR $313K 300K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 2.00000000 (RTE RESEAU DE 2% 04/18/36/EUR/) Long Debt FR $90K 100K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000 (RTE RESEAU 3.5% 12/07/31/EUR/) Long Debt FR $427K 400K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.50000000 (RTE RESEAU 3.5% 04/30/33/EUR/) Long Debt FR $212K 200K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000 (RTE RESEAU 3.75% 07/04/35/EUR/) Long Debt FR $213K 200K 0.00
RTE RESEAU DE TRANSPORT /EUR/ REGD REG S EMTN 3.75000000 (RTE RESEAU 3.75% 04/30/44/EUR/) Long Debt FR $208K 200K 0.00
RTX CORP /EUR/ REGD 2.15000000 (RTX CORP 2.15% 05/18/30/EUR/) Long Debt US $1M 2M 0.01
RTX CORP REGD 6.40000000 (RTX CORP 6.4% 03/15/54) Long Debt US $328K 299K 0.00
RWE AG /EUR/ REGD REG S EMTN 2.12500000 (RWE AG 2.125% 05/24/26/EUR/) Long Debt DE $2M 2M 0.02
RWE AG /EUR/ REGD REG S EMTN 4.12500000 (RWE AG 4.125% 02/13/35/EUR/) Long Debt DE $2M 1M 0.01
RWE FINANCE BV /GBP/ REGD EMTN 6.12500000 (RWE FINAN 6.125% 07/06/39 /GB) Long Debt NL $2M 2M 0.02
RYANAIR DAC /EUR/ REGD REG S EMTN 0.87500000 (RYANAIR D 0.875% 05/25/26/EUR/) Long Debt IE $2M 2M 0.01
RYANAIR DAC /EUR/ REGD REG S EMTN 2.87500000 (RYANAIR D 2.875% 09/15/25/EUR/) Long Debt IE $1M 1M 0.01
S&P GLOBAL INC REGD 144A P/P 5.25000000 (S&P GLOBAL INC 5.25% 09/15/33) Long Debt US $35K 35K 0.00
S&P GLOBAL INC REGD 2.30000000 (S&P GLOBAL INC 2.3% 08/15/60) Long Debt US $21K 41K 0.00
S&P GLOBAL INC REGD 2.45000000 (S&P GLOBAL INC 2.45% 03/01/27) Long Debt US $33K 35K 0.00
SAARLAND /EUR/ REGD 2.75000000 (SAARLAND 2.75% 01/18/30/EUR/) Long Debt DE $319K 300K 0.00
SAARLAND /EUR/ REGD 2.75000000 (SAARLAND 2.75% 04/10/31/EUR/) Long Debt DE $106K 100K 0.00
SAARLAND /EUR/ REGD REG S 0.05000000 (SAARLAND 0.05% 11/05/40/EUR/) Long Debt DE $44K 68K 0.00
SAFRAN SA /EUR/ REGD REG S 0.12500000 (SAFRAN SA 0.125% 03/16/26/EUR/) Long Debt FR $1M 1M 0.01
SAFRAN SA /EUR/ REGD REG S 0.75000000 (SAFRAN SA 0.75% 03/17/31/EUR/) Long Debt FR $5M 6M 0.04
SAGAX EURO MTN /EUR/ REGD REG S EMTN 1.62500000 (SAGAX EUR 1.625% 02/24/26/EUR/) Long Debt NL $1M 1M 0.01
SAGE GROUP PLC (THE) /EUR/ REGD REG S EMTN 3.82000000 (SAGE GROUP 3.82% 02/15/28/EUR/) Long Debt GB $15M 14M 0.12
SAGE GROUP PLC (THE) /GBP/ REGD REG S 1.62500000 (SAGE GROU 1.625% 02/25/31/GBP/) Long Debt GB $2M 2M 0.02
SAGE GROUP PLC (THE) /GBP/ REGD REG S 2.87500000 (SAGE GROU 2.875% 02/08/34/GBP/) Long Debt GB $3M 3M 0.02
SAGESS /EUR/ REGD EMTN 3.37500000 (SAGESS 3.375% 06/29/30/EUR/) Long Debt FR $426K 400K 0.00
SAGESS /EUR/ REGD REG S 1.50000000 (SAGESS 1.5% 10/25/27/EUR/) Long Debt FR $1M 1M 0.01
SAGESS /EUR/ REGD REG S EMTN 3.50000000 (SAGESS 3.5% 11/25/29/EUR/) Long Debt FR $215K 200K 0.00
SAGESS /EUR/ REGD REG S EMTN 3.50000000 (SAGESS 3.5% 11/25/29/EUR/) Long Debt FR $107K 100K 0.00
SALT RIVER AZ PROJ AGRIC IMPT REGD N/C B/E 4.83900000 (SALT RIVER AZ 4.839% 01/01/41) Long Debt US $94K 100K 0.00
SALTAIRE FINANCE PLC /GBP/ REGD REG S 4.81800000 (SALTAIRE 4.818% 12/01/33/GBP/) Long Debt GB $128K 100K 0.00
SALTAIRE FINANCE PLC /GBP/ REGD REG S EMTN 4.80900000 (SALTAIRE 4.809% 03/14/53/GBP/) Long Debt GB $123K 100K 0.00
SAMPO OYJ /EUR/ REGD REG S EMTN 2.25000000 (SAMPO OYJ 2.25% 09/27/30/EUR/) Long Debt FI $993K 1M 0.01
SAN DIEGO G & E REGD 4.15000000 (SAN DIEGO G & E 4.15% 05/15/48) Long Debt US $648K 800K 0.01
SAN DIEGO G & E REGD 5.55000000 (SAN DIEGO G & E 5.55% 04/15/54) Long Debt US $10K 10K 0.00
SAN DIEGO G & E REGD SER WWW 2.95000000 (SAN DIEGO G & E 2.95% 08/15/51) Long Debt US $3K 5K 0.00
SAN DIEGO G & E REGD SER XXX 3.00000000 (SAN DIEGO G & E 3% 03/15/32) Long Debt US $26K 30K 0.00
SANDVIK AB /EUR/ REGD REG S EMTN 2.12500000 (SANDVIK A 2.125% 06/07/27/EUR/) Long Debt SE $1M 1M 0.01
SANDVIK AB /EUR/ REGD REG S EMTN 3.75000000 (SANDVIK AB 3.75% 09/27/29/EUR/) Long Debt SE $1M 1M 0.01
SANOFI SA /EUR/ REGD REG S EMTN SER 20FX 1.87500000 (SANOFI SA 1.875% 03/21/38/EUR/) Long Debt FR $708K 800K 0.01
SANTANDER HOLDINGS USA REGD V/R 6.17400000 (SANTANDER HOLDING V/R 01/09/30) Long Debt US $7K 7K 0.00
SANTANDER HOLDINGS USA REGD V/R 6.34200000 (SANTANDER HOLDING V/R 05/31/35) Long Debt US $60K 60K 0.00
SANTANDER UK GROUP HLDGS REGD V/R 6.83300000 (SANTANDER UK GROU V/R 11/21/26) Long Debt GB $2M 2M 0.02
SANTANDER UK PLC /EUR/ REGD REG S 1.12500000 (SANTANDER 1.125% 03/12/27/EUR/) Long Debt GB $101K 100K 0.00
SANTANDER UK PLC /EUR/ REGD REG S MTN SER GMTN 0.05000000 (SANTANDER 0.05% 01/12/27/EUR/) Long Debt GB $99K 100K 0.00
SANTOS FINANCE LTD REGD 144A P/P 6.87500000 (SANTOS FINANCE 6.875% 09/19/33) Long Debt AU $487K 460K 0.00
SAP SE /EUR/ REGD REG S 0.37500000 (SAP SE 0.375% 05/18/29/EUR/) Long Debt DE $7M 7M 0.05
SAP SE /EUR/ REGD REG S 1.37500000 (SAP SE 1.375% 03/13/30/EUR/) Long Debt DE $194K 200K 0.00
SAP SE /EUR/ REGD REG S 1.62500000 (SAP SE 1.625% 03/10/31/EUR/) Long Debt DE $5M 5M 0.04
SAUDI INTERNATIONAL BOND /EUR/ REGD REG S 2.00000000 (SAUDI INTERNA 2% 07/09/39/EUR/) Long Debt SA $962K 1M 0.01
SAUDI INTERNATIONAL BOND REGD 144A P/P MTN 5.75000000 (SAUDI INTERNATI 5.75% 01/16/54) Long Debt SA $3M 3M 0.02
SCENTRE GROUP TRST 1 /EUR/ REGD REG S EMTN 2.25000000 (SCENTRE GR 2.25% 07/16/24/EUR/) Long Debt AU $2M 2M 0.02
SCENTRE GROUP TRST 1 /GBP/ REGD REG S EMTN 3.87500000 (SCENTRE G 3.875% 07/16/26/GBP/) Long Debt AU $676K 554K 0.01
SCENTRE GROUP TRUST 1/2 /EUR/ REGD REG S EMTN 1.45000000 (SCENTRE GR 1.45% 03/28/29/EUR/) Long Debt AU $2M 2M 0.02
SCHLUMBERGER FINANCE BV /EUR/ REGD REG S 0.25000000 (SCHLUMBERG 0.25% 10/15/27/EUR/) Long Debt NL $1M 2M 0.01
SCHLUMBERGER FINANCE BV /EUR/ REGD REG S 0.50000000 (SCHLUMBERGE 0.5% 10/15/31/EUR/) Long Debt NL $434K 500K 0.00
SCHLUMBERGER FINANCE FRA /EUR/ REGD REG S 1.00000000 (SCHLUMBERGER 1% 02/18/26/EUR/) Long Debt FR $514K 500K 0.00
SCHNEIDER ELECTRIC SE /EUR/ REGD REG S EMTN 3.25000000 (SCHNEIDER 3.25% 10/10/35/EUR/) Long Debt FR $5M 4M 0.04
SCHNEIDER ELECTRIC SE /EUR/ REGD REG S EMTN 3.50000000 (SCHNEIDER E 3.5% 06/12/33/EUR/) Long Debt FR $429K 400K 0.00
SCOR SE /EUR/ REGD V/R REG S 3.00000000 (SCOR SE V/R 06/08/46/EUR/) Long Debt FR $6M 6M 0.05
SCOTTISH HYDRO ELECTRIC /GBP/ REGD REG S EMTN 2.12500000 (SCOTTISH 2.125% 03/24/36/GBP/) Long Debt GB $1M 2M 0.01
SECURITAS TREASURY IRELA /EUR/ REGD REG S EMTN 3.87500000 (SECURITAS 3.875% 02/23/30/EUR/) Long Debt IE $7M 7M 0.06
SEK/USD FWD 20240702 000005208 USD Derivative-foreign exchange $-491.76 – -0.00
SEK/USD FWD 20240702 000011343 USD Derivative-foreign exchange $68K – 0.00
SEK/USD FWD 20240719 000016440 USD Derivative-foreign exchange $11K – 0.00
SEMPRA REGD 5.50000000 (SEMPRA 5.5% 08/01/33) Long Debt US $10K 10K 0.00
SEMPRA REGD V/R 4.12500000 (SEMPRA V/R 04/01/52) Long Debt US $97K 105K 0.00
SENTARA HEALTHCARE REGD SER 2021 2.92700000 (SENTARA HEALTH 2.927% 11/01/51) Long Debt US $2M 2M 0.01
SERVICENOW INC REGD 1.40000000 (SERVICENOW INC 1.4% 09/01/30) Long Debt US $4K 5K 0.00
SES SA /EUR/ REGD REG S EMTN 3.50000000 (SES SA 3.5% 01/14/29/EUR/) Long Debt LU $103K 100K 0.00
SFIL SA /EUR/ REGD REG S EMTN 0.05000000 (SFIL SA 0.05% 06/04/29/EUR/) Long Debt FR $1M 1M 0.01
SFIL SA /EUR/ REGD REG S EMTN 1.50000000 (SFIL SA 1.5% 03/05/32/EUR/) Long Debt FR $281K 300K 0.00
SFIL SA /EUR/ REGD REG S EMTN 2.87500000 (SFIL SA 2.875% 01/18/28/EUR/) Long Debt FR $1M 1M 0.01
SFIL SA /EUR/ REGD REG S EMTN 2.87500000 (SFIL SA 2.875% 01/22/31/EUR/) Long Debt FR $208K 200K 0.00
SFIL SA /EUR/ REGD REG S EMTN 3.25000000 (SFIL SA 3.25% 11/25/30/EUR/) Long Debt FR $213K 200K 0.00
SGD/USD FWD 20240702 000000605 USD Derivative-foreign exchange $56K – 0.00
SGD/USD FWD 20240702 000005208 USD Derivative-foreign exchange $400.16 – 0.00
SGD/USD FWD 20240918 000016440 USD Derivative-foreign exchange $4K – 0.00
SGS NEDERLAND HLDG BV /EUR/ REGD REG S EMTN 0.12500000 (SGS NEDER 0.125% 04/21/27/EUR/) Long Debt NL $2M 3M 0.02
SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 0.75000000 (SHELL INTE 0.75% 08/15/28/EUR/) Long Debt NL $3M 3M 0.02
SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 1.62500000 (SHELL INT 1.625% 01/20/27/EUR/) Long Debt NL $4M 4M 0.03
SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 1.87500000 (SHELL INT 1.875% 09/15/25/EUR/) Long Debt NL $1M 1M 0.01
SHELL INTERNATIONAL FIN /EUR/ REGD REG S EMTN 1.87500000 (SHELL INT 1.875% 04/07/32/EUR/) Long Debt NL $954K 1M 0.01
SHELL INTERNATIONAL FIN REGD 6.37500000 (SHELL INTERNAT 6.375% 12/15/38) Long Debt NL $17K 15K 0.00
SIEMENS ENERGY FINAN BV /EUR/ REGD REG S 4.25000000 (SIEMENS EN 4.25% 04/05/29/EUR/) Long Debt NL $1M 1M 0.01
SIGNIFY NV /EUR/ REGD REG S 2.37500000 (SIGNIFY N 2.375% 05/11/27/EUR/) Long Debt NL $181K 175K 0.00
SIMON PROPERTY GROUP LP REGD 1.37500000 (SIMON PROPERTY 1.375% 01/15/27) Long Debt US $9K 10K 0.00
SIMON PROPERTY GROUP LP REGD 2.20000000 (SIMON PROPERTY G 2.2% 02/01/31) Long Debt US $54K 65K 0.00
SIMON PROPERTY GROUP LP REGD 4.25000000 (SIMON PROPERTY 4.25% 11/30/46) Long Debt US $4K 5K 0.00
SIMON PROPERTY GROUP LP REGD 4.25000000 (SIMON PROPERTY 4.25% 10/01/44) Long Debt US $2K 2K 0.00
SIMON PROPERTY GROUP LP REGD 5.85000000 (SIMON PROPERTY 5.85% 03/08/53) Long Debt US $45K 45K 0.00
SIMON PROPERTY GROUP LP REGD 6.65000000 (SIMON PROPERTY 6.65% 01/15/54) Long Debt US $13K 12K 0.00
SINGAPORE GOVERNMENT /SGD/ REGD 1.62500000 (SINGAPORE 1.625% 07/01/31/SGD/) Long Debt SG $964K 1M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 1.87500000 (SINGAPORE 1.875% 10/01/51/SGD/) Long Debt SG $573K 1M 0.00
SINGAPORE GOVERNMENT /SGD/ REGD 1.87500000 (SINGAPORE 1.875% 03/01/50/SGD/) Long Debt SG $379K 653K 0.00
SINGAPORE GOVERNMENT /SGD/ REGD 2.12500000 (SINGAPORE 2.125% 06/01/26/SGD/) Long Debt SG $2M 2M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 2.37500000 (SINGAPORE 2.375% 07/01/39/SGD/) Long Debt SG $756K 1M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 2.62500000 (SINGAPORE 2.625% 08/01/32/SGD/) Long Debt SG $989K 1M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000 (SINGAPORE 2.75% 03/01/46/SGD/) Long Debt SG $979K 1M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 2.75000000 (SINGAPORE 2.75% 04/01/42/SGD/) Long Debt SG $21K 30K 0.00
SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000 (SINGAPORE 2.875% 08/01/28/SGD/) Long Debt SG $3M 4M 0.02
SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000 (SINGAPORE 2.875% 09/01/30/SGD/) Long Debt SG $2M 2M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000 (SINGAPORE 2.875% 09/01/27/SGD/) Long Debt SG $897K 1M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 2.87500000 (SINGAPORE 2.875% 07/01/29/SGD/) Long Debt SG $109K 150K 0.00
SINGAPORE GOVERNMENT /SGD/ REGD 3.00000000 (SINGAPORE GOV 3% 04/01/29/SGD/) Long Debt SG $1M 2M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000 (SINGAPORE 3.375% 05/01/34/SGD/) Long Debt SG $1M 2M 0.01
SINGAPORE GOVERNMENT /SGD/ REGD 3.37500000 (SINGAPORE 3.375% 09/01/33/SGD/) Long Debt SG $254K 340K 0.00
SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.00000000 (SINGAPORE GOV 3% 08/01/72/SGD/) Long Debt SG $378K 520K 0.00
SINGAPORE GOVERNMENT /SGD/ REGD REG S 3.25000000 (SINGAPORE 3.25% 06/01/54/SGD/) Long Debt SG $200K 260K 0.00
SINOCHEM OFFSHORE CAPITA /EUR/ REGD REG S EMTN 0.75000000 (SINOCHEM O 0.75% 11/25/25/EUR/) Long Debt VG $1M 1M 0.01
SIRIUS REAL ESTATE LTD /EUR/ REGD REG S 1.75000000 (SIRIUS REA 1.75% 11/24/28/EUR/) Long Debt GG $2M 2M 0.01
SIRIUSPOINT LTD REGD 7.00000000 (SIRIUSPOINT LTD 7% 04/05/29) Long Debt BM $56K 55K 0.00
SIXTH STREET SPECIALTY REGD 6.12500000 (SIXTH STREET S 6.125% 03/01/29) Long Debt US $15K 15K 0.00
SKANDINAVISKA ENSKILDA /EUR/ REGD REG S EMTN 0.05000000 (SKANDINAVI 0.05% 07/01/24/EUR/) Long Debt SE $2M 1M 0.01
SKANDINAVISKA ENSKILDA /EUR/ REGD REG S EMTN 3.25000000 (SKANDINAVI 3.25% 05/04/28/EUR/) Long Debt SE $107K 100K 0.00
SKANDINAVISKA ENSKILDA /EUR/ REGD V/R REG S EMTN 4.50000000 (SKANDINAVISK V/R 11/27/34/EUR/) Long Debt SE $10M 9M 0.08
SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 581 0.50000000 (SKANDINAVIS 0.5% 12/16/26/SEK/) Long Debt SE $178K 2M 0.00
SKANDINAVISKA ENSKILDA /SEK/ REGD REG S MTN SER 601 3.00000000 (SKANDINAVISKA 3% 12/06/27/SEK/) Long Debt SE $189K 2M 0.00
SKANDINAVISKA ENSKILDA REGD 144A P/P 5.12500000 (SKANDINAVISKA 5.125% 03/05/27) Long Debt SE $675K 675K 0.01
SKYWORKS SOLUTIONS INC REGD 3.00000000 (SKYWORKS SOLUTIONS 3% 06/01/31) Long Debt US $62K 73K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 227 3.62500000 (SLOVAKIA 3.625% 01/16/29/EUR/) Long Debt SK $515K 470K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 229 1.62500000 (SLOVAKIA 1.625% 01/21/31/EUR/) Long Debt SK $1M 1M 0.01
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 232 1.87500000 (SLOVAKIA 1.875% 03/09/37/EUR/) Long Debt SK $137K 160K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 233 2.00000000 (SLOVAKIA GOVE 2% 10/17/47/EUR/) Long Debt SK $341K 460K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 234 1.00000000 (SLOVAKIA GOVE 1% 06/12/28/EUR/) Long Debt SK $689K 700K 0.01
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 235 2.25000000 (SLOVAKIA G 2.25% 06/12/68/EUR/) Long Debt SK $280K 399K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 236 0.75000000 (SLOVAKIA G 0.75% 04/09/30/EUR/) Long Debt SK $391K 420K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 239 1.00000000 (SLOVAKIA GOVE 1% 05/14/32/EUR/) Long Debt SK $639K 718K 0.01
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 241 0.12500000 (SLOVAKIA 0.125% 06/17/27/EUR/) Long Debt SK $1M 1M 0.01
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 243 1.00000000 (SLOVAKIA GOVE 1% 10/13/51/EUR/) Long Debt SK $160K 280K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 244 4.00000000 (SLOVAKIA GOVE 4% 10/19/32/EUR/) Long Debt SK $88K 80K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 245 3.75000000 (SLOVAKIA G 3.75% 02/23/35/EUR/) Long Debt SK $1M 1M 0.01
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 246 4.00000000 (SLOVAKIA GOVE 4% 02/23/43/EUR/) Long Debt SK $170K 160K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 247 3.62500000 (SLOVAKIA 3.625% 06/08/33/EUR/) Long Debt SK $403K 375K 0.00
SLOVAKIA GOVERNMENT BOND /EUR/ REGD REG S SER 250 3.75000000 (SLOVAKIA G 3.75% 03/06/34/EUR/) Long Debt SK $1M 1M 0.01
SLOVAKIA GOVERNMENT BOND /EUR/ REGD SER 231 0.62500000 (SLOVAKIA 0.625% 05/22/26/EUR/) Long Debt SK $876K 860K 0.01
SLOVAKIA GOVERNMENT BOND /EUR/ REGD SER 242 0.37500000 (SLOVAKIA 0.375% 04/21/36/EUR/) Long Debt SK $272K 379K 0.00
SLOVENSKA SPORITELNA AS /EUR/ REGD REG S MTN SER DMTN 0.12500000 (SLOVENSKA 0.125% 06/12/26/EUR/) Long Debt SK $100K 100K 0.00
SMITH & NEPHEW PLC /EUR/ REGD 4.56500000 (SMITH & N 4.565% 10/11/29/EUR/) Long Debt GB $2M 2M 0.01
SMITHS GROUP PLC /EUR/ REGD REG S EMTN 2.00000000 (SMITHS GROUP 2% 02/23/27/EUR/) Long Debt GB $7M 6M 0.05
SMITHSONIAN INSTITUTION REGD 1.86700000 (SMITHSONIAN IN 1.867% 09/01/29) Long Debt US $830K 1M 0.01
SNAM SPA /EUR/ REGD REG S EMTN 0.00000000 (SNAM SPA 0% 08/15/25/EUR/) Long Debt IT $2M 2M 0.02
SNAM SPA /EUR/ REGD REG S EMTN 0.00000000 (SNAM SPA 0% 12/07/28/EUR/) Long Debt IT $458K 500K 0.00
SNAM SPA /EUR/ REGD REG S EMTN 0.87500000 (SNAM SPA 0.875% 10/25/26/EUR/) Long Debt IT $6M 6M 0.05
SNAP-ON INC REGD 3.10000000 (SNAP-ON INC 3.1% 05/01/50) Long Debt US $7K 10K 0.00
SNCF RESEAU /CAD/ REGD SER MPLE 4.70000000 (SNCF RESEAU 4.7% 06/01/35/CAD/) Long Debt FR $75K 100K 0.00
SNCF RESEAU /CHF/ REGD REG S EMTN 2.00000000 (SNCF RESEAU 2% 11/12/26/CHF/) Long Debt FR $340K 300K 0.00
SNCF RESEAU /EUR/ REGD EMTN 3.12500000 (SNCF RESE 3.125% 10/25/28/EUR/) Long Debt FR $1M 1M 0.01
SNCF RESEAU /EUR/ REGD EMTN 5.00000000 (SNCF RESEAU 5% 10/10/33/EUR/) Long Debt FR $238K 200K 0.00
SNCF RESEAU /EUR/ REGD REG S EMTN 0.87500000 (SNCF RESE 0.875% 01/22/29/EUR/) Long Debt FR $192K 200K 0.00
SNCF RESEAU /EUR/ REGD REG S EMTN 1.00000000 (SNCF RESEAU 1% 11/09/31/EUR/) Long Debt FR $271K 300K 0.00
SNCF RESEAU /EUR/ REGD REG S EMTN 1.12500000 (SNCF RESE 1.125% 05/19/27/EUR/) Long Debt FR $503K 500K 0.00
SNCF RESEAU /EUR/ REGD REG S EMTN 1.12500000 (SNCF RESE 1.125% 05/25/30/EUR/) Long Debt FR $472K 500K 0.00
SNCF RESEAU /EUR/ REGD REG S EMTN 1.50000000 (SNCF RESEAU 1.5% 05/29/37/EUR/) Long Debt FR $248K 300K 0.00
SNCF RESEAU /EUR/ REGD REG S EMTN 2.00000000 (SNCF RESEAU 2% 02/05/48/EUR/) Long Debt FR $73K 100K 0.00
SNCF RESEAU /EUR/ REGD REG S EMTN 2.25000000 (SNCF RESEA 2.25% 12/20/47/EUR/) Long Debt FR $78K 100K 0.00
SNCF RESEAU /GBP/ REGD EMTN 4.83000000 (SNCF RESEA 4.83% 03/25/60/GBP/) Long Debt FR $2M 2M 0.02
SNCF RESEAU /GBP/ REGD EMTN 5.25000000 (SNCF RESEA 5.25% 12/07/28/GBP/) Long Debt FR $390K 300K 0.00
SNCF RESEAU /GBP/ REGD REG S EMTN 5.00000000 (SNCF RESEAU 5% 03/11/52/GBP/) Long Debt FR $177K 145K 0.00
SOC NATIONALE SNCF SACA /EUR/ REGD REG S 1.00000000 (SOC NATIONALE 1% 05/25/40/EUR/) Long Debt FR $71K 100K 0.00
SOC NATIONALE SNCF SACA /EUR/ REGD REG S 3.37500000 (SOC NATIO 3.375% 05/25/33/EUR/) Long Debt FR $425K 400K 0.00
SOC NATIONALE SNCF SACA /EUR/ REGD REG S EMTN 0.62500000 (SOC NATIO 0.625% 04/17/30/EUR/) Long Debt FR $459K 500K 0.00
SOC NATIONALE SNCF SACA /EUR/ REGD REG S EMTN 1.00000000 (SOC NATIONALE 1% 01/19/61/EUR/) Long Debt FR $42K 100K 0.00
SOC NATIONALE SNCF SACA /EUR/ REGD REG S EMTN 1.50000000 (SOC NATIONA 1.5% 02/02/29/EUR/) Long Debt FR $296K 300K 0.00
SOC NATIONALE SNCF SACA /GBP/ REGD EMTN 5.37500000 (SOC NATIO 5.375% 03/18/27/GBP/) Long Debt FR $510K 400K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.00000000 (SOCIETE DES G 0% 11/25/30/EUR/) Long Debt FR $609K 700K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.30000000 (SOCIETE DES 0.3% 11/25/31/EUR/) Long Debt FR $258K 300K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.30000000 (SOCIETE DES 0.3% 09/02/36/EUR/) Long Debt FR $145K 200K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.70000000 (SOCIETE DES 0.7% 10/15/60/EUR/) Long Debt FR $121K 300K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 0.87500000 (SOCIETE D 0.875% 05/10/46/EUR/) Long Debt FR $61K 100K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.00000000 (SOCIETE DES G 1% 11/26/51/EUR/) Long Debt FR $111K 200K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.12500000 (SOCIETE D 1.125% 10/22/28/EUR/) Long Debt FR $687K 700K 0.01
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.12500000 (SOCIETE D 1.125% 05/25/34/EUR/) Long Debt FR $172K 200K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 1.70000000 (SOCIETE DES 1.7% 05/25/50/EUR/) Long Debt FR $207K 300K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.50000000 (SOCIETE DES 3.5% 05/25/43/EUR/) Long Debt FR $406K 400K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.50000000 (SOCIETE DES 3.5% 06/25/49/EUR/) Long Debt FR $101K 100K 0.00
SOCIETE DES GRANDS PROJ /EUR/ REGD REG S EMTN 3.70000000 (SOCIETE DES 3.7% 05/25/53/EUR/) Long Debt FR $206K 200K 0.00
SOCIETE GENERALE /EUR/ REGD REG S 0.12500000 (SOCIETE G 0.125% 02/24/26/EUR/) Long Debt FR $1M 1M 0.01
SOCIETE GENERALE /EUR/ REGD REG S EMTN 2.62500000 (SOCIETE G 2.625% 05/30/29/EUR/) Long Debt FR $1M 1M 0.01
SOCIETE GENERALE /EUR/ REGD REG S EMTN 4.00000000 (SOCIETE GENER 4% 11/16/27/EUR/) Long Debt FR $3M 3M 0.03
SOCIETE GENERALE /EUR/ REGD V/R EMTN 1.00000000 (SOCIETE GENE V/R 11/24/30/EUR/) Long Debt FR $1M 1M 0.01
SOCIETE GENERALE /EUR/ REGD V/R REG S EMTN 5.25000000 (SOCIETE GENE V/R 09/06/32/EUR/) Long Debt FR $219K 200K 0.00
SOCIETE GENERALE /GBP/ REGD REG S EMTN 1.25000000 (SOCIETE GE 1.25% 12/07/27/GBP/) Long Debt FR $3M 3M 0.03
SOCIETE GENERALE /GBP/ REGD REG S EMTN 6.25000000 (SOCIETE GE 6.25% 06/22/33/GBP/) Long Debt FR $3M 2M 0.02
SOCIETE GENERALE REGD V/R 144A P/P 2.22600000 (SOCIETE GENERALE V/R 01/21/26) Long Debt FR $3M 3M 0.02
SOCIETE GENERALE REGD V/R 144A P/P 2.79700000 (SOCIETE GENERALE V/R 01/19/28) Long Debt FR $2M 3M 0.02
SOCIETE GENERALE REGD V/R 144A P/P 5.51900000 (SOCIETE GENERALE V/R 01/19/28) Long Debt FR $2M 2M 0.01
SOCIETE GENERALE REGD V/R 144A P/P 7.13200000 (SOCIETE GENERALE V/R 01/19/55) Long Debt FR $240K 250K 0.00
SOCIETE GENERALE SFH /EUR/ REGD REG S 1.75000000 (SOCIETE GE 1.75% 05/05/34/EUR/) Long Debt FR $187K 200K 0.00
SOCIETE GENERALE SFH /EUR/ REGD REG S EMTN 0.50000000 (SOCIETE GEN 0.5% 06/02/25/EUR/) Long Debt FR $104K 100K 0.00
SOCIETE GENERALE SFH /EUR/ REGD REG S EMTN 0.50000000 (SOCIETE GEN 0.5% 01/28/26/EUR/) Long Debt FR $103K 100K 0.00
SOCIETE NATIONALE SNCF S /EUR/ REGD REG S EMTN 3.12500000 (SOCIETE N 3.125% 05/25/34/EUR/) Long Debt FR $724K 700K 0.01
SODEXO SA /EUR/ REGD 2.50000000 (SODEXO SA 2.5% 06/24/26/EUR/) Long Debt FR $526K 500K 0.00
SODEXO SA /EUR/ REGD REG S 1.00000000 (SODEXO SA 1% 04/27/29/EUR/) Long Debt FR $965K 1M 0.01
SODEXO SA /EUR/ REGD REG S 1.00000000 (SODEXO SA 1% 07/17/28/EUR/) Long Debt FR $489K 500K 0.00
SOGECAP SA /EUR/ REGD V/R /PERP/ 4.12500000 (SOGECAP SA V/R /PERP//EUR/) Long Debt FR $2M 2M 0.01
SOUND POINT CLO XXIII SER 2019-2A CL AR V/R REGD 144A P/P 6.76017000 (SNDPT 2019-2A AR V/R 07/15/34) Long ABS-collateralized bond/debt obligation KY $500K 500K 0.00
SOUTH AUST GOVT FIN AUTH /AUD/ REGD MTN 2.75000000 (SOUTH AUST 2.75% 05/24/30/AUD/) Long Debt AU $302K 500K 0.00
SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 1.75000000 (SOUTH AUST 1.75% 05/24/32/AUD/) Long Debt AU $356K 670K 0.00
SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 2.00000000 (SOUTH AUST GO 2% 05/23/36/AUD/) Long Debt AU $42K 89K 0.00
SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.00000000 (SOUTH AUST GO 4% 05/24/29/AUD/) Long Debt AU $652K 1M 0.01
SOUTH AUST GOVT FIN AUTH /AUD/ REGD REG S 4.75000000 (SOUTH AUST 4.75% 05/24/38/AUD/) Long Debt AU $248K 400K 0.00
SOUTHERN 6.375% 05/15/40 /GB 6.37500000 Long Debt GB $1M 825K 0.01
SOUTHERN CAL EDISON REGD 2.75000000 (SOUTHERN CAL ED 2.75% 02/01/32) Long Debt US $34K 40K 0.00
SOUTHERN CAL EDISON REGD 3.45000000 (SOUTHERN CAL ED 3.45% 02/01/52) Long Debt US $27K 40K 0.00
SOUTHERN CAL EDISON REGD 3.65000000 (SOUTHERN CAL ED 3.65% 02/01/50) Long Debt US $7K 10K 0.00
SOUTHERN CAL EDISON REGD 4.00000000 (SOUTHERN CAL EDISO 4% 04/01/47) Long Debt US $108K 140K 0.00
SOUTHERN CAL EDISON REGD 4.05000000 (SOUTHERN CAL ED 4.05% 03/15/42) Long Debt US $724K 900K 0.01
SOUTHERN CAL EDISON REGD 4.65000000 (SOUTHERN CAL ED 4.65% 10/01/43) Long Debt US $432K 500K 0.00
SOUTHERN CAL EDISON REGD 5.20000000 (SOUTHERN CAL EDI 5.2% 06/01/34) Long Debt US $10K 10K 0.00
SOUTHERN CAL EDISON REGD 5.87500000 (SOUTHERN CAL E 5.875% 12/01/53) Long Debt US $10K 10K 0.00
SOUTHERN CAL EDISON REGD SER B 3.65000000 (SOUTHERN CAL ED 3.65% 03/01/28) Long Debt US $5K 5K 0.00
SOUTHERN CAL EDISON REGD SER C 4.12500000 (SOUTHERN CAL E 4.125% 03/01/48) Long Debt US $207K 265K 0.00
SOUTHERN CALIF GAS CO REGD SER WW 3.95000000 (SOUTHERN CALIF 3.95% 02/15/50) Long Debt US $30K 40K 0.00
SOUTHERN CO GAS CAPITAL REGD 5.15000000 (SOUTHERN CO GAS 5.15% 09/15/32) Long Debt US $10K 10K 0.00
SOUTHERN CO GAS CAPITAL REGD 5.75000000 (SOUTHERN CO GAS 5.75% 09/15/33) Long Debt US $10K 10K 0.00
SOUTHERN CO GAS CAPITAL REGD SER 20-A 1.75000000 (SOUTHERN CO GAS 1.75% 01/15/31) Long Debt US $3M 4M 0.02
SOUTHERN CO GAS CAPITAL REGD SER 21A 3.15000000 (SOUTHERN CO GAS 3.15% 09/30/51) Long Debt US $3K 5K 0.00
SOUTHERN CO REGD 5.20000000 (SOUTHERN CO 5.2% 06/15/33) Long Debt US $20K 20K 0.00
SOUTHERN CO REGD 5.70000000 (SOUTHERN CO 5.7% 10/15/32) Long Debt US $10K 10K 0.00
SOUTHERN CO REGD 5.70000000 (SOUTHERN CO 5.7% 03/15/34) Long Debt US $5K 5K 0.00
SOUTHERN CO REGD SER A 3.70000000 (SOUTHERN CO 3.7% 04/30/30) Long Debt US $14K 15K 0.00
SOUTHERN CO REGD V/R SER 21-A 3.75000000 (SOUTHERN CO V/R 09/15/51) Long Debt US $9K 10K 0.00
SOUTHERN COPPER CORP REGD 5.25000000 (SOUTHERN COPPER 5.25% 11/08/42) Long Debt US $119K 127K 0.00
SOUTHWEST AIRLINES CO REGD 5.12500000 (SOUTHWEST AIRL 5.125% 06/15/27) Long Debt US $1M 1M 0.01
SOUTHWEST GAS CORP REGD 4.05000000 (SOUTHWEST GAS C 4.05% 03/15/32) Long Debt US $14K 15K 0.00
SOUTHWESTERN ELEC POWER REGD 3.25000000 (SOUTHWESTERN EL 3.25% 11/01/51) Long Debt US $22K 35K 0.00
SOUTHWESTERN ELEC POWER REGD 5.30000000 (SOUTHWESTERN ELE 5.3% 04/01/33) Long Debt US $19K 20K 0.00
SOUTHWESTERN ELEC POWER REGD SER N 1.65000000 (SOUTHWESTERN EL 1.65% 03/15/26) Long Debt US $9K 10K 0.00
SOUTHWESTERN PUBLIC SERV REGD 3.70000000 (SOUTHWESTERN PUB 3.7% 08/15/47) Long Debt US $711K 1M 0.01
SOUTHWESTERN PUBLIC SERV REGD SER 8 3.15000000 (SOUTHWESTERN PU 3.15% 05/01/50) Long Debt US $13K 20K 0.00
SP KIINNITYSLUOTTOPANKKI /EUR/ REGD EMTN 3.12500000 (SP KIINNI 3.125% 11/01/27/EUR/) Long Debt FI $107K 100K 0.00
SP TRANSMISSION PLC /GBP/ REGD REG S 2.00000000 (SP TRANSMISSI 2% 11/13/31/GBP/) Long Debt GB $104K 100K 0.00
SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S 0.01000000 (SPAREBANK 0.01% 09/22/27/EUR/) Long Debt NO $5M 5M 0.04
SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 0.12500000 (SPAREBANK 0.125% 05/14/26/EUR/) Long Debt NO $101K 100K 0.00
SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN 1.00000000 (SPAREBANK 1 B 1% 01/30/29/EUR/) Long Debt NO $97K 100K 0.00
SPAREBANK 1 BOLIGKREDITT /EUR/ REGD REG S EMTN SER GMTN 0.12500000 (SPAREBANK 0.125% 05/12/31/EUR/) Long Debt NO $87K 100K 0.00
SPAREBANK 1 OESTLANDET /EUR/ REGD REG S EMTN 1.75000000 (SPAREBANK 1.75% 04/27/27/EUR/) Long Debt NO $1M 1M 0.01
SPAREBANKEN SOR BOLIGKRE /EUR/ REGD REG S EMTN 0.01000000 (SPAREBANKE 0.01% 09/25/28/EUR/) Long Debt NO $5M 5M 0.04
SPAREBANKEN SOR BOLIGKRE /EUR/ REGD REG S EMTN 0.50000000 (SPAREBANKEN 0.5% 02/06/26/EUR/) Long Debt NO $102K 100K 0.00
SPAREBANKEN VEST BOLIGKR /EUR/ REGD REG S EMTN 2.50000000 (SPAREBANKEN 2.5% 09/22/27/EUR/) Long Debt NO $105K 100K 0.00
SPP DISTRIBUCIA AS /EUR/ REGD REG S 1.00000000 (SPP DISTRIBUC 1% 06/09/31/EUR/) Long Debt SK $166K 200K 0.00
SPRINT CAPITAL CORP REGD 6.87500000 (SPRINT CAPITAL 6.875% 11/15/28) Long Debt US $3M 3M 0.02
SPRINT CAPITAL CORP REGD 8.75000000 (SPRINT CAPITAL 8.75% 03/15/32) Long Debt US $108K 90K 0.00
SPRINT LLC REGD 7.62500000 (SPRINT LLC 7.625% 02/15/25) Long Debt US $3M 3M 0.02
SR-BOLIGKREDITT AS /EUR/ REGD REG S EMTN 0.01000000 (SR-BOLIGKR 0.01% 03/10/31/EUR/) Long Debt NO $87K 100K 0.00
SSE PLC 6.25% 08/27/38 /GBP 6.25000000 Long Debt GB $4M 3M 0.03
SSE PLC /EUR/ REGD REG S EMTN 0.87500000 (SSE PLC 0.875% 09/06/25/EUR/) Long Debt GB $2M 2M 0.02
SSE PLC /EUR/ REGD REG S EMTN 1.37500000 (SSE PLC 1.375% 09/04/27/EUR/) Long Debt GB $3M 3M 0.02
STADSHYPOTEK AB /EUR/ REGD REG S 0.50000000 (STADSHYPOTE 0.5% 07/11/25/EUR/) Long Debt SE $104K 100K 0.00
STADSHYPOTEK AB /EUR/ REGD REG S EMTN 0.01000000 (STADSHYPOT 0.01% 11/24/28/EUR/) Long Debt SE $94K 100K 0.00
STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1590 1.00000000 (STADSHYPOTEK 1% 09/03/25/SEK/) Long Debt SE $184K 2M 0.00
STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1591 0.50000000 (STADSHYPOTE 0.5% 06/01/26/SEK/) Long Debt SE $180K 2M 0.00
STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1592 1.00000000 (STADSHYPOTEK 1% 03/01/27/SEK/) Long Debt SE $179K 2M 0.00
STADSHYPOTEK AB /SEK/ REGD REG S MTN SER 1594 2.00000000 (STADSHYPOTEK 2% 09/01/28/SEK/) Long Debt SE $273K 3M 0.00
STADSHYPOTEK AB /SEK/ REGD REG S MTN SER DMTN 3.62900000 (STADSHYPO 3.629% 06/20/28/SEK/) Long Debt SE $193K 2M 0.00
STANDARD CHARTERED PLC REGD V/R 144A P/P 1.45600000 (STANDARD CHARTERE V/R 01/14/27) Long Debt GB $1M 1M 0.01
STANDARD CHARTERED PLC REGD V/R 144A P/P 5.68800000 (STANDARD CHARTERE V/R 05/14/28) Long Debt GB $1M 1M 0.01
STATE GRID OVERSEAS INV /EUR/ REGD REG S EMTN 1.30300000 (STATE GRI 1.303% 08/05/32/EUR/) Long Debt VG $461K 500K 0.00
STATE OF ISRAEL /EUR/ REGD REG S EMTN 0.62500000 (STATE OF 0.625% 01/18/32/EUR/) Long Debt IL $2M 3M 0.02
STATE OF ISRAEL /EUR/ REGD REG S EMTN 1.50000000 (STATE OF IS 1.5% 01/18/27/EUR/) Long Debt IL $2M 2M 0.02
STATE OF ISRAEL /EUR/ REGD REG S EMTN SER . 2.50000000 (STATE OF IS 2.5% 01/16/49/EUR/) Long Debt IL $686K 825K 0.01
STATES OF GUERNSEY /GBP/ REGD REG S 3.37500000 (STATES OF 3.375% 12/12/46/GBP/) Long Debt GG $196K 200K 0.00
STATES OF JERSEY /GBP/ REGD REG S 3.75000000 (STATES OF 3.75% 06/09/54/GBP/) Long Debt JE $404K 400K 0.00
STEDIN HOLDING NV /EUR/ REGD REG S EMTN 0.50000000 (STEDIN HOLD 0.5% 11/14/29/EUR/) Long Debt NL $275K 300K 0.00
STEDIN HOLDING NV /EUR/ REGD REG S EMTN 0.87500000 (STEDIN HO 0.875% 10/24/25/EUR/) Long Debt NL $103K 100K 0.00
STEDIN HOLDING NV /EUR/ REGD REG S EMTN 1.37500000 (STEDIN HO 1.375% 09/19/28/EUR/) Long Debt NL $197K 200K 0.00
STEDIN HOLDING NV /EUR/ REGD REG S EMTN 2.37500000 (STEDIN HO 2.375% 06/03/30/EUR/) Long Debt NL $402K 400K 0.00
STEEL DYNAMICS INC REGD 3.25000000 (STEEL DYNAMICS 3.25% 01/15/31) Long Debt US $3M 3M 0.02
STG GLOBAL FINANCE BV /EUR/ REGD REG S SER . 1.37500000 (STG GLOBA 1.375% 09/24/25/EUR/) Long Debt NL $353K 344K 0.00
STRYKER CORP /EUR/ REGD 1.00000000 (STRYKER CORP 1% 12/03/31/EUR/) Long Debt US $1M 1M 0.01
STRYKER CORP /EUR/ REGD 3.37500000 (STRYKER C 3.375% 12/11/28/EUR/) Long Debt US $2M 2M 0.02
SUDZUCKER INT FINANCE /EUR/ REGD REG S 5.12500000 (SUDZUCKER 5.125% 10/31/27/EUR/) Long Debt NL $556K 500K 0.00
SUMITOMO MITSUI BANKING /EUR/ REGD REG S EMTN 0.40900000 (SUMITOMO 0.409% 11/07/29/EUR/) Long Debt JP $2M 2M 0.02
SUMITOMO MITSUI FINL GRP /EUR/ REGD REG S 1.54600000 (SUMITOMO 1.546% 06/15/26/EUR/) Long Debt JP $6M 6M 0.05
SUMITOMO MITSUI FINL GRP /EUR/ REGD REG S EMTN 4.49200000 (SUMITOMO 4.492% 06/12/30/EUR/) Long Debt JP $6M 5M 0.05
SUMITOMO MITSUI TR BK LT /EUR/ REGD REG S EMTN 0.01000000 (SUMITOMO M 0.01% 10/15/27/EUR/) Long Debt JP $2M 2M 0.02
SUMITOMO MITSUI TR BK LT REGD 144A P/P MTN 5.20000000 (SUMITOMO MITSUI 5.2% 03/07/27) Long Debt JP $1M 1M 0.01
SUN COMMUNITIES OPER LP REGD 2.70000000 (SUN COMMUNITIES 2.7% 07/15/31) Long Debt US $112K 135K 0.00
SUOMEN HYPOTEEKKIYHDISTY /EUR/ REGD REG S EMTN 0.50000000 (SUOMEN HYPO 0.5% 03/13/26/EUR/) Long Debt FI $102K 100K 0.00
SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S 0.50000000 (SVENSKA HAN 0.5% 02/18/30/EUR/) Long Debt SE $2M 2M 0.01
SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S EMTN 0.05000000 (SVENSKA HA 0.05% 09/06/28/EUR/) Long Debt SE $937K 1M 0.01
SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S EMTN 0.12500000 (SVENSKA H 0.125% 11/03/26/EUR/) Long Debt SE $3M 3M 0.03
SVENSKA HANDELSBANKEN AB /EUR/ REGD REG S EMTN 3.75000000 (SVENSKA HA 3.75% 11/01/27/EUR/) Long Debt SE $1M 1M 0.01
SWEDBANK AB /EUR/ REGD EMTN SER GMTN 1.30000000 (SWEDBANK AB 1.3% 02/17/27/EUR/) Long Debt SE $1M 1M 0.01
SWEDBANK AB /EUR/ REGD REG S EMTN 2.10000000 (SWEDBANK AB 2.1% 05/25/27/EUR/) Long Debt SE $1M 1M 0.01
SWEDBANK AB /EUR/ REGD REG S EMTN SER GMTN 4.37500000 (SWEDBANK 4.375% 09/05/30/EUR/) Long Debt SE $6M 6M 0.05
SWEDBANK AB /EUR/ REGD V/R REG S 0.30000000 (SWEDBANK AB V/R 05/20/27/EUR/) Long Debt SE $2M 2M 0.01
SWEDBANK AB /EUR/ REGD V/R REG S EMTN SER GMTN 3.62500000 (SWEDBANK AB V/R 08/23/32/EUR/) Long Debt SE $3M 3M 0.03
SWEDBANK AB /GBP/ REGD V/R REG S 1.37500000 (SWEDBANK AB V/R 12/08/27/GBP/) Long Debt SE $2M 2M 0.01
SWEDBANK HYPOTEK AB /EUR/ REGD REG S EMTN 0.50000000 (SWEDBANK HY 0.5% 02/05/26/EUR/) Long Debt SE $102K 100K 0.00
SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 195 1.00000000 (SWEDBANK HYPO 1% 06/18/25/SEK/) Long Debt SE $74K 800K 0.00
SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 196 1.00000000 (SWEDBANK HYPO 1% 03/18/26/SEK/) Long Debt SE $91K 1M 0.00
SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 197 1.00000000 (SWEDBANK HYPO 1% 03/17/27/SEK/) Long Debt SE $63K 700K 0.00
SWEDBANK HYPOTEK AB /SEK/ REGD REG S MTN SER 199 3.00000000 (SWEDBANK HYPO 3% 03/28/29/SEK/) Long Debt SE $189K 2M 0.00
SWEDISH COVERED BOND /EUR/ REGD REG S EMTN 0.01000000 (SWEDISH CO 0.01% 03/14/30/EUR/) Long Debt SE $90K 100K 0.00
SWEDISH COVERED BOND /EUR/ REGD REG S EMTN 0.62500000 (SWEDISH C 0.625% 10/30/25/EUR/) Long Debt SE $103K 100K 0.00
SWEDISH COVERED BOND /SEK/ REGD REG S MTN SER 146 0.50000000 (SWEDISH COV 0.5% 06/11/25/SEK/) Long Debt SE $184K 2M 0.00
SWEDISH COVERED BOND /SEK/ REGD REG S MTN SER 151 1.00000000 (SWEDISH COVER 1% 06/12/30/SEK/) Long Debt SE $169K 2M 0.00
SWEDISH COVERED BOND /SEK/ REGD REG S SER 147 2.00000000 (SWEDISH COVER 2% 06/17/26/SEK/) Long Debt SE $92K 1M 0.00
SWEDISH EXPORT CREDIT /EUR/ REGD REG S EMTN 2.00000000 (SWEDISH EXPOR 2% 06/30/27/EUR/) Long Debt SE $1M 1M 0.01
SWEDISH EXPORT CREDIT /EUR/ REGD REG S EMTN 2.75000000 (SWEDISH EX 2.75% 02/23/28/EUR/) Long Debt SE $417K 395K 0.00
SWEDISH EXPORT CREDIT REGD ZCP MTN 0.00000000 (SWEDISH EXPORT CR ZCP 05/11/37) Long Debt SE $117K 224K 0.00
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1059 1.00000000 (SWEDISH GOVER 1% 11/12/26/SEK/) Long Debt SE $3M 32M 0.02
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1060 0.75000000 (SWEDISH GO 0.75% 05/12/28/SEK/) Long Debt SE $1M 16M 0.01
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1061 0.75000000 (SWEDISH GO 0.75% 11/12/29/SEK/) Long Debt SE $2M 27M 0.02
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000 (SWEDISH G 0.125% 05/12/31/SEK/) Long Debt SE $898K 11M 0.01
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1062 0.12500000 (SWEDISH G 0.125% 05/12/31/SEK/) Long Debt SE $274K 3M 0.00
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1063 0.50000000 (SWEDISH GOV 0.5% 11/24/45/SEK/) Long Debt SE $308K 5M 0.00
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1064 1.37500000 (SWEDISH G 1.375% 06/23/71/SEK/) Long Debt SE $37K 570K 0.00
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1065 1.75000000 (SWEDISH GO 1.75% 11/11/33/SEK/) Long Debt SE $998K 11M 0.01
SWEDISH GOVERNMENT /SEK/ REGD REG S SER 1066 2.25000000 (SWEDISH GO 2.25% 05/11/35/SEK/) Long Debt SE $331K 4M 0.00
SWEDISH GOVERNMENT /SEK/ REGD SER 1053 3.50000000 (SWEDISH GOV 3.5% 03/30/39/SEK/) Long Debt SE $629K 6M 0.01
SWEDISH GOVERNMENT /SEK/ REGD SER 1056 2.25000000 (SWEDISH GO 2.25% 06/01/32/SEK/) Long Debt SE $872K 9M 0.01
SWISSCOM FINANCE /EUR/ REGD REG S EMTN 3.87500000 (SWISSCOM 3.875% 05/29/44/EUR/) Long Debt NL $7M 7M 0.06
SWITZERLAND /CHF/ REGD REG S 0.00000000 (SWITZERLAND 0% 06/26/34/CHF/) Long Debt CH $2M 2M 0.02
SWITZERLAND /CHF/ REGD REG S 0.00000000 (SWITZERLAND 0% 07/24/39/CHF/) Long Debt CH $1M 1M 0.01
SWITZERLAND /CHF/ REGD REG S 0.00000000 (SWITZERLAND 0% 06/22/29/CHF/) Long Debt CH $1M 1M 0.01
SWITZERLAND /CHF/ REGD REG S 0.50000000 (SWITZERLAND 0.5% 06/27/32/CHF/) Long Debt CH $2M 2M 0.02
SWITZERLAND /CHF/ REGD REG S 0.50000000 (SWITZERLAND 0.5% 06/28/45/CHF/) Long Debt CH $1M 1M 0.01
SWITZERLAND /CHF/ REGD REG S 0.50000000 (SWITZERLAND 0.5% 05/24/55/CHF/) Long Debt CH $684K 622K 0.01
SWITZERLAND /CHF/ REGD REG S 0.50000000 (SWITZERLAND 0.5% 05/27/30/CHF/) Long Debt CH $597K 540K 0.00
SWITZERLAND /CHF/ REGD REG S 0.50000000 (SWITZERLAND 0.5% 05/30/58/CHF/) Long Debt CH $288K 260K 0.00
SWITZERLAND /CHF/ REGD REG S 1.25000000 (SWITZERLAN 1.25% 06/27/37/CHF/) Long Debt CH $824K 680K 0.01
SWITZERLAND /CHF/ REGD REG S 1.25000000 (SWITZERLAN 1.25% 05/28/26/CHF/) Long Debt CH $618K 550K 0.01
SWITZERLAND /CHF/ REGD REG S 1.50000000 (SWITZERLAND 1.5% 04/30/42/CHF/) Long Debt CH $1M 1M 0.01
SWITZERLAND /CHF/ REGD REG S 1.50000000 (SWITZERLAND 1.5% 07/24/25/CHF/) Long Debt CH $213K 190K 0.00
SWITZERLAND /CHF/ REGD REG S 2.00000000 (SWITZERLAND 2% 06/25/64/CHF/) Long Debt CH $1M 611K 0.01
SWITZERLAND /CHF/ REGD REG S 2.25000000 (SWITZERLAN 2.25% 06/22/31/CHF/) Long Debt CH $932K 752K 0.01
SWITZERLAND /CHF/ REGD REG S 3.25000000 (SWITZERLAN 3.25% 06/27/27/CHF/) Long Debt CH $2M 1M 0.01
SWITZERLAND /CHF/ REGD REG S 4.00000000 (SWITZERLAND 4% 01/06/49/CHF/) Long Debt CH $913K 460K 0.01
SWITZERLAND /CHF/ REGD REG S 4.00000000 (SWITZERLAND 4% 04/08/28/CHF/) Long Debt CH $829K 663K 0.01
SYCAMORE TREE CLO 2023-2 LTD SER 2023-2A CL AR V/R REGD 144A P/P 7.00456000 (STCP 2023-2A AR V/R 01/20/37) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.01
SYDBANK A/S /EUR/ REGD V/R REG S EMTN SER GMTN 5.12500000 (SYDBANK A/S V/R 09/06/28/EUR/) Long Debt DK $3M 3M 0.03
SYDNEY AIRPORT FINANCE /EUR/ REGD REG S EMTN 1.75000000 (SYDNEY AIR 1.75% 04/26/28/EUR/) Long Debt AU $1000K 1M 0.01
SYENSQO SA /EUR/ REGD REG S 2.75000000 (SYENSQO SA 2.75% 12/02/27/EUR/) Long Debt BE $1M 1M 0.01
SYMPHONY CLO XXIV LTD SER 2020-24A CL AR V/R REGD 144A P/P 6.52640000 (SYMP 2020-24A AR V/R 01/23/32) Long ABS-collateralized bond/debt obligation KY $952K 949K 0.01
SYSTEM ENERGY RESOURCES REGD 6.00000000 (SYSTEM ENERGY RESO 6% 04/15/28) Long Debt US $193K 190K 0.00
T-MOBILE USA INC REGD 2.55000000 (T-MOBILE USA IN 2.55% 02/15/31) Long Debt US $60K 70K 0.00
T-MOBILE USA INC REGD 3.30000000 (T-MOBILE USA INC 3.3% 02/15/51) Long Debt US $7K 10K 0.00
T-MOBILE USA INC REGD 3.60000000 (T-MOBILE USA INC 3.6% 11/15/60) Long Debt US $182K 269K 0.00
T-MOBILE USA INC REGD 5.15000000 (T-MOBILE USA IN 5.15% 04/15/34) Long Debt US $10K 10K 0.00
T-MOBILE USA INC REGD 5.50000000 (T-MOBILE USA INC 5.5% 01/15/55) Long Debt US $179K 185K 0.00
T-MOBILE USA INC REGD SER WI 2.05000000 (T-MOBILE USA IN 2.05% 02/15/28) Long Debt US $36K 40K 0.00
T-MOBILE USA INC REGD SER WI 3.75000000 (T-MOBILE USA IN 3.75% 04/15/27) Long Debt US $30K 31K 0.00
T-MOBILE USA INC REGD SER WI 3.87500000 (T-MOBILE USA I 3.875% 04/15/30) Long Debt US $3M 3M 0.03
T-MOBILE USA INC REGD SER WI 4.37500000 (T-MOBILE USA I 4.375% 04/15/40) Long Debt US $10K 12K 0.00
TAKE-TWO INTERACTIVE SOF REGD 5.60000000 (TAKE-TWO INTERAC 5.6% 06/12/34) Long Debt US $100K 100K 0.00
TALANX AG /EUR/ REGD REG S EMTN 4.00000000 (TALANX AG 4% 10/25/29/EUR/) Long Debt DE $9M 8M 0.07
TAMPA ELECTRIC CO REGD 4.30000000 (TAMPA ELECTRIC C 4.3% 06/15/48) Long Debt US $8K 10K 0.00
TAPESTRY INC REGD 7.05000000 (TAPESTRY INC 7.05% 11/27/25) Long Debt US $10K 10K 0.00
TAPESTRY INC REGD 7.35000000 (TAPESTRY INC 7.35% 11/27/28) Long Debt US $5K 5K 0.00
TAPESTRY INC REGD 7.70000000 (TAPESTRY INC 7.7% 11/27/30) Long Debt US $5K 5K 0.00
TAPESTRY INC REGD 7.85000000 (TAPESTRY INC 7.85% 11/27/33) Long Debt US $5K 5K 0.00
TAPESTRY INC REGD SER . 3.05000000 (TAPESTRY INC 3.05% 03/15/32) Long Debt US $85K 105K 0.00
TARGA RESOURCES CORP REGD 4.20000000 (TARGA RESOURCES 4.2% 02/01/33) Long Debt US $90K 100K 0.00
TARGA RESOURCES CORP REGD 4.95000000 (TARGA RESOURCES 4.95% 04/15/52) Long Debt US $98K 115K 0.00
TARGA RESOURCES CORP REGD 5.20000000 (TARGA RESOURCES 5.2% 07/01/27) Long Debt US $963K 965K 0.01
TARGA RESOURCES CORP REGD 6.12500000 (TARGA RESOURCE 6.125% 03/15/33) Long Debt US $293K 285K 0.00
TARGA RESOURCES CORP REGD 6.15000000 (TARGA RESOURCES 6.15% 03/01/29) Long Debt US $77K 75K 0.00
TARGA RESOURCES CORP REGD 6.50000000 (TARGA RESOURCES 6.5% 02/15/53) Long Debt US $549K 520K 0.00
TARGA RESOURCES PARTNERS REGD 4.87500000 (TARGA RESOURCE 4.875% 02/01/31) Long Debt US $72K 75K 0.00
TARGA RESOURCES PARTNERS REGD 5.00000000 (TARGA RESOURCES PA 5% 01/15/28) Long Debt US $68K 69K 0.00
TAURON POLSKA ENERGIA SA /EUR/ REGD REG S 2.37500000 (TAURON PO 2.375% 07/05/27/EUR/) Long Debt PL $4M 4M 0.03
TCW CLO 2024-1 LTD SER 2024-1A CL A1 V/R REGD 144A P/P 6.92562000 (TCW 2024-1A A1 V/R 01/16/37) Long ABS-collateralized bond/debt obligation KY $702K 700K 0.01
TD SYNNEX CORP REGD 6.10000000 (TD SYNNEX CORP 6.1% 04/12/34) Long Debt US $80K 80K 0.00
TD SYNNEX CORP REGD SER WI 2.37500000 (TD SYNNEX CORP 2.375% 08/09/28) Long Debt US $4K 5K 0.00
TDF INFRASTRUCTURE SAS /EUR/ REGD REG S 1.75000000 (TDF INFRAS 1.75% 12/01/29/EUR/) Long Debt FR $4M 5M 0.03
TECK RESOURCES LIMITED REGD 5.40000000 (TECK RESOURCES L 5.4% 02/01/43) Long Debt CA $1M 1M 0.01
TELE2 AB /EUR/ REGD REG S EMTN 3.75000000 (TELE2 AB 3.75% 11/22/29/EUR/) Long Debt SE $8M 8M 0.07
TELEDYNE FLIR LLC REGD 2.50000000 (TELEDYNE FLIR LL 2.5% 08/01/30) Long Debt US $68K 80K 0.00
TELEDYNE TECHNOLOGIES IN REGD 1.60000000 (TELEDYNE TECHNOL 1.6% 04/01/26) Long Debt US $19K 20K 0.00
TELEFONAKTIEBOLAGET LM E /EUR/ REGD REG S EMTN 1.00000000 (TELEFONAKTIEB 1% 05/26/29/EUR/) Long Debt SE $1M 1M 0.01
TELEFONICA EMISIONES SAU /EUR/ REGD REG S EMTN 1.86400000 (TELEFONIC 1.864% 07/13/40/EUR/) Long Debt ES $4M 5M 0.03
TELEKOM FINANZMANAGEMENT /EUR/ REGD REG S 1.50000000 (TELEKOM FIN 1.5% 12/07/26/EUR/) Long Debt AT $205K 200K 0.00
TELENOR ASA /EUR/ REGD REG S EMTN 0.25000000 (TELENOR AS 0.25% 02/14/28/EUR/) Long Debt NO $1M 1M 0.01
TELEREAL SECURITISATION /GBP/ REGD SER B4 6.16450000 (TELEREAL 6.1645% 12/10/31 /GBP) Long Debt GB $50K 40K 0.00
TELIA COMPANY AB /EUR/ REGD REG S EMTN 2.12500000 (TELIA COM 2.125% 02/20/34/EUR/) Long Debt SE $666K 700K 0.01
TELSTRA GROUP LTD /EUR/ REGD REG S 3.75000000 (TELSTRA GR 3.75% 05/04/31/EUR/) Long Debt AU $5M 5M 0.04
TEMASEK FINANCIAL I LTD /EUR/ REGD REG S EMTN 1.50000000 (TEMASEK FIN 1.5% 03/01/28/EUR/) Long Debt SG $5M 5M 0.04
TEMASEK FINANCIAL I LTD /EUR/ REGD REG S EMTN SER GMTN 3.25000000 (TEMASEK FI 3.25% 02/15/27/EUR/) Long Debt SG $2M 2M 0.01
TENNESSEE VALLEY AUTHORITY /GBP/ 4.62500000 (TVA 4.625% 06/07/43/GBP/) Long Debt US $232K 200K 0.00
TENNET HOLDING BV /EUR/ REGD EMTN 2.75000000 (TENNET HOL 2.75% 05/17/42/EUR/) Long Debt NL $186K 200K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.50000000 (TENNET HOLD 0.5% 11/30/40/EUR/) Long Debt NL $135K 200K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.87500000 (TENNET HO 0.875% 06/16/35/EUR/) Long Debt NL $244K 300K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 0.87500000 (TENNET HO 0.875% 06/03/30/EUR/) Long Debt NL $112K 120K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.00000000 (TENNET HOLDIN 1% 06/13/26/EUR/) Long Debt NL $204K 200K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.12500000 (TENNET HO 1.125% 06/09/41/EUR/) Long Debt NL $219K 300K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.37500000 (TENNET HO 1.375% 06/26/29/EUR/) Long Debt NL $98K 100K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 1.62500000 (TENNET HO 1.625% 11/17/26/EUR/) Long Debt NL $463K 450K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 2.00000000 (TENNET HOLDIN 2% 06/05/34/EUR/) Long Debt NL $93K 100K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.25000000 (TENNET HOL 4.25% 04/28/32/EUR/) Long Debt NL $223K 200K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.50000000 (TENNET HOLD 4.5% 10/28/34/EUR/) Long Debt NL $571K 500K 0.00
TENNET HOLDING BV /EUR/ REGD REG S EMTN 4.75000000 (TENNET HOL 4.75% 10/28/42/EUR/) Long Debt NL $116K 100K 0.00
TERNA RETE ELETTRICA /EUR/ REGD REG S 0.75000000 (TERNA RETE 0.75% 07/24/32/EUR/) Long Debt IT $171K 200K 0.00
TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 0.37500000 (TERNA RET 0.375% 09/25/30/EUR/) Long Debt IT $723K 825K 0.01
TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 1.00000000 (TERNA RETE EL 1% 10/11/28/EUR/) Long Debt IT $967K 1M 0.01
TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 1.37500000 (TERNA RET 1.375% 07/26/27/EUR/) Long Debt IT $2M 2M 0.02
TERNA RETE ELETTRICA /EUR/ REGD REG S EMTN 3.50000000 (TERNA RETE 3.5% 01/17/31/EUR/) Long Debt IT $7M 7M 0.06
TESCO CORP TREASURY SERV /EUR/ REGD REG S EMTN 0.87500000 (TESCO COR 0.875% 05/29/26/EUR/) Long Debt GB $2M 2M 0.01
TESCO CORP TREASURY SERV /GBP/ REGD EMTN 5.50000000 (TESCO CORP 5.5% 02/27/35/GBP/) Long Debt GB $3M 2M 0.02
TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 1.87500000 (TESCO COR 1.875% 11/02/28/GBP/) Long Debt GB $1M 1M 0.01
TESCO CORP TREASURY SERV /GBP/ REGD REG S EMTN 2.75000000 (TESCO CORP 2.75% 04/27/30/GBP/) Long Debt GB $925K 825K 0.01
TESCO PROPERTY FIN 1 PLC /GBP/REGD 7.62270000 (TESCO PRO 7.622?07/13/39 /GB) Long Debt GB $109K 76K 0.00
TEXAS HEALTH RESOURCES REGD 2.32800000 (TEXAS HEALTH R 2.328% 11/15/50) Long Debt US $435K 750K 0.00
TEXAS INSTRUMENTS INC REGD 1.75000000 (TEXAS INSTRUMEN 1.75% 05/04/30) Long Debt US $8K 9K 0.00
TEXAS INSTRUMENTS INC REGD 2.70000000 (TEXAS INSTRUMENT 2.7% 09/15/51) Long Debt US $19K 30K 0.00
TEXTRON INC REGD 2.45000000 (TEXTRON INC 2.45% 03/15/31) Long Debt US $839K 1M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 1.58500000 (THAILAND 1.585% 12/17/35/THB/) Long Debt TH $34K 1M 0.00
THAILAND GOVERNMENT BOND /THB/ REGD 1.60000000 (THAILAND GO 1.6% 12/17/29/THB/) Long Debt TH $3M 124M 0.03
THAILAND GOVERNMENT BOND /THB/ REGD 2.00000000 (THAILAND GOVE 2% 12/17/31/THB/) Long Debt TH $2M 69M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 2.12500000 (THAILAND 2.125% 12/17/26/THB/) Long Debt TH $82K 3M 0.00
THAILAND GOVERNMENT BOND /THB/ REGD 2.35000000 (THAILAND G 2.35% 06/17/26/THB/) Long Debt TH $2M 70M 0.02
THAILAND GOVERNMENT BOND /THB/ REGD 2.40000000 (THAILAND GO 2.4% 03/17/29/THB/) Long Debt TH $1M 37M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 2.40000000 (THAILAND GO 2.4% 11/17/27/THB/) Long Debt TH $989K 36M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 2.65000000 (THAILAND G 2.65% 06/17/28/THB/) Long Debt TH $3M 95M 0.02
THAILAND GOVERNMENT BOND /THB/ REGD 2.80000000 (THAILAND GO 2.8% 06/17/34/THB/) Long Debt TH $3M 95M 0.02
THAILAND GOVERNMENT BOND /THB/ REGD 2.87500000 (THAILAND 2.875% 06/17/46/THB/) Long Debt TH $36K 1M 0.00
THAILAND GOVERNMENT BOND /THB/ REGD 3.14000000 (THAILAND G 3.14% 06/17/47/THB/) Long Debt TH $1M 45M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 3.39000000 (THAILAND G 3.39% 06/17/37/THB/) Long Debt TH $2M 72M 0.02
THAILAND GOVERNMENT BOND /THB/ REGD 3.40000000 (THAILAND GO 3.4% 06/17/36/THB/) Long Debt TH $115K 4M 0.00
THAILAND GOVERNMENT BOND /THB/ REGD 3.45000000 (THAILAND G 3.45% 06/17/43/THB/) Long Debt TH $2M 59M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 3.65000000 (THAILAND G 3.65% 06/20/31/THB/) Long Debt TH $101K 3M 0.00
THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000 (THAILAND GOVE 4% 06/17/55/THB/) Long Debt TH $887K 30M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000 (THAILAND GOVE 4% 06/17/66/THB/) Long Debt TH $753K 27M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD 4.00000000 (THAILAND GOVE 4% 06/17/72/THB/) Long Debt TH $700K 25M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD SER LB 1.00000000 (THAILAND GOVE 1% 06/17/27/THB/) Long Debt TH $1M 40M 0.01
THAILAND GOVERNMENT BOND /THB/ REGD SER THAI 2.75000000 (THAILAND G 2.75% 06/17/52/THB/) Long Debt TH $18K 740K 0.00
THALES SA /EUR/ REGD REG S EMTN 0.00000000 (THALES SA 0% 03/26/26/EUR/) Long Debt FR $4M 4M 0.03
THALES SA /EUR/ REGD REG S EMTN 1.00000000 (THALES SA 1% 05/15/28/EUR/) Long Debt FR $2M 2M 0.02
THALES SA /EUR/ REGD REG S EMTN 4.12500000 (THALES SA 4.125% 10/18/28/EUR/) Long Debt FR $872K 800K 0.01
THAMES WATER UTIL FIN /EUR/ REGD REG S 0.87500000 (THAMES WA 0.875% 01/31/28/EUR/) Long Debt GB $2M 2M 0.02
THAMES WATER UTIL FIN /GBP/ REGD EMTN 6.75000000 (THAMES WAT 6.75% 11/16/28/GBP/) Long Debt GB $422K 380K 0.00
THAMES WATER UTIL FIN /GBP/ REGD REG S EMTN 5.50000000 (THAMES WATE 5.5% 02/11/41/GBP/) Long Debt GB $1M 1M 0.01
THB/USD FWD 20240702 000003534 USD Derivative-foreign exchange $51K – 0.00
THB/USD FWD 20240918 000011343 USD Derivative-foreign exchange $-2K – -0.00
THE BERKELEY GROUP PLC /GBP/ REGD REG S 2.50000000 (THE BERKELE 2.5% 08/11/31/GBP/) Long Debt GB $169K 172K 0.00
THE UNITE GROUP PLC /GBP/ REGD REG S EMTN 5.62500000 (THE UNITE 5.625% 06/25/32/GBP/) Long Debt GB $1M 1M 0.01
THERMO FISHER SC FNCE I /EUR/ REGD 1.12500000 (THERMO FI 1.125% 10/18/33/EUR/) Long Debt NL $872K 1M 0.01
THERMO FISHER SCIENTIFIC /EUR/ REGD EMTN 1.87500000 (THERMO FI 1.875% 10/01/49/EUR/) Long Debt US $650K 900K 0.01
THERMO FISHER SCIENTIFIC REGD 5.00000000 (THERMO FISHER SCIE 5% 01/31/29) Long Debt US $25K 25K 0.00
THFC FUNDING NO 1 PLC /GBP/ REGD 5.12500000 (THFC FUND 5.125% 12/21/35/GBP/) Long Debt GB $2M 1M 0.01
TIME WARNER CABLE LLC REGD 4.50000000 (TIME WARNER CABL 4.5% 09/15/42) Long Debt US $37K 50K 0.00
TIME WARNER CABLE LLC REGD 5.50000000 (TIME WARNER CABL 5.5% 09/01/41) Long Debt US $669K 800K 0.01
TOKYO METROPOLITAN GOVT REGD REG S 0.75000000 (TOKYO METROPOLI 0.75% 07/16/25) Long Debt JP $954K 1M 0.01
TOLL BROS FINANCE CORP REGD 3.80000000 (TOLL BROS FINANC 3.8% 11/01/29) Long Debt US $93K 100K 0.00
TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 1.70700000 (TORONTO-D 1.707% 07/28/25/EUR/) Long Debt CA $105K 100K 0.00
TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 3.19100000 (TORONTO-D 3.191% 02/16/29/EUR/) Long Debt CA $107K 100K 0.00
TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 3.71500000 (TORONTO-D 3.715% 03/13/30/EUR/) Long Debt CA $110K 100K 0.00
TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN 3.87900000 (TORONTO-D 3.879% 03/13/26/EUR/) Long Debt CA $108K 100K 0.00
TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN SER GMTN 0.86400000 (TORONTO-D 0.864% 03/24/27/EUR/) Long Debt CA $2M 2M 0.01
TORONTO-DOMINION BANK /EUR/ REGD REG S EMTN SER GMTN 3.76500000 (TORONTO-D 3.765% 09/08/26/EUR/) Long Debt CA $108K 100K 0.00
TORONTO-DOMINION BANK REGD MTN 4.69300000 (TORONTO-DOMINI 4.693% 09/15/27) Long Debt CA $54K 55K 0.00
TOTALENERGIES CAP INTL /EUR/ REGD EMTN 1.53500000 (TOTALENER 1.535% 05/31/39/EUR/) Long Debt FR $812K 1M 0.01
TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 0.95200000 (TOTALENER 0.952% 05/18/31/EUR/) Long Debt FR $909K 1M 0.01
TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 1.37500000 (TOTALENER 1.375% 10/04/29/EUR/) Long Debt FR $2M 2M 0.02
TOTALENERGIES CAP INTL /EUR/ REGD REG S EMTN 1.49100000 (TOTALENER 1.491% 09/04/30/EUR/) Long Debt FR $958K 1M 0.01
TOTALENERGIES CAPITAL SA REGD 5.15000000 (TOTALENERGIES C 5.15% 04/05/34) Long Debt FR $1M 1M 0.01
TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S 3.25000000 (TOTALENERGIES V/R /PERP//EUR/) Long Debt FR $456K 500K 0.00
TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S EMTN 3.36900000 (TOTALENERGIES V/R /PERP//EUR/) Long Debt FR $4M 4M 0.03
TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S EMTN SER NC7 1.62500000 (TOTALENERGIES V/R /PERP//EUR/) Long Debt FR $971K 1M 0.01
TOTALENERGIES SE /EUR/ REGD V/R /PERP/ REG S SER . 2.00000000 (TOTALENERGIES V/R /PERP//EUR/) Long Debt FR $2M 2M 0.02
TOTE MARITIME ALASKA LLC REGD SER 02-1 6.36500000 (TOTE MARITIME 6.365% 04/15/28) Long Debt US $3M 3M 0.02
TOYOTA FINANCE AUSTRALIA /EUR/ REGD REG S EMTN 3.38600000 (TOYOTA FI 3.386% 03/18/30/EUR/) Long Debt AU $3M 3M 0.02
TOYOTA MOTOR FINANCE BV /EUR/ REGD REG S EMTN 3.12500000 (TOYOTA MO 3.125% 07/11/29/EUR/) Long Debt NL $2M 1M 0.01
TOYOTA MOTOR FINANCE BV /EUR/ REGD REG S EMTN 4.00000000 (TOYOTA MOTOR 4% 04/02/27/EUR/) Long Debt NL $9M 8M 0.07
TP ICAP FINANCE PLC /GBP/ REGD REG S EMTN 5.25000000 (TP ICAP FI 5.25% 05/29/26/GBP/) Long Debt GB $2M 2M 0.02
TRAFFORD CENTRE FIN LTD /GBP/ REGD REG S SER A2 6.50000000 (TRAFFORD CE 6.5% 07/28/33/GBP/) Long Debt KY $39K 31K 0.00
TRANE TECH FIN LTD REGD 4.50000000 (TRANE TECH FIN L 4.5% 03/21/49) Long Debt IE $4K 5K 0.00
TRANSCONT GAS PIPE LINE REGD SER WI 3.25000000 (TRANSCONT GAS P 3.25% 05/15/30) Long Debt US $72K 80K 0.00
TRANSCONT GAS PIPE LINE REGD SER WI 7.85000000 (TRANSCONT GAS P 7.85% 02/01/26) Long Debt US $49K 48K 0.00
TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 3.87500000 (TRANSPORT 3.875% 07/23/42/GBP/) Long Debt GB $148K 140K 0.00
TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 4.00000000 (TRANSPORT FOR 4% 09/12/33/GBP/) Long Debt GB $348K 300K 0.00
TRANSPORT FOR LONDON /GBP/ REGD REG S EMTN 4.00000000 (TRANSPORT FOR 4% 04/07/64/GBP/) Long Debt GB $104K 100K 0.00
TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 1.45000000 (TRANSURBAN 1.45% 05/16/29/EUR/) Long Debt AU $2M 2M 0.02
TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 2.00000000 (TRANSURBAN FI 2% 08/28/25/EUR/) Long Debt AU $3M 3M 0.03
TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 3.00000000 (TRANSURBAN FI 3% 04/08/30/EUR/) Long Debt AU $103K 100K 0.00
TRANSURBAN FINANCE CO /EUR/ REGD REG S EMTN 4.22500000 (TRANSURBA 4.225% 04/26/33/EUR/) Long Debt AU $2M 1M 0.01
TRATON FINANCE LUX SA /EUR/ REGD REG S EMTN 3.75000000 (TRATON FIN 3.75% 03/27/30/EUR/) Long Debt LU $21M 20M 0.17
TRAVELERS COS INC REGD 5.45000000 (TRAVELERS COS I 5.45% 05/25/53) Long Debt US $20K 20K 0.00
TREASURY CORP VICTORIA /AUD/ REGD 1.50000000 (TREASURY CO 1.5% 11/20/30/AUD/) Long Debt AU $770K 1M 0.01
TREASURY CORP VICTORIA /AUD/ REGD 2.25000000 (TREASURY C 2.25% 11/20/34/AUD/) Long Debt AU $256K 500K 0.00
TREASURY CORP VICTORIA /AUD/ REGD 4.25000000 (TREASURY C 4.25% 12/20/32/AUD/) Long Debt AU $2M 3M 0.01
TREASURY CORP VICTORIA /AUD/ REGD 5.50000000 (TREASURY CO 5.5% 11/17/26/AUD/) Long Debt AU $1M 2M 0.01
TREASURY CORP VICTORIA /AUD/ REGD MTN 1.25000000 (TREASURY C 1.25% 11/19/27/AUD/) Long Debt AU $1M 2M 0.01
TREASURY CORP VICTORIA /AUD/ REGD MTN 1.50000000 (TREASURY CO 1.5% 09/10/31/AUD/) Long Debt AU $1M 2M 0.01
TREASURY CORP VICTORIA /AUD/ REGD MTN 2.25000000 (TREASURY C 2.25% 11/20/41/AUD/) Long Debt AU $625K 2M 0.01
TREASURY CORP VICTORIA /AUD/ REGD MTN 2.50000000 (TREASURY CO 2.5% 10/22/29/AUD/) Long Debt AU $121K 200K 0.00
TREASURY CORP VICTORIA /AUD/ REGD MTN 4.75000000 (TREASURY C 4.75% 09/15/36/AUD/) Long Debt AU $947K 2M 0.01
TREASURY CORP VICTORIA /AUD/ REGD MTN 5.25000000 (TREASURY C 5.25% 09/15/38/AUD/) Long Debt AU $527K 810K 0.00
TREASURY CORP VICTORIA /AUD/ REGD REG S 2.25000000 (TREASURY C 2.25% 09/15/33/AUD/) Long Debt AU $918K 2M 0.01
TREASURY CORP VICTORIA /AUD/ REGD REG S MTN 3.00000000 (TREASURY CORP 3% 10/20/28/AUD/) Long Debt AU $2M 3M 0.02
TREASURY N/B REGD 2.62500000 (TREASURY SE 2.625% 02/15/29) Long Debt US $57K 61K 0.00
TRINITY HEALTH CORP REGD SER 2021 2.63200000 (TRINITY HEALTH 2.632% 12/01/40) Long Debt US $163K 230K 0.00
TRUIST FINANCIAL CORP REGD MTN 3.87500000 (TRUIST FINANCI 3.875% 03/19/29) Long Debt US $1M 1M 0.01
TRUIST FINANCIAL CORP REGD V/R MTN 5.43500000 (TRUIST FINANCIAL V/R 01/24/30) Long Debt US $888K 890K 0.01
TRUIST FINANCIAL CORP REGD V/R MTN 5.86700000 (TRUIST FINANCIAL V/R 06/08/34) Long Debt US $404K 400K 0.00
TRUIST FINANCIAL CORP REGD V/R MTN 7.16100000 (TRUIST FINANCIAL V/R 10/30/29) Long Debt US $659K 620K 0.01
TRUSTEES PRINCETON UNIV REGD 4.20100000 (TRUSTEES PRINC 4.201% 03/01/52) Long Debt US $1M 1M 0.01
TSY REGD /GBP/ 4.25000000 (UNITED KIN 4.25% 09/07/39/GBP/) Long Debt GB $25M 20M 0.20
TUCSON ELECTRIC POWER CO REGD 1.50000000 (TUCSON ELECTRIC 1.5% 08/01/30) Long Debt US $24K 30K 0.00
TUCSON ELECTRIC POWER CO REGD 3.25000000 (TUCSON ELECTRIC 3.25% 05/01/51) Long Debt US $7K 10K 0.00
TYCO ELECTRONICS GROUP S /EUR/ REGD 0.00000000 (TYCO ELECTRON 0% 02/16/29/EUR/) Long Debt LU $923K 1M 0.01
TYSON FOODS INC REGD 5.70000000 (TYSON FOODS INC 5.7% 03/15/34) Long Debt US $409K 410K 0.00
UBS AG LONDON /EUR/ REGD REG S EMTN 0.25000000 (UBS AG LON 0.25% 09/01/28/EUR/) Long Debt CH $1M 1M 0.01
UBS AG LONDON /EUR/ REGD REG S EMTN 0.25000000 (UBS AG LON 0.25% 01/05/26/EUR/) Long Debt CH $1M 1M 0.01
UBS AG LONDON /EUR/ REGD REG S EMTN 0.50000000 (UBS AG LOND 0.5% 03/31/31/EUR/) Long Debt CH $1M 2M 0.01
UBS AG LONDON /EUR/ REGD REG S EMTN 1.50000000 (UBS AG LOND 1.5% 04/10/26/EUR/) Long Debt CH $309K 300K 0.00
UBS AG LONDON REGD 5.65000000 (UBS AG LONDON 5.65% 09/11/28) Long Debt CH $204K 200K 0.00
UBS COMMERCIAL MORTGAGE TRUST 2018-C11 SER 2018-C11 CL ASB REGD 4.11860000 (UBSCM 2018-C1 4.118% 11/15/27) Long ABS-collateralized bond/debt obligation US $540K 552K 0.00
UBS COMMERCIAL MORTGAGE TRUST 2018-C12 SER 2018-C12 CL A5 REGD 4.29620000 (UBSCM 2018-C1 4.296% 07/15/28) Long ABS-collateralized bond/debt obligation US $1M 1M 0.01
UBS GROUP AG /EUR/ REGD REG S 0.25000000 (UBS GROUP 0.25% 02/24/28/EUR/) Long Debt CH $949K 1M 0.01
UBS GROUP AG /EUR/ REGD REG S EMTN 0.62500000 (UBS GROUP 0.625% 01/18/33/EUR/) Long Debt CH $9M 11M 0.07
UBS GROUP AG /EUR/ REGD REG S EMTN 1.25000000 (UBS GROUP 1.25% 09/01/26/EUR/) Long Debt CH $1M 1M 0.01
UBS GROUP AG /EUR/ REGD V/R REG S 2.12500000 (UBS GROUP AG V/R 10/13/26/EUR/) Long Debt CH $732K 700K 0.01
UBS GROUP AG /EUR/ REGD V/R REG S 2.87500000 (UBS GROUP AG V/R 04/02/32/EUR/) Long Debt CH $2M 2M 0.01
UBS GROUP AG /EUR/ REGD V/R REG S 7.75000000 (UBS GROUP AG V/R 03/01/29/EUR/) Long Debt CH $1M 1M 0.01
UBS GROUP AG /EUR/ REGD V/R REG S EMTN 0.25000000 (UBS GROUP AG V/R 11/05/28/EUR/) Long Debt CH $1M 1M 0.01
UBS GROUP AG /EUR/ REGD V/R REG S EMTN 0.65000000 (UBS GROUP AG V/R 01/14/28/EUR/) Long Debt CH $891K 900K 0.01
UBS GROUP AG /EUR/ REGD V/R REG S EMTN 1.25000000 (UBS GROUP AG V/R 07/17/25/EUR/) Long Debt CH $1M 1M 0.01
UBS GROUP AG /GBP/ REGD V/R REG S 7.37500000 (UBS GROUP AG V/R 09/07/33/GBP/) Long Debt CH $7M 5M 0.06
UBS GROUP AG REGD V/R 144A P/P 2.74600000 (UBS GROUP AG V/R 02/11/33) Long Debt CH $819K 1M 0.01
UBS GROUP AG REGD V/R 144A P/P 3.09100000 (UBS GROUP AG V/R 05/14/32) Long Debt CH $645K 755K 0.01
UK MUNI BONDS AGENCY /GBP/ REGD REG S 1.62500000 (UK MUNI B 1.625% 08/26/60/GBP/) Long Debt IE $50K 100K 0.00
UK TSY 3 1/4% 2044 /GBP/ REGD 3.25000000 (UK TSY 3.25% 01/22/44 /GBP/) Long Debt GB $19M 18M 0.15
UMBS TBA 30YR 1.5% JUL 21 TO BE ANNOUNCED 1.50000000 Long ABS-mortgage backed security US $5M 7M 0.04
UMBS TBA 30YR 2% AUG 54 TO BE ANNOUNCED 2.00000000 Long ABS-mortgage backed security US $72M 92M 0.59
UMBS TBA 30YR 2% JUL 24 TO BE ANNOUNCED 2.00000000 Long ABS-mortgage backed security US $8M 10M 0.06
UNEDIC /EUR/ REGD EMTN 3.12500000 (UNEDIC 3.125% 11/25/34/EUR/) Long Debt FR $316K 300K 0.00
UNEDIC /EUR/ REGD REG S EMTN 0.00000000 (UNEDIC 0% 11/19/30/EUR/) Long Debt FR $175K 200K 0.00
UNEDIC /EUR/ REGD REG S EMTN 0.00000000 (UNEDIC 0% 03/05/30/EUR/) Long Debt FR $90K 100K 0.00
UNEDIC /EUR/ REGD REG S EMTN 0.01000000 (UNEDIC 0.01% 05/25/31/EUR/) Long Debt FR $1M 1M 0.01
UNEDIC /EUR/ REGD REG S EMTN 0.10000000 (UNEDIC 0.1% 05/25/34/EUR/) Long Debt FR $79K 100K 0.00
UNEDIC /EUR/ REGD REG S EMTN 0.25000000 (UNEDIC 0.25% 11/25/29/EUR/) Long Debt FR $2M 2M 0.01
UNEDIC /EUR/ REGD REG S EMTN 0.25000000 (UNEDIC 0.25% 07/16/35/EUR/) Long Debt FR $461K 600K 0.00
UNEDIC /EUR/ REGD REG S EMTN 0.50000000 (UNEDIC 0.5% 05/25/36/EUR/) Long Debt FR $231K 300K 0.00
UNEDIC /EUR/ REGD REG S EMTN 0.62500000 (UNEDIC 0.625% 03/03/26/EUR/) Long Debt FR $102K 100K 0.00
UNEDIC /EUR/ REGD REG S EMTN 1.25000000 (UNEDIC 1.25% 05/25/33/EUR/) Long Debt FR $635K 700K 0.01
UNEDIC /EUR/ REGD REG S EMTN 1.25000000 (UNEDIC 1.25% 10/21/27/EUR/) Long Debt FR $201K 200K 0.00
UNEDIC /EUR/ REGD REG S EMTN 1.75000000 (UNEDIC 1.75% 11/25/32/EUR/) Long Debt FR $575K 600K 0.00
UNEDIC /EUR/ REGD REG S EMTN SER NMTN 0.10000000 (UNEDIC 0.1% 11/25/26/EUR/) Long Debt FR $596K 600K 0.00
UNIBAIL-RODAMCO-WESTFLD /EUR/ REGD REG S EMTN 1.37500000 (UNIBAIL-R 1.375% 12/04/31/EUR/) Long Debt FR $7M 8M 0.05
UNIBAIL-RODAMCO-WESTFLD /EUR/ REGD REG S EMTN 1.87500000 (UNIBAIL-R 1.875% 01/15/31/EUR/) Long Debt FR $4M 4M 0.03
UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.01000000 (UNICREDIT 0.01% 03/10/31/EUR/) Long Debt DE $109K 125K 0.00
UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.01000000 (UNICREDIT 0.01% 09/15/28/EUR/) Long Debt DE $47K 50K 0.00
UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.85000000 (UNICREDIT 0.85% 05/22/34/EUR/) Long Debt DE $43K 50K 0.00
UNICREDIT BANK GMBH /EUR/ REGD REG S EMTN 0.87500000 (UNICREDIT 0.875% 01/11/29/EUR/) Long Debt DE $97K 100K 0.00
UNICREDIT BK AUSTRIA AG /EUR/ REGD REG S 0.05000000 (UNICREDIT 0.05% 09/21/35/EUR/) Long Debt AT $74K 100K 0.00
UNICREDIT SPA /EUR/ REGD REG S 0.37500000 (UNICREDIT 0.375% 10/31/26/EUR/) Long Debt IT $100K 100K 0.00
UNICREDIT SPA /EUR/ REGD REG S EMTN 0.32500000 (UNICREDIT 0.325% 01/19/26/EUR/) Long Debt IT $1M 1M 0.01
UNICREDIT SPA /EUR/ REGD REG S EMTN 0.85000000 (UNICREDIT 0.85% 01/19/31/EUR/) Long Debt IT $10M 12M 0.08
UNICREDIT SPA /EUR/ REGD REG S EMTN 1.62500000 (UNICREDIT 1.625% 01/18/32/EUR/) Long Debt IT $1M 2M 0.01
UNICREDIT SPA /EUR/ REGD REG S EMTN 2.12500000 (UNICREDIT 2.125% 10/24/26/EUR/) Long Debt IT $1M 1M 0.01
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 0.80000000 (UNICREDIT SP V/R 07/05/29/EUR/) Long Debt IT $955K 1M 0.01
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 0.92500000 (UNICREDIT SP V/R 01/18/28/EUR/) Long Debt IT $998K 1M 0.01
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 1.62500000 (UNICREDIT SP V/R 07/03/25/EUR/) Long Debt IT $535K 500K 0.00
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 2.20000000 (UNICREDIT SP V/R 07/22/27/EUR/) Long Debt IT $1M 1M 0.01
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 4.45000000 (UNICREDIT SP V/R 02/16/29/EUR/) Long Debt IT $4M 4M 0.03
UNICREDIT SPA /EUR/ REGD V/R REG S EMTN 4.80000000 (UNICREDIT SP V/R 01/17/29/EUR/) Long Debt IT $2M 2M 0.01
UNICREDIT SPA REGD V/R 144A P/P 2.56900000 (UNICREDIT SPA V/R 09/22/26) Long Debt IT $3M 3M 0.02
UNILEVER FINANCE /EUR/ REGD REG S 1.75000000 (UNILEVER F 1.75% 03/25/30/EUR/) Long Debt NL $6M 6M 0.05
UNILEVER FINANCE /EUR/ REGD REG S 3.50000000 (UNILEVER FI 3.5% 02/23/35/EUR/) Long Debt NL $3M 3M 0.02
UNILEVER FINANCE /EUR/ REGD REG S EMTN 1.12500000 (UNILEVER 1.125% 04/29/28/EUR/) Long Debt NL $995K 1M 0.01
UNILEVER FINANCE /EUR/ REGD REG S EMTN 1.12500000 (UNILEVER 1.125% 02/12/27/EUR/) Long Debt NL $839K 825K 0.01
UNILEVER FINANCE /EUR/ REGD REG S EMTN 1.25000000 (UNILEVER F 1.25% 02/28/31/EUR/) Long Debt NL $1M 2M 0.01
UNION ELECTRIC CO REGD 2.15000000 (UNION ELECTRIC 2.15% 03/15/32) Long Debt US $32K 40K 0.00
UNION ELECTRIC CO REGD 3.90000000 (UNION ELECTRIC C 3.9% 04/01/52) Long Debt US $23K 30K 0.00
UNIQA INSURANCE GROUP AG /EUR/ REGD REG S 1.37500000 (UNIQA INS 1.375% 07/09/30/EUR/) Long Debt AT $474K 500K 0.00
UNIQA INSURANCE GROUP AG /EUR/ REGD V/R REG S 2.37500000 (UNIQA INSURA V/R 12/09/41/EUR/) Long Debt AT $452K 500K 0.00
UNIQA INSURANCE GROUP AG /EUR/ REGD V/R REG S 6.00000000 (UNIQA INSURA V/R 07/27/46/EUR/) Long Debt AT $550K 500K 0.00
UNITED AIRLINES INC REGD 144A P/P 4.37500000 (UNITED AIRLINE 4.375% 04/15/26) Long Debt US $507K 525K 0.00
UNITED AIRLINES INC REGD 144A P/P 4.62500000 (UNITED AIRLINE 4.625% 04/15/29) Long Debt US $335K 360K 0.00
UNITED KINGDOM GILT /GBP/ REGD 1.62500000 (UNITED KI 1.625% 10/22/71/GBP/) Long Debt GB $5M 9M 0.04
UNITED KINGDOM GILT /GBP/ REGD REG S 0.12500000 (UNITED KI 0.125% 01/31/28/GBP/) Long Debt GB $9M 8M 0.07
UNITED KINGDOM GILT /GBP/ REGD REG S 0.12500000 (UNITED KI 0.125% 01/30/26/GBP/) Long Debt GB $7M 6M 0.06
UNITED KINGDOM GILT /GBP/ REGD REG S 0.25000000 (UNITED KIN 0.25% 07/31/31/GBP/) Long Debt GB $7M 7M 0.06
UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000 (UNITED KI 0.375% 10/22/30/GBP/) Long Debt GB $6M 6M 0.05
UNITED KINGDOM GILT /GBP/ REGD REG S 0.37500000 (UNITED KI 0.375% 10/22/26/GBP/) Long Debt GB $5M 4M 0.04
UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000 (UNITED KING 0.5% 01/31/29/GBP/) Long Debt GB $10M 9M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 0.50000000 (UNITED KING 0.5% 10/22/61/GBP/) Long Debt GB $5M 13M 0.04
UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000 (UNITED KI 0.625% 07/31/35/GBP/) Long Debt GB $16M 19M 0.13
UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000 (UNITED KI 0.625% 10/22/50/GBP/) Long Debt GB $10M 20M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 0.62500000 (UNITED KI 0.625% 06/07/25/GBP/) Long Debt GB $9M 7M 0.07
UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000 (UNITED KI 0.875% 01/31/46/GBP/) Long Debt GB $9M 14M 0.07
UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000 (UNITED KI 0.875% 07/31/33/GBP/) Long Debt GB $6M 6M 0.04
UNITED KINGDOM GILT /GBP/ REGD REG S 0.87500000 (UNITED KI 0.875% 10/22/29/GBP/) Long Debt GB $5M 5M 0.04
UNITED KINGDOM GILT /GBP/ REGD REG S 1.00000000 (UNITED KINGDO 1% 01/31/32/GBP/) Long Debt GB $10M 9M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000 (UNITED KI 1.125% 01/31/39/GBP/) Long Debt GB $12M 14M 0.09
UNITED KINGDOM GILT /GBP/ REGD REG S 1.12500000 (UNITED KI 1.125% 10/22/73/GBP/) Long Debt GB $3M 7M 0.03
UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 (UNITED KIN 1.25% 07/22/27/GBP/) Long Debt GB $16M 14M 0.13
UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 (UNITED KIN 1.25% 10/22/41/GBP/) Long Debt GB $12M 15M 0.10
UNITED KINGDOM GILT /GBP/ REGD REG S 1.25000000 (UNITED KIN 1.25% 07/31/51/GBP/) Long Debt GB $9M 14M 0.07
UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000 (UNITED KING 1.5% 07/22/26/GBP/) Long Debt GB $14M 12M 0.12
UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000 (UNITED KING 1.5% 07/22/47/GBP/) Long Debt GB $8M 12M 0.07
UNITED KINGDOM GILT /GBP/ REGD REG S 1.50000000 (UNITED KING 1.5% 07/31/53/GBP/) Long Debt GB $6M 10M 0.05
UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000 (UNITED KI 1.625% 10/22/54/GBP/) Long Debt GB $12M 19M 0.10
UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000 (UNITED KI 1.625% 10/22/28/GBP/) Long Debt GB $5M 4M 0.04
UNITED KINGDOM GILT /GBP/ REGD REG S 1.62500000 (UNITED KI 1.625% 10/22/71/GBP/) Long Debt GB $1M 2M 0.01
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 (UNITED KIN 1.75% 09/07/37/GBP/) Long Debt GB $14M 15M 0.11
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 (UNITED KIN 1.75% 01/22/49/GBP/) Long Debt GB $12M 17M 0.10
UNITED KINGDOM GILT /GBP/ REGD REG S 1.75000000 (UNITED KIN 1.75% 07/22/57/GBP/) Long Debt GB $10M 15M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 2.00000000 (UNITED KINGDO 2% 09/07/25/GBP/) Long Debt GB $7M 5M 0.05
UNITED KINGDOM GILT /GBP/ REGD REG S 2.50000000 (UNITED KING 2.5% 07/22/65/GBP/) Long Debt GB $10M 13M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 3.25000000 (UNITED KIN 3.25% 01/31/33/GBP/) Long Debt GB $5M 4M 0.04
UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 (UNITED KING 3.5% 01/22/45/GBP/) Long Debt GB $25M 23M 0.20
UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 (UNITED KING 3.5% 07/22/68/GBP/) Long Debt GB $10M 10M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 3.50000000 (UNITED KING 3.5% 10/22/25/GBP/) Long Debt GB $6M 5M 0.05
UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000 (UNITED KIN 3.75% 01/29/38/GBP/) Long Debt GB $17M 15M 0.14
UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000 (UNITED KIN 3.75% 10/22/53/GBP/) Long Debt GB $15M 14M 0.12
UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000 (UNITED KIN 3.75% 07/22/52/GBP/) Long Debt GB $10M 10M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 3.75000000 (UNITED KIN 3.75% 03/07/27/GBP/) Long Debt GB $4M 3M 0.03
UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000 (UNITED KINGDO 4% 01/22/60/GBP/) Long Debt GB $12M 11M 0.10
UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000 (UNITED KINGDO 4% 10/22/63/GBP/) Long Debt GB $10M 9M 0.08
UNITED KINGDOM GILT /GBP/ REGD REG S 4.00000000 (UNITED KINGDO 4% 10/22/31/GBP/) Long Debt GB $8M 6M 0.06
UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000 (UNITED KI 4.125% 07/22/29/GBP/) Long Debt GB $8M 6M 0.06
UNITED KINGDOM GILT /GBP/ REGD REG S 4.12500000 (UNITED KI 4.125% 01/29/27/GBP/) Long Debt GB $4M 3M 0.03
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 (UNITED KIN 4.25% 12/07/46/GBP/) Long Debt GB $16M 13M 0.13
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 (UNITED KIN 4.25% 03/07/36/GBP/) Long Debt GB $15M 12M 0.13
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 (UNITED KIN 4.25% 12/07/40/GBP/) Long Debt GB $15M 13M 0.12
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 (UNITED KIN 4.25% 12/07/49/GBP/) Long Debt GB $15M 12M 0.12
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 (UNITED KIN 4.25% 12/07/55/GBP/) Long Debt GB $13M 11M 0.11
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 (UNITED KIN 4.25% 12/07/27/GBP/) Long Debt GB $3M 2M 0.02
UNITED KINGDOM GILT /GBP/ REGD REG S 4.25000000 (UNITED KIN 4.25% 06/07/32/GBP/) Long Debt GB $2M 2M 0.02
UNITED KINGDOM GILT /GBP/ REGD REG S 4.37500000 (UNITED KI 4.375% 07/31/54/GBP/) Long Debt GB $11M 9M 0.09
UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000 (UNITED KING 4.5% 09/07/34/GBP/) Long Debt GB $23M 18M 0.19
UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000 (TSY 4.5 2042 4.5% 12/7/42/GBP) Long Debt GB $14M 11M 0.11
UNITED KINGDOM GILT /GBP/ REGD REG S 4.50000000 (UNITED KING 4.5% 06/07/28/GBP/) Long Debt GB $1M 1M 0.01
UNITED KINGDOM GILT /GBP/ REGD REG S 4.62500000 (UNITED KI 4.625% 01/31/34/GBP/) Long Debt GB $14M 10M 0.11
UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000 (UNITED KIN 4.75% 12/07/38/GBP/) Long Debt GB $14M 10M 0.11
UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000 (UNITED KIN 4.75% 10/22/43/GBP/) Long Debt GB $9M 7M 0.07
UNITED KINGDOM GILT /GBP/ REGD REG S 4.75000000 (UNITED KIN 4.75% 12/07/30/GBP/) Long Debt GB $4M 3M 0.03
UNITED KINGDOM GILT /GBP/ REGD REG S 6.00000000 (UNITED KINGDO 6% 12/07/28/GBP/) Long Debt GB $1M 912K 0.01
UNITED MEXICAN STATES /EUR/ REGD 1.12500000 (UNITED ME 1.125% 01/17/30/EUR/) Long Debt MX $1M 1M 0.01
UNITED MEXICAN STATES /EUR/ REGD 1.45000000 (UNITED MEX 1.45% 10/25/33/EUR/) Long Debt MX $6M 7M 0.05
UNITED MEXICAN STATES /EUR/ REGD 1.62500000 (UNITED ME 1.625% 04/08/26/EUR/) Long Debt MX $205K 200K 0.00
UNITED MEXICAN STATES /EUR/ REGD 3.37500000 (UNITED ME 3.375% 02/23/31/EUR/) Long Debt MX $3M 3M 0.02
UNITED MEXICAN STATES /EUR/ REGD 4.00000000 (UNITED MEXICA 4% 03/15/15/EUR/) Long Debt MX $3M 4M 0.02
UNITED MEXICAN STATES /EUR/ REGD 4.48990000 (UNITED ME 4.489% 05/25/32/EUR/) Long Debt MX $5M 5M 0.04
UNITED MEXICAN STATES /EUR/ REGD EMTN 1.75000000 (UNITED MEX 1.75% 04/17/28/EUR/) Long Debt MX $2M 2M 0.02
UNITED MEXICAN STATES /EUR/ REGD MTN SER GMTN 3.00000000 (UNITED MEXICA 3% 03/06/45/EUR/) Long Debt MX $650K 825K 0.01
UNITED MEXICAN STATES /GBP/ REGD EMTN 5.62500000 (UNITED ME 5.625% 03/19/14/GBP/) Long Debt MX $752K 800K 0.01
UNITED MEXICAN STATES REGD 3.50000000 (UNITED MEXICAN S 3.5% 02/12/34) Long Debt MX $163K 200K 0.00
UNITED MEXICAN STATES REGD MTN SER GMTN 5.75000000 (UNITED MEXICAN 5.75% 10/12/10) Long Debt MX $66K 80K 0.00
UNITED OVERSEAS BANK LTD /EUR/ REGD REG S EMTN 0.01000000 (UNITED OVE 0.01% 12/01/27/EUR/) Long Debt SG $96K 100K 0.00
UNITED PARCEL SERVICE /EUR/ REGD 1.50000000 (UNITED PARC 1.5% 11/15/32/EUR/) Long Debt US $1M 1M 0.01
UNITED STATES TREAS BDS 4.25% 11/15/40 4.25000000 Long Debt US $10M 10M 0.08
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/01/24) Long Short-term investment vehicle US $19M – 0.16
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/29/24) Long Short-term investment vehicle US $825K – 0.01
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 08/22/24) Long Short-term investment vehicle US $312K – 0.00
UNITED STATES TREASURY BILL ZCP 0.00000000 (US T BILL ZCP 07/11/24) Long Short-term investment vehicle US $112K – 0.00
UNITED STATES TREASURY BOND REGD/144A/ 1.25000000 (US TREAS BDS 0% 11/30/26/) Long Debt US $54K 58K 0.00
UNITED STATES TREASURY BOND 1.12500000 (US TREAS BDS 1.125% 08/15/40) Long Debt US $24M 39M 0.19
UNITED STATES TREASURY BOND 1.12500000 (US TREAS BDS 1.125% 05/15/40) Long Debt US $20M 32M 0.16
UNITED STATES TREASURY BOND 1.25000000 (US TREAS BDS 1.25% 05/15/50) Long Debt US $3M 6M 0.03
UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 11/15/40) Long Debt US $28M 43M 0.22
UNITED STATES TREASURY BOND 1.37500000 (US TREAS BDS 1.375% 08/15/50) Long Debt US $32K 63K 0.00
UNITED STATES TREASURY BOND 1.62500000 (US TREAS BDS 1.625% 11/15/50) Long Debt US $255K 462K 0.00
UNITED STATES TREASURY BOND 1.75000000 (US TREAS BDS 1.75% 08/15/41) Long Debt US $40M 60M 0.32
UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 02/15/41) Long Debt US $36M 52M 0.29
UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 11/15/51) Long Debt US $289K 494K 0.00
UNITED STATES TREASURY BOND 1.87500000 (US TREAS BDS 1.875% 02/15/51) Long Debt US $40K 68K 0.00
UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 11/15/41) Long Debt US $34M 50M 0.28
UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 02/15/50) Long Debt US $983K 2M 0.01
UNITED STATES TREASURY BOND 2.00000000 (US TREAS BDS 2% 8/15/51) Long Debt US $42K 70K 0.00
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 05/15/41) Long Debt US $33M 45M 0.27
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 08/15/46) Long Debt US $315K 470K 0.00
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 02/15/52) Long Debt US $38K 59K 0.00
UNITED STATES TREASURY BOND 2.25000000 (US TREAS BDS 2.25% 08/15/49) Long Debt US $25K 39K 0.00
UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 02/15/42) Long Debt US $29M 40M 0.24
UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 05/15/51) Long Debt US $46K 70K 0.00
UNITED STATES TREASURY BOND 2.37500000 (US TREAS BDS 2.375% 11/15/49) Long Debt US $24K 36K 0.00
UNITED STATES TREASURY BOND 2.50000000 (US TREAS BDS 2.5% 02/15/45) Long Debt US $680K 949K 0.01
UNITED STATES TREASURY BOND 2.50000000 (US TREAS BDS 2.5% 05/15/46) Long Debt US $295K 418K 0.00
UNITED STATES TREASURY BOND 2.50000000 (US TREAS BDS 2.5% 02/15/46) Long Debt US $19K 27K 0.00
UNITED STATES TREASURY BOND 2.75000000 (US TREAS BDS 2.75% 11/15/42) Long Debt US $14M 18M 0.11
UNITED STATES TREASURY BOND 2.75000000 (US TREAS BDS 2.75% 08/15/42) Long Debt US $9M 12M 0.08
UNITED STATES TREASURY BOND 2.75000000 (US TREAS BDS 2.75% 11/15/47) Long Debt US $519K 710K 0.00
UNITED STATES TREASURY BOND 2.75000000 (US TREAS BDS 2.75% 08/15/47) Long Debt US $21K 29K 0.00
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/43) Long Debt US $19M 24M 0.15
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 08/15/45) Long Debt US $912K 1M 0.01
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/52) Long Debt US $41K 56K 0.00
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 05/15/49) Long Debt US $31K 42K 0.00
UNITED STATES TREASURY BOND 2.87500000 (US TREAS BDS 2.875% 11/15/46) Long Debt US $14K 19K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 05/15/42) Long Debt US $8M 10M 0.07
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/49) Long Debt US $2M 2M 0.01
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 05/15/45) Long Debt US $676K 865K 0.01
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 08/15/52) Long Debt US $40K 53K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 08/15/48) Long Debt US $39K 51K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 11/15/44) Long Debt US $27K 35K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/48) Long Debt US $25K 33K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 02/15/47) Long Debt US $21K 27K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 05/15/47) Long Debt US $15K 20K 0.00
UNITED STATES TREASURY BOND 3.00000000 (US TREAS BDS 3% 11/15/45) Long Debt US $7K 9K 0.00
UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 02/15/43) Long Debt US $12M 15M 0.10
UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 02/15/42) Long Debt US $9M 11M 0.07
UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 11/15/41) Long Debt US $9M 11M 0.07
UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 08/15/44) Long Debt US $298K 371K 0.00
UNITED STATES TREASURY BOND 3.12500000 (US TREAS BDS 3.125% 05/15/48) Long Debt US $27K 35K 0.00
UNITED STATES TREASURY BOND 3.25000000 (US TREAS BDS 3.25% 05/15/42) Long Debt US $30M 36M 0.24
UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 08/15/42) Long Debt US $26M 31M 0.21
UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 05/15/44) Long Debt US $13M 16M 0.11
UNITED STATES TREASURY BOND 3.37500000 (US TREAS BDS 3.375% 11/15/48) Long Debt US $47K 58K 0.00
UNITED STATES TREASURY BOND 3.50000000 (US TREAS BDS 3.5% 02/15/39) Long Debt US $5M 6M 0.04
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/44) Long Debt US $18M 21M 0.15
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 08/15/43) Long Debt US $16M 18M 0.13
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 05/15/53) Long Debt US $45K 53K 0.00
UNITED STATES TREASURY BOND 3.62500000 (US TREAS BDS 3.625% 02/15/53) Long Debt US $45K 53K 0.00
UNITED STATES TREASURY BOND 3.75000000 (US TREAS BDS 3.75% 11/15/43) Long Debt US $17M 19M 0.14
UNITED STATES TREASURY BOND 3.75000000 (US TREAS BDS 3.75% 8/15/41) Long Debt US $9M 10M 0.07
UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 05/15/43) Long Debt US $28M 31M 0.23
UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 02/15/43) Long Debt US $28M 31M 0.23
UNITED STATES TREASURY BOND 3.87500000 (US TREAS BDS 3.875% 08/15/40) Long Debt US $10M 10M 0.08
UNITED STATES TREASURY BOND 4.00000000 (US TREAS BDS 4% 11/15/42) Long Debt US $29M 31M 0.23
UNITED STATES TREASURY BOND 4.00000000 (US TREAS BDS 4% 11/15/52) Long Debt US $49K 53K 0.00
UNITED STATES TREASURY BOND 4.12500000 (US TREAS BDS 4.125% 11/15/32) Long Debt US $6M 6M 0.05
UNITED STATES TREASURY BOND 4.12500000 (US TREAS BDS 4.125% 08/15/53) Long Debt US $55K 59K 0.00
UNITED STATES TREASURY BOND 4.25000000 (US TREAS BDS 4.25% 05/15/39) Long Debt US $9M 9M 0.07
UNITED STATES TREASURY BOND 4.25000000 (WI TREASURY SE 4.250% 02/15/54) Long Debt US $261K 272K 0.00
UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375% 08/15/43) Long Debt US $34M 35M 0.27
UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375% 11/15/39) Long Debt US $10M 10M 0.08
UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375 05/15/40) Long Debt US $10M 10M 0.08
UNITED STATES TREASURY BOND 4.37500000 (US TREAS BDS 4.375% 05/15/41) Long Debt US $10M 10M 0.08
UNITED STATES TREASURY BOND 4.37500000 (UST BDS 4.375% DUE 2/15/38) Long Debt US $5M 5M 0.04
UNITED STATES TREASURY BOND 4.50000000 (US TREAS BDS 4.5% 02/15/44) Long Debt US $33M 33M 0.27
UNITED STATES TREASURY BOND 4.50000000 (US TREAS BDS 4.5% 08/15/39) Long Debt US $10M 10M 0.08
UNITED STATES TREASURY BOND 4.50000000 (US TREAS BDS 4.5% 02/15/36) Long Debt US $7M 7M 0.06
UNITED STATES TREASURY BOND 4.50000000 (US TREAS BDS 4.5% 05/15/38) Long Debt US $6M 6M 0.05
UNITED STATES TREASURY BOND 4.62500000 (US TREAS BDS 4.625% 05/15/44) Long Debt US $13M 13M 0.10
UNITED STATES TREASURY BOND 4.62500000 (US TREAS BDS 4.625% 02/15/40) Long Debt US $11M 10M 0.09
UNITED STATES TREASURY BOND 4.62500000 (US TREAS BDS 4.625% 05/15/54) Long Debt US $23K 22K 0.00
UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 11/15/43) Long Debt US $34M 33M 0.27
UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 02/15/41) Long Debt US $11M 10M 0.09
UNITED STATES TREASURY BOND 4.75000000 (US TREAS BDS 4.75% 11/15/53) Long Debt US $64K 62K 0.00
UNITED STATES TREASURY BOND 5.00000000 (US TREAS BDS 5% 05/15/37) Long Debt US $5M 5M 0.04
UNITED STATES TREASURY BOND 5.25000000 (US TREAS BDS 5.25% 02/15/29) Long Debt US $379K 365K 0.00
UNITED STATES TREASURY BOND 5.37500000 (US TREAS BDS 5.375% 02/15/31) Long Debt US $5K 5K 0.00
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 10/15/24) Long Debt US $968K 978K 0.01
UNITED STATES TREASURY INFLATION INDEXED BONDS 0.12500000 (US TIPS 0.125% 04/15/25) Long Debt US $47K 49K 0.00
UNITED STATES TREASURY INFLATION INDEXED BONDS 2.37500000 (US TIPS 2.375% 01/15/25) Long Debt US $824K 832K 0.01
UNITED STATES TREASURY NOTE ZCP REGD 1.37500000 (US TREAS NTS 0% 10/31/2028) Long Debt US $2M 2M 0.01
UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS SE 0.25% 1/15/25) Long Debt US $4M 4M 0.03
UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS 0.25% 06/30/25) Long Debt US $55K 58K 0.00
UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS 0.25% 09/30/25) Long Debt US $43K 46K 0.00
UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS 0.25% 07/31/25) Long Debt US $39K 41K 0.00
UNITED STATES TREASURY NOTE 0.25000000 (US TREAS NTS 0.25% 08/31/25) Long Debt US $39K 41K 0.00
UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 01/31/26) Long Debt US $49K 53K 0.00
UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 12/31/25) Long Debt US $46K 49K 0.00
UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 11/30/25) Long Debt US $43K 46K 0.00
UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 09/30/27) Long Debt US $38K 43K 0.00
UNITED STATES TREASURY NOTE 0.37500000 (US TREAS NTS 0.375% 07/31/27) Long Debt US $37K 42K 0.00
UNITED STATES TREASURY NOTE 0.50000000 (US TREAS NTS 0.5% 06/30/27) Long Debt US $31K 35K 0.00
UNITED STATES TREASURY NOTE 0.50000000 (US TREAS NTS 0.5% 08/31/27) Long Debt US $29K 33K 0.00
UNITED STATES TREASURY NOTE 0.50000000 (US TREAS NTS 0.5% 04/30/27) Long Debt US $29K 32K 0.00
UNITED STATES TREASURY NOTE 0.50000000 (US TREAS NTS 0.5% 05/31/27) Long Debt US $25K 28K 0.00
UNITED STATES TREASURY NOTE 0.50000000 (US TREAS NTS 0.5% 10/31/27) Long Debt US $25K 28K 0.00
UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 07/31/26) Long Debt US $84K 91K 0.00
UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 08/15/30) Long Debt US $79K 99K 0.00
UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 05/15/30) Long Debt US $57K 71K 0.00
UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 03/31/27) Long Debt US $35K 39K 0.00
UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 12/31/27) Long Debt US $18K 20K 0.00
UNITED STATES TREASURY NOTE 0.62500000 (US TREAS NTS 0.625% 11/30/27) Long Debt US $7K 8K 0.00
UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 8/31/26) Long Debt US $71K 77K 0.00
UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 05/31/26) Long Debt US $68K 73K 0.00
UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 03/31/26) Long Debt US $54K 58K 0.00
UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 04/30/26) Long Debt US $54K 58K 0.00
UNITED STATES TREASURY NOTE 0.75000000 (US TREAS NTS 0.75% 01/31/28) Long Debt US $36K 41K 0.00
UNITED STATES TREASURY NOTE 0.87500000 (US TREAS NTS 0.875% 09/30/26) Long Debt US $82K 89K 0.00
UNITED STATES TREASURY NOTE 0.87500000 (US TREAS NTS 0.875% 11/15/30) Long Debt US $82K 101K 0.00
UNITED STATES TREASURY NOTE 0.87500000 (US TREAS NTS 0.875% 6/30/26) Long Debt US $38K 41K 0.00
UNITED STATES TREASURY NOTE 1.00000000 (US TREAS NTS 1% 07/31/28) Long Debt US $537K 615K 0.00
UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 08/31/28) Long Debt US $102K 116K 0.00
UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 02/15/31) Long Debt US $82K 100K 0.00
UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 10/31/26) Long Debt US $47K 51K 0.00
UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 02/29/28) Long Debt US $46K 52K 0.00
UNITED STATES TREASURY NOTE 1.12500000 (US TREAS NTS 1.125% 02/28/27) Long Debt US $36K 39K 0.00
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 05/31/28) Long Debt US $616K 695K 0.00
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 06/30/28) Long Debt US $175K 198K 0.00
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 08/15/31) Long Debt US $78K 96K 0.00
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 04/30/28) Long Debt US $72K 81K 0.00
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 09/30/28) Long Debt US $62K 70K 0.00
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 12/31/26) Long Debt US $61K 66K 0.00
UNITED STATES TREASURY NOTE 1.25000000 (US TREAS NTS 1.25% 03/31/28) Long Debt US $18K 20K 0.00
UNITED STATES TREASURY NOTE 1.37500000 (US TREAS NTS 1.375% 12/31/28) Long Debt US $85K 97K 0.00
UNITED STATES TREASURY NOTE 1.37500000 (US TREAS NTS 1.375% 11/15/31) Long Debt US $64K 79K 0.00
UNITED STATES TREASURY NOTE 1.37500000 (US TREAS NTS 1.375% 08/31/26) Long Debt US $4K 4K 0.00
UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 01/31/27) Long Debt US $68K 73K 0.00
UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 02/15/30) Long Debt US $45K 52K 0.00
UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 08/15/26) Long Debt US $38K 41K 0.00
UNITED STATES TREASURY NOTE 1.50000000 (US TREAS NTS 1.5% 11/30/28) Long Debt US $36K 41K 0.00
UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 05/15/31) Long Debt US $78K 93K 0.00
UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 05/15/26) Long Debt US $55K 58K 0.00
UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 02/15/26) Long Debt US $44K 46K 0.00
UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 08/15/29) Long Debt US $36K 41K 0.00
UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 10/31/26) Long Debt US $21K 23K 0.00
UNITED STATES TREASURY NOTE 1.62500000 (US TREAS NTS 1.625% 11/30/26) Long Debt US $18K 19K 0.00
UNITED STATES TREASURY NOTE 1.75000000 (US TREAS NTS 1.75% 01/31/29) Long Debt US $42K 47K 0.00
UNITED STATES TREASURY NOTE 1.75000000 (US TREAS NTS 1.75% 12/31/26) Long Debt US $30K 32K 0.00
UNITED STATES TREASURY NOTE 1.75000000 (US TREAS NTS 1.75% 11/15/29) Long Debt US $18K 20K 0.00
UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 02/15/32) Long Debt US $57K 68K 0.00
UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 02/28/27) Long Debt US $54K 58K 0.00
UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 02/28/29) Long Debt US $47K 52K 0.00
UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 06/30/26) Long Debt US $9K 10K 0.00
UNITED STATES TREASURY NOTE 1.87500000 (US TREAS NTS 1.875% 07/31/26) Long Debt US $9K 10K 0.00
UNITED STATES TREASURY NOTE 2.00000000 (US TREAS NTS 2% 08/15/25) Long Debt US $47K 49K 0.00
UNITED STATES TREASURY NOTE 2.00000000 (US TREAS NTS 2% 11/15/26) Long Debt US $43K 46K 0.00
UNITED STATES TREASURY NOTE 2.12500000 (US TREAS NTS 2.125% 05/31/26) Long Debt US $8K 8K 0.00
UNITED STATES TREASURY NOTE 2.25000000 (US TREAS NTS 2.25% 11/15/25) Long Debt US $50K 52K 0.00
UNITED STATES TREASURY NOTE 2.25000000 (US TREAS NTS 2.25% 02/15/27) Long Debt US $43K 46K 0.00
UNITED STATES TREASURY NOTE 2.25000000 (US TREAS NTS 2.25% 08/15/27) Long Debt US $36K 38K 0.00
UNITED STATES TREASURY NOTE 2.25000000 (US TREAS NTS 2.25% 03/31/26) Long Debt US $22K 23K 0.00
UNITED STATES TREASURY NOTE 2.25000000 (US TREAS NTS 2.25% 11/15/27) Long Debt US $9K 10K 0.00
UNITED STATES TREASURY NOTE 2.37500000 (US TREAS NTS 2.375% 05/15/27) Long Debt US $46K 49K 0.00
UNITED STATES TREASURY NOTE 2.37500000 (US TREAS NTS 2.375% 05/15/29) Long Debt US $43K 47K 0.00
UNITED STATES TREASURY NOTE 2.37500000 (US TREAS NTS 2.375% 03/31/29) Long Debt US $41K 45K 0.00
UNITED STATES TREASURY NOTE 2.37500000 (US TREAS NTS 2.375% 04/30/26) Long Debt US $18K 19K 0.00
UNITED STATES TREASURY NOTE 2.50000000 (US TREAS NTS 2.5% 03/31/27) Long Debt US $43K 45K 0.00
UNITED STATES TREASURY NOTE 2.62500000 (US TREAS NTS 2.625% 05/31/27) Long Debt US $47K 50K 0.00
UNITED STATES TREASURY NOTE 2.62500000 (US TREAS NTS 2.625% 07/31/29) Long Debt US $32K 35K 0.00
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 02/15/28) Long Debt US $963K 1M 0.01
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 08/15/32) Long Debt US $619K 694K 0.01
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 04/30/27) Long Debt US $55K 58K 0.00
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 07/31/27) Long Debt US $42K 44K 0.00
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 05/31/29) Long Debt US $38K 41K 0.00
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 06/30/25) Long Debt US $30K 31K 0.00
UNITED STATES TREASURY NOTE 2.75000000 (US TREAS NTS 2.75% 08/31/25) Long Debt US $10K 10K 0.00
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 05/15/32) Long Debt US $1M 2M 0.01
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 08/15/28) Long Debt US $66K 70K 0.00
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 06/15/25) Long Debt US $60K 61K 0.00
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 05/15/28) Long Debt US $57K 60K 0.00
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 11/30/25) Long Debt US $49K 50K 0.00
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 04/30/29) Long Debt US $38K 41K 0.00
UNITED STATES TREASURY NOTE 2.87500000 (US TREAS NTS 2.875% 07/31/25) Long Debt US $38K 39K 0.00
UNITED STATES TREASURY NOTE 3.00000000 (US TREAS NTS 3% 07/15/25) Long Debt US $4M 4M 0.03
UNITED STATES TREASURY NOTE 3.00000000 (US TREAS NTS 3% 10/31/25) Long Debt US $1M 1M 0.01
UNITED STATES TREASURY NOTE 3.00000000 (US TREAS NTS 3% 09/30/25) Long Debt US $20K 20K 0.00
UNITED STATES TREASURY NOTE 3.12500000 (US TREAS NTS 3.125% 11/15/28) Long Debt US $3M 3M 0.02
UNITED STATES TREASURY NOTE 3.12500000 (US TREAS NTS 3.125% 08/15/25) Long Debt US $40K 41K 0.00
UNITED STATES TREASURY NOTE 3.12500000 (WI TREASURY 3.125% 08/31/2027) Long Debt US $39K 41K 0.00
UNITED STATES TREASURY NOTE 3.12500000 (US TREAS NTS 3.125% 08/31/29) Long Debt US $30K 32K 0.00
UNITED STATES TREASURY NOTE 3.25000000 (US TREAS NTS 3.25% 06/30/27) Long Debt US $41K 42K 0.00
UNITED STATES TREASURY NOTE 3.25000000 (US TREAS NTS 3.25% 06/30/29) Long Debt US $37K 39K 0.00
UNITED STATES TREASURY NOTE 3.37500000 (US TREAS NTS 3.375% 05/15/33) Long Debt US $71K 76K 0.00
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 02/15/33) Long Debt US $82K 87K 0.00
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 09/15/25) Long Debt US $35K 36K 0.00
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 04/30/30) Long Debt US $29K 30K 0.00
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 01/31/30) Long Debt US $23K 24K 0.00
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 01/31/28) Long Debt US $19K 20K 0.00
UNITED STATES TREASURY NOTE 3.50000000 (US TREAS NTS 3.5% 04/30/28) Long Debt US $19K 20K 0.00
UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 05/15/26) Long Debt US $57K 58K 0.00
UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 03/31/30) Long Debt US $30K 31K 0.00
UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 05/31/28) Long Debt US $29K 30K 0.00
UNITED STATES TREASURY NOTE 3.62500000 (US TREAS NTS 3.625% 03/31/28) Long Debt US $27K 28K 0.00
UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 12/31/28) Long Debt US $76K 78K 0.00
UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 12/31/30) Long Debt US $55K 57K 0.00
UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 05/31/30) Long Debt US $38K 39K 0.00
UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 04/15/26) Long Debt US $35K 36K 0.00
UNITED STATES TREASURY NOTE 3.75000000 (US TREAS NTS 3.75% 06/30/30) Long Debt US $31K 32K 0.00
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 12/31/29) Long Debt US $432K 442K 0.00
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 08/15/33) Long Debt US $152K 158K 0.00
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 11/30/27) Long Debt US $72K 73K 0.00
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 01/15/26) Long Debt US $38K 39K 0.00
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 12/31/2027) Long Debt US $33K 34K 0.00
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 09/30/29) Long Debt US $31K 32K 0.00
UNITED STATES TREASURY NOTE 3.87500000 (US TREAS NTS 3.875% 11/30/29) Long Debt US $27K 28K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/15/27) Long Debt US $3M 3M 0.03
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/31/31) Long Debt US $109K 111K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/15/34) Long Debt US $100K 103K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 12/15/25) Long Debt US $65K 66K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/15/26) Long Debt US $57K 58K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 01/31/29) Long Debt US $56K 57K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 07/31/30) Long Debt US $45K 46K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 10/31/29) Long Debt US $38K 39K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 06/30/28) Long Debt US $35K 36K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/29/28) Long Debt US $35K 36K 0.00
UNITED STATES TREASURY NOTE 4.00000000 (US TREAS NTS 4% 02/28/30) Long Debt US $28K 28K 0.00
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 02/15/27) Long Debt US $142K 144K 0.00
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 07/31/28) Long Debt US $136K 137K 0.00
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 03/31/29) Long Debt US $84K 85K 0.00
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 06/15/26) Long Debt US $76K 77K 0.00
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 03/31/31) Long Debt US $70K 71K 0.00
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 08/31/30) Long Debt US $32K 32K 0.00
UNITED STATES TREASURY NOTE 4.12500000 (US TREAS NTS 4.125% 10/31/27) Long Debt US $28K 28K 0.00
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 05/31/25) Long Debt US $2M 3M 0.02
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 03/15/27) Long Debt US $105K 106K 0.00
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 02/28/29) Long Debt US $78K 78K 0.00
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 12/31/25) Long Debt US $76K 77K 0.00
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 02/28/31) Long Debt US $61K 61K 0.00
UNITED STATES TREASURY NOTE 4.25000000 (US TREAS NTS 4.25% 10/15/25) Long Debt US $55K 56K 0.00
UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 11/30/30) Long Debt US $3M 3M 0.03
UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 12/15/26) Long Debt US $106K 107K 0.00
UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 08/15/26) Long Debt US $58K 58K 0.00
UNITED STATES TREASURY NOTE 4.37500000 (US TREAS NTS 4.375% 11/30/28) Long Debt US $49K 49K 0.00
UNITED STATES TREASURY NOTE 4.37500000 (WI TREASURY SE 4.375% 05/15/34) Long Debt US $30K 30K 0.00
UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 11/15/33) Long Debt US $355K 351K 0.00
UNITED STATES TREASURY NOTE 4.50000000 (WI TREASURY SE 4.5% 05/31/29) Long Debt US $62K 61K 0.00
UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 07/15/26) Long Debt US $58K 58K 0.00
UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 11/15/25) Long Debt US $39K 39K 0.00
UNITED STATES TREASURY NOTE 4.50000000 (US TREAS NTS 4.5% 03/31/26) Long Debt US $22K 22K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 05/31/31) Long Debt US $606K 596K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 06/30/25) Long Debt US $587K 590K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 03/15/26) Long Debt US $77K 77K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 09/15/26) Long Debt US $52K 52K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (WI TREASURY SE 4.625% 04/30/29) Long Debt US $51K 50K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 11/15/26) Long Debt US $46K 46K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 04/30/31) Long Debt US $43K 42K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 02/28/26) Long Debt US $42K 42K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 10/15/26) Long Debt US $41K 41K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 09/30/30) Long Debt US $32K 32K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 06/15/27) Long Debt US $9K 9K 0.00
UNITED STATES TREASURY NOTE 4.62500000 (US TREAS NTS 4.625% 09/30/28) Long Debt US $8K 8K 0.00
UNITED STATES TREASURY NOTE 4.75000000 (US TREAS NTS 4.75% 07/31/25) Long Debt US $66K 66K 0.00
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 11/30/25) Long Debt US $1M 1M 0.01
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 10/31/28) Long Debt US $41K 40K 0.00
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 05/31/26) Long Debt US $40K 40K 0.00
UNITED STATES TREASURY NOTE 4.87500000 (US TREAS NTS 4.875% 10/31/30) Long Debt US $34K 33K 0.00
UNITED STATES TREASURY NOTE 5.00000000 (US TREAS NTS 5% 10/31/25) Long Debt US $42K 42K 0.00
UNITED STATES TREASURY NOTE 5.00000000 (US TREAS NTS 5% 08/31/25) Long Debt US $40K 40K 0.00
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/28) Long Debt US $10M 12M 0.08
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 05/15/26) Long Debt US $5M 5M 0.04
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/26) Long Debt US $5M 5M 0.04
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/38) Long Debt US $3M 6M 0.03
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 08/15/45) Long Debt US $219K 600K 0.00
UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000 (US TREASURYS ZCP 11/15/41) Long Debt US $88K 200K 0.00
UNITED UTILITIES PLC /GBP/ REGD REG S EMTN 5.75000000 (UNITED UTI 5.75% 05/28/51/GBP/) Long Debt GB $4M 3M 0.03
UNITED UTILITIES WAT FIN /GBP/ REGD REG S EMTN 2.00000000 (UNITED UTILIT 2% 07/03/33/GBP/) Long Debt GB $867K 900K 0.01
UNITEDHEALTH GROUP INC REGD 2.00000000 (UNITEDHEALTH GROUP 2% 05/15/30) Long Debt US $136K 160K 0.00
UNITEDHEALTH GROUP INC REGD 3.70000000 (UNITEDHEALTH GRO 3.7% 08/15/49) Long Debt US $832K 1M 0.01
UNITEDHEALTH GROUP INC REGD 5.20000000 (UNITEDHEALTH GRO 5.2% 04/15/63) Long Debt US $1M 1M 0.01
UNITEDHEALTH GROUP INC REGD 6.05000000 (UNITEDHEALTH GR 6.05% 02/15/63) Long Debt US $21K 20K 0.00
UNIV OF CALIFORNIA CA RGTS MED REGD N/C B/E 6.58300000 (UNIV OF CALIFO 6.583% 05/15/49) Long Debt US $110K 100K 0.00
UNIV OF MICHIGAN MI REGD B/E 4.45400000 (UNIV OF MICHIG 4.454% 04/01/22) Long Debt US $827K 1M 0.01
UNIV OF VIRGINIA VA UNIV REVEN REGD B/E 4.17900000 (UNIV OF VIRGIN 4.179% 09/01/17) Long Debt US $32K 40K 0.00
UNIV SOUTHERN CALIFORNIA REGD 4.97600000 (UNIV SOUTHERN 4.976% 10/01/53) Long Debt US $639K 656K 0.01
UNIVERSAL HEALTH SVCS REGD SER WI 2.65000000 (UNIVERSAL HEALT 2.65% 10/15/30) Long Debt US $131K 153K 0.00
UNIVERSAL HEALTH SVCS REGD SER WI 2.65000000 (UNIVERSAL HEALT 2.65% 01/15/32) Long Debt US $30K 37K 0.00
UNIVERSAL MUSIC GROUP NV /EUR/ REGD EMTN 3.75000000 (UNIVERSAL 3.75% 06/30/32/EUR/) Long Debt NL $4M 4M 0.03
UNIVERSAL MUSIC GROUP NV /EUR/ REGD REG S EMTN 4.00000000 (UNIVERSAL MUS 4% 06/13/31/EUR/) Long Debt NL $5M 4M 0.04
UNIVERSITY OF OXFORD /GBP/ REGD REG S 2.54400000 (UNIVERSIT 2.544% 12/08/17/GBP/) Long Debt GB $993K 2M 0.01
UNUM GROUP REGD 4.00000000 (UNUM GROUP 4% 06/15/29) Long Debt US $2M 2M 0.01
UNUM GROUP REGD 4.12500000 (UNUM GROUP 4.125% 06/15/51) Long Debt US $667K 904K 0.01
UNUM GROUP REGD 5.75000000 (UNUM GROUP 5.75% 08/15/42) Long Debt US $5K 5K 0.00
UNUM GROUP REGD 6.00000000 (UNUM GROUP 6% 06/15/54) Long Debt US $149K 155K 0.00
UPJOHN FINANCE BV /EUR/ REGD REG S 1.36200000 (UPJOHN FI 1.362% 06/23/27/EUR/) Long Debt NL $998K 1M 0.01
US BANCORP REGD V/R /PERP/ 3.70000000 (US BANCORP V/R /PERP/) Long Debt US $2M 2M 0.02
US BANCORP REGD V/R 5.38400000 (US BANCORP V/R 01/23/30) Long Debt US $30K 30K 0.00
US BANCORP REGD V/R 5.67800000 (US BANCORP V/R 01/23/35) Long Debt US $15K 15K 0.00
US BANCORP REGD V/R 5.72700000 (US BANCORP V/R 10/21/26) Long Debt US $30K 30K 0.00
US BANCORP REGD V/R 5.83600000 (US BANCORP V/R 06/12/34) Long Debt US $736K 725K 0.01
USA TREASURY NTS 4.375% NTS 31/08/2028 USD 4.37500000 Long Debt US $19K 19K 0.00
UST BDS 4.75% 2/15/37 912810PT9 4.75000000 Long Debt US $4M 4M 0.03
VALERO ENERGY CORP REGD 6.62500000 (VALERO ENERGY 6.625% 06/15/37) Long Debt US $69K 65K 0.00
VALIANT BANK /CHF/ REGD REG S 0.00000000 (VALIANT BANK 0% 07/31/29/CHF/) Long Debt CH $52K 50K 0.00
VAR ENERGI ASA /EUR/ REGD REG S EMTN 5.50000000 (VAR ENERGI 5.5% 05/04/29/EUR/) Long Debt NO $5M 4M 0.04
VAR ENERGI ASA REGD 144A P/P 5.00000000 (VAR ENERGI ASA 5% 05/18/27) Long Debt NO $2M 2M 0.01
VENTAS REALTY LP REGD 4.12500000 (VENTAS REALTY 4.125% 01/15/26) Long Debt US $2M 2M 0.02
VENTAS REALTY LP REGD 5.62500000 (VENTAS REALTY 5.625% 07/01/34) Long Debt US $89K 90K 0.00
VENTURE 33 CLO LTD SER 2018-33A CL A1LR V/R REGD 144A P/P 6.65017000 (VENTR 2018-33A A V/R 07/15/31) Long ABS-collateralized bond/debt obligation KY $649K 649K 0.01
VERBUND AG /EUR/ REGD REG S 0.90000000 (VERBUND AG 0.9% 04/01/41/EUR/) Long Debt AT $70K 100K 0.00
VERISIGN INC REGD 2.70000000 (VERISIGN INC 2.7% 06/15/31) Long Debt US $149K 178K 0.00
VERISIGN INC REGD SER WI 4.75000000 (VERISIGN INC 4.75% 07/15/27) Long Debt US $27K 27K 0.00
VERISIGN INC REGD SER WI 5.25000000 (VERISIGN INC 5.25% 04/01/25) Long Debt US $27K 27K 0.00
VERISK ANALYTICS INC REGD 5.25000000 (VERISK ANALYTIC 5.25% 06/05/34) Long Debt US $79K 80K 0.00
VERISK ANALYTICS INC REGD 5.50000000 (VERISK ANALYTICS 5.5% 06/15/45) Long Debt US $27K 28K 0.00
VERISK ANALYTICS INC REGD 5.75000000 (VERISK ANALYTIC 5.75% 04/01/33) Long Debt US $17K 17K 0.00
VERIZON COMMUNICATIONS /EUR/ REGD 0.87500000 (VERIZON C 0.875% 04/08/27/EUR/) Long Debt US $476K 475K 0.00
VERIZON COMMUNICATIONS /EUR/ REGD 4.75000000 (VERIZON CO 4.75% 10/31/34/EUR/) Long Debt US $231K 200K 0.00
VERIZON COMMUNICATIONS /EUR/ REGD EMTN 3.25000000 (VERIZON CO 3.25% 02/17/26/EUR/) Long Debt US $213K 200K 0.00
VERIZON COMMUNICATIONS /GBP/ REGD 2.50000000 (VERIZON COM 2.5% 04/08/31/GBP/) Long Debt US $1M 1M 0.01
VERIZON COMMUNICATIONS REGD 2.55000000 (VERIZON COMMUNI 2.55% 03/21/31) Long Debt US $372K 437K 0.00
VERIZON COMMUNICATIONS REGD 2.65000000 (VERIZON COMMUNI 2.65% 11/20/40) Long Debt US $657K 950K 0.01
VERIZON COMMUNICATIONS REGD 3.87500000 (VERIZON COMMUN 3.875% 03/01/52) Long Debt US $282K 370K 0.00
VERIZON COMMUNICATIONS REGD SER WI 1.68000000 (VERIZON COMMUNI 1.68% 10/30/30) Long Debt US $7K 8K 0.00
VERIZON COMMUNICATIONS REGD SER WI 4.01600000 (VERIZON COMMUN 4.016% 12/03/29) Long Debt US $2K 2K 0.00
VERIZON COMMUNICATIONS REGD SER WI 4.32900000 (VERIZON COMMUN 4.329% 09/21/28) Long Debt US $19K 20K 0.00
VGP NV /EUR/ REGD REG S 1.62500000 (VGP NV 1.625% 01/17/27/EUR/) Long Debt BE $1M 1M 0.01
VGP NV /EUR/ REGD REG S 2.25000000 (VGP NV 2.25% 01/17/30/EUR/) Long Debt BE $644K 700K 0.01
VIATRIS INC REGD SER WI 3.85000000 (VIATRIS INC 3.85% 06/22/40) Long Debt US $2M 2M 0.01
VIATRIS INC REGD SER WI 4.00000000 (VIATRIS INC 4% 06/22/50) Long Debt US $14K 20K 0.00
VICI PROPERTIES LP REGD 4.75000000 (VICI PROPERTIES 4.75% 02/15/28) Long Debt US $200K 205K 0.00
VICI PROPERTIES LP REGD 4.95000000 (VICI PROPERTIES 4.95% 02/15/30) Long Debt US $2M 2M 0.01
VIER GAS TRANSPORT GMBH /EUR/ REGD REG S EMTN 0.50000000 (VIER GAS TR 0.5% 09/10/34/EUR/) Long Debt DE $933K 1M 0.01
VILLE DE PARIS /EUR/ REGD 3.87500000 (VILLE DE 3.875% 12/29/25/EUR/) Long Debt FR $644K 600K 0.01
VILLE DE PARIS /EUR/ REGD EMTN 3.02000000 (VILLE DE P 3.02% 10/25/29/EUR/) Long Debt FR $416K 400K 0.00
VILLE DE PARIS /EUR/ REGD REG S EMTN 0.75000000 (VILLE DE P 0.75% 11/30/41/EUR/) Long Debt FR $65K 100K 0.00
VILLE DE PARIS /EUR/ REGD REG S EMTN 1.37500000 (VILLE DE 1.375% 11/20/34/EUR/) Long Debt FR $258K 300K 0.00
VILLE DE PARIS /EUR/ REGD REG S EMTN 1.62500000 (VILLE DE 1.625% 02/02/33/EUR/) Long Debt FR $183K 200K 0.00
VILLE DE PARIS /EUR/ REGD REG S EMTN 1.75000000 (VILLE DE P 1.75% 05/25/31/EUR/) Long Debt FR $192K 200K 0.00
VILLE DE PARIS /EUR/ REGD REG S EMTN 3.50000000 (VILLE DE PA 3.5% 02/02/44/EUR/) Long Debt FR $101K 100K 0.00
VINCI SA /EUR/ REGD REG S EMTN 3.37500000 (VINCI SA 3.375% 10/17/32/EUR/) Long Debt FR $2M 2M 0.02
VIRGIN MONEY UK PLC /GBP/ REGD V/R REG S EMTN 4.00000000 (VIRGIN MONEY UK PLC V/R 09/25/26/GBP/) Long Debt GB $247K 200K 0.00
VIRGIN MONEY UK PLC /GBP/ REGD V/R REG S EMTN SER GMTN 5.12500000 (VIRGIN MONEY V/R 12/11/30/GBP/) Long Debt GB $1M 1M 0.01
VIRGINIA ELEC & POWER CO REGD 3.30000000 (VIRGINIA ELEC & 3.3% 12/01/49) Long Debt US $7K 10K 0.00
VIRGINIA ELEC & POWER CO REGD 5.35000000 (VIRGINIA ELEC & 5.35% 01/15/54) Long Debt US $5K 5K 0.00
VIRGINIA ELEC & POWER CO REGD 5.45000000 (VIRGINIA ELEC & 5.45% 04/01/53) Long Debt US $10K 10K 0.00
VIRGINIA ELEC & POWER CO REGD SER B 3.80000000 (VIRGINIA ELEC & 3.8% 09/15/47) Long Debt US $7K 10K 0.00
VIRGINIA ELEC & POWER CO REGD SER C 4.62500000 (VIRGINIA ELEC 4.625% 05/15/52) Long Debt US $8K 10K 0.00
VISA INC /EUR/ REGD 2.00000000 (VISA INC 2% 06/15/29/EUR/) Long Debt US $4M 4M 0.03
VISA INC REGD 2.70000000 (VISA INC 2.7% 04/15/40) Long Debt US $7K 10K 0.00
VISA INC REGD 3.65000000 (VISA INC 3.65% 09/15/47) Long Debt US $16K 20K 0.00
VISTRA OPERATIONS CO LLC REGD 144A P/P 3.55000000 (VISTRA OPERATIO 3.55% 07/15/24) Long Debt US $1M 1M 0.01
VITERRA FINANCE BV /EUR/ REGD REG S EMTN 0.37500000 (VITERRA F 0.375% 09/24/25/EUR/) Long Debt NL $1M 1M 0.01
VITERRA FINANCE BV /EUR/ REGD REG S EMTN 1.00000000 (VITERRA FINAN 1% 09/24/28/EUR/) Long Debt NL $2M 2M 0.02
VIVENDI SA /EUR/ REGD REG S EMTN 1.12500000 (VIVENDI S 1.125% 12/11/28/EUR/) Long Debt FR $1M 1M 0.01
VMWARE LLC REGD 4.50000000 (VMWARE LLC 4.5% 05/15/25) Long Debt US $25K 25K 0.00
VOLKSWAGEN BANK GMBH /EUR/ REGD EMTN 4.62500000 (VOLKSWAGE 4.625% 05/03/31/EUR/) Long Debt DE $3M 3M 0.02
VOLKSWAGEN BANK GMBH /EUR/ REGD REG S EMTN 1.25000000 (VOLKSWAGEN 1.25% 12/15/25/EUR/) Long Debt DE $1M 1M 0.01
VOLKSWAGEN FIN SERV AG /EUR/ REGD REG S EMTN 2.25000000 (VOLKSWAGEN 2.25% 10/16/26/EUR/) Long Debt DE $10K 10K 0.00
VOLKSWAGEN FIN SERV NV /GBP/ REGD REG S EMTN 1.12500000 (VOLKSWAGE 1.125% 07/05/26/GBP/) Long Debt NL $1M 1M 0.01
VOLKSWAGEN GROUP AMERICA REGD 144A P/P 5.30000000 (VOLKSWAGEN GROUP 5.3% 03/22/27) Long Debt US $2M 2M 0.01
VOLKSWAGEN INTL FIN NV /EUR/ REGD REG S EMTN 4.25000000 (VOLKSWAGEN 4.25% 03/29/29/EUR/) Long Debt NL $2M 2M 0.01
VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 3.50000000 (VOLKSWAGEN INT V/R /PERP//EUR/) Long Debt NL $1M 1M 0.01
VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ REG S SER . 3.87500000 (VOLKSWAGEN INT V/R /PERP//EUR/) Long Debt NL $2M 2M 0.02
VOLKSWAGEN INTL FIN NV /EUR/ REGD V/R /PERP/ SER * 4.62500000 (VOLKSWAGEN INT V/R /PERP//EUR/) Long Debt NL $224K 210K 0.00
VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 0.37500000 (VOLKSWAGE 0.375% 07/20/26/EUR/) Long Debt DE $2M 2M 0.01
VOLKSWAGEN LEASING GMBH /EUR/ REGD REG S EMTN 1.50000000 (VOLKSWAGEN 1.5% 06/19/26/EUR/) Long Debt DE $5M 5M 0.04
VONOVIA SE /EUR/ REGD REG S EMTN 0.62500000 (VONOVIA S 0.625% 07/09/26/EUR/) Long Debt DE $301K 300K 0.00
VONOVIA SE /EUR/ REGD REG S EMTN 0.75000000 (VONOVIA SE 0.75% 09/01/32/EUR/) Long Debt DE $1M 2M 0.01
VONOVIA SE /EUR/ REGD REG S EMTN 1.00000000 (VONOVIA SE 1% 01/28/41/EUR/) Long Debt DE $699K 1M 0.01
VONTIER CORP REGD SER WI 2.95000000 (VONTIER CORP 2.95% 04/01/31) Long Debt US $79K 95K 0.00
VOYA CLO 2017-1 LTD SER 2017-1A CL A1R V/R REGD 144A P/P 6.52868000 (VOYA 2017-1A A1R V/R 04/17/30) Long ABS-collateralized bond/debt obligation KY $2M 2M 0.02
VSEOBECNA UVEROVA BANKA /EUR/ REGD REG S EMTN 0.01000000 (VSEOBECNA 0.01% 06/23/25/EUR/) Long Debt SK $2M 2M 0.01
VSEOBECNA UVEROVA BANKA /EUR/ REGD REG S EMTN 0.01000000 (VSEOBECNA 0.01% 03/24/26/EUR/) Long Debt SK $101K 100K 0.00
VULCAN MATERIALS CO REGD 3.50000000 (VULCAN MATERIALS 3.5% 06/01/30) Long Debt US $55K 60K 0.00
WABTEC TRANSPORTATION /EUR/ REGD 1.25000000 (WABTEC TRA 1.25% 12/03/27/EUR/) Long Debt NL $1M 2M 0.01
WALES & WEST UTL FIN PLC /GBP/ REGD REG S 1.87500000 (WALES & W 1.875% 05/28/41/GBP/) Long Debt GB $618K 825K 0.01
WALMART INC /EUR/ REGD 2.55000000 (WALMART IN 2.55% 04/08/26/EUR/) Long Debt US $3M 3M 0.02
WALMART INC REGD 4.50000000 (WALMART INC 4.5% 04/15/53) Long Debt US $17K 19K 0.00
WALMART INC REGD 4.50000000 (WALMART INC 4.5% 09/09/52) Long Debt US $13K 15K 0.00
WARNERMEDIA HOLDINGS INC REGD SER WI 5.05000000 (WARNERMEDIA HOL 5.05% 03/15/42) Long Debt US $575K 705K 0.00
WARNERMEDIA HOLDINGS INC REGD SER WI 5.14100000 (WARNERMEDIA HO 5.141% 03/15/52) Long Debt US $892K 1M 0.01
WASHINGTON UNIVERSITY REGD 4.34900000 (WASHINGTON UNI 4.349% 04/15/22) Long Debt US $206K 255K 0.00
WASHINGTON UNIVERSITY REGD SER 2022 3.52400000 (WASHINGTON UNI 3.524% 04/15/54) Long Debt US $684K 900K 0.01
WASTE CONNECTIONS INC REGD 2.60000000 (WASTE CONNECTION 2.6% 02/01/30) Long Debt CA $176K 200K 0.00
WASTE CONNECTIONS INC REGD 3.20000000 (WASTE CONNECTION 3.2% 06/01/32) Long Debt CA $9K 10K 0.00
WASTE CONNECTIONS INC REGD 4.20000000 (WASTE CONNECTION 4.2% 01/15/33) Long Debt CA $19K 20K 0.00
WASTE MANAGEMENT INC REGD 2.00000000 (WASTE MANAGEMENT I 2% 06/01/29) Long Debt US $3K 4K 0.00
WASTE MANAGEMENT INC REGD 4.62500000 (WASTE MANAGEME 4.625% 02/15/33) Long Debt US $18K 19K 0.00
WASTE MANAGEMENT INC REGD 4.95000000 (WASTE MANAGEMEN 4.95% 07/03/31) Long Debt US $129K 130K 0.00
WEC ENERGY GROUP INC REGD 5.00000000 (WEC ENERGY GROUP I 5% 09/27/25) Long Debt US $30K 30K 0.00
WEC ENERGY GROUP INC REGD SER 10YR 3.55000000 (WEC ENERGY GROU 3.55% 06/15/25) Long Debt US $7K 7K 0.00
WELLCOME TRUST FINANCE /GBP/ REGD 4.62500000 (WELLCOME 4.625% 07/25/36/GBP/) Long Debt GB $280K 225K 0.00
WELLCOME TRUST LTD/THE /GBP/ REGD REG S 1.50000000 (WELLCOME TR 1.5% 07/14/71/GBP/) Long Debt GB $722K 2M 0.01
WELLCOME TRUST LTD/THE /GBP/ REGD REG S 2.51700000 (WELLCOME 2.517% 02/07/18/GBP/) Long Debt GB $130K 200K 0.00
WELLFLEET CLO 2015-1 LTD SER 2015-1A CL AR4 V/R REGD 144A P/P 6.47617000 (WELF 2015-1A AR4 V/R 07/20/29) Long ABS-collateralized bond/debt obligation KY $18K 18K 0.00
WELLS FARGO & COMPANY /EUR/ REGD REG S EMTN 1.00000000 (WELLS FARGO & 1% 02/02/27/EUR/) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY /EUR/ REGD REG S EMTN 1.37500000 (WELLS FAR 1.375% 10/26/26/EUR/) Long Debt US $2M 2M 0.02
WELLS FARGO & COMPANY /EUR/ REGD REG S EMTN 2.00000000 (WELLS FARGO & 2% 04/27/26/EUR/) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY /GBP/ REGD 4.62500000 (WELLS FAR 4.625% 11/02/35/GBP/) Long Debt US $2M 2M 0.01
WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 2.12500000 (WELLS FAR 2.125% 09/24/31/GBP/) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 2.50000000 (WELLS FARGO 2.5% 05/02/29/GBP/) Long Debt US $2M 2M 0.01
WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 3.50000000 (WELLS FARGO 3.5% 09/12/29/GBP/) Long Debt US $2M 2M 0.01
WELLS FARGO & COMPANY /GBP/ REGD REG S EMTN 4.87500000 (WELLS FAR 4.875% 11/29/35/GBP/) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY /GBP/ REGD V/R REG S EMTN 3.47300000 (WELLS FARGO V/R 04/26/28/GBP/) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY REGD MTN 4.75000000 (WELLS FARGO & C 4.75% 12/07/46) Long Debt US $13K 15K 0.00
WELLS FARGO & COMPANY REGD SER WI 5.60600000 (WELLS FARGO & 5.606% 01/15/44) Long Debt US $23K 24K 0.00
WELLS FARGO & COMPANY REGD V/R 3.06800000 (WELLS FARGO & COM V/R 04/30/41) Long Debt US $2M 2M 0.01
WELLS FARGO & COMPANY REGD V/R 5.38900000 (WELLS FARGO & COM V/R 04/24/34) Long Debt US $931K 940K 0.01
WELLS FARGO & COMPANY REGD V/R 5.49900000 (WELLS FARGO & COM V/R 01/23/35) Long Debt US $95K 95K 0.00
WELLS FARGO & COMPANY REGD V/R 6.49100000 (WELLS FARGO & COM V/R 10/23/34) Long Debt US $2M 2M 0.01
WELLS FARGO & COMPANY REGD V/R MTN 2.87900000 (WELLS FARGO & COM V/R 10/30/30) Long Debt US $14K 16K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 3.19600000 (WELLS FARGO & COM V/R 06/17/27) Long Debt US $2M 2M 0.01
WELLS FARGO & COMPANY REGD V/R MTN 3.35000000 (WELLS FARGO & COM V/R 03/02/33) Long Debt US $904K 1M 0.01
WELLS FARGO & COMPANY REGD V/R MTN 3.58400000 (WELLS FARGO & COM V/R 05/22/28) Long Debt US $3K 3K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 4.61100000 (WELLS FARGO & COM V/R 04/25/53) Long Debt US $576K 670K 0.00
WELLS FARGO & COMPANY REGD V/R MTN 4.80800000 (WELLS FARGO & COM V/R 07/25/28) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY REGD V/R MTN 5.19800000 (WELLS FARGO & COM V/R 01/23/30) Long Debt US $1M 2M 0.01
WELLS FARGO & COMPANY REGD V/R MTN 5.55700000 (WELLS FARGO & COM V/R 07/25/34) Long Debt US $2M 2M 0.02
WELLS FARGO & COMPANY REGD V/R MTN 5.57400000 (WELLS FARGO & COM V/R 07/25/29) Long Debt US $1M 1M 0.01
WELLS FARGO & COMPANY REGD V/R MTN 5.70700000 (WELLS FARGO & COM V/R 04/22/28) Long Debt US $2M 2M 0.01
WELLS FARGO BANK NA REGD 5.25400000 (WELLS FARGO BA 5.254% 12/11/26) Long Debt US $2M 2M 0.02
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C39 SER 2017-C39 CL A5 REGD 3.41800000 (WFCM 2017-C39 3.418% 09/15/50) Long ABS-collateralized bond/debt obligation US $937K 1M 0.01
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-C40 SER 2017-C40 CL A4 REGD 3.58100000 (WFCM 2017-C40 3.581% 09/15/27) Long ABS-collateralized bond/debt obligation US $519K 550K 0.00
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C44 SER 2018-C44 CL A5 REGD 4.21200000 (WFCM 2018-C44 4.212% 05/15/51) Long ABS-collateralized bond/debt obligation US $950K 1M 0.01
WELLS FARGO COMMERCIAL MORTGAGE TRUST 2021-C60 SER 2021-C60 CL A4 REGD 2.34200000 (WFCM 2021-C60 2.342% 07/15/31) Long ABS-collateralized bond/debt obligation US $455K 550K 0.00
WELLTOWER OP LLC /GBP/ REGD 4.50000000 (WELLTOWER O 4.5% 12/01/34/GBP/) Long Debt US $342K 300K 0.00
WELLTOWER OP LLC /GBP/ REGD 4.80000000 (WELLTOWER O 4.8% 11/20/28/GBP/) Long Debt US $2M 2M 0.02
WELLTOWER OP LLC REGD 2.75000000 (WELLTOWER OP LL 2.75% 01/15/31) Long Debt US $43K 50K 0.00
WELLTOWER OP LLC REGD 3.10000000 (WELLTOWER OP LLC 3.1% 01/15/30) Long Debt US $2M 2M 0.02
WELLTOWER OP LLC REGD 4.00000000 (WELLTOWER OP LLC 4% 06/01/25) Long Debt US $7K 7K 0.00
WELLTOWER OP LLC REGD 4.25000000 (WELLTOWER OP LL 4.25% 04/15/28) Long Debt US $4K 4K 0.00
WENDEL SE /EUR/ REGD REG S 1.00000000 (WENDEL SE 1% 06/01/31/EUR/) Long Debt FR $2M 3M 0.02
WERFENLIFE SA /EUR/ REGD REG S 0.50000000 (WERFENLIFE 0.5% 10/28/26/EUR/) Long Debt ES $1M 1M 0.01
WESSEX WATER SERVS FIN /GBP/ REGD 5.37500000 (WESSEX WA 5.375% 03/10/28/GBP/) Long Debt GB $3M 2M 0.02
WESSEX WATER SERVS FIN /GBP/ REGD REG S 1.50000000 (WESSEX WATE 1.5% 09/17/29/GBP/) Long Debt GB $3M 3M 0.02
WEST NIPPON EXPRESSWAY /JPY/ REGD SER 29 0.31000000 (WEST NIPPO 0.31% 02/12/26/JPY/) Long Debt JP $1M 200M 0.01
WESTERN AUST TREAS CORP /AUD/ REGD 1.50000000 (WESTERN AUS 1.5% 10/22/30/AUD/) Long Debt AU $434K 780K 0.00
WESTERN AUST TREAS CORP /AUD/ REGD 2.25000000 (WESTERN AU 2.25% 07/23/41/AUD/) Long Debt AU $22K 50K 0.00
WESTERN AUST TREAS CORP /AUD/ REGD 4.25000000 (WESTERN AU 4.25% 07/20/33/AUD/) Long Debt AU $640K 1M 0.01
WESTERN AUST TREAS CORP /AUD/ REGD MTN SER 28 3.25000000 (WESTERN AU 3.25% 07/20/28/AUD/) Long Debt AU $640K 1M 0.01
WESTERN AUST TREAS CORP /AUD/ REGD REG S SER 29 2.75000000 (WESTERN AU 2.75% 07/24/29/AUD/) Long Debt AU $413K 670K 0.00
WESTERN DIGITAL CORP REGD 3.10000000 (WESTERN DIGITAL 3.1% 02/01/32) Long Debt US $3K 4K 0.00
WESTERN MIDSTREAM OPERAT REGD 4.05000000 (WESTERN MIDSTRE 4.05% 02/01/30) Long Debt US $614K 660K 0.00
WESTERN MIDSTREAM OPERAT REGD 4.50000000 (WESTERN MIDSTREA 4.5% 03/01/28) Long Debt US $1M 1M 0.01
WESTERN MIDSTREAM OPERAT REGD 4.65000000 (WESTERN MIDSTRE 4.65% 07/01/26) Long Debt US $471K 480K 0.00
WESTERN MIDSTREAM OPERAT REGD 6.15000000 (WESTERN MIDSTRE 6.15% 04/01/33) Long Debt US $103K 100K 0.00
WESTERN UNION CO/THE REGD 1.35000000 (WESTERN UNION C 1.35% 03/15/26) Long Debt US $475K 510K 0.00
WESTINGHOUSE AIR BRAKE REGD 3.20000000 (WESTINGHOUSE AIR 3.2% 06/15/25) Long Debt US $39K 40K 0.00
WESTINGHOUSE AIR BRAKE REGD 5.61100000 (WESTINGHOUSE A 5.611% 03/11/34) Long Debt US $40K 40K 0.00
WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-4 SER 2023-4A CL C REGD 144A P/P 6.64000000 (WLAKE 2023-4A 6.64% 07/15/26) Long ABS-collateralized bond/debt obligation US $330K 325K 0.00
WESTLAKE CORP /EUR/ REGD 1.62500000 (WESTLAKE 1.625% 07/17/29/EUR/) Long Debt US $3M 3M 0.02
WESTPAC BANKING CORP /EUR/ REGD REG S 1.07900000 (WESTPAC B 1.079% 04/05/27/EUR/) Long Debt AU $101K 100K 0.00
WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.01000000 (WESTPAC BA 0.01% 09/22/28/EUR/) Long Debt AU $93K 100K 0.00
WESTPAC BANKING CORP /EUR/ REGD REG S EMTN 0.87500000 (WESTPAC B 0.875% 04/17/27/EUR/) Long Debt AU $1M 1M 0.01
WESTPAC BANKING CORP REGD 2.96300000 (WESTPAC BANKIN 2.963% 11/16/40) Long Debt AU $21K 30K 0.00
WESTPAC SEC NZ/LONDON /EUR/ REGD REG S EMTN 0.42700000 (WESTPAC S 0.427% 12/14/26/EUR/) Long Debt NZ $2M 3M 0.02
WESTPAC SEC NZ/LONDON /EUR/ REGD REG S EMTN 3.75000000 (WESTPAC SE 3.75% 04/20/28/EUR/) Long Debt NZ $108K 100K 0.00
WEYERHAEUSER CO REGD 4.00000000 (WEYERHAEUSER CO 4% 04/15/30) Long Debt US $1M 2M 0.01
WHITBREAD GROUP PLC /GBP/ REGD REG S 2.37500000 (WHITBREAD 2.375% 05/31/27/GBP/) Long Debt GB $1M 1M 0.01
WI TREAS. NT/BD REGD 4.12500000 (WI TREASURY SE 3.875% 09/30/27) Long Debt US $45K 45K 0.00
WI TREAS. NT/BD REGD 4.50000000 (WI TREASURY SEC 4.75% 05/15/27) Long Debt US $40K 40K 0.00
WI TREASURY SEC REGD 4.50000000 (WI TREASURY SE 4.5% 04/15/27) Long Debt US $130K 130K 0.00
WILLIAMS COMPANIES INC REGD 3.50000000 (WILLIAMS COMPANI 3.5% 11/15/30) Long Debt US $2M 2M 0.01
WILLIAMS COMPANIES INC REGD 5.30000000 (WILLIAMS COMPANI 5.3% 08/15/28) Long Debt US $2M 2M 0.02
WILLIAMS COMPANIES INC REGD 5.80000000 (WILLIAMS COMPANI 5.8% 11/15/43) Long Debt US $5K 5K 0.00
WILLIS NORTH AMERICA INC REGD 4.65000000 (WILLIS NORTH AM 4.65% 06/15/27) Long Debt US $29K 30K 0.00
WILLIS NORTH AMERICA INC REGD 5.35000000 (WILLIS NORTH AM 5.35% 05/15/33) Long Debt US $20K 20K 0.00
WILLIS NORTH AMERICA INC REGD 5.90000000 (WILLIS NORTH AME 5.9% 03/05/54) Long Debt US $68K 70K 0.00
WIRT & INFRA BK HESSEN /EUR/ REGD 0.87500000 (WIRT & IN 0.875% 06/14/28/EUR/) Long Debt DE $99K 100K 0.00
WIRT & INFRA BK HESSEN /EUR/ REGD 2.62500000 (WIRT & IN 2.625% 01/26/33/EUR/) Long Debt DE $104K 100K 0.00
WIRT & INFRA BK HESSEN /EUR/ REGD 2.87500000 (WIRT & IN 2.875% 02/22/34/EUR/) Long Debt DE $211K 200K 0.00
WISCONSIN POWER & LIGHT REGD 3.00000000 (WISCONSIN POWER & 3% 07/01/29) Long Debt US $9K 10K 0.00
WISCONSIN PUBLIC SERVICE REGD 3.30000000 (WISCONSIN PUBLIC 3.3% 09/01/49) Long Debt US $10K 15K 0.00
WOLTERS KLUWER NV /EUR/ REGD 3.75000000 (WOLTERS KL 3.75% 04/03/31/EUR/) Long Debt NL $5M 5M 0.04
WOLTERS KLUWER NV /EUR/ REGD REG S 0.25000000 (WOLTERS KL 0.25% 03/30/28/EUR/) Long Debt NL $1M 2M 0.01
WOLTERS KLUWER NV /EUR/ REGD REG S 0.75000000 (WOLTERS KL 0.75% 07/03/30/EUR/) Long Debt NL $4M 4M 0.03
WOLTERS KLUWER NV /EUR/ REGD REG S 1.50000000 (WOLTERS KLU 1.5% 03/22/27/EUR/) Long Debt NL $4M 4M 0.04
WOOLWORTHS GROUP LTD /EUR/ REGD REG S EMTN 0.37500000 (WOOLWORTH 0.375% 11/15/28/EUR/) Long Debt AU $1M 2M 0.01
WP CAREY INC /EUR/ REGD 4.25000000 (WP CAREY I 4.25% 07/23/32/EUR/) Long Debt US $2M 2M 0.02
WP CAREY INC REGD 2.25000000 (WP CAREY INC 2.25% 04/01/33) Long Debt US $772K 1M 0.01
WPC EUROBOND BV /EUR/ REGD 0.95000000 (WPC EUROBO 0.95% 06/01/30/EUR/) Long Debt NL $2M 2M 0.01
WUESTENROT BAUSPARKASSE /EUR/ REGD REG S SER 20 3.37500000 (WUESTENRO 3.375% 11/28/28/EUR/) Long Debt DE $108K 100K 0.00
XCEL ENERGY INC REGD 1.75000000 (XCEL ENERGY INC 1.75% 03/15/27) Long Debt US $9K 10K 0.00
XCEL ENERGY INC REGD 4.60000000 (XCEL ENERGY INC 4.6% 06/01/32) Long Debt US $155K 165K 0.00
XUNTA DE GALICIA /EUR/ REGD 0.26800000 (XUNTA DE 0.268% 07/30/28/EUR/) Long Debt ES $285K 300K 0.00
YAMANA GOLD INC REGD 2.63000000 (YAMANA GOLD INC 2.63% 08/15/31) Long Debt CA $2M 3M 0.02
YARA INTERNATIONAL ASA REGD 144A P/P 3.14800000 (YARA INTERNATI 3.148% 06/04/30) Long Debt NO $874K 1M 0.01
YORKSHIRE BUILDING SOC /EUR/ REGD REG S 0.01000000 (YORKSHIRE 0.01% 11/16/28/EUR/) Long Debt GB $5M 5M 0.04
ZAPADOSLOVENSKA ENRG AS /EUR/ REGD REG S 1.75000000 (ZAPADOSLOV 1.75% 03/02/28/EUR/) Long Debt SK $98K 100K 0.00
ZIMMER BIOMET HOLDINGS /EUR/ REGD 1.16400000 (ZIMMER BI 1.164% 11/15/27/EUR/) Long Debt US $987K 1M 0.01
ZIMMER BIOMET HOLDINGS /EUR/ REGD 2.42500000 (ZIMMER BI 2.425% 12/13/26/EUR/) Long Debt US $522K 500K 0.00
ZIMMER BIOMET HOLDINGS REGD 2.60000000 (ZIMMER BIOMET HO 2.6% 11/24/31) Long Debt US $13K 16K 0.00
ZOETIS INC REGD 5.40000000 (ZOETIS INC 5.4% 11/14/25) Long Debt US $40K 40K 0.00
ZOETIS INC REGD SER WI 4.70000000 (ZOETIS INC 4.7% 02/01/43) Long Debt US $25K 28K 0.00
ZUERCHER KANTONALBANK /CHF/ REGD REG S SER 150 0.10000000 (ZUERCHER KA 0.1% 03/31/31/CHF/) Long Debt CH $248K 240K 0.00
ZURICH FINANCE IRELAND /EUR/ REGD REG S EMTN 1.62500000 (ZURICH FI 1.625% 06/17/39/EUR/) Long Debt IE $417K 500K 0.00
ZURICH FINANCE IRELAND /GBP/ REGD V/R EMTN 5.12500000 (ZURICH FINAN V/R 11/23/52/GBP/) Long Debt IE $7M 6M 0.05

Address

Six Circles Trust
383 Madison Avenue
New York
New York
10179-0001
United States of America

Websites

Directors

Lauren K. Stack
Kevin Klingert
James P. Donovan
Lisa M. Borders
Neil Medugno
Mary E. Savino

Transfer Agents

DST Asset Manager Solutions, Inc.

Pricing Services

Refinitiv US LLC
Intercontinental Exchange, Inc.

Custodians

BROWN BROTHERS HARRIMAN AND CO

Shareholder Servicing Agents

N/A

Admins

BROWN BROTHERS HARRIMAN & CO.

Brokers

CITIGROUP GLOBAL MARKETS INC.
JEFFERIES LLC
GOLDMAN SACHS & CO, LLC
UBS SECURITIES LLC
WELLS FARGO SECURITIES LLC
MERRILL LYNCH, PIERCE, FENNER & SMITH INC.
INSTINET, LLC
MORGAN STANLEY & CO. LLC
BNY MELLON CAPITAL MARKETS, LLC
BARCLAYS CAPITAL INC.